Research classified by Journal of Economic Literature (JEL) codes

2019

• Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2019, "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, CEPII research center, issue 159, pages 121-139.
• Jaroslava Botev & Balázs Égert & Fredj Jawadi, 2019, "The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies," International Economics, CEPII research center, issue 160, pages 3-13.
• Huiqiang Wang & Annie L. Boatwright, 2019, "Political uncertainty and financial market reactions: A new test," International Economics, CEPII research center, issue 160, pages 14-30.
• Christophe Destais & Frederik Eidam & Friedrich Heinemann, 2019, "The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs," CEPII Policy Brief, CEPII research center, number 2019-25, Mar.
• Michel Aglietta & Camille Macaire, 2019, "Setting the Stage for RMB Internationalisation - Liberalizing the Capital Account and Strengthening the Domestic Bond Market," CEPII Policy Brief, CEPII research center, number 2019-28, Jun.
• Germ√°n Eduardo Gonz√°lez, 2019, "An√°lisis de sentimientos de noticias e inversionistas en el mercado burs√°til," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 17375, Aug.
• Jaime Bonet-Morón & Gerson Javier P�rez-Valbuena & Lucas Mar�n-Llanes, 2019, "Oil booms and subnational public investment: a case-study for Colombia," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 17701, Dec, DOI: 10.32468/dtseru.283.
• David Salamanca & Mar�a In�s Agudelo, 2019, "Estudio Comparativo de Costos de Financiación Mercado de Capitales y Canal intermediado en Colombia," Informes de Investigación, Fedesarrollo, number 18130, Jul.
• Cleyton de Oliveira Ritta, 2019, "Fluxo financeiro como determinante da estrutura de capital das empresas latinoamericanas," Estudios Gerenciales, Universidad Icesi, volume 35, issue 150, pages 3-15.
• Sandoval Paucar Giovanny, 2019, "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo, Universidad del Valle, CIDSE, number 17281, Apr.
• Sandoval Paucar Giovanny, 2019, "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo, Universidad del Valle, CIDSE, number 17401, Apr.
• Ricardo Troncoso Sepúlveda & Juan Cabas Monje, 2019, "Factibilidad del uso de contratos de futuros del Chicago Mercantile Exchange para la cobertura del riesgo de precio en el ganado bovino chileno," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 90, pages 9-44.
• Jesús Lechuga-Montenegro, 2019, "Dinero y capital ficticio. Retrospectiva y reflexión actual," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 17541, Jan.
• Helvia Velloso & In�s Bustillo & Daniel Perrotti, 2019, "Sovereign Credit Ratings in Latin America and the Caribbean: History and Impact on Bond Spreads," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2019, pages 155-196.
• Víctor Alberto Pena & Alina G�mez-Mej�a, 2019, "Effect of the anchoring and adjustment heuristic and optimism bias in stock market forecasts," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 11, issue 2, pages 389-409.
• Beau Soederhuizen & Rutger Teulings & Rob Luginbuhl, 2019, "Estimating the Impact of the Financial Cycle on Fiscal Policy," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 398, Jun.
• Farhi, Emmanuel & Maggiori, Matteo, 2019, "China vs. U.S.: IMS Meets IPS," CEPR Discussion Papers, Centre for Economic Policy Research, number 13453, Jan.
• Accominotti, Olivier & Cen, Jason & Chambers, David & Marsh, Ian W, 2019, "Currency Regimes and the Carry Trade," CEPR Discussion Papers, Centre for Economic Policy Research, number 13571, Mar.
• Jordà , Oscar & Schularick, Moritz & Taylor, Alan M., 2019, "The Total Risk Premium Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 13595, Mar.
• Rime, Dagfinn & Schrimpf, Andreas & Syrstad, Olav, 2019, "Covered Interest Parity Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 13637, Mar.
• Bhambhwani, Siddharth & Delikouras, Stefanos & Korniotis, George, 2019, "Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 13724, May.
• Filippou, Ilias & Taylor, Mark, 2019, "Forward-Looking Policy Rules and Currency Premia," CEPR Discussion Papers, Centre for Economic Policy Research, number 13835, Jul.
