Research classified by Journal of Economic Literature (JEL) codes

2018

• Samuel D. Barrows, 2018, "Are Oil Industry Mergers Becoming Less Profitable?," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 2, pages 31-38.
• Alexey Yurievich Mikhaylov, 2018, "Pricing in Oil Market and Using Probit Model for Analysis of Stock Market Effects," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 2, pages 69-73.
• Yih-Bey Lin & Fu-Min Chang & Yu-Hin Leung & Jui-Feng Lin & Nicholas Lee, 2018, "Do European Central Bank Asset Purchase Programmes Matter for the Euro-area Stock Markets and Brent Crude Market?," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 115-120.
• Semei Coronado & Thomas M. Fullerton & Omar Rojas, 2018, "A Nonlinear Empirical Analysis of Oil Price Co-movements," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 290-294.
• Alexey Yurievich Mikhaylov, 2018, "Volatility Spillover Effect between Stock and Exchange Rate in Oil Exporting Countries," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 321-326.
• Ikhlaas Gurrib, 2018, "Can an Energy Futures Index Predict US Stock Market Index Movements?," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 230-240.
• Anthony Msafiri Nyangarika & Alexey Yurievich Mikhaylov & Bao-jun Tang, 2018, "Correlation of Oil Prices and Gross Domestic Product in Oil Producing Countries," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 42-48.
• Al Aali-Bujari & Francisco Venegas-Mart nez & Roberto J. Santill n-Salgado, 2018, "On the Stock Market-Electricity Sector Nexus in Latin America: A Dynamic Panel Data Model," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 148-154.
• López-Herrera, Francisco & Núñez Reyes, Georgina & Perrotini Hernández, Ignacio, 2018, "Gobierno corporativo y deuda internacional de empresas latinoamericanas," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• López-Herrera, Francisco & Núñez Reyes, Georgina & Perrotini Hernández, Ignacio, 2018, "Corporate governance and international bond issues by Latin American corporations," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Bohl, Martin T. & Siklos, Pierre L. & Wellenreuther, Claudia, 2018, "Speculative activity and returns volatility of Chinese agricultural commodity futures," Journal of Asian Economics, Elsevier, volume 54, issue C, pages 69-91, DOI: 10.1016/j.asieco.2017.12.003.
• Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2018, "News and expected returns in East Asian equity markets: The RV-GARCHM model," Journal of Asian Economics, Elsevier, volume 57, issue C, pages 36-52, DOI: 10.1016/j.asieco.2018.06.003.
• Kumar, Gaurav & Misra, Arun Kumar, 2018, "Commonality in liquidity: Evidence from India’s National Stock Exchange," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 1-15, DOI: 10.1016/j.asieco.2018.09.001.
• Mensah, Jones Odei & Premaratne, Gamini, 2018, "Integration of ASEAN banking sector stocks," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 48-60, DOI: 10.1016/j.asieco.2018.10.001.
• Blau, Benjamin M., 2018, "Does religiosity affect liquidity in financial markets?," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 72-83, DOI: 10.1016/j.jbef.2018.05.002.
• Youssef, Mouna & Mokni, Khaled, 2018, "On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 52-63, DOI: 10.1016/j.jbef.2018.07.003.
• Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018, "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, volume 50, issue 4, pages 402-424, DOI: 10.1016/j.bar.2017.11.003.
• Casalin, Fabrizio, 2018, "Determinants of holiday effects in mainland Chinese and Hong-Kong markets," China Economic Review, Elsevier, volume 49, issue C, pages 45-67, DOI: 10.1016/j.chieco.2017.12.011.
• Shi, Jinchuan & Zhang, Xiaoqian, 2018, "How to explain corporate investment heterogeneity in China's new normal: Structural models with state-owned property rights," China Economic Review, Elsevier, volume 50, issue C, pages 1-16, DOI: 10.1016/j.chieco.2017.10.005.
• Li, Yuanpeng & Sun, Qian & Tian, Shu, 2018, "The impact of IPO approval on the price of existing stocks: Evidence from China," Journal of Corporate Finance, Elsevier, volume 50, issue C, pages 109-127, DOI: 10.1016/j.jcorpfin.2018.03.002.
• Iliev, Peter & Roth, Lukas, 2018, "Learning from directors' foreign board experiences," Journal of Corporate Finance, Elsevier, volume 51, issue C, pages 1-19, DOI: 10.1016/j.jcorpfin.2018.04.004.
• Deng, Baijun & Li, Zhongfei & Li, Yong, 2018, "Foreign institutional ownership and liquidity commonality around the world," Journal of Corporate Finance, Elsevier, volume 51, issue C, pages 20-49, DOI: 10.1016/j.jcorpfin.2018.04.005.
• Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J., 2018, "Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 1-29, DOI: 10.1016/j.jedc.2018.01.040.
• Runggaldier, Wolfgang J. & Yasuda, Kazuhiro, 2018, "Classical and restricted impulse control for the exchange rate under a stochastic trend model," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 369-390, DOI: 10.1016/j.jedc.2018.01.017.
• Frijns, Bart & Zwinkels, Remco C.J., 2018, "Time-varying arbitrage and dynamic price discovery," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 485-502, DOI: 10.1016/j.jedc.2018.03.014.
• Mukherjee, Raja & Paul, Satya & Shankar, Sriram, 2018, "Equity home bias—A global perspective from the shrunk frontier," Economic Analysis and Policy, Elsevier, volume 57, issue C, pages 9-21, DOI: 10.1016/j.eap.2017.10.003.
