Research classified by Journal of Economic Literature (JEL) codes

2019

• Zhiwu Hong & Linlin Niu & Chen Zhang, 2019, "Affine arbitrage-free yield net models with application to the euro debt crisis," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-01-30, Jan, revised 06 Nov 2021.
• Schmitt, Noemi & Westerhoff, Frank H., 2019, "Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 151.
• Reitz, Stefan & Umlandt, Dennis, 2019, "Foreign exchange dealer asset pricing," Discussion Papers, Deutsche Bundesbank, number 39/2019.
• Johann, Thomas & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian & Zimmermann, Lukas, 2019, "Liquidity in the German stock market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 19-02.
• Greppmair, Stefan & Theissen, Erik, 2019, "Small is beautiful? How the introduction of mini futures contracts affects the regular contract," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 19-06.
• Cuevas Casaña, Joaquim & Martín Aceña, Pablo & Pons Brias, María A., 2019, "How local conditions affect global banking: The case of BBVA and Santander," eabh Papers, The European Association for Banking and Financial History (EABH), number 19-02.
• Petsch, Victoria, 2019, "The Necessity for Regulating the Insurance Market Considering the Implementation of the IDD," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2019), Rovinj, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 12-14 September 2019".
• Kohnert, Dirk, 2019, "The impact of Brexit on Francophone Africa," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Forthcomi.
• Schumacher, Dieter, 2019, "The integration of international financial markets: an attempt to quantify contagion in an input–output-type analysis," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 31, issue 3, pages 345-360, DOI: 10.1080/09535314.2018.1517084.
• Osberghaus, Daniel, 2019, "The Effects of Natural Disasters and Weather Variations on International Trade and Financial Flows: a Review of the Empirical Literature," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 3, pages 305-325, DOI: 10.1007/s41885-019-00042-2.
• Dumitru, Ana-Maria & Holden, Thomas, 2019, "Quantifying the transmission of European sovereign default risk," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 193632.
• Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019, "Quantile coherency networks of international stock markets," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 194568.
• Fendoglu, Salih & Gulsen, Eda & Peydró, José-Luis, 2019, "Global Liquidity and Impairment of Local Monetary Policy," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 216794.
• Heidorn, Thomas & Mamadalizoda, Nekruz, 2019, "Investigating the cross currency basis in EURUSD and EURGBP," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 227.
• Ehigiamusoe, Kizito Uyi & Vinitha Guptan & Narayanan, Suresh, 2019, "The effects of income and inflation on financial development: Evidence from heterogeneous panels," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-11.
• Bossone, Biagio, 2019, "The portfolio theory of inflation (and policy effectiveness)," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-29.
• Prats Albentosa, María Asuncíon & Sandoval, Beatriz, 2019, "Does stock market capitalization cause GDP? A causality study for Central and Eastern European countries," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-64.
• Śmiech, Sławomir & Papież, Monika & Fijorek, Kamil & Dąbrowski, Marek A., 2019, "What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-32, DOI: 10.5018/economics-ejournal.ja.2019-.
• Bossone, Biagio, 2019, "The portfolio theory of inflation and policy (in)effectiveness," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-25, DOI: 10.5018/economics-ejournal.ja.2019-.
• Potjagailo, Galina & Wolters, Maik H., 2019, "Global financial cycles since 1880," Kiel Working Papers, Kiel Institute for the World Economy, number 2122.
• Horn, Sebastian & Reinhart, Carmen M. & Trebesch, Christoph, 2019, "China's overseas lending," Kiel Working Papers, Kiel Institute for the World Economy, number 2132.
• Hünnekes, Franziska & Konradt, Maximilian & Schularick, Moritz & Trebesch, Christoph & Wingenbach, Julian, 2023, "Exportweltmeister: Germany's Foreign Investment Returns in International Comparison," Kiel Working Papers, Kiel Institute for the World Economy, number 2133, revised 2023.
• Potjagailo, Galina & Wolters, Maik H., 2019, "Global financial cycles since 1880," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 132.
• Gander, Sascha, 2019, "The European economic crisis from 2007 onwards in the context of a global crisis of over-production of capital - a Marxian monetary theory of value interpretation," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 125/2019.
• Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl, 2019, "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-020.
• Böhm, Hannes & Eichler, Stefan & Gießler, Stefan, 2019, "What drives the commodity-sovereign-risk-dependence in emerging market economies?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 23/2019.
• Buse, Rebekka & Schienle, Melanie, 2019, "Measuring connectedness of euro area sovereign risk," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 123, DOI: 10.5445/IR/1000092470.
• Meyer, Josefin & Reinhart, Carmen M. & Trebesch, Christoph, 2019, "Sovereign Bonds since Waterloo," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 12, DOI: 10.18452/20586.
• Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2019, "Return Signal Momentum," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2019/04, DOI: 10.2139/ssrn.2971444.
• Klein, Tony & Todorova, Neda, 2019, "Night Trading with Futures in China: The Case of Aluminum and Copper," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2019/06, DOI: 10.2139/ssrn.3249598.
• Belke, Ansgar & Gros, Daniel, 2019, "QE in the euro area: Has the PSPP benefited peripheral bonds?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 803, DOI: 10.4419/86788931.