• Hünnekes, Franziska & Schularick, Moritz & Trebesch, Christoph, 2019, "Exportweltmeister: The Low Returns on Germany’s Capital Exports," CEPR Discussion Papers, Centre for Economic Policy Research, number 13863, Jul.
• Horn, Sebastian & Reinhart, Carmen & Trebesch, Christoph, 2019, "China's Overseas Lending," CEPR Discussion Papers, Centre for Economic Policy Research, number 13867, Jul.
• Lilley, Andrew & Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2019, "Exchange Rate Reconnect," CEPR Discussion Papers, Centre for Economic Policy Research, number 13869, Jul.
• Cerutti, Eugenio & Obstfeld, Maurice & Zhou, Haonan, 2019, "Covered Interest Parity Deviations: Macrofinancial Determinants," CEPR Discussion Papers, Centre for Economic Policy Research, number 13886, Jul.
• Obstfeld, Maurice, 2019, "Global Dimensions of U.S. Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 13887, Jul.
• Koijen, Ralph & Koulischer, Francois & Nguyen, Benoit & Yogo, Motohiro, 2019, "Inspecting the Mechanism of Quantitative Easing in the Euro Area," CEPR Discussion Papers, Centre for Economic Policy Research, number 13906, Aug.
• Fischer, Andreas & YeÅŸin, Pınar, 2019, "Foreign currency loan conversions and currency mismatches," CEPR Discussion Papers, Centre for Economic Policy Research, number 13923, Aug.
• Colacito, Ric & Riddiough, Steven & Sarno, Lucio, 2019, "Business Cycles and Currency Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 14015, Sep.
• Gantchev, Nickolay & Giannetti, Mariassunta & Li, Rachel, 2019, "Does Money Talk? Market Discipline through Selloffs and Boycotts," CEPR Discussion Papers, Centre for Economic Policy Research, number 14098, Nov.
• van Spronsen, Josha & Beetsma, Roel, 2019, "Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 14099, Nov.
• Liu, Emily & Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2019, "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 14128, Nov.
• Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2019, "Foreign Currency Loans and Credit Risk: Evidence from U.S. Banks," CEPR Discussion Papers, Centre for Economic Policy Research, number 14212, Dec.
• Bartram, Söhnke & Grinblatt, Mark, 2019, "Global Market Inefficiencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 14232, Dec.
• Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," CEPR Discussion Papers, Centre for Economic Policy Research, number 14234, Dec.
• Verena Monschang & Bernd Wilfling, 2019, "Sup-ADF-style bubble-detection methods under test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7819, Feb.
• Martin Bohl & Alexander Pütz & Christoph Sulewski, 2019, "Speculation and the Informational Efficiency of Commodity Futures Markets," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 8919, Oct.
• Rasmus Fatum & James Yetman, 2019, "Accumulation of foreign currency reserves and risk-taking," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_019, Aug.
• Youngjin Yun, 2019, "Post-Crisis Changes in the Pattern of Capital Flows - The Case of Korea," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_028, Aug.
• Damià Rey Miró & Pedro V. Piffaut, 2019, "Índice de Calidad Financiera (iCF)," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 119, pages 189-206, Mayo.
• Marcos vizcaíno-gonzález & Cristina Formoso soto & Natalia Martínez serra, 2019, "volumen de negociación en los mercados de derivados (2000-2014). Comparativa entre el ámbito español y el ámbito internacional," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 120, pages 237-244, Diciembre.
• Jinghan Cai & Chiu Yu Ko & Yuming Li & Le Xia, 2019, "Hide and Seek: Uninformed Traders and the Short-sales Constraints," Annals of Economics and Finance, Society for AEF, volume 20, issue 1, pages 319-356, May.
• Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova, 2019, "Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 1, pages 449-479, February.
• Accominotti, Olivier & Cen, Jason & Chambers, David & Marsh, Ian W., 2019, "Currency Regimes and the Carry Trade," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 5, pages 2233-2260, October.
• Czupryna, Marcin & Jakubczyk, Michał & Oleksy, Paweł, 2019, "On Pricing Unconventional Prepaid Forward Contracts: Evidence from en primeur Fine Wine," Journal of Wine Economics, Cambridge University Press, volume 14, issue 4, pages 400-408, November.
