Research classified by Journal of Economic Literature (JEL) codes

2019

• Mokni, Khaled & Youssef, Manel, 2019, "Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 14-33, DOI: 10.1016/j.qref.2019.03.003.
• Ahmed, Walid M.A., 2019, "Islamic and conventional equity markets: Two sides of the same coin, or not?," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 191-205, DOI: 10.1016/j.qref.2018.12.010.
• Kumar, Satish, 2019, "Asymmetric impact of oil prices on exchange rate and stock prices," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 41-51, DOI: 10.1016/j.qref.2018.12.009.
• Lee, Chia-Hao & Chou, Pei-I, 2019, "Information dissemination and investors’ sensitivity," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 242-250, DOI: 10.1016/j.qref.2019.01.009.
• Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N., 2019, "Market reaction to actual daily share repurchases in Greece," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 267-277, DOI: 10.1016/j.qref.2019.01.007.
• Stoupos, Nikolaos & Kiohos, Apostolos, 2019, "Scandinavia: Towards the European Monetary Union?," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 278-291, DOI: 10.1016/j.qref.2019.01.006.
• Huang, Yu-Li & Shen, Chung-Hua, 2019, "Effect of interbank activities on bank risk: Why is China different?," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 308-327, DOI: 10.1016/j.qref.2019.01.002.
• Nechi, Salem & Smaoui, Houcem Eddine, 2019, "Interbank offered rates in Islamic countries: Is the Islamic benchmark different from the conventional benchmarks?," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 75-84, DOI: 10.1016/j.qref.2018.05.003.
• Halari, Anwar & Helliar, Christine & Power, David M. & Tantisantiwong, Nongnuch, 2019, "Taking advantage of Ramadan and January in Muslim countries," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 85-96, DOI: 10.1016/j.qref.2018.05.018.
• Maskus, Keith E. & Milani, Sahar & Neumann, Rebecca, 2019, "The impact of patent protection and financial development on industrial R&D," Research Policy, Elsevier, volume 48, issue 1, pages 355-370, DOI: 10.1016/j.respol.2018.09.005.
• Murgia, Maurizio & Pinna, Andrea & Gottardo, Pietro & Bosetti, Luisella, 2019, "The impact of large orders in electronic markets," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 174-192, DOI: 10.1016/j.iref.2018.08.018.
• Zhang, Yue-Jun & Yao, Ting & He, Ling-Yun & Ripple, Ronald, 2019, "Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 302-317, DOI: 10.1016/j.iref.2018.09.006.
• Fassas, Athanasios P. & Siriopoulos, Costas, 2019, "Intraday price discovery and volatility spillovers in an emerging market," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 333-346, DOI: 10.1016/j.iref.2018.09.008.
• Dladla, Pholile & Malikane, Christopher, 2019, "Stock return predictability: Evidence from a structural model," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 412-424, DOI: 10.1016/j.iref.2018.10.006.
• Zhang, Huiming & Watada, Junzo, 2019, "An analysis of the arbitrage efficiency of the Chinese SSE 50ETF options market," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 474-489, DOI: 10.1016/j.iref.2018.10.011.
• Caporin, Massimiliano & Chang, Chia-Lin & McAleer, Michael, 2019, "Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 50-70, DOI: 10.1016/j.iref.2018.08.003.
• Bohl, Martin T. & Gross, Christian & Souza, Waldemar, 2019, "The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 203-215, DOI: 10.1016/j.iref.2018.11.002.
• Zhang, Yue-Jun & Wu, Yao-Bin, 2019, "The time-varying spillover effect between WTI crude oil futures returns and hedge funds," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 156-169, DOI: 10.1016/j.iref.2019.02.006.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2019, "Long-term interest rates in Europe: A fractional cointegration analysis," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 170-178, DOI: 10.1016/j.iref.2019.02.004.
• Yu, Lin & Fung, Hung-Gay & Leung, Wai Kin, 2019, "Momentum or contrarian trading strategy: Which one works better in the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 87-105, DOI: 10.1016/j.iref.2019.03.006.
• Huang, Yu-Li & Shen, Chung-Hua, 2019, "What role does the investor-paid rating agency play in China? Competitor or information provider," International Review of Economics & Finance, Elsevier, volume 63, issue C, pages 253-272, DOI: 10.1016/j.iref.2018.11.007.