• Lohwasser, Todor S., 2019, "The relative performance of family firms depending on the type of financial market," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 8/2019.
• Böhm, Hannes & Eichler, Stefan, 2019, "Avoiding the Fall into the Loop: Isolating the Transmission of Bank-to-Sovereign Distress in the Euro Area and its Drivers," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203515.
• Süssmuth, Bernd, 2019, "Bitcoin and Web Search Query Dynamics: Is the price driving the hype or is the hype driving the price?," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203566.
• Monschang, Verena & Wilfling, Bernd, 2019, "Sup-ADF-style bubble detection methods under test," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203568.
• Groß, Christian, 2019, "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203645.
• Read, Oliver & Beißer, Jochen, 2019, "Euribor, Eonia und €STR: Weichenstellungen der Working Group on Euro Risk-free Rates," wifin Working Paper Series, RheinMain University of Applied Sciences, Wiesbaden Institute of Finance and Insurance (wifin), number 5/2019, DOI: 10.25716/pur-6.
• Kalai Lamia & Kasraoui Naziha, 2019, "Financial Cointegration and the Vector Error Correction Model: The Case of MENA Countries," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 1, pages 160-168.
• Ra l de Jes s-Guti rrez & Roberto J. Santill n-Salgado, 2019, "Conditional Extreme Values Theory and Tail-related Risk Measures: Evidence from Latin American Stock Markets," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 127-141.
• Mariem Talbi & Amel Ben Halima, 2019, "Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 163-174.
• Manar Al-Mohareb & Mahmoud Alkhalaileh, 2019, "The Association between Earnings Management and Capital Structure: An Empirical Study on Jordanian Firms Listed in Amman Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 6, pages 106-112.
• Anthony Nyangarika & Alexey Mikhaylov & Ulf Henning Richter, 2019, "Influence Oil Price towards Macroeconomic Indicators in Russia," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 1, pages 123-129.
• Anthony Nyangarika & Alexey Mikhaylov & Ulf Henning Richter, 2019, "Oil Price Factors: Forecasting on the Base of Modified Auto-regressive Integrated Moving Average Model," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 1, pages 149-159.
• Onder Buberkoku, 2019, "Do Long-memory GARCH-type-Value-at-Risk Models Outperform None-and Semi-parametric Value-at-Risk Models?," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 199-215.
• Alexey Mikhaylov, 2019, "Oil and Gas Budget Revenues in Russia after Crisis in 2015," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 375-380.
• Roberto J. Santill n-Salgado & Al Aali-Bujari & Francisco Venegas-Mart nez, 2019, "Is There a Reverse Causality from Nominal Financial Variables to Energy Prices?," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 3, pages 229-243.
• Jaehyung An & Alexey Mikhaylov & Nikita Moiseev, 2019, "Oil Price Predictors: Machine Learning Approach," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 1-6.
• Chinnadurai Kathiravan & Murugesan Selvam & Balasundram Maniam & Sankaran Venkateswar, 2019, "Relationship between Crude Oil Price Changes and Airlines Stock Price: The Case of Indian Aviation Industry," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 7-13.
• Andre Assis de Salles & Ana Beatriz Mendes Campanati, 2019, "The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 322-330.
• Madina D. Sharapiyeva & Kunanbayeva Duissekul & Nurseiytova Gulmira & Kozhamkulova Zhanna, 2019, "Energy Efficiency of Transport and Logistics Infrastructure: The Example of the Republic of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 331-338.
• Melike Kurtaran elik & Zekiye Akta & Ahmet Kurtaran & Ayten Turan Kurtaran, 2019, "The Relationship between the Oil Prices and Stock Prices: An Application in BIST Chemical, Oil, Plastic Index," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 6, pages 165-170.
• Yeþim Helhel, 2019, "Kýrýlgan Beþli Ülkelerde Hisse Senedi Piyasasý Geliþimi ve Ekonomik Büyüme Ýliþkisi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 7, issue 1, pages 19-29.
• Smith, Garrett C. & Coy, Jeffrey M. & Spieler, Andrew C., 2019, "Cross-border transactions, mergers and the inconsistency of international reference points," Journal of Behavioral and Experimental Finance, Elsevier, volume 22, issue C, pages 14-21, DOI: 10.1016/j.jbef.2019.01.001.
• da Gama Silva, Paulo Vitor Jordão & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & Gomes, Leonardo Lima, 2019, "Herding behavior and contagion in the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, volume 22, issue C, pages 41-50, DOI: 10.1016/j.jbef.2019.01.006.
• Bash, Ahmad & Alsaifi, Khaled, 2019, "Fear from uncertainty: An event study of Khashoggi and stock market returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 23, issue C, pages 54-58, DOI: 10.1016/j.jbef.2019.05.004.
• Vo, Xuan Vinh & Phan, Dang Bao Anh, 2019, "Herding and equity market liquidity in emerging market. Evidence from Vietnam," Journal of Behavioral and Experimental Finance, Elsevier, volume 24, issue C, DOI: 10.1016/j.jbef.2019.02.002.
• Sherif, Mohamed & Chen, Jiaqi, 2019, "The quality of governance and momentum profits: International evidence," The British Accounting Review, Elsevier, volume 51, issue 5, DOI: 10.1016/j.bar.2019.05.001.