• Mezei, József & Sarlin, Peter, 2018, "RiskRank: Measuring interconnected risk," Economic Modelling, Elsevier, volume 68, issue C, pages 41-50, DOI: 10.1016/j.econmod.2017.04.016.
• Shen, Yifan, 2018, "International risk transmission of stock market movements," Economic Modelling, Elsevier, volume 69, issue C, pages 220-236, DOI: 10.1016/j.econmod.2017.09.022.
• Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro, 2018, "Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets," Economic Modelling, Elsevier, volume 69, issue C, pages 237-248, DOI: 10.1016/j.econmod.2017.09.023.
• Bekiros, Stelios & Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Ur Rehman, Mobeen, 2018, "Directional predictability and time-varying spillovers between stock markets and economic cycles," Economic Modelling, Elsevier, volume 69, issue C, pages 301-312, DOI: 10.1016/j.econmod.2017.10.003.
• Cho, Dooyeon, 2018, "On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes," Economic Modelling, Elsevier, volume 70, issue C, pages 310-319, DOI: 10.1016/j.econmod.2017.11.013.
• Omura, Akihiro & Li, Bin & Chung, Richard & Todorova, Neda, 2018, "Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals," Economic Modelling, Elsevier, volume 70, issue C, pages 496-510, DOI: 10.1016/j.econmod.2017.08.033.
• Ahmad, Wasim & Sadorsky, Perry & Sharma, Amit, 2018, "Optimal hedge ratios for clean energy equities," Economic Modelling, Elsevier, volume 72, issue C, pages 278-295, DOI: 10.1016/j.econmod.2018.02.008.
• Degiannakis, Stavros & Filis, George & Panagiotakopoulou, Sofia, 2018, "Oil price shocks and uncertainty: How stable is their relationship over time?," Economic Modelling, Elsevier, volume 72, issue C, pages 42-53, DOI: 10.1016/j.econmod.2018.01.004.
• Alexakis, Christos & Pappas, Vasileios, 2018, "Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes," Economic Modelling, Elsevier, volume 73, issue C, pages 222-239, DOI: 10.1016/j.econmod.2018.03.018.
• Tsuji, Chikashi, 2018, "Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses," Economic Modelling, Elsevier, volume 74, issue C, pages 167-185, DOI: 10.1016/j.econmod.2018.05.007.
• Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018, "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Economic Modelling, Elsevier, volume 75, issue C, pages 105-116, DOI: 10.1016/j.econmod.2018.06.010.
• Du, Jiangze & Wang, Jying-Nan & Hsu, Yuan-Teng & Lai, Kin Keung, 2018, "The importance of hedging currency risk: Evidence from CNY and CNH," Economic Modelling, Elsevier, volume 75, issue C, pages 81-92, DOI: 10.1016/j.econmod.2018.06.007.
• Zaremba, Adam & Umutlu, Mehmet, 2018, "Size matters everywhere: Decomposing the small country and small industry premia," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 1-18, DOI: 10.1016/j.najef.2017.09.002.
• Laborda, Ricardo, 2018, "Optimal combination of currency strategies," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 129-140, DOI: 10.1016/j.najef.2017.10.010.
• Espinosa-Méndez, Christian & Jara-Bertín, Mauricio & Maquieira, Carlos, 2018, "The influence of family and pyramidal ownership on corporate diversification in Chile," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 158-168, DOI: 10.1016/j.najef.2017.10.012.
• Degenhardt, Thomas & Auer, Benjamin R., 2018, "The “Sell in May” effect: A review and new empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 169-205, DOI: 10.1016/j.najef.2017.09.003.
• Gupta, Rangan & Pierdzioch, Christian & Selmi, Refk & Wohar, Mark E., 2018, "Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 87-96, DOI: 10.1016/j.najef.2017.10.006.
• Bai, Shuming & Koong, Kai S., 2018, "Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 12-33, DOI: 10.1016/j.najef.2017.10.013.
• Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2018, "What determines the long-term correlation between oil prices and exchange rates?," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 140-152, DOI: 10.1016/j.najef.2017.12.003.
• Qadan, Mahmoud, 2018, "Switches in price discovery: Are U.S. traders more qualified in making valuations?," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 221-234, DOI: 10.1016/j.najef.2018.01.004.
• Kim, Hyeongwoo & Kim, Jintae, 2018, "London calling: Nonlinear mean reversion across national stock markets," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 265-277, DOI: 10.1016/j.najef.2018.01.008.
• Chang, Jui-Chuan Della & Chang, Kuang-Liang, 2018, "The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 15-28, DOI: 10.1016/j.najef.2018.03.007.
• Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2018, "Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 168-186, DOI: 10.1016/j.najef.2018.04.005.
• Lien, Donald & Lee, Geul & Yang, Li & Zhang, Yuyin, 2018, "Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 187-201, DOI: 10.1016/j.najef.2018.04.006.
• Kido, Yosuke, 2018, "The transmission of US economic policy uncertainty shocks to Asian and global financial markets," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 222-231, DOI: 10.1016/j.najef.2018.04.008.
• van Kooten, G. Cornelis, 2018, "The Challenge of Mitigating Climate Change through Forestry Activities: What Are the Rules of the Game?," Ecological Economics, Elsevier, volume 146, issue C, pages 35-43, DOI: 10.1016/j.ecolecon.2017.10.002.
• Berninger, Marc & Kiesel, Florian & Schiereck, Dirk, 2018, "When your regulator becomes your new neighbor: Bank regulation and the relocation of EBA and EMA," Economics Letters, Elsevier, volume 167, issue C, pages 108-111, DOI: 10.1016/j.econlet.2018.03.023.