• Balli, Faruk & Balli, Hatice Ozer & Basher, Syed Abul & Karimova, Amira & Wang, Aihua, 2019, "Determinants of sector of holders international equity holdings," International Review of Economics & Finance, Elsevier, volume 63, issue C, pages 329-338, DOI: 10.1016/j.iref.2019.03.004.
• Durusu-Ciftci, Dilek & Ispir, M. Serdar & Kok, Dundar, 2019, "Do stock markets follow a random walk? New evidence for an old question," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 165-175, DOI: 10.1016/j.iref.2019.06.002.
• Mirzaei, Ali & Grosse, Robert, 2019, "The interaction of quantity and quality of finance: Did it make industries more resilient to the recent global financial crisis?," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 493-512, DOI: 10.1016/j.iref.2019.08.010.
• Lagoarde-Segot, Thomas, 2019, "Sustainable finance. A critical realist perspective," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 1-9, DOI: 10.1016/j.ribaf.2018.04.010.
• Killins, Robert N., 2019, "An investigation of the short-term performance of the Canadian IPO market," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 102-113, DOI: 10.1016/j.ribaf.2018.07.004.
• Chiang, Thomas C., 2019, "Empirical analysis of intertemporal relations between downside risks and expected returns—Evidence from Asian markets," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 264-278, DOI: 10.1016/j.ribaf.2018.08.003.
• Donou-Adonsou, Ficawoyi, 2019, "Colonialism ties and stock markets: Evidence from Sub-Saharan Africa," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 327-343, DOI: 10.1016/j.ribaf.2018.08.007.
• Zaremba, Adam & Okoń, Szymon & Asyngier, Roman & Schroeter, Lucia, 2019, "Reverse splits in international stock markets: Reconciling the evidence on long-term returns," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 552-562, DOI: 10.1016/j.ribaf.2018.10.001.
• Liu, Hsiang-Hsi & Wang, Teng-Kun & Li, Weny, 2019, "Dynamical Volatility and Correlation among US Stock and Treasury Bond Cash and Futures Markets in Presence of Financial Crisis: A Copula Approach," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 381-396, DOI: 10.1016/j.ribaf.2019.02.002.
• Kusen, Alex & Rudolf, Markus, 2019, "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 438-463, DOI: 10.1016/j.ribaf.2019.01.013.
• Gregory, Richard P., 2019, "Financial openness and entrepreneurship," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 48-58, DOI: 10.1016/j.ribaf.2018.12.006.
• Boya, Christophe M., 2019, "From efficient markets to adaptive markets: Evidence from the French stock exchange," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 156-165, DOI: 10.1016/j.ribaf.2019.03.005.
• Chadwick, Meltem Gulenay, 2019, "Dependence of the “Fragile Five” and “Troubled Ten” emerging market financial systems on US monetary policy and monetary policy uncertainty," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 251-268, DOI: 10.1016/j.ribaf.2019.04.002.
• Eross, Andrea & McGroarty, Frank & Urquhart, Andrew & Wolfe, Simon, 2019, "The intraday dynamics of bitcoin," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 71-81, DOI: 10.1016/j.ribaf.2019.01.008.
• Sabkha, Saker & de Peretti, Christian & Hmaied, Dorra, 2019, "Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 106-133, DOI: 10.1016/j.ribaf.2019.04.005.
• Zhang, Sijia & Gregoriou, Andros, 2019, "The price behavior around initial loan announcements: Evidence from zero-leverage firms in the UK," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 191-200, DOI: 10.1016/j.ribaf.2019.05.004.
• Kallinterakis, Vasileios & Wang, Ying, 2019, "Do investors herd in cryptocurrencies – and why?," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 240-245, DOI: 10.1016/j.ribaf.2019.05.005.
• Sifat, Imtiaz Mohammad & Mohamad, Azhar & Mohamed Shariff, Mohammad Syazwan Bin, 2019, "Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 306-321, DOI: 10.1016/j.ribaf.2019.06.012.
• Morrison, Eleanor J., 2019, "Energy price implications for emerging market bond returns," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 398-415, DOI: 10.1016/j.ribaf.2019.06.010.
• Handika, Rangga & Soepriyanto, Gatot & Havidz, Shinta Amalina Hazrati, 2019, "Are cryptocurrencies contagious to Asian financial markets?," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 416-429, DOI: 10.1016/j.ribaf.2019.06.007.
