Research classified by Journal of Economic Literature (JEL) codes

2019

• 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.
• Belcaid, Karim & El Ghini, Ahmed, 2019, "U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility," The Journal of Economic Asymmetries, Elsevier, volume 20, issue C, DOI: 10.1016/j.jeca.2019.e00128.
• 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.
• Ludwig, Michael, 2019, "Speculation and its impact on liquidity in commodity markets," Resources Policy, Elsevier, volume 61, issue C, pages 532-547, DOI: 10.1016/j.resourpol.2018.05.005.
• Mollick, André Varella & Sakaki, Hamid, 2019, "Exchange rates, oil prices and world stock returns," Resources Policy, Elsevier, volume 61, issue C, pages 585-602, DOI: 10.1016/j.resourpol.2018.07.007.
• 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.
• Onishchenko, Olena & Ülkü, Numan, 2019, "Foreign investor trading behavior has evolved," Journal of Multinational Financial Management, Elsevier, volume 51, issue C, pages 98-115, DOI: 10.1016/j.mulfin.2019.04.005.
• 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.
• Vo, Xuan Vinh & Phan, Dang Bao Anh, 2019, "Herd behavior and idiosyncratic volatility in a frontier market," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 321-330, DOI: 10.1016/j.pacfin.2018.10.005.
• Gong, Yujing & Wang, Mei & Dlugosch, Dennis, 2019, "Impacts of ambiguity aversion and information uncertainty on momentum: An international study," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 1-28, DOI: 10.1016/j.pacfin.2019.01.011.
• Bahrami, Afsaneh & Shamsuddin, Abul & Uylangco, Katherine, 2019, "Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 142-160, DOI: 10.1016/j.pacfin.2019.02.003.
• Chai, Daniel & Chiah, Mardy & Gharghori, Philip, 2019, "Which model best explains the returns of large Australian stocks?," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 182-191, DOI: 10.1016/j.pacfin.2019.04.002.
• 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.
• Gould, Graeme P., 2019, "Repurchases and intended program length," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 234-247, DOI: 10.1016/j.pacfin.2019.05.011.
• Li, Bo & Megginson, William L. & Shen, Zhe & Sun, Qian, 2019, "Privatization effect versus listing effect: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 369-394, DOI: 10.1016/j.pacfin.2019.07.001.
• Al-Yahyaee, Khamis Hamed & Mensi, Walid & Sensoy, Ahmet & Kang, Sang Hoon, 2019, "Energy, precious metals, and GCC stock markets: Is there any risk spillover?," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 45-70, DOI: 10.1016/j.pacfin.2019.05.006.
• Gregory-Allen, Russell & Balli, Hatice Ozer & Thompson, Kathleen, 2019, "The impact of portfolio holdings disclosure on fund returns," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.101172.
• 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.
• Wang, Steven Shuye & Xu, Kuan & Zhang, Hao, 2019, "A microstructure study of circuit breakers in the Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.101174.
• 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.
• Omane-Adjepong, Maurice & Alagidede, Paul & Akosah, Nana Kwame, 2019, "Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 105-120, DOI: 10.1016/j.physa.2018.09.013.
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2019, "Forecasting the KOSPI200 spot volatility using various volatility measures," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 156-166, DOI: 10.1016/j.physa.2018.09.027.
• 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.
• Karmous, Aida & Boubaker, Heni & Belkacem, Lotfi, 2019, "A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 534, issue C, DOI: 10.1016/j.physa.2019.122191.
• Kang, Sang Hoon & McIver, Ron P. & Hernandez, Jose Arreola, 2019, "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.04.124.
• Koetter, Michael & Krause, Thomas & Tonzer, Lena, 2019, "Delay determinants of European Banking Union implementation," European Journal of Political Economy, Elsevier, volume 58, issue C, pages 1-20, DOI: 10.1016/j.ejpoleco.2018.09.004.
• Chan, Wing Hong & Le, Minh & Wu, Yan Wendy, 2019, "Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 107-113, DOI: 10.1016/j.qref.2018.07.004.
• Newaz, Mohammad Khaleq & Park, Jin Suk, 2019, "The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 79-94, DOI: 10.1016/j.qref.2018.07.007.
• 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.
• Sadettin Aydin Yuksel & Asli Yuksel & Riza Demirer, 2019, "The U.S. term structure and stock market volatility: Evidence from emerging stock markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8710994, Jul.
• Kunli Lin, 2019, "Ownership structure, political uncertainty and bank stock prices informativeness," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8711223, Jul.
• Victoria Dobrynskaya, 2019, "Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9912063, Oct.
• Sierra Juárez, Guillermo & Gualajara Estrada, Víctor Hugo & Casillas Gonzále, Juan Martín, 2019, "Valuación de opciones financieras con arbitraje por medio de la ecuación de Black Scholes mediante un esquema de diferencias finitas / Financial Option Valuation with Arbitrage by means of the Black Scholes Equation using a Finite Differences Scheme," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 1, pages 5-32, enero-jun.