• Hernandez-Vega, Marco, 2019, "Estimating Capital Flows To Emerging Market Economies With Heterogeneous Panels," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 5, pages 2068-2088, July.
• Bachar FAKHRY, 2019, "Happy 20th birthday Euro: An integrated analysis of the stability status in the Eurozone’s equity markets," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 3, pages 227-256, September.
• Bachar FAKHRY, 2019, "Did Brexit change the behaviour of the UK’s financial markets?," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 2, pages 98-121, June.
• Necla Ý. KÜÇÜKÇOLAK & Figen BÜYÜKAKIN & Ali KÜÇÜKÇOLAK, 2019, "Forecasting volatility of gold: Comparison of Turkish gold and equity markets’ risk profile," Turkish Economic Review, EconSciences Journals, volume 6, issue 3, pages 200-217, September.
• Kewal R. TALREJA & Naveed A. SHAIKH & Parveen SHAH, 2019, "Regional trade and macroeconomic indicators in Pakistan: A cointegration analysis," Turkish Economic Review, EconSciences Journals, volume 6, issue 3, pages 232-240, September.
• Steven Shuye Wang & Kuan Xu & Hao Zhang, 2019, "A Microstructure Study of Circuit Breakers in the Chinese Stock Markets," Working Papers, Dalhousie University, Department of Economics, number daleconwp2019-02, Jul.
• Анелия Пенева, 2019, "Анализ На Взаимовръзките Между Капиталовите И Валутните Пазари," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 15, issue 15 Year 2, pages 29-50.
• Franziska Bremus & Marius Clemens & Marcel Fratzscher & Anna Hammerschmid & Tatsiana Kliatskova & Alexander Kriwoluzky & Claus Michelsen & Carla Rowold & Felix Weinhardt & Katharina Wrohlich, 2019, "A Stable and Social Europe: Fiscal Rules, a Stabilization Fund, Insolvency Rules, Gender Quota, Gender Pension Gaps, and Education: Reports," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 9, issue 16/17/18, pages 148-159.
• Carl-Georg Christoph Luft & Thomas Hartung, 2019, "Altersvorsorge aus dem Baukasten: Försiktig, balenserad oder offensiv? Eine Analyse der Anlagestrategie, Finanzanlagenallokation und Vermögenswertveränderungen des schwedischen Prämienrentensystems," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 88, issue 1, pages 31-48, DOI: 10.3790/vjh.88.1.31.
• Katharina Erdmann & Aleksandar Zaklan & Claudia Kemfert, 2019, "Linking Cap-and-Trade Systems and Green Finance," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 88, issue 2, pages 89-100, DOI: 10.3790/vjh.88.2.89.
• Mara Liebal & Kristina Rehbein, 2019, "Die Schuldenkrise des Globalen Südens: Verfahren zu ihrer Bewältigung schaffen," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 88, issue 4, pages 67-76, DOI: 10.3790/vjh.88.4.67.
• Franziska Bremus & Marius Clemens & Marcel Fratzscher & Anna Hammerschmid & Tatsiana Kliatskova & Alexander Kriwoluzky & Claus Michelsen & Carla Rowold & Felix Weinhardt & Katharina Wrohlich, 2019, "Stabiles und soziales Europa: Fiskalregeln, Stabilisierungsfonds, Insolvenzregeln, Gender Quote, Gender Pension Gaps, Bildung: Berichte," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 86, issue 18, pages 310-321.
• Kerstin Bernoth & Helmut Herwartz, 2019, "Exchange Rates, Foreign Currency Exposure and Sovereign Risk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1792.
• Francisco JAREÑO & Ana ESCRIBANO & Alberto CUENCA, 2019, "Macroeconomic Variables And Stock Markets: An International Study," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 19, issue 1, pages 43-54.
• Mengus, Eric & Challe, Edouard & Lopez, Jose Ignacio, 2018, "Institutional Quality and Capital Inflows: Evidence and Theory," HEC Research Papers Series, HEC Paris, number 1247, Jan, revised 19 Jan 2019.
• Langlois, Hugues & Chaieb, Ines & Scaillet, O., 2018, "Time-Varying Risk Premia in Large International Equity Markets," HEC Research Papers Series, HEC Paris, number 1250, Jun, revised 29 May