• Baghestani, Hamid & Chazi, Abdelaziz & Khallaf, Ashraf, 2019, "A directional analysis of oil prices and real exchange rates in BRIC countries," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 450-456, DOI: 10.1016/j.ribaf.2019.06.013.
• Das, Sonali & Demirer, Riza & Gupta, Rangan & Mangisa, Siphumlile, 2019, "The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 132-147, DOI: 10.1016/j.strueco.2019.05.007.
• Christian Gross & Pierre L. Siklos, 2019, "Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-43, Jun.
• Kate McKinnon, 2019, "Investigating the Drivers of International Comovement in Real Financial Asset Returns," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-84, Nov.
• Kate McKinnon, 2019, "Evaluating the Portfolio Rebalancing Hypothesis in the Presence of the International Goods Market," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-85, Nov.
• Makarov, Igor & Schoar, Antoinette, 2020, "Trading and arbitrage in cryptocurrency markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100409, Feb.
• Makarov, Igor & Schoar, Antoinette, 2019, "Price discovery in cryptocurrency markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100410, May.
• Bustillo, Inés & Perrotti, Daniel & Velloso, Helvia, 2019, "Sovereign credit ratings in Latin America and the Caribbean: history and impact on bond spreads," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123197, Oct.
• Beaver, William H & Cascino, Stefano & Correia, Maria & McNichols, Maureen F., 2019, "Group affiliation and default prediction," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88139, Aug.
• Charles A.E. Goodhart & M. Udara Peiris & Dimitrios P. Tsomocos, 2019, "Global Imbalances and Taxing Capital Flows," Chapters, Edward Elgar Publishing, chapter 11, "Financial Regulation and Stability".
• Charles A.E. Goodhart & M. Udara Peiris & Dimitrios P. Tsomocos, 2019, "Debt, recovery rates and the Greek dilemma," Chapters, Edward Elgar Publishing, chapter 13, "Financial Regulation and Stability".
• Sebastian Dullien, 2019, "Risk-sharing by financial markets in federal systems: a critique of existing empirical assessments," Review of Keynesian Economics, Edward Elgar Publishing, volume 7, issue 3, pages 361-368, July.
• Hee-Joon Ahn & Jun Cai & Yan-Leung Cheung, 2019, "Execution costs, investability, and actual foreign investment in emerging markets," China Finance Review International, Emerald Group Publishing Limited, volume 10, issue 2, pages 143-167, March, DOI: 10.1108/CFRI-04-2018-0030.
• Xiaoyu Wang & Jia Zhai & Dejun Xie & Jingjing Jiang, 2019, "The impact of monetary policy on option-implied stock market expectations," China Finance Review International, Emerald Group Publishing Limited, volume 10, issue 1, pages 37-51, July, DOI: 10.1108/CFRI-07-2018-0068.
• Thomas C. Chiang, 2019, "Financial risk, uncertainty and expected returns: evidence from Chinese equity markets," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 4, pages 425-454, July, DOI: 10.1108/CFRI-09-2018-0129.
• Donglian Ma & Hisashi Tanizaki, 2019, "On the day-of-the-week effects of Bitcoin markets: international evidence," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 4, pages 455-478, July, DOI: 10.1108/CFRI-12-2018-0158.
• Letife Özdemir & Serap Vurur, 2019, "Volatility Spillovers Between BIST100 Index and S&P500 Index," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Behavioral Finance", DOI: 10.1108/S1569-375920190000101003.
• Salman Bahoo & M. Kabir Hassan & Andrea Paltrinieri & Ashraf Khan, 2019, "A model of the Islamic sovereign wealth fund," Islamic Economic Studies, Emerald Group Publishing Limited, volume 27, issue 1, pages 2-22, August, DOI: 10.1108/IES-05-2019-0003.
• Dinis Daniel Santos & Paulo Gama, 2019, "Timing the market with own stock: an extensive analysis with buying and selling evidence," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 16, issue 2, pages 141-164, September, DOI: 10.1108/IJMF-05-2019-0194.
• Ofer Arbaa & Eva Varon, 2019, "Behavior of investor flows in Israeli provident funds," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 16, issue 3, pages 334-356, December, DOI: 10.1108/IJMF-08-2018-0247.
• Feng Zhan, 2019, "Individualism, synchronized stock price movements, and stock market volatility," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 15, issue 3, pages 371-403, May, DOI: 10.1108/IJMF-10-2018-0305.