• Rodríguez Benavides, Domingo & Venegas Martínez, Francisco & Hoyos Reyes, Luis Fernando, 2019, "Impacto de la volatilidad del precio internacional del petróleo en los rendimientos accionarios de los principales mercados de América Latina / Impact of International Oil Price Volatility on the Main Latin American Stock Markets Returns," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 2, pages 129-161, julio-dic.
• Patrycja Chodnicka – Jaworska & Piotr Jaworski, 2019, "The Chinese and The Big Three Credit Rating Agencies – their impact on stock prices," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 22019, Feb.
• Patrycja Chodnicka -Jaworska, 2019, "Impact of credit rating agencies on European Banking stock prices: Is the recognition of credit rating agency important?," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 42019, Feb.
• Ali Bendob & Naima Bentouir, 2019, "Options Pricing by Monte Carlo Simulation, Binomial Tree and BMS Model: a comparative study of Nifty50 options index," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 11, pages 79-95, January.
• Nicolas Van de Sijpe & Patrick Carter & Raphael Calel, 2019, "The Elusive Quest for Additionality," Working Papers, The University of Sheffield, Department of Economics, number 2019022, Dec.
• Yang Mestre-Zhou, 2019, "Reforms’ Effects on Chinese stock markets world integration - An Empirical analysis with t-DCCGARCH model," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 19-06, Aug.
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• İlker YAMAN & Ahmet Burçin YERELİ, 2019, "The Political Aspect of Sovereign Wealth Funds," Sosyoekonomi Journal, Sosyoekonomi Society, issue 27(41).
• Aydanur GACENER-ATIŞ & Deniz ERER, 2019, "Effects of Capital Flows on Carry Trade Activities: The Case of TurkeyAbstract: Carry trade is described as the capital flow coming into a country based on interest rate differential. A negative change in capital flow affects carry trade activities n," Sosyoekonomi Journal, Sosyoekonomi Society, issue 27(42).
• Fredj Jawadi & Souhir Chlibi & Abdoulkarim Idi Cheffou, 2019, "Computing stock price comovements with a three-regime panel smooth transition error correction model," Annals of Operations Research, Springer, volume 274, issue 1, pages 331-345, March, DOI: 10.1007/s10479-018-2805-3.
• Fredj Jawadi & Wael Louhichi & Abdoulkarim Idi Cheffou & Hachmi Ben Ameur, 2019, "Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model," Annals of Operations Research, Springer, volume 281, issue 1, pages 275-295, October, DOI: 10.1007/s10479-018-2793-3.
• Yingyi Hu, 2019, "Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market," Annals of Operations Research, Springer, volume 281, issue 1, pages 253-274, October, DOI: 10.1007/s10479-018-2849-4.
• Makram Bellalah & Fredj Amine Dammak, 2019, "International capital asset pricing model: the case of asymmetric information and short-sale," Annals of Operations Research, Springer, volume 281, issue 1, pages 161-173, October, DOI: 10.1007/s10479-019-03133-1.
• N. Banholzer & S. Heiden & D. Schneller, 2019, "Exploiting investor sentiment for portfolio optimization," Business Research, Springer;German Academic Association for Business Research, volume 12, issue 2, pages 671-702, December, DOI: 10.1007/s40685-018-0062-6.
• Daniel Osberghaus, 2019, "The Effects of Natural Disasters and Weather Variations on International Trade and Financial Flows: a Review of the Empirical Literature," Economics of Disasters and Climate Change, Springer, volume 3, issue 3, pages 305-325, October, DOI: 10.1007/s41885-019-00042-2.
• Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Jorge Luis Hurtado-Guarin & Luis Fernando Melo-Velandia, 2019, "Volatility spillovers among global stock markets: measuring total and directional effects," Empirical Economics, Springer, volume 56, issue 5, pages 1581-1599, May, DOI: 10.1007/s00181-017-1406-3.
• Massimo Ferrari & Stéphanie Stolz & Michael Wedow, 2019, "Do primary dealer funding constraints impact sovereign bond liquidity and yields: evidence for nine Euro area countries," Empirical Economics, Springer, volume 56, issue 6, pages 1855-1891, June, DOI: 10.1007/s00181-018-1451-6.
• Masato Ubukata, 2019, "Jump tail risk premium and predicting US and Japanese credit spreads," Empirical Economics, Springer, volume 57, issue 1, pages 79-104, July, DOI: 10.1007/s00181-018-1431-x.
• Bo Tang, 2019, "Does the currency exposure affect stock returns of Chinese automobile firms?," Empirical Economics, Springer, volume 57, issue 1, pages 53-77, July, DOI: 10.1007/s00181-018-1437-4.
• Sercan Eraslan, 2019, "Asymmetric arbitrage trading on offshore and onshore renminbi markets," Empirical Economics, Springer, volume 57, issue 5, pages 1653-1675, November, DOI: 10.1007/s00181-018-1516-6.
• José María Díez-Esteban & Jorge Bento Farinha & Conrado Diego García-Gómez, 2019, "How does national culture affect corporate risk-taking?," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 9, issue 1, pages 49-68, March, DOI: 10.1007/s40821-018-0105-0.
• 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.