• Lalwani, Vaibhav & Chakraborty, Madhumita, 2018, "Asset pricing factors and future economic growth," Economics Letters, Elsevier, volume 168, issue C, pages 151-154, DOI: 10.1016/j.econlet.2018.04.031.
• Dyhrberg, Anne H. & Foley, Sean & Svec, Jiri, 2018, "How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets," Economics Letters, Elsevier, volume 171, issue C, pages 140-143, DOI: 10.1016/j.econlet.2018.07.032.
• Hachenberg, Britta & Kiesel, Florian & Schiereck, Dirk, 2018, "Dieselgate and its expected consequences on the European auto ABS market," Economics Letters, Elsevier, volume 171, issue C, pages 180-182, DOI: 10.1016/j.econlet.2018.07.044.
• Galai, Dan & Wiener, Zvi, 2018, "Dividend policy relevance in a levered firm—The binomial case," Economics Letters, Elsevier, volume 172, issue C, pages 78-80, DOI: 10.1016/j.econlet.2018.08.021.
• Wohlfarth, Paul, 2018, "Measuring the impact of monetary policy attention on global asset volatility using search data," Economics Letters, Elsevier, volume 173, issue C, pages 15-18, DOI: 10.1016/j.econlet.2018.08.009.
• Dungey, Mardi & Erdemlioglu, Deniz & Matei, Marius & Yang, Xiye, 2018, "Testing for mutually exciting jumps and financial flights in high frequency data," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 18-44, DOI: 10.1016/j.jeconom.2017.09.002.
• Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018, "Geopolitical risks and stock market dynamics of the BRICS," Economic Systems, Elsevier, volume 42, issue 2, pages 295-306, DOI: 10.1016/j.ecosys.2017.05.008.
• Cortina, Juan J. & Ismail, Soha & Schmukler, Sergio L., 2018, "Firm financing and growth in the Arab region," Economic Systems, Elsevier, volume 42, issue 2, pages 361-383, DOI: 10.1016/j.ecosys.2017.09.002.
• Erragragui, Elias & Hassan, M. Kabir & Peillex, Jonathan & Khan, Abu Nahian Faisal, 2018, "Does ethics improve stock market resilience in times of instability?," Economic Systems, Elsevier, volume 42, issue 3, pages 450-469, DOI: 10.1016/j.ecosys.2017.09.003.
• Kočenda, Evžen & Moravcová, Michala, 2018, "Intraday effect of news on emerging European forex markets: An event study analysis," Economic Systems, Elsevier, volume 42, issue 4, pages 597-615, DOI: 10.1016/j.ecosys.2018.05.003.
• Yalta, A. Talha & Yalta, A. Yasemin, 2018, "Are credit rating agencies regionally biased?," Economic Systems, Elsevier, volume 42, issue 4, pages 682-694, DOI: 10.1016/j.ecosys.2018.08.001.
• Chowdhury, Anup & Uddin, Moshfique & Anderson, Keith, 2018, "Liquidity and macroeconomic management in emerging markets," Emerging Markets Review, Elsevier, volume 34, issue C, pages 1-24, DOI: 10.1016/j.ememar.2017.10.001.
• Borri, Nicola, 2018, "Local currency systemic risk," Emerging Markets Review, Elsevier, volume 34, issue C, pages 111-123, DOI: 10.1016/j.ememar.2017.11.003.
• Bouri, Elie & Gupta, Rangan & Hosseini, Seyedmehdi & Lau, Chi Keung Marco, 2018, "Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model," Emerging Markets Review, Elsevier, volume 34, issue C, pages 124-142, DOI: 10.1016/j.ememar.2017.11.004.
• Cayon, Edgardo & Thorp, Susan & Wu, Eliza, 2018, "Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis," Emerging Markets Review, Elsevier, volume 34, issue C, pages 162-174, DOI: 10.1016/j.ememar.2017.11.006.
• Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018, "Can Islamic banks have their own benchmark?," Emerging Markets Review, Elsevier, volume 35, issue C, pages 120-136, DOI: 10.1016/j.ememar.2018.02.002.
• Cumming, Douglas & Fleming, Grant & Liu, Zhangxin (Frank), 2018, "Shadow banking in Asia: Foreign versus domestic lending to real estate projects," Emerging Markets Review, Elsevier, volume 35, issue C, pages 137-147, DOI: 10.1016/j.ememar.2018.02.007.
• Mehigan, Caroline, 2018, "Bilateral adjustment of bank assets: Boom and bust," Emerging Markets Review, Elsevier, volume 36, issue C, pages 144-158, DOI: 10.1016/j.ememar.2018.04.004.
• Leite, André Luis & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silva, Aldo Ferreira, 2018, "Size, value, profitability, and investment: Evidence from emerging markets," Emerging Markets Review, Elsevier, volume 36, issue C, pages 45-59, DOI: 10.1016/j.ememar.2018.04.006.
• Ratha, Dilip & De, Supriyo & Kurlat, Sergio, 2018, "Does governing law affect bond spreads?," Emerging Markets Review, Elsevier, volume 36, issue C, pages 60-78, DOI: 10.1016/j.ememar.2018.04.005.
• Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin J., 2018, "Financial connectedness of BRICS and global sovereign bond markets," Emerging Markets Review, Elsevier, volume 37, issue C, pages 1-16, DOI: 10.1016/j.ememar.2018.02.006.
• Tran, Ly Thi Hai & Hoang, Thao Thi Phuong & Tran, Hoa Xuan, 2018, "Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market," Emerging Markets Review, Elsevier, volume 37, issue C, pages 114-133, DOI: 10.1016/j.ememar.2018.07.001.