• Augusto Ferreira da Costa Neto & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto, 2019, "Investor behavior in ETF markets: a comparative study between the US and emerging markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 14, issue 5, pages 944-966, August, DOI: 10.1108/IJOEM-04-2018-0195.
• Rakesh Kumar, 2019, "Does trade interdependency lead linkages between stock markets? A case of South Asian countries," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 15, issue 3, pages 490-506, September, DOI: 10.1108/IJOEM-08-2018-0446.
• Arfaoui Mongi, 2019, "The global influence of oil futures-prices on Dow Jones Islamic stock indexes," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 14, issue 4, pages 523-549, February, DOI: 10.1108/IJOEM-11-2017-0471.
• Shalini Aggarwal & Abhay Raja, 2018, "Stock market interlinkages among the BRIC economies," International Journal of Ethics and Systems, Emerald Group Publishing Limited, volume 35, issue 1, pages 59-74, November, DOI: 10.1108/IJOES-04-2018-0064.
• Nader Trabelsi, 2019, "Dynamic and frequency connectedness across Islamic stock indexes, bonds, crude oil and gold," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 3, pages 306-321, June, DOI: 10.1108/IMEFM-02-2018-0043.
• Takayasu Ito, 2019, "Short-term Cross-currency Basis Swap and Japanese Government Bond Markets under Non-traditional Monetary Policy," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Asia-Pacific Contemporary Finance and Development", DOI: 10.1108/S1571-038620190000026002.
• Datien Eriska Utami & Irwan Trinugroho & Bruno S. Sergi, 2019, "What DeterminesSukukIssuance Type in Indonesia?," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Asia-Pacific Contemporary Finance and Development", DOI: 10.1108/S1571-038620190000026010.
• Carlo Bellavite Pellegrini & Laura Pellegrini & Emiliano Sironi, 2019, "Explaining Systemic Risk in Latin American Banking Industry over 2002–2015," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Asia-Pacific Contemporary Finance and Development", DOI: 10.1108/S1571-038620190000026014.
• Abobaker Mohmed & Antoinette Flynn & Colette Grey, 2019, "The link between CSR and earnings quality: evidence from Egypt," Journal of Accounting in Emerging Economies, Emerald Group Publishing Limited, volume 10, issue 1, pages 1-20, December, DOI: 10.1108/JAEE-10-2018-0109.
• Silvio John Camilleri & Francelle Galea, 2019, "The determinants of securities trading activity: evidence from four European equity markets," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 3, issue 1, pages 47-67, June, DOI: 10.1108/JCMS-02-2019-0007.
• Athanasios Tsagkanos & Costas Siriopoulos & Konstantina Vartholomatou, 2019, "Foreign direct investment and stock market development," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 1, pages 55-70, January, DOI: 10.1108/JES-06-2017-0154.
• Andriansyah Andriansyah & George Messinis, 2019, "Stock prices, exchange rates and portfolio equity flows," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 2, pages 399-421, March, DOI: 10.1108/JES-12-2017-0361.
• Salman Ahmed Shaikh & Mohd Adib Ismail & Abdul Ghafar Ismail & Shahida Shahimi & Muhammad Hakimi Mohd. Shafiai, 2019, "Comparative analysis ofShari’ah-compliant portfolios: evidence from Pakistan," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 10, issue 3, pages 466-487, May, DOI: 10.1108/JIABR-10-2016-0121.
• Jianan He & Dirk Schiereck, 2019, "Sovereign rating announcements and the integration of African banking markets," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 5, pages 484-500, November, DOI: 10.1108/JRF-11-2018-0176.
• Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Oil speculation and herding behavior in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 44-56, January, DOI: 10.1007/s12197-018-9427-0.
• Benjamin R. Auer, 2019, "Does the strength of capital market anomalies exhibit seasonal patterns?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 91-103, January, DOI: 10.1007/s12197-018-9432-3.
• Payal Jain & Sanjay Sehgal, 2019, "An examination of return and volatility spillovers between mature equity markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 180-210, January, DOI: 10.1007/s12197-018-9442-1.
• Yung-Ho Chang, 2019, "Cross-market information spillover and the performance of technical trading in the foreign exchange market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 211-227, April, DOI: 10.1007/s12197-018-9440-3.
• Jang Ping Thia, 2019, "Bank lending – what has changed post crisis?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 256-272, April, DOI: 10.1007/s12197-018-9441-2.
• Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2019, "Price jumps in developed stock markets: the role of monetary policy committee meetings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 298-312, April, DOI: 10.1007/s12197-018-9444-z.