• Liang, Yousha & Shi, Kang & Wang, Lisheng & Xu, Juanyi, 2019, "Fluctuation and reform: A tale of two RMB markets," China Economic Review, Elsevier, volume 53, issue C, pages 30-52, DOI: 10.1016/j.chieco.2018.08.003.
• Ni, Niannian & Liu, Yulin, 2019, "Financial liberalization and income inequality: A meta-analysis based on cross-country studies," China Economic Review, Elsevier, volume 56, issue C, pages 1-1, DOI: 10.1016/j.chieco.2019.101306.
• Li, Xiaorong & Wang, Steven Shuye & Wang, Xue, 2019, "Trust and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 56, issue C, pages 224-248, DOI: 10.1016/j.jcorpfin.2019.02.006.
• Lu, Yuechan & Samdani, Taufique, 2019, "The economic role of institutional investors in auction IPOs," Journal of Corporate Finance, Elsevier, volume 56, issue C, pages 267-281, DOI: 10.1016/j.jcorpfin.2019.02.004.
• Zaghini, Andrea, 2019, "The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel," Journal of Corporate Finance, Elsevier, volume 56, issue C, pages 282-297, DOI: 10.1016/j.jcorpfin.2018.12.004.
• Schweizer, Denis & Walker, Thomas & Zhang, Aoran, 2019, "Cross-border acquisitions by Chinese enterprises: The benefits and disadvantages of political connections," Journal of Corporate Finance, Elsevier, volume 57, issue C, pages 63-85, DOI: 10.1016/j.jcorpfin.2017.12.023.
• Ye, Dezhu & Deng, Jie & Liu, Yi & Szewczyk, Samuel H. & Chen, Xiao, 2019, "Does board gender diversity increase dividend payouts? Analysis of global evidence," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 1-26, DOI: 10.1016/j.jcorpfin.2019.04.002.
• Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2019, "Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies," Journal of Corporate Finance, Elsevier, volume 59, issue C, pages 162-184, DOI: 10.1016/j.jcorpfin.2016.09.008.
• Samdani, Taufique, 2019, "Anchor-backed IPOs, reported earnings, and heterogeneous investors' beliefs," Journal of Corporate Finance, Elsevier, volume 59, issue C, pages 72-87, DOI: 10.1016/j.jcorpfin.2017.05.002.
• Arouri, Mohamed & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2019, "Cojumps and asset allocation in international equity markets," Journal of Economic Dynamics and Control, Elsevier, volume 98, issue C, pages 1-22, DOI: 10.1016/j.jedc.2018.11.002.
• Naufa, Ahmad Maulin & Lantara, I Wayan Nuka & Lau, Wee-Yeap, 2019, "The impact of foreign ownership on return volatility, volume, and stock risks: Evidence from ASEAN countries," Economic Analysis and Policy, Elsevier, volume 64, issue C, pages 221-235, DOI: 10.1016/j.eap.2019.09.002.
• Dong, Xiyong & Yoon, Seong-Min, 2019, "What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach," Economic Modelling, Elsevier, volume 77, issue C, pages 204-215, DOI: 10.1016/j.econmod.2018.09.003.
• Zhou, Xiaoguang & Cui, Yadi & Wu, Shihwei & Wang, Weiqing, 2019, "The influence of cultural distance on the volatility of the international stock market," Economic Modelling, Elsevier, volume 77, issue C, pages 289-300, DOI: 10.1016/j.econmod.2018.10.005.
• Kuruppuarachchi, Duminda & Lin, Hai & Premachandra, I.M., 2019, "Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices," Economic Modelling, Elsevier, volume 77, issue C, pages 92-112, DOI: 10.1016/j.econmod.2017.12.005.
• Ahmed, Abdullahi D. & Huo, Rui, 2019, "Impacts of China's crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement," Economic Modelling, Elsevier, volume 79, issue C, pages 28-46, DOI: 10.1016/j.econmod.2018.09.029.
• Zhang, Dayong & Lei, Lei & Ji, Qiang & Kutan, Ali M., 2019, "Economic policy uncertainty in the US and China and their impact on the global markets," Economic Modelling, Elsevier, volume 79, issue C, pages 47-56, DOI: 10.1016/j.econmod.2018.09.028.
• Hu, Yingyi & Prigent, Jean-Luc, 2019, "Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market," Economic Modelling, Elsevier, volume 80, issue C, pages 11-22, DOI: 10.1016/j.econmod.2018.04.001.
• Jiang, Chonghui & Du, Jiangze & An, Yunbi, 2019, "Combining the minimum-variance and equally-weighted portfolios: Can portfolio performance be improved?," Economic Modelling, Elsevier, volume 80, issue C, pages 260-274, DOI: 10.1016/j.econmod.2018.11.012.
• Ji, Jingru & Wang, Donghua & Xu, Dinghai, 2019, "Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market," Economic Modelling, Elsevier, volume 80, issue C, pages 383-391, DOI: 10.1016/j.econmod.2018.11.022.