• Inekwe, John Nkwoma & Jin, Yi & Valenzuela, Maria Rebecca, 2018, "A new approach to financial integration and market income inequality," Emerging Markets Review, Elsevier, volume 37, issue C, pages 134-147, DOI: 10.1016/j.ememar.2018.07.002.
• Keefe, Helena Glebocki & Shadmani, Hedieh, 2018, "Foreign exchange market intervention and asymmetric preferences," Emerging Markets Review, Elsevier, volume 37, issue C, pages 148-163, DOI: 10.1016/j.ememar.2018.08.001.
• Foye, James, 2018, "A comprehensive test of the Fama-French five-factor model in emerging markets," Emerging Markets Review, Elsevier, volume 37, issue C, pages 199-222, DOI: 10.1016/j.ememar.2018.09.002.
• Ge, Wenxia & Kim, Jeong-Bon & Li, Tiemei & Li, Yutao, 2018, "Operations in offshore financial centers and loan syndicate structure," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 157-180, DOI: 10.1016/j.jempfin.2017.11.002.
• Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao, 2018, "New evidence on asymmetric return–volume dependence and extreme movements," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 212-227, DOI: 10.1016/j.jempfin.2017.11.012.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2018, "Forecasting global stock market implied volatility indices," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 111-129, DOI: 10.1016/j.jempfin.2017.12.008.
• Gürtler, Marc & Neelmeier, Philipp, 2018, "Empirical analysis of the international public covered bond market," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 163-181, DOI: 10.1016/j.jempfin.2018.01.002.
• Atanasov, Victoria, 2018, "World output gap and global stock returns," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 181-197, DOI: 10.1016/j.jempfin.2018.06.010.
• Chan, Kalok & Yang, Jian & Zhou, Yinggang, 2018, "Conditional co-skewness and safe-haven currencies: A regime switching approach," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 58-80, DOI: 10.1016/j.jempfin.2018.06.001.
• Ibikunle, Gbenga, 2018, "Trading places: Price leadership and the competition for order flow," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 178-200, DOI: 10.1016/j.jempfin.2018.09.007.
• Chen, Qinhua & Chi, Yeguang, 2018, "Smart beta, smart money," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 19-38, DOI: 10.1016/j.jempfin.2018.08.002.
• Li, Fengyun & Zhang, Huacheng & Zheng, Dazhi, 2018, "Seasonality in the cross section of stock returns: Advanced markets versus emerging markets," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 263-281, DOI: 10.1016/j.jempfin.2018.11.001.
• Bouri, Elie & Shahzad, Syed Jawad Hussain & Raza, Naveed & Roubaud, David, 2018, "Oil volatility and sovereign risk of BRICS," Energy Economics, Elsevier, volume 70, issue C, pages 258-269, DOI: 10.1016/j.eneco.2017.12.018.
• Lundgren, Amanda Ivarsson & Milicevic, Adriana & Uddin, Gazi Salah & Kang, Sang Hoon, 2018, "Connectedness network and dependence structure mechanism in green investments," Energy Economics, Elsevier, volume 72, issue C, pages 145-153, DOI: 10.1016/j.eneco.2018.04.015.
• Peng, Cheng & Zhu, Huiming & Guo, Yawei & Chen, Xiuyun, 2018, "Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile," Energy Economics, Elsevier, volume 72, issue C, pages 188-199, DOI: 10.1016/j.eneco.2018.04.007.
• Baur, Dirk G. & Todorova, Neda, 2018, "Automobile manufacturers, electric vehicles and the price of oil," Energy Economics, Elsevier, volume 74, issue C, pages 252-262, DOI: 10.1016/j.eneco.2018.05.034.
• Kim, Jeayoon & Park, Kwangwoo, 2018, "Effect of the Clean Development Mechanism on the deployment of renewable energy: Less developed vs. well-developed financial markets," Energy Economics, Elsevier, volume 75, issue C, pages 1-13, DOI: 10.1016/j.eneco.2018.07.034.
• Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018, "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, volume 75, issue C, pages 239-248, DOI: 10.1016/j.eneco.2018.08.021.
• Shen, Yifan & Shi, Xunpeng & Variam, Hari Malamakkavu Padinjare, 2018, "Risk transmission mechanism between energy markets: A VAR for VaR approach," Energy Economics, Elsevier, volume 75, issue C, pages 377-388, DOI: 10.1016/j.eneco.2018.08.027.
• Ji, Qiang & Liu, Bing-Yue & Nehler, Henrik & Uddin, Gazi Salah, 2018, "Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach," Energy Economics, Elsevier, volume 76, issue C, pages 115-126, DOI: 10.1016/j.eneco.2018.10.010.
• Dogah, Kingsley E. & Premaratne, Gamini, 2018, "Sectoral exposure of financial markets to oil risk factors in BRICS countries," Energy Economics, Elsevier, volume 76, issue C, pages 228-256, DOI: 10.1016/j.eneco.2018.09.014.
• Lv, Xin & Lien, Donald & Chen, Qian & Yu, Chang, 2018, "Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries," Energy Economics, Elsevier, volume 76, issue C, pages 325-343, DOI: 10.1016/j.eneco.2018.10.017.
• Degiannakis, Stavros & Filis, George, 2018, "Forecasting oil prices: High-frequency financial data are indeed useful," Energy Economics, Elsevier, volume 76, issue C, pages 388-402, DOI: 10.1016/j.eneco.2018.10.026.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2018, "Addressing COP21 using a stock and oil market integration index," Energy Policy, Elsevier, volume 116, issue C, pages 127-136, DOI: 10.1016/j.enpol.2018.01.048.