• Nassar S. Al-Nassar & Razzaque H. Bhatti, 2019, "Are common stocks a hedge against inflation in emerging markets?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 3, pages 421-455, July, DOI: 10.1007/s12197-018-9447-9.
• Abdussalam Aljadani & Hassen Toumi, 2019, "Causal effect of mergers and acquisitions on EU bank productivity," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 8, issue 1, pages 1-22, December, DOI: 10.1186/s40008-019-0176-9.
• Syed Jawad Hussain Shahzad & Naveed Raza & David Roubaud & Jose Arreola Hernandez & Stelios Bekiros, 2019, "Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 4, pages 885-912, December, DOI: 10.1007/s40953-019-00163-1.
• Massimiliano Bonacchi & Antonio Marra & Paul Zarowin, 2019, "Organizational structure and earnings quality of private and public firms," Review of Accounting Studies, Springer, volume 24, issue 3, pages 1066-1113, September, DOI: 10.1007/s11142-019-09495-y.
• Thomas Johann & Stefan Scharnowski & Erik Theissen & Christian Westheide & Lukas Zimmermann, 2019, "Liquidity in the German Stock Market," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 71, issue 4, pages 443-473, October, DOI: 10.1007/s41464-019-00079-6.
• Giovanna Bua & Carmine Trecroci, 2019, "International equity markets interdependence: bigger shocks or contagion in the 21st century?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 155, issue 1, pages 43-69, February, DOI: 10.1007/s10290-018-0325-5.
• Lorenz Emter & Martin Schmitz & Marcel Tirpák, 2019, "Cross-border banking in the EU since the crisis: What is driving the great retrenchment?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 155, issue 2, pages 287-326, May, DOI: 10.1007/s10290-019-00342-5.
• Huadong Chang & Guozhi An, 2019, "Leviathan is in Action? The Political Motivation behind the Outbound Investments of SWFs," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 9, issue 5, pages 1-4.
• Van-Thep & Nguyen & Day-Yang & Liu, 2019, "Determinants of financial soundness of commercial banks: Evidence from Vietnam," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 3, pages 1-3.
• Van-Thep Nguyen & Day-Yang Liu, 2019, "Factors affecting the level of depositors’ satisfaction towards the services of commercial bank: Evidence from Vietcombank, Can Tho branch, Vietnam," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 6, pages 1-2.
• Moussa Wajdi, 2019, "The dynamic relationship between stock index and exchange rate: Evidence for Tunis," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 1, pages 1-4.
• Isaac L. Ochieng’ & Tobias O. Olweny & Oluoch J. Oluoch & Gordon O. Ochere, 2019, "Effect of foreign equity flows on stock market volatility in Kenya Empirical evidence at Nairobi securities exchange," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 3, pages 1-5.
• Norring, Anni, 2019, "Macroprudential policy spillovers and international banking - Taking the gravity approach," ESRB Working Paper Series, European Systemic Risk Board, number 101, Sep.
• Guagliano, Claudia & Mazzacurati, Julien & Kenny, Oisin & Braunsteffer, Achim, 2019, "Use of credit default swaps by UCITS funds: evidence from EU regulatory data," ESRB Working Paper Series, European Systemic Risk Board, number 95, Jun.
• Fiedor, Paweł & Killeen, Neill, 2019, "Securisation special purpose entities, bank sponsors and derivatives," ESRB Working Paper Series, European Systemic Risk Board, number 99, Jul.
• Iván Arribas & María Dolores Espinós-Vañó & Fernando García & Rima Tamošiūnienė, 2019, "Negative screening and sustainable portfolio diversification," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 6, issue 4, pages 1566-1586, June, DOI: 10.9770/jesi.2019.6.4(2).
• Vladimir Maslennikov & Dmitriy Korovin & Oxana Afanasyeva, 2019, "Refinancing as an element of control over inflation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 1, pages 438-453, September, DOI: 10.9770/jesi.2019.7.1(31).
• Iván Arribas & María Dolores Espinós-Vañó & Fernando García & Javier Oliver, 2019, "Defining socially responsible companies according to retail investors’ preferences," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 2, pages 1641-1653, December, DOI: 10.9770/jesi.2019.7.2(59).
• Luca Agnello & Vitor Castro & Ricardo Sousa, 2019, "The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases," Working Papers, European Stability Mechanism, number 34, Feb.