• Ben Slimane, Ikrame & Majdoub, Jihed & Ben Sassi, Salim, 2019, "Crude oil and equity market comovements among Asia's for little dragons countries. Evidence of unobserved components approach," Economic Modelling, Elsevier, volume 80, issue C, pages 62-74, DOI: 10.1016/j.econmod.2018.05.024.
• Li, Hao & Li, Zhisheng & Lin, Bingxuan & Xu, Xiaowei, 2019, "The effect of short sale constraints on analyst forecast quality: Evidence from a natural experiment in China," Economic Modelling, Elsevier, volume 81, issue C, pages 338-347, DOI: 10.1016/j.econmod.2019.06.001.
• Girardin, Eric & Salimi Namin, Fatemeh, 2019, "The January effect in the foreign exchange market: Evidence for seasonal equity carry trades," Economic Modelling, Elsevier, volume 81, issue C, pages 422-439, DOI: 10.1016/j.econmod.2019.07.021.
• Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui, 2019, "Liquidity shocks and institutional investors," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 184-209, DOI: 10.1016/j.najef.2018.12.005.
• Warshaw, Evan, 2019, "Extreme dependence and risk spillovers across north american equity markets," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 237-251, DOI: 10.1016/j.najef.2018.12.012.
• Umutlu, Mehmet, 2019, "Does idiosyncratic volatility matter at the global level?," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 252-268, DOI: 10.1016/j.najef.2018.12.015.
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2019, "Network-based asset allocation strategies," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 516-536, DOI: 10.1016/j.najef.2018.06.008.
• Abdul Aziz, Nor Syahilla & Vrontos, Spyridon & M. Hasim, Haslifah, 2019, "Evaluation of multivariate GARCH models in an optimal asset allocation framework," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 568-596, DOI: 10.1016/j.najef.2018.06.012.
• Jung Park, Yuen & Kutan, Ali M. & Ryu, Doojin, 2019, "The impacts of overseas market shocks on the CDS-option basis," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 622-636, DOI: 10.1016/j.najef.2018.07.003.
• Tissaoui, Kais & Azibi, Jamel, 2019, "International implied volatility risk indexes and Saudi stock return-volatility predictabilities," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 65-84, DOI: 10.1016/j.najef.2018.11.016.
• Das, Debojyoti & Kannadhasan, M. & Bhattacharyya, Malay, 2019, "Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 1-19, DOI: 10.1016/j.najef.2019.01.008.
• Meng, Xiangcai & Huang, Chia-Hsing, 2019, "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 131-148, DOI: 10.1016/j.najef.2019.01.009.
• Camilleri, Silvio John & Scicluna, Nicolanne & Bai, Ye, 2019, "Do stock markets lead or lag macroeconomic variables? Evidence from select European countries," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 170-186, DOI: 10.1016/j.najef.2019.01.019.
• BenMim, Imen & BenSaïda, Ahmed, 2019, "Financial contagion across major stock markets: A study during crisis episodes," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 187-201, DOI: 10.1016/j.najef.2019.02.005.
• Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2019, "Firm-specific investor sentiment and the stock market response to earnings news," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 221-240, DOI: 10.1016/j.najef.2019.01.014.
• Baghestani, Hamid & Toledo, Hugo, 2019, "Oil prices and real exchange rates in the NAFTA region," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 253-264, DOI: 10.1016/j.najef.2019.02.009.
• Su, Zhi & Fang, Tong & Yin, Libo, 2019, "Understanding stock market volatility: What is the role of U.S. uncertainty?," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 582-590, DOI: 10.1016/j.najef.2018.07.014.
• Stona, Filipe & Caldeira, João F., 2019, "Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 76-89, DOI: 10.1016/j.najef.2019.01.010.
• Yoon, Seong-Min & Al Mamun, Md & Uddin, Gazi Salah & Kang, Sang Hoon, 2019, "Network connectedness and net spillover between financial and commodity markets," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 801-818, DOI: 10.1016/j.najef.2018.08.012.
• Al-Yahyaee, Khamis Hamed & Mensi, Walid & Al-Jarrah, Idries Mohammad Wanas & Hamdi, Atef & Kang, Sang Hoon, 2019, "Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 104-120, DOI: 10.1016/j.najef.2019.04.001.
• Haas Ornelas, José Renato, 2019, "Expected currency returns and volatility risk premia," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 206-234, DOI: 10.1016/j.najef.2019.03.015.
• Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael, 2019, "The role of sentiment and stock characteristics in the translation of analysts’ forecasts into recommendations," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 252-272, DOI: 10.1016/j.najef.2019.04.008.
• Park, Donghyun & Taniguchi, Kiyoshi & Tian, Shu, 2019, "Determinants of foreign and domestic investment bias in global bond markets: Some empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 287-303, DOI: 10.1016/j.najef.2019.04.012.
• Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2019, "Firm-specific investor sentiment and daily stock returns," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2018.10.005.
• Soylu, Pınar Kaya & Güloğlu, Bülent, 2019, "Financial contagion and flight to quality between emerging markets and U.S. bond market," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100992.
• Kenourgios, Dimitris & Drakonaki, Emmanouela & Dimitriou, Dimitrios, 2019, "ECB’s unconventional monetary policy and cross-financial-market correlation dynamics," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101045.