• Hill, Paula & Bissoondoyal-Bheenick, Emawtee & Faff, Robert, 2018, "New evidence on sovereign to corporate credit rating spill-overs," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 209-225, DOI: 10.1016/j.irfa.2017.09.004.
• Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza, 2018, "The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 136-152, DOI: 10.1016/j.irfa.2018.01.005.
• Zaremba, Adam & Andreu, Laura, 2018, "Paper profits or real money? Trading costs and stock market anomalies in country ETFs," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 181-192, DOI: 10.1016/j.irfa.2018.01.007.
• Cuestas, Juan Carlos & Huang, Ying Sophie & Tang, Bo, 2018, "Does internationalisation increase exchange rate exposure? -Evidence from Chinese financial firms," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 253-263, DOI: 10.1016/j.irfa.2018.01.013.
• Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2018, "Stock market liquidity and trading activity: Is China different?," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 32-51, DOI: 10.1016/j.irfa.2017.12.010.
• Ji, Qiang & Bouri, Elie & Roubaud, David, 2018, "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 1-12, DOI: 10.1016/j.irfa.2018.02.001.
• Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2018, "Risk perception in financial markets: On the flip side," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 184-206, DOI: 10.1016/j.irfa.2018.03.005.
• Hu, Zhijun & Kutan, Ali M. & Sun, Ping-Wen, 2018, "Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 207-220, DOI: 10.1016/j.irfa.2018.03.015.
• Bilgin, Mehmet Huseyin & Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin, 2018, "The effects of uncertainty measures on the price of gold," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 1-7, DOI: 10.1016/j.irfa.2018.03.009.
• Schmidbauer, Harald & Rösch, Angi, 2018, "The impact of festivities on gold price expectation and volatility," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 117-131, DOI: 10.1016/j.irfa.2018.03.006.
• BenSaïda, Ahmed, 2018, "The contagion effect in European sovereign debt markets: A regime-switching vine copula approach," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 153-165, DOI: 10.1016/j.irfa.2017.09.013.
• Wang, Zijun & Qian, Yan & Wang, Shiwen, 2018, "Dynamic trading volume and stock return relation: Does it hold out of sample?," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 195-210, DOI: 10.1016/j.irfa.2017.10.003.
• Balafas, Nikolaos & Florackis, Chris & Kostakis, Alexandros, 2018, "Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 69-90, DOI: 10.1016/j.irfa.2018.05.001.
• Labidi, Chiaz & Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Bekiros, Stelios, 2018, "Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 179-211, DOI: 10.1016/j.irfa.2018.08.005.
• Yang, Lu & Yang, Lei & Hamori, Shigeyuki, 2018, "Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 19-34, DOI: 10.1016/j.irfa.2018.06.001.
• Prasad, Nalin & Grant, Andrew & Kim, Suk-Joong, 2018, "Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 115-126, DOI: 10.1016/j.irfa.2018.09.006.
• Yi, Shuyue & Xu, Zishuang & Wang, Gang-Jin, 2018, "Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 98-114, DOI: 10.1016/j.irfa.2018.08.012.
• Pruna, Radu T. & Polukarov, Maria & Jennings, Nicholas R., 2018, "Avoiding regret in an agent-based asset pricing model," Finance Research Letters, Elsevier, volume 24, issue C, pages 273-277, DOI: 10.1016/j.frl.2017.09.014.
• Ekinci, Cumhur & Ersan, Oguz, 2018, "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, volume 24, issue C, pages 313-320, DOI: 10.1016/j.frl.2017.09.020.
• Shirasu, Yoko, 2018, "Long-term strategic effects of mergers and acquisitions in Asia-Pacific banks," Finance Research Letters, Elsevier, volume 24, issue C, pages 73-80, DOI: 10.1016/j.frl.2017.07.003.
• Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur, 2018, "Risk transmitters and receivers in global currency markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 1-9, DOI: 10.1016/j.frl.2017.09.018.
• Dobrynskaya, Victoria, 2018, "Pricing within and across asset classes," Finance Research Letters, Elsevier, volume 25, issue C, pages 10-15, DOI: 10.1016/j.frl.2017.09.017.
• Lee, Chia-Hao & Chou, Pei-I, 2018, "Financial openness and market liquidity in emerging markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 124-130, DOI: 10.1016/j.frl.2017.10.024.
• Kim, Jinyong & Kim, Yongsik, 2018, "Foreign investors and the speed of price adjustment across multiple correlation regimes in Korea," Finance Research Letters, Elsevier, volume 25, issue C, pages 137-144, DOI: 10.1016/j.frl.2017.10.022.
• Jin, Xiaoye, 2018, "Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-copula approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 202-212, DOI: 10.1016/j.frl.2017.10.027.
• Mensi, Walid & Boubaker, Ferihane Zaraa & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon, 2018, "Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 230-238, DOI: 10.1016/j.frl.2017.10.032.
• Guo, Peng & Zhu, Huiming & You, Wanhai, 2018, "Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: A quantile regression approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 251-258, DOI: 10.1016/j.frl.2017.11.001.
• Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018, "Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 26, issue C, pages 100-105, DOI: 10.1016/j.frl.2017.12.008.
• Demir, Ender & Gozgor, Giray & Lau, Chi Keung Marco & Vigne, Samuel A., 2018, "Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation," Finance Research Letters, Elsevier, volume 26, issue C, pages 145-149, DOI: 10.1016/j.frl.2018.01.005.
