Research classified by Journal of Economic Literature (JEL) codes

2019

• 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.
• Thornton, John & Vasilakis, Chrysovalantis, 2019, "Negative policy interest rates and exchange rate behavior: Further results," Finance Research Letters, Elsevier, volume 29, issue C, pages 61-67, DOI: 10.1016/j.frl.2019.03.023.
• Wong, Alfred, 2019, "Currency jumps, Euribor-OIS spreads and the volatility skew: A study on the dollar-euro crash risk of 2007–2015," Finance Research Letters, Elsevier, volume 29, issue C, pages 7-16, DOI: 10.1016/j.frl.2019.03.001.
• Gozgor, Giray & Tiwari, Aviral Kumar & Demir, Ender & Akron, Sagi, 2019, "The relationship between Bitcoin returns and trade policy uncertainty," Finance Research Letters, Elsevier, volume 29, issue C, pages 75-82, DOI: 10.1016/j.frl.2019.03.016.
• Canh, Nguyen Phuc & Wongchoti, Udomsak & Thanh, Su Dinh & Thong, Nguyen Trung, 2019, "Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model," Finance Research Letters, Elsevier, volume 29, issue C, pages 90-100, DOI: 10.1016/j.frl.2019.03.011.
• Chunhachinda, Pornchai & de Boyrie, Maria E. & Pavlova, Ivelina, 2019, "Measuring the hedging effectiveness of commodities," Finance Research Letters, Elsevier, volume 30, issue C, pages 201-207, DOI: 10.1016/j.frl.2018.09.012.
• Pal, Debdatta & Mitra, Subrata K., 2019, "Hedging bitcoin with other financial assets," Finance Research Letters, Elsevier, volume 30, issue C, pages 30-36, DOI: 10.1016/j.frl.2019.03.034.
• Philippas, Dionisis & Rjiba, Hatem & Guesmi, Khaled & Goutte, Stéphane, 2019, "Media attention and Bitcoin prices," Finance Research Letters, Elsevier, volume 30, issue C, pages 37-43, DOI: 10.1016/j.frl.2019.03.031.
• Kumar, S.S.S. & Sampath, Aravind, 2019, "What drives the off-shore futures market? Evidence from India and China," Finance Research Letters, Elsevier, volume 30, issue C, pages 394-402, DOI: 10.1016/j.frl.2018.11.001.
• Andrikopoulos, Athanasios & Wang, Changyu & Zheng, Min, 2019, "Is there still a weather anomaly? An investigation of stock and foreign exchange markets," Finance Research Letters, Elsevier, volume 30, issue C, pages 51-59, DOI: 10.1016/j.frl.2019.03.026.
• Kusnadi, Yuanto, 2019, "Political connections and the value of cash holdings," Finance Research Letters, Elsevier, volume 30, issue C, pages 96-102, DOI: 10.1016/j.frl.2019.03.035.
• Wang, Pengfei & Zhang, Wei & Li, Xiao & Shen, Dehua, 2019, "Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective," Finance Research Letters, Elsevier, volume 31, issue C, pages 1-18, DOI: 10.1016/j.frl.2019.04.031.
• Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019, "Quantile coherency networks of international stock markets," Finance Research Letters, Elsevier, volume 31, issue C, pages 119-129, DOI: 10.1016/j.frl.2019.04.022.
• Ekinci, Cumhur & Akyildirim, Erdinc & Corbet, Shaen, 2019, "Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets," Finance Research Letters, Elsevier, volume 31, issue C, pages 155-164, DOI: 10.1016/j.frl.2019.04.021.
• Wu, Shan & Tong, Mu & Yang, Zhongyi & Derbali, Abdelkader, 2019, "Does gold or Bitcoin hedge economic policy uncertainty?," Finance Research Letters, Elsevier, volume 31, issue C, pages 171-178, DOI: 10.1016/j.frl.2019.04.001.
• Mensi, Walid & Lee, Yun-Jung & Al-Yahyaee, Khamis Hamed & Sensoy, Ahmet & Yoon, Seong-Min, 2019, "Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 31, issue C, pages 19-25, DOI: 10.1016/j.frl.2019.03.029.