• Balli, Faruk & de Bruin, Anne & Chowdhury, Md Iftekhar Hasan, 2019, "Spillovers and the determinants in Islamic equity markets," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101040.
• Arango, Ignacio & Agudelo, Diego A., 2019, "How does information disclosure affect liquidity? Evidence from an emerging market," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100997.
• Mensi, Walid & Sensoy, Ahmet & Aslan, Aylin & Kang, Sang Hoon, 2019, "High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101031.
• Borri, Nicola, 2019, "Redenomination-risk spillovers in the Eurozone," Economics Letters, Elsevier, volume 174, issue C, pages 173-178, DOI: 10.1016/j.econlet.2018.11.013.
• Mikutowski, Mateusz & Karathanasopoulos, Andreas & Zaremba, Adam, 2019, "Return seasonalities in government bonds and macroeconomic risk," Economics Letters, Elsevier, volume 176, issue C, pages 114-116, DOI: 10.1016/j.econlet.2019.01.012.
• Bannier, Christina E. & Heyden, Thomas & Tillmann, Peter, 2019, "Rating changes and portfolio flows to emerging markets: Evidence from active and passive funds," Economics Letters, Elsevier, volume 178, issue C, pages 37-45, DOI: 10.1016/j.econlet.2019.02.009.
• Zaremba, Adam & Kambouris, George D. & Karathanasopoulos, Andreas, 2019, "Two centuries of global financial market integration: Equities, government bonds, treasury bills, and currencies," Economics Letters, Elsevier, volume 182, issue C, pages 26-29, DOI: 10.1016/j.econlet.2019.05.043.
• Chiah, Mardy & Zhong, Angel, 2019, "Day-of-the-week effect in anomaly returns: International evidence," Economics Letters, Elsevier, volume 182, issue C, pages 90-92, DOI: 10.1016/j.econlet.2019.05.042.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Okhrin, Yarema, 2019, "Tail event driven networks of SIFIs," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 282-298, DOI: 10.1016/j.jeconom.2018.09.016.
• Cepni, Oguzhan & Güney, I.Ethem, 2019, "Local currency bond risk premia: A panel evidence on emerging markets," Emerging Markets Review, Elsevier, volume 38, issue C, pages 182-196, DOI: 10.1016/j.ememar.2019.01.002.
• Zaremba, Adam & Maydybura, Alina, 2019, "The cross-section of returns in frontier equity markets: Integrated or segmented pricing?," Emerging Markets Review, Elsevier, volume 38, issue C, pages 219-238, DOI: 10.1016/j.ememar.2019.02.003.
• Dupuis, Daniel, 2019, "Ex-dividend day price behavior and liquidity in a tax-free emerging market," Emerging Markets Review, Elsevier, volume 38, issue C, pages 239-250, DOI: 10.1016/j.ememar.2019.02.001.
• Hanauer, Matthias X. & Lauterbach, Jochim G., 2019, "The cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, volume 38, issue C, pages 265-286, DOI: 10.1016/j.ememar.2018.11.009.
• Park, Cheol & Choi, Paul Moon Sub & Choi, Joung Hwa, 2019, "Is individual trading priced in the preferred stock discount?," Emerging Markets Review, Elsevier, volume 38, issue C, pages 326-346, DOI: 10.1016/j.ememar.2018.03.006.
• Agur, Itai & Chan, Melissa & Goswami, Mangal & Sharma, Sunil, 2019, "On international integration of emerging sovereign bond markets," Emerging Markets Review, Elsevier, volume 38, issue C, pages 347-363, DOI: 10.1016/j.ememar.2018.11.006.
• Gangi, Francesco & Meles, Antonio & Mustilli, Mario & Graziano, Domenico & Varrone, Nicola, 2019, "Do investment determinants and effects vary across sovereign wealth fund categories? A firm-level analysis," Emerging Markets Review, Elsevier, volume 38, issue C, pages 438-457, DOI: 10.1016/j.ememar.2018.12.004.
• Liu, Tao & Wang, Xiaosong & Woo, Wing Thye, 2019, "The road to currency internationalization: Global perspectives and chinese experience," Emerging Markets Review, Elsevier, volume 38, issue C, pages 73-101, DOI: 10.1016/j.ememar.2018.11.003.
• Lee, Jieun & Ryu, Doojin, 2019, "How does FX liquidity affect the relationship between foreign ownership and stock liquidity?," Emerging Markets Review, Elsevier, volume 39, issue C, pages 101-119, DOI: 10.1016/j.ememar.2019.04.001.
• Boubakri, Narjess & Chen, Ruiyuan & Guedhami, Omrane & Li, Xinming, 2019, "The Stock Liquidity of Banks: A Comparison between Islamic and Conventional Banks in Emerging Economies," Emerging Markets Review, Elsevier, volume 39, issue C, pages 210-224, DOI: 10.1016/j.ememar.2019.03.006.
• Wu, Ji & Guo, Mengmeng & Chen, Minghua & Jeon, Bang Nam, 2019, "Market power and risk-taking of banks: Some semiparametric evidence from emerging economies," Emerging Markets Review, Elsevier, volume 41, issue C, DOI: 10.1016/j.ememar.2019.100630.