• Kaiser, Lars & Fleisch, Michael & Salcher, Lukas, 2018, "Bias and misrepresentation revisited: Perspective on major equity indices," Finance Research Letters, Elsevier, volume 26, issue C, pages 223-229, DOI: 10.1016/j.frl.2017.12.019.
• Eom, Yunsung, 2018, "The opposite disposition effect: Evidence from the Korean stock index futures market," Finance Research Letters, Elsevier, volume 26, issue C, pages 261-265, DOI: 10.1016/j.frl.2018.02.004.
• González-Sánchez, Mariano, 2018, "Causality in the EMU sovereign bond markets," Finance Research Letters, Elsevier, volume 26, issue C, pages 281-290, DOI: 10.1016/j.frl.2018.02.020.
• Caspi, Itamar & Graham, Meital, 2018, "Testing for bubbles in stock markets with irregular dividend distribution," Finance Research Letters, Elsevier, volume 26, issue C, pages 89-94, DOI: 10.1016/j.frl.2017.12.015.
• Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2018, "On the determinants of bitcoin returns: A LASSO approach," Finance Research Letters, Elsevier, volume 27, issue C, pages 235-240, DOI: 10.1016/j.frl.2018.03.016.
• Czudaj, Robert L., 2018, "Is equity market volatility driven by migration fear?," Finance Research Letters, Elsevier, volume 27, issue C, pages 34-37, DOI: 10.1016/j.frl.2018.02.029.
• Joe, Denis Yongmin & Oh, Frederick Dongchuhl & Park, Cheolbeom, 2018, "Control-ownership disparity and stock market Predictability: Evidence from Korean chaebols," Finance Research Letters, Elsevier, volume 27, issue C, pages 6-11, DOI: 10.1016/j.frl.2018.01.003.
• Bouri, Elie & Lien, Donald & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018, "Directional predictability of implied volatility: From crude oil to developed and emerging stock markets," Finance Research Letters, Elsevier, volume 27, issue C, pages 65-79, DOI: 10.1016/j.frl.2018.02.022.
• Gupta, Suman & Das, Debojyoti & Hasim, Haslifah & Tiwari, Aviral Kumar, 2018, "The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach," Finance Research Letters, Elsevier, volume 27, issue C, pages 91-98, DOI: 10.1016/j.frl.2018.02.018.
• Zhang, Hao, 2018, "Intraday patterns in foreign exchange returns and realized volatility," Finance Research Letters, Elsevier, volume 27, issue C, pages 99-104, DOI: 10.1016/j.frl.2018.02.017.
• Atawnah, Nader & Balachandran, Balasingham & Duong, Huu Nhan & Podolski, Edward J., 2018, "Does exposure to foreign competition affect stock liquidity? Evidence from industry-level import data," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 44-67, DOI: 10.1016/j.finmar.2017.12.002.
• Dang, Viet Anh & Michayluk, David & Pham, Thu Phuong, 2018, "The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 17-35, DOI: 10.1016/j.finmar.2018.07.001.
• Caporin, Massimiliano & Pelizzon, Loriana & Ravazzolo, Francesco & Rigobon, Roberto, 2018, "Measuring sovereign contagion in Europe," Journal of Financial Stability, Elsevier, volume 34, issue C, pages 150-181, DOI: 10.1016/j.jfs.2017.12.004.
• D’Errico, Marco & Battiston, Stefano & Peltonen, Tuomas & Scheicher, Martin, 2018, "How does risk flow in the credit default swap market?," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 53-74, DOI: 10.1016/j.jfs.2017.05.007.
• Délèze, Frédéric & Korkeamäki, Timo, 2018, "Interest rate risk management with debt issues: Evidence from Europe," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 1-11, DOI: 10.1016/j.jfs.2018.01.003.
• Goodhart, C.A.E. & Peiris, M.U. & Tsomocos, D.P., 2018, "Debt, recovery rates and the Greek dilemma," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 265-278, DOI: 10.1016/j.jfs.2018.03.007.
• Li, Qian & Wang, Jiamin & Bao, Liang, 2018, "Do institutions trade ahead of false news? Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 98-113, DOI: 10.1016/j.jfs.2018.02.001.
• Alegría, Andrés & Cowan, Kevin & García, Pablo, 2018, "Spillovers and relationships in cross border banking: The case of Chile11The views are those of the authors and do not represent those of the Central Bank of Chile or the Financial Market Commission. We thank Roberto Álvarez, José Miguel Benavente an," Journal of Financial Stability, Elsevier, volume 39, issue C, pages 259-272, DOI: 10.1016/j.jfs.2018.08.003.
• Geraci, Marco Valerio & Garbaravičius, Tomas & Veredas, David, 2018, "Short selling in extreme events," Journal of Financial Stability, Elsevier, volume 39, issue C, pages 90-103, DOI: 10.1016/j.jfs.2018.09.004.
• Dutta, Anupam, 2018, "Implied volatility linkages between the U.S. and emerging equity markets: A note," Global Finance Journal, Elsevier, volume 35, issue C, pages 138-146, DOI: 10.1016/j.gfj.2017.09.002.
• Tachibana, Minoru, 2018, "Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach," Global Finance Journal, Elsevier, volume 35, issue C, pages 82-96, DOI: 10.1016/j.gfj.2017.07.001.
• French, Joseph J. & Taborda, Rodrigo, 2018, "Disentangling the relationship between liquidity and returns in Latin America," Global Finance Journal, Elsevier, volume 36, issue C, pages 23-40, DOI: 10.1016/j.gfj.2017.10.006.