• Daragh Clancy & Peter G. Dunne & Pasquale Filiani, 2019, "Liquidity and tail-risk interdependencies in the euro area sovereign bond market," Working Papers, European Stability Mechanism, number 41, Nov.
• Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019, "FDI, banking crises and growth: direct and spill over effects," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 20, pages 1655-1658, November, DOI: 10.1080/13504851.2019.1591587.
• Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Defence and Peace Economics, Taylor & Francis Journals, volume 30, issue 3, pages 367-379, April, DOI: 10.1080/10242694.2018.1424613.
• Dieter Schumacher, 2019, "The integration of international financial markets: an attempt to quantify contagion in an input–output-type analysis," Economic Systems Research, Taylor & Francis Journals, volume 31, issue 3, pages 345-360, July, DOI: 10.1080/09535314.2018.1517084.
• John Cotter & Anita Suurlaht, 2019, "Spillovers in risk of financial institutions," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 17, pages 1765-1792, November, DOI: 10.1080/1351847X.2019.1635897.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "Exchange rate returns and volatility: the role of time-varying rare disaster risks," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 2, pages 190-203, January, DOI: 10.1080/1351847X.2018.1534750.
• Joscha Beckmann & Theo Berger & Robert Czudaj, 2019, "Gold price dynamics and the role of uncertainty," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 4, pages 663-681, April, DOI: 10.1080/14697688.2018.1508879.
• Salih Fendoglu & Eda Gulsen & Josè-Luis Peydro, 2019, "Global Liquidity and the Impairment of Local Monetary Policy Transmission," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1913.
• Suleyman Serdengecti & Ahmet Sensoy, 2019, "Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1928.
• Rogelio Mercado Jr. & Shanty Noviantie, 2019, "Financial Flows Centrality: Empirical Evidence using Bilateral Capital Flows," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1119, Dec.
• Stefan Reitz & Dennis Umlandt, 2019, "Foreign Exchange Dealer Asset Pricing," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-08.
• John Cotter & Stuart Gabriel & Richard Roll, 2019, "Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World," Working Papers, Geary Institute, University College Dublin, number 201909, May.
• Álvaro Chamizo & Alfonso Novales, 2019, "Market risk when hedging a global credit portfolio," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-28, Sep.
• Zhenzhen Zhu & Zhidong Bai & João Paulo Vieito & Wing-Keung Wong, 2019, "The impact of the global financial crisis on the efficiency and performance of Latin American stock markets," Estudios de Economia, University of Chile, Department of Economics, volume 46, issue 1, pages 5-30, June.
• Muhammad Zubair Mumtaz & Zachary Alexander Smith, 2019, "Examining spillover effect of US monetary policy to European stock markets: A Markov-Switching approach," Estudios de Economia, University of Chile, Department of Economics, volume 46, issue 1, pages 89-124, June.
• Stéphanie Collet & Kim Oosterlinck, 2019, "Denouncing Odious Debts," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/296946, Nov.
• Mathieu Verougstraete & Alper Aras, 2019, "Tapping capital markets and institutional investors for infrastructure development," Asia-Pacific Sustainable Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 26, issue 1, pages 113-144, June.
• Fernando Broner & Alberto Martin & Lorenzo Pandolfi & Tomas Williams, 2019, "Winners and losers from Sovereign debt inflows: evidence from the stock market," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1693, Dec.
• Krastina Dzhambova, 2019, ""When it rains, it pours": fiscal policy, credit constraints and business cycles in emerging and developed economies," Working Papers, UW-Whitewater, Department of Economics, number 19-01, Jun, revised Jun 2019.
• Florin TURCAS, 2019, "Paradoxes In Valuation," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 14, issue 1, pages 5-29.
• Sutirtha Bagchi & Michael Patrick Curran & Matthew J. Fagerstrom, 2019, "What is the Impact of Monetary Policy on Wealth Inequality?," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 39, Jan.
• Erasmus Kersting & Christopher Kilby, 2019, "Does the World Bank Move Markets?," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 42, Aug.
• ZELDEA, Cristina Georgiana, 2019, "Systemic Risk: An Overview," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 3, pages 34-48, September.
• Tsaurai Kunofiwa & Hlupo Patience, 2019, "Do Remittances Enhance Financial Development in Transitional Markets?," Comparative Economic Research, Sciendo, volume 22, issue 4, pages 73-89, December, DOI: 10.2478/cer-2019-0033.