• Liu, Clark & Wang, Shujing & Wei, K.C. John & Zhong, Ninghua, 2019, "The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market," Journal of Empirical Finance, Elsevier, volume 50, issue C, pages 57-77, DOI: 10.1016/j.jempfin.2018.12.001.
• Gu, Ming & Jiang, George J. & Xu, Bu, 2019, "The role of analysts: An examination of the idiosyncratic volatility anomaly in the Chinese stock market," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 237-254, DOI: 10.1016/j.jempfin.2019.03.007.
• Zaremba, Adam & Umutlu, Mehmet & Karathanasopoulos, Andreas, 2019, "Alpha momentum and alpha reversal in country and industry equity indexes," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 144-161, DOI: 10.1016/j.jempfin.2019.07.003.
• Eriksen, Jonas N., 2019, "Cross-sectional return dispersion and currency momentum," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 91-108, DOI: 10.1016/j.jempfin.2019.07.002.
• Kuruppuarachchi, Duminda & Premachandra, I.M. & Roberts, Helen, 2019, "A novel market efficiency index for energy futures and their term structure risk premiums," Energy Economics, Elsevier, volume 77, issue C, pages 23-33, DOI: 10.1016/j.eneco.2018.09.010.
• Westerlund, Joakim & Sharma, Susan Sunila, 2019, "Panel evidence on the ability of oil returns to predict stock returns in the G7 area," Energy Economics, Elsevier, volume 77, issue C, pages 3-12, DOI: 10.1016/j.eneco.2018.05.007.
• Gupta, Kartick & Banerjee, Rajabrata, 2019, "Does OPEC news sentiment influence stock returns of energy firms in the United States?," Energy Economics, Elsevier, volume 77, issue C, pages 34-45, DOI: 10.1016/j.eneco.2018.03.017.
• Ji, Qiang & Liu, Bing-Yue & Fan, Ying, 2019, "Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model," Energy Economics, Elsevier, volume 77, issue C, pages 80-92, DOI: 10.1016/j.eneco.2018.07.012.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019, "Liquidity, surprise volume and return premia in the oil market," Energy Economics, Elsevier, volume 77, issue C, pages 93-104, DOI: 10.1016/j.eneco.2018.06.016.
• Sarwar, Suleman & Shahbaz, Muhammad & Anwar, Awais & Tiwari, Aviral Kumar, 2019, "The importance of oil assets for portfolio optimization: The analysis of firm level stocks," Energy Economics, Elsevier, volume 78, issue C, pages 217-234, DOI: 10.1016/j.eneco.2018.11.021.
• Alam, Md. Samsul & Atif, Muhammad & Chien-Chi, Chu & Soytaş, Uğur, 2019, "Does corporate R&D investment affect firm environmental performance? Evidence from G-6 countries," Energy Economics, Elsevier, volume 78, issue C, pages 401-411, DOI: 10.1016/j.eneco.2018.11.031.
• Yun, Xiao & Yoon, Seong-Min, 2019, "Impact of oil price change on airline's stock price and volatility: Evidence from China and South Korea," Energy Economics, Elsevier, volume 78, issue C, pages 668-679, DOI: 10.1016/j.eneco.2018.09.015.
• Yang, Lu, 2019, "Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective," Energy Economics, Elsevier, volume 80, issue C, pages 219-233, DOI: 10.1016/j.eneco.2019.01.006.
• Xiao, Jihong & Hu, Chunyan & Ouyang, Guangda & Wen, Fenghua, 2019, "Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach," Energy Economics, Elsevier, volume 80, issue C, pages 297-309, DOI: 10.1016/j.eneco.2019.01.016.
• Singh, Vipul Kumar & Kumar, Pawan & Nishant, Shreyank, 2019, "Feedback spillover dynamics of crude oil and global assets indicators: A system-wide network perspective," Energy Economics, Elsevier, volume 80, issue C, pages 321-335, DOI: 10.1016/j.eneco.2019.01.005.
• Wen, Danyan & Wang, Gang-Jin & Ma, Chaoqun & Wang, Yudong, 2019, "Risk spillovers between oil and stock markets: A VAR for VaR analysis," Energy Economics, Elsevier, volume 80, issue C, pages 524-535, DOI: 10.1016/j.eneco.2019.02.005.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019, "Time-varying energy and stock market integration in Asia," Energy Economics, Elsevier, volume 80, issue C, pages 777-792, DOI: 10.1016/j.eneco.2019.01.008.
• Clements, Adam & Shield, Cody & Thiele, Stephen, 2019, "Which oil shocks really matter in equity markets?," Energy Economics, Elsevier, volume 81, issue C, pages 134-141, DOI: 10.1016/j.eneco.2019.03.026.
• Cheng, Sheng & Cao, Yan, 2019, "On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework," Energy Economics, Elsevier, volume 81, issue C, pages 422-432, DOI: 10.1016/j.eneco.2019.04.007.
• Tian, Xiao & Duong, Huu Nhan & Kalev, Petko S., 2019, "Information content of the limit order book for crude oil futures price volatility," Energy Economics, Elsevier, volume 81, issue C, pages 584-597, DOI: 10.1016/j.eneco.2019.04.026.
• Yin, Libo & Feng, Jiabao, 2019, "Oil market uncertainty and international business cycle dynamics," Energy Economics, Elsevier, volume 81, issue C, pages 728-740, DOI: 10.1016/j.eneco.2019.05.013.