• Degiannakis, Stavros, 2018, "Multiple days ahead realized volatility forecasting: Single, combined and average forecasts," Global Finance Journal, Elsevier, volume 36, issue C, pages 41-61, DOI: 10.1016/j.gfj.2017.12.002.
• Orlova, Svetlana V. & Sun, Li, 2018, "Institutional determinants of cash holdings speed of adjustment," Global Finance Journal, Elsevier, volume 37, issue C, pages 123-137, DOI: 10.1016/j.gfj.2018.05.002.
• Ma, Xiuying & Yang, Zhihua & Xu, Xiangyun & Wang, Chengqi, 2018, "The impact of Chinese financial markets on commodity currency exchange rates," Global Finance Journal, Elsevier, volume 37, issue C, pages 186-198, DOI: 10.1016/j.gfj.2018.05.003.
• Park, Jin Suk & Newaz, Mohammad Khaleq, 2018, "Do terrorist attacks harm financial markets? A meta-analysis of event studies and the determinants of adverse impact," Global Finance Journal, Elsevier, volume 37, issue C, pages 227-247, DOI: 10.1016/j.gfj.2018.06.003.
• Du, Wenxin & Im, Joanne & Schreger, Jesse, 2018, "The U.S. Treasury Premium," Journal of International Economics, Elsevier, volume 112, issue C, pages 167-181, DOI: 10.1016/j.jinteco.2018.01.001.
• Temesvary, Judit & Ongena, Steven & Owen, Ann L., 2018, "A global lending channel unplugged? Does U.S. monetary policy affect cross-border and affiliate lending by global U.S. banks?," Journal of International Economics, Elsevier, volume 112, issue C, pages 50-69, DOI: 10.1016/j.jinteco.2018.02.004.
• Hill, Brian & Michalski, Tomasz, 2018, "Risk versus ambiguity and international security design," Journal of International Economics, Elsevier, volume 113, issue C, pages 74-105, DOI: 10.1016/j.jinteco.2018.03.003.
• Ogrokhina, Olena & Rodriguez, Cesar M., 2018, "The role of inflation targeting in international debt denomination in developing countries," Journal of International Economics, Elsevier, volume 114, issue C, pages 116-129, DOI: 10.1016/j.jinteco.2018.06.002.
• Mengus, Eric, 2018, "Honoring sovereign debt or bailing out domestic residents? The limits to bailouts," Journal of International Economics, Elsevier, volume 114, issue C, pages 14-24, DOI: 10.1016/j.jinteco.2018.05.001.
• Akıncı, Özge & Chahrour, Ryan, 2018, "Good news is bad news: Leverage cycles and sudden stops," Journal of International Economics, Elsevier, volume 114, issue C, pages 362-375, DOI: 10.1016/j.jinteco.2018.07.006.
• Pasricha, Gurnain Kaur & Falagiarda, Matteo & Bijsterbosch, Martin & Aizenman, Joshua, 2018, "Domestic and multilateral effects of capital controls in emerging markets," Journal of International Economics, Elsevier, volume 115, issue C, pages 48-58, DOI: 10.1016/j.jinteco.2018.08.005.
• Mensi, Walid & Hussain Shahzad, Syed Jawad & Hammoudeh, Shawkat & Al-Yahyaee, Khamis Hamed, 2018, "Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia," International Economics, Elsevier, volume 156, issue C, pages 15-30, DOI: 10.1016/j.inteco.2017.10.003.
• Ahmed, Walid M.A., 2018, "How do Islamic versus conventional equity markets react to political risk? Dynamic panel evidence," International Economics, Elsevier, volume 156, issue C, pages 284-304, DOI: 10.1016/j.inteco.2018.05.001.
• Batten, Jonathan A. & Lucey, Brian M. & McGroarty, Frank & Peat, Maurice & Urquhart, Andrew, 2018, "Does intraday technical trading have predictive power in precious metal markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 102-113, DOI: 10.1016/j.intfin.2017.06.005.
• Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Balcilar, Mehmet & Shahbaz, Muhammad, 2018, "Distribution specific dependence and causality between industry-level U.S. credit and stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 114-133, DOI: 10.1016/j.intfin.2017.09.025.
• MacDonald, Ronald & Sogiakas, Vasilios & Tsopanakis, Andreas, 2018, "Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 17-36, DOI: 10.1016/j.intfin.2017.09.003.
• Gong, Di & Jiang, Tao & Wu, Weixing, 2018, "A foreign currency effect in the syndicated loan market of emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 211-226, DOI: 10.1016/j.intfin.2017.09.022.
• Li, Jialong & Maung, Min & Wilson, Craig, 2018, "Governance and financial development: A cross-country analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 227-239, DOI: 10.1016/j.intfin.2017.09.020.
• Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2018, "Common information in carry trade risk factors," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 37-47, DOI: 10.1016/j.intfin.2017.11.003.
• Atanasova, Christina & Li, Mingxin, 2018, "Multi-market trading and liquidity: Evidence from cross-listed companies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 117-138, DOI: 10.1016/j.intfin.2017.09.015.
• Huo, Weidong & Fu, Chengbo & Huang, Ying & Zheng, Steven Xiaofan, 2018, "The valuation of ADR IPOs," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 215-226, DOI: 10.1016/j.intfin.2017.09.024.
• Aristeidis, Samitas & Elias, Kampouris, 2018, "Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 263-286, DOI: 10.1016/j.intfin.2017.12.003.
• Füss, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2018, "Something in the air: Information density, news surprises, and price jumps," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 50-75, DOI: 10.1016/j.intfin.2017.09.011.