• Sobański Konrad, 2019, "‘Dark matter’ in the external sector of the United States," Economics and Business Review, Sciendo, volume 5, issue 2, pages 86-108, June, DOI: 10.18559/ebr.2019.2.5.
• Kvainickas Tomas Sovijus & Stankevičienė Jelena, 2019, "Regional Limitations of Stock Indices Prediction Models Based on Macroeconomic Variables," Economics and Culture, Sciendo, volume 16, issue 2, pages 5-20, December, DOI: 10.2478/jec-2019-0018.
• Frydrych Sylwia, 2019, "The Rationale and Conditions for the Issuing of Polish Treasury Bonds on Foreign Markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 15, issue 1, pages 59-72, March, DOI: 10.2478/fiqf-2019-0006.
• Mielus Piotr, 2019, "How to Measure the Economic Integrity of Ibor Panels? A Behavioural Approach," Financial Sciences. Nauki o Finansach, Sciendo, volume 24, issue 1, pages 51-73, March, DOI: 10.15611/fins.2019.1.04.
• Sekuła Paweł, 2019, "Causality Analysis Between Stock Market Indices," Financial Sciences. Nauki o Finansach, Sciendo, volume 24, issue 1, pages 74-93, March, DOI: 10.15611/fins.2019.1.05.
• Lambrev Dimitar, 2019, "Infrastructure Indices: Comparative Analysis of Performance, Risk and Representation of Global Listed Proxies," Naše gospodarstvo/Our economy, Sciendo, volume 65, issue 3, pages 23-39, September, DOI: 10.2478/ngoe-2019-0011.
• Erdas Mehmet Levent, 2019, "Validity of Weak-Form Market Efficiency in Central and Eastern European Countries (CEECs): Evidence from Linear and Nonlinear Unit Root Tests," Review of Economic Perspectives, Sciendo, volume 19, issue 4, pages 399-428, December, DOI: 10.2478/revecp-2019-0020.
• Balteș Nicolae & Pavel Ruxandra Maria, 2019, "Assessment of the Insolvency Risk in Companies Listed on the Bucharest Stock Exchange," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 29, issue 4, pages 58-71, December, DOI: 10.2478/sues-2019-0018.
• Shobande Olatunji Abdul & Mark Kingsley Chinonso, 2019, "Unveiling the Theoretical Mistakes in the World Bank Formation and its Implication on Survival of Africa Monetary Union," Valahian Journal of Economic Studies, Sciendo, volume 10, issue 1, pages 119-124, July, DOI: 10.2478/vjes-2019-0012.
• Yang Hu & Les Oxley & Chunlin Lang, 2019, "Can Economic Policy Uncertainty, Volume, Transaction Activity and Twitter Predict Bitcoin? Evidence from Time-Varying Granger Causality Tests," Working Papers in Economics, University of Waikato, number 19/12, Jul.
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• Calomiris,Charles W. & Larrain,Mauricio & Schmukler,Sergio L. & Williams,Tomas, 2019, "Search for Yield in Large International Corporate Bonds : Investor Behavior and Firm Responses," Policy Research Working Paper Series, The World Bank, number 8890, Jun.
• Amat Adarov, 2019, "Dynamic Interactions Between Financial and Macroeconomic Imbalances: A Panel VAR Analysis," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 162, Feb.
• Amat Adarov, 2019, "Financial Cycles in Europe: Dynamics, Synchronicity and Implications for Business Cycles and Macroeconomic Imbalances," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 166, Oct.
• Robert Czech & Matt Roberts‐Sklar, 2019, "Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 28, issue 5, pages 347-379, December, DOI: 10.1111/fmii.12122.
• Daniel Carvalho, 2019, "Financial integration and the Great Leveraging," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 54-79, January, DOI: 10.1002/ijfe.1649.
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Systemic Risk:History, Measurement and Regulation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11301, ISBN: ARRAY(0x5fe69730), September.
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Major systemic crises across continents at the end of the 20th century," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Major systemic crisis in the 21st century," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Common features in the history of systemic crises," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Defining systemic risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Characterizing systemic risk," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Main systemic risk measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Systemic risk around the world," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Justifying prudential regulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Prudential perspectives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Systemic Risk History, Measurement and Regulation".
• Yvonne Kreis & Dietmar Leisen & Jorge Ponce, 2019, "Institutional frameworks for financial stability," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Systemic Risk History, Measurement and Regulation".