• Wa̧torek, Marcin & Drożdż, Stanisław & Oświȩcimka, Paweł & Stanuszek, Marek, 2019, "Multifractal cross-correlations between the world oil and other financial markets in 2012–2017," Energy Economics, Elsevier, volume 81, issue C, pages 874-885, DOI: 10.1016/j.eneco.2019.05.015.
• Doko Tchatoka, Firmin & Masson, Virginie & Parry, Sean, 2019, "Linkages between oil price shocks and stock returns revisited," Energy Economics, Elsevier, volume 82, issue C, pages 42-61, DOI: 10.1016/j.eneco.2018.02.016.
• Cheema, Muhammad A. & Scrimgeour, Frank, 2019, "Oil prices and stock market anomalies," Energy Economics, Elsevier, volume 83, issue C, pages 578-587, DOI: 10.1016/j.eneco.2019.08.003.
• Xu, Yang & Han, Liyan & Wan, Li & Yin, Libo, 2019, "Dynamic link between oil prices and exchange rates: A non-linear approach," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104488.
• Bouoiyour, Jamal & Selmi, Refk & Hammoudeh, Shawkat & Wohar, Mark E., 2019, "What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104523.
• Badshah, Ihsan & Demirer, Riza & Suleman, Muhammad Tahir, 2019, "The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104553.
• Zhang, Yue-Jun & Ma, Shu-Jiao, 2019, "How to effectively estimate the time-varying risk spillover between crude oil and stock markets? Evidence from the expectile perspective," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104562.
• Abid, Ilyes & Goutte, Stéphane & Guesmi, Khaled & Jamali, Ibrahim, 2019, "Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets," Energy Policy, Elsevier, volume 134, issue C, DOI: 10.1016/j.enpol.2019.110953.
• Su, Chi-Wei & Khan, Khalid & Tao, Ran & Nicoleta-Claudia, Moldovan, 2019, "Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia," Energy, Elsevier, volume 187, issue C, DOI: 10.1016/j.energy.2019.116003.
• Cai, Peilin & Kim, Suk-Joong & Wu, Eliza, 2019, "Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 110-125, DOI: 10.1016/j.irfa.2018.10.006.
• Białkowski, Jędrzej & Ronn, Ehud I., 2019, "The global equity premium revisited: What human rights imply for assets' purchasing power," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 175-187, DOI: 10.1016/j.irfa.2018.09.010.
• Skintzi, Vasiliki D., 2019, "Determinants of stock-bond market comovement in the Eurozone under model uncertainty," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 20-28, DOI: 10.1016/j.irfa.2018.12.005.
• Dai, Ya & Guo, Liang & Kadapakkam, Palani-Rajan, 2019, "Protecting the weak: Efficacy of mandated auctions in minority buyouts," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 9-19, DOI: 10.1016/j.irfa.2018.11.005.
• Helbing, Pia, 2019, "A review on IPO withdrawal," International Review of Financial Analysis, Elsevier, volume 62, issue C, pages 200-208, DOI: 10.1016/j.irfa.2018.09.001.
• Zhang, Hanyu & Dufour, Alfonso, 2019, "Modeling intraday volatility of European bond markets: A data filtering application," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 131-146, DOI: 10.1016/j.irfa.2019.02.002.
• Dias, Rui & da Silva, Jacinto Vidigal & Dionísio, Andreia, 2019, "Financial markets of the LAC region: Does the crisis influence the financial integration?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 160-173, DOI: 10.1016/j.irfa.2019.02.008.
• Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2019, "The effects of markets, uncertainty and search intensity on bitcoin returns," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 220-242, DOI: 10.1016/j.irfa.2018.11.002.
• Kumar, Satish & Tiwari, Aviral Kumar & Chauhan, Yogesh & Ji, Qiang, 2019, "Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 273-284, DOI: 10.1016/j.irfa.2018.12.011.
• Urquhart, Andrew & Zhang, Hanxiong, 2019, "Is Bitcoin a hedge or safe haven for currencies? An intraday analysis," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 49-57, DOI: 10.1016/j.irfa.2019.02.009.
• Wu, Ming & Ohk, Kiyool & Ko, Kwangsoo, 2019, "Are cash-flow betas really bad? Evidence from the Greater Chinese stock markets," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 58-68, DOI: 10.1016/j.irfa.2019.03.004.
• Sensoy, Ahmet & Serdengeçti, Süleyman, 2019, "Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 1-12, DOI: 10.1016/j.irfa.2019.04.001.
• Zaremba, Adam, 2019, "Price range and the cross-section of expected country and industry returns," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 174-189, DOI: 10.1016/j.irfa.2019.05.012.
• Korkeamäki, Timo & Virk, Nader & Wang, Haizhi & Wang, Peng, 2019, "Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 190-203, DOI: 10.1016/j.irfa.2019.05.011.
• Tissaoui, Kais, 2019, "Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 232-249, DOI: 10.1016/j.irfa.2019.06.001.
• Nan, Zheng & Kaizoji, Taisei, 2019, "Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 273-281, DOI: 10.1016/j.irfa.2019.06.003.