• Kang, Sunmin & Hwang, Intae & Song, Sooyoung, 2018, "Cash hoarding: Vice or virtue," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 94-116, DOI: 10.1016/j.intfin.2017.09.013.
• Aussenegg, Wolfgang & Jelic, Ranko & Ranzi, Robert, 2018, "Corporate insider trading in Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 27-42, DOI: 10.1016/j.intfin.2017.05.004.
• Farag, Hisham & Mallin, Chris & Ow-Yong, Kean, 2018, "Corporate governance in Islamic banks: New insights for dual board structure and agency relationships," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 59-77, DOI: 10.1016/j.intfin.2017.08.002.
• Ding, Rong & Hou, Wenxuan & Liu, Yue (Lucy) & Zhang, John Ziyang, 2018, "Media censorship and stock price: Evidence from the foreign share discount in China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 112-133, DOI: 10.1016/j.intfin.2018.02.005.
• Sewraj, Deeya & Gebka, Bartosz & Anderson, Robert D.J., 2018, "Identifying contagion: A unifying approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 224-240, DOI: 10.1016/j.intfin.2018.02.012.
• Nishimura, Yusaku & Sun, Bianxia, 2018, "The intraday volatility spillover index approach and an application in the Brexit vote," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 241-253, DOI: 10.1016/j.intfin.2018.01.004.
• Cai, Peilin & Gan, Quan & Kim, Suk-Joong, 2018, "Do sovereign credit ratings matter for foreign direct investments?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 50-64, DOI: 10.1016/j.intfin.2018.01.003.
• Meegan, Andrew & Corbet, Shaen & Larkin, Charles, 2018, "Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 128-148, DOI: 10.1016/j.intfin.2018.02.010.
• Pereira, John & Sorwar, Ghulam & Nurullah, Mohamed, 2018, "What drives corporate CDS spreads? A comparison across US, UK and EU firms," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 188-200, DOI: 10.1016/j.intfin.2018.02.002.
• Junttila, Juha & Pesonen, Juho & Raatikainen, Juhani, 2018, "Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 255-280, DOI: 10.1016/j.intfin.2018.01.002.
• Yan, Cheng & Wang, Xichen, 2018, "The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 38-54, DOI: 10.1016/j.intfin.2018.03.002.
• Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018, "Sailing with the non-conventional stocks when there is no place to hide," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 1-16, DOI: 10.1016/j.intfin.2018.04.001.
• Eichler, Stefan & Roevekamp, Ingmar, 2018, "A market-based measure for currency risk in managed exchange rate regimes," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 141-159, DOI: 10.1016/j.intfin.2018.07.003.
• Kunkler, Michael & MacDonald, Ronald, 2018, "Decomposition of the uncovered equity parity correlation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 44-58, DOI: 10.1016/j.intfin.2018.04.006.
• Arena, Matteo P. & Ferris, Stephen P., 2018, "A global analysis of corporate litigation risk and costs," International Review of Law and Economics, Elsevier, volume 56, issue C, pages 28-41, DOI: 10.1016/j.irle.2018.05.003.
• Zhong, Rong (Irene), 2018, "Transparency and firm innovation," Journal of Accounting and Economics, Elsevier, volume 66, issue 1, pages 67-93, DOI: 10.1016/j.jacceco.2018.02.001.
• Gu, Ming & Kang, Wenjin & Xu, Bu, 2018, "Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 240-258, DOI: 10.1016/j.jbankfin.2015.08.016.
• Woltering, René-Ojas & Weis, Christian & Schindler, Felix & Sebastian, Steffen, 2018, "Capturing the value premium – global evidence from a fair value-based investment strategy," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 53-69, DOI: 10.1016/j.jbankfin.2017.06.009.
• Curti, Filippo & Mihov, Atanas, 2018, "Fraud recovery and the quality of country governance," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 446-461, DOI: 10.1016/j.jbankfin.2017.11.009.
• De Moor, Lieven & Luitel, Prabesh & Sercu, Piet & Vanpée, Rosanne, 2018, "Subjectivity in sovereign credit ratings," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 366-392, DOI: 10.1016/j.jbankfin.2017.12.014.
• Schweikert, Karsten, 2018, "Are gold and silver cointegrated? New evidence from quantile cointegrating regressions," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 44-51, DOI: 10.1016/j.jbankfin.2017.11.010.
• Xie, Yuxin & Hwang, Soosung & Pantelous, Athanasios A., 2018, "Loss aversion around the world: Empirical evidence from pension funds," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 52-62, DOI: 10.1016/j.jbankfin.2017.11.007.
• Leung, Woon Sau & Mazouz, Khelifa & Chen, Jie & Wood, Geoffrey, 2018, "Organization capital, labor market flexibility, and stock returns around the world," Journal of Banking & Finance, Elsevier, volume 89, issue C, pages 150-168, DOI: 10.1016/j.jbankfin.2018.02.008.
• Malikov, Emir & Hartarska, Valentina, 2018, "Endogenous scope economies in microfinance institutions," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 162-182, DOI: 10.1016/j.jbankfin.2018.06.008.
• Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl, 2018, "Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 21-32, DOI: 10.1016/j.jbankfin.2018.05.012.
• Jeanneret, Alexandre, 2018, "Sovereign credit spreads under good/bad governance," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 230-246, DOI: 10.1016/j.jbankfin.2018.04.005.
• Gyntelberg, Jacob & Hördahl, Peter & Ters, Kristyna & Urban, Jörg, 2018, "Price discovery in euro area sovereign credit markets and the ban on naked CDS," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 106-125, DOI: 10.1016/j.jbankfin.2018.08.008.