• Matkovskyy, Roman & Jalan, Akanksha, 2019, "From financial markets to Bitcoin markets: A fresh look at the contagion effect," Finance Research Letters, Elsevier, volume 31, issue C, pages 93-97, DOI: 10.1016/j.frl.2019.04.007.
• Aharon, David Yechiam & Qadan, Mahmoud, 2019, "Bitcoin and the day-of-the-week effect," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.004.
• Wang, Gang-Jin & Xie, Chi & Wen, Danyan & Zhao, Longfeng, 2019, "When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.028.
• Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled, 2019, "Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.014.
• Alaoui, Marwane El & Bouri, Elie & Roubaud, David, 2019, "Bitcoin price–volume: A multifractal cross-correlation approach," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.011.
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• Park, Raphael Jonghyeon & Xu, Simon & In, Francis & Ji, Philip Inyeob, 2019, "The long-term impact of sovereign wealth fund investments," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 115-138, DOI: 10.1016/j.finmar.2018.08.004.
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• Rzayev, Khaladdin & Ibikunle, Gbenga, 2019, "A state-space modeling of the information content of trading volume," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.100507.
• Banti, Chiara & Phylaktis, Kate, 2019, "Global liquidity, house prices and policy responses," Journal of Financial Stability, Elsevier, volume 43, issue C, pages 79-96, DOI: 10.1016/j.jfs.2019.05.015.
• Berger, Allen N. & Boubakri, Narjess & Guedhami, Omrane & Li, Xinming, 2019, "Liquidity creation performance and financial stability consequences of Islamic banking: Evidence from a multinational study," Journal of Financial Stability, Elsevier, volume 44, issue C, DOI: 10.1016/j.jfs.2019.100692.
• López-Herrera, Francisco & Santillán-Salgado, Roberto J. & Cabello, Alejandra, 2019, "Latin American Corporate Emerging Markets Bond Indices (CEMBIs): Their recent evolution," Global Finance Journal, Elsevier, volume 41, issue C, pages 104-112, DOI: 10.1016/j.gfj.2019.03.002.
• Beckmann, Klaus S. & Escobari, Diego A. & Ngo, Thanh, 2019, "The real earnings management of cross-listing firms," Global Finance Journal, Elsevier, volume 41, issue C, pages 128-145, DOI: 10.1016/j.gfj.2019.04.001.
• Gao, Li & He, Wei & Wang, Qian, 2019, "In search of distress risk in China's stock market," Global Finance Journal, Elsevier, volume 42, issue C, DOI: 10.1016/j.gfj.2018.08.003.
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• Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019, "Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 1, pages 88-113, March.
• Kim Christensen & Charlotte Christiansen & Anders M. Posselt, 2019, "The Economic Value of VIX ETPs," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-14, Sep.
• Otilia MANTA, 2019, "The Risk Of Financial Networks In The Context Of Current Challenges," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 42-49.
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• Lukas Kremens & Ian Martin, 2019, "The Quanto Theory of Exchange Rates," American Economic Review, American Economic Association, volume 109, issue 3, pages 810-843, March.
• Hanno Lustig & Adrien Verdelhan, 2019, "Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?," American Economic Review, American Economic Association, volume 109, issue 6, pages 2208-2244, June.
• Stefan Avdjiev & Wenxin Du & Cathérine Koch & Hyun Song Shin, 2019, "The Dollar, Bank Leverage, and Deviations from Covered Interest Parity," American Economic Review: Insights, American Economic Association, volume 1, issue 2, pages 193-208, September.
• Igor Makarov & Antoinette Schoar, 2019, "Price Discovery in Cryptocurrency Markets," AEA Papers and Proceedings, American Economic Association, volume 109, pages 97-99, May.
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• Sadik-Zada, Elkhan Richard & Gatto, Andrea, , "Determinants of the Public Debt and the Role of the Natural Resources: a Cross-Country Analysis," ETA: Economic Theory and Applications, Fondazione Eni Enrico Mattei (FEEM), number 285026, DOI: 10.22004/ag.econ.285026.
• Bekir Tamer GÖKALP, 2019, "Hisse Senedi Getirileri ile Tüketici Güven Endeksi Arasındaki İlişki: Diyagonal VECH Modeli Üzerinden Bir Değerlendirme," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 4, issue 1, pages 139-150, DOI: 10.30784/epfad.528556.
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• Svetlana Aleksandrova-Zlatanska & Desislava Zheleva Kalcheva, 2019, "Alternatives For Financing Of Municipal Investments - Green Bonds," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 23, pages 57-77, June.
• Octavian Mihai PERPELEA & Tatiana PÄ‚UN ZAMFIROIU, 2019, "Financial Investment Optimisation," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 21, pages 127-134, November.
• Alexandra Horobet & Georgiana Maria Vrinceanu, , "Oil Price Exposure Of Cee Financial Companies," Review of Socio - Economic Perspectives, Reviewsep, number 201941, DOI: https://doi.org/10.19275/RSEP067.
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• Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler, 2019, "Capital Inflows, Equity Issuance Activity, and Corporate Investment," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 156, Jul.
• İsmail Atacan & Erdinç Altay, 2019, "Analysis of Herd Behavior In Commodity Futures Markets," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 7, issue 1, pages 37-54, June, DOI: http://doi.org/10.17093/alphanumeri.
• Арнабекова Э.Е. // Arnabekova E.E., 2019, "Влияние изменения отношения инвесторов к риску (определение понятия риск-офф) на мировой валютный рынок. // Impact of changes in investor attitudes towards risk (definition of risk-off) on the global foreign exchange market," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2-3, pages 30-37.
• Alonso Alfaro-Ureña & Jonathan Garita-Garita, 2019, "Misallocation and Productivity in Costa Rica," Documentos de Trabajo, Banco Central de Costa Rica, number 1703, Jul.
• Damiano Brigo, 2019, "Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility," Papers, arXiv.org, number 1904.01889, Apr, revised Aug 2021.
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• Michael Pfarrhofer, 2019, "Measuring international uncertainty using global vector autoregressions with drifting parameters," Papers, arXiv.org, number 1908.06325, Aug, revised Dec 2019.
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• Dirk Beerbaum & Maciej Piechocki & Julia M. Puaschunder, 2019, "Accounting Reporting Complexity Measured Behaviorally," Internal Auditing & Risk Management, Athenaeum University of Bucharest, volume 56, issue 4, pages 35-47, December.
• Mile Bosnjak & Gordana Kordic & Ivan Budimir, 2019, "Determinants Of Foreign Exchange Reserves In Croatia: A Quantile Regression Approach," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 1, pages 159-173, june.
• Domagoj Sajter, 2019, "Time-Series Analysis Of The Most Common Cryptocurrencies," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 1, pages 267-282, june.
• Maruska Vizek, 2019, "The Sovereign Bond Markets Return And Volatility Spillovers," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 2, pages 597-610, december.
• Peersman, Gert & Rüth, Sebastian K. & Van der Veken, Wouter, 2019, "The interplay between oil and food commodity prices: Has It changed over time?," Working Papers, University of Heidelberg, Department of Economics, number 0665, Sep.
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• Hamid Baghestani & Bassam M. AbuAl-Foul, 2019, "Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination," Review of Economics & Finance, Better Advances Press, Canada, volume 16, pages 89-103, May.
• Yevheniia Polishchuk & Alla Ivashchenko & Oleksandr Dyba, 2019, "SMART-Contracts via Blockchain as the Innovation Tool for SMEs Development," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 39-53.
• Paul Wohlfarth, 2019, "Preferred Habitat, Policy, and the CIP Puzzle," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1908, Oct.
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• Alan Roncoroni & Stefano Battiston & Marco D’Errico & Grzegorz Halaj & Christoffer Kok, 2019, "Interconnected Banks and Systemically Important Exposures," Staff Working Papers, Bank of Canada, number 19-44, Nov, DOI: 10.34989/swp-2019-44.
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• Carlos González Pedraz, 2019, "Préstamos corporativos apalancados: definición y evolución del mercado," Boletín Económico, Banco de España, issue DIC.
• Carlos González Pedraz, 2019, "Leveraged loans: definition and market development," Economic Bulletin, Banco de España, issue DEC.
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• Claudia Maurini, 2019, "IMF programs and stigma in Emerging Market Economies," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1247, Nov.
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