• Zhang, Xiaoxiang & Zhang, Qiyu & Chen, Ding & Gu, Jun, 2019, "Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 38-56, DOI: 10.1016/j.irfa.2019.04.006.
• Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019, "The changing network of financial market linkages: The Asian experience," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 71-92, DOI: 10.1016/j.irfa.2019.05.003.
• Caporale, Guglielmo Maria & You, Kefei & Chen, Lei, 2019, "Global and regional stock market integration in Asia: A panel convergence approach," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101381.
• Corbet, Shaen & Gurdgiev, Constantin, 2019, "What the hack: Systematic risk contagion from cyber events," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101386.
• Klusak, Patrycja & Alsakka, Rasha & ap Gwilym, Owain, 2019, "The impact of ESMA regulatory identifiers on the quality of ratings," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.06.004.
• Mao, Ruiqi & Segara, Reuben & Westerholm, Joakim, 2019, "Analyst tipping: Evidence on Finnish stocks," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.05.001.
• Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019, "Overnight momentum, informational shocks, and late informed trading in China," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.101394.
• Sewraj, Deeya & Gebka, Bartosz & Anderson, Robert D.J., 2019, "Day-of-the-week effects in financial contagion," Finance Research Letters, Elsevier, volume 28, issue C, pages 221-226, DOI: 10.1016/j.frl.2018.05.002.
• Butt, Hilal Anwar & Virk, Nader Shahzad, 2019, "Market downturns, zero investment strategies and systematic liquidity risk," Finance Research Letters, Elsevier, volume 28, issue C, pages 246-253, DOI: 10.1016/j.frl.2018.05.010.
• Gürtler, Marc & Neelmeier, Philipp, 2019, "Risk assessment of mortgage covered bonds: International evidence," Finance Research Letters, Elsevier, volume 28, issue C, pages 292-298, DOI: 10.1016/j.frl.2018.05.004.
• Zhang, Chen & Yun, Po & Wagan, Zulfiqar Ali, 2019, "Study on the wandering weekday effect of the international carbon market based on trend moderation effect," Finance Research Letters, Elsevier, volume 28, issue C, pages 319-327, DOI: 10.1016/j.frl.2018.05.014.
• Martinez, Valeria & Tse, Yiuman, 2019, "The impact of tick-size reductions in foreign currency futures markets," Finance Research Letters, Elsevier, volume 28, issue C, pages 32-38, DOI: 10.1016/j.frl.2018.03.023.
• Hu, Bill & McInish, Thomas & Miller, Jonathan & Zeng, Li, 2019, "Intraday price behavior of cryptocurrencies," Finance Research Letters, Elsevier, volume 28, issue C, pages 337-342, DOI: 10.1016/j.frl.2018.06.002.
• Qiao, Zhuo & Pukthuanthong, Kuntara, 2019, "Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?," Finance Research Letters, Elsevier, volume 28, issue C, pages 39-44, DOI: 10.1016/j.frl.2018.03.022.
• Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019, "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 398-411, DOI: 10.1016/j.frl.2018.06.012.
• Sensoy, Ahmet, 2019, "The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies," Finance Research Letters, Elsevier, volume 28, issue C, pages 68-73, DOI: 10.1016/j.frl.2018.04.002.
• Galema, Rients & Gerritsen, Dirk, 2019, "The effect of the accidental disclosure of confidential short sales positions," Finance Research Letters, Elsevier, volume 28, issue C, pages 87-94, DOI: 10.1016/j.frl.2018.04.004.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon, 2019, "Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum," Finance Research Letters, Elsevier, volume 29, issue C, pages 222-230, DOI: 10.1016/j.frl.2018.07.011.
• Graef, Frank & Vogt, Pascal & Vonhoff, Volker & Weigert, Florian, 2019, "Cash holdings and the performance of European mutual funds," Finance Research Letters, Elsevier, volume 29, issue C, pages 285-291, DOI: 10.1016/j.frl.2018.08.006.
• Bouri, Elie & Lau, Chi Keung Marco & Lucey, Brian & Roubaud, David, 2019, "Trading volume and the predictability of return and volatility in the cryptocurrency market," Finance Research Letters, Elsevier, volume 29, issue C, pages 340-346, DOI: 10.1016/j.frl.2018.08.015.
• Holub, Mark & Johnson, Jackie, 2019, "The impact of the Bitcoin bubble of 2017 on Bitcoin's P2P market," Finance Research Letters, Elsevier, volume 29, issue C, pages 357-362, DOI: 10.1016/j.frl.2018.09.001.
• Baumöhl, Eduard, 2019, "Are cryptocurrencies connected to forex? A quantile cross-spectral approach," Finance Research Letters, Elsevier, volume 29, issue C, pages 363-372, DOI: 10.1016/j.frl.2018.09.002.
• Cagli, Efe Caglar, 2019, "Explosive behavior in the prices of Bitcoin and altcoins," Finance Research Letters, Elsevier, volume 29, issue C, pages 398-403, DOI: 10.1016/j.frl.2018.09.007.
• Roevekamp, Ingmar, 2019, "US monetary policy and the pricing of American Depositary Receipts," Finance Research Letters, Elsevier, volume 29, issue C, pages 418-424, DOI: 10.1016/j.frl.2019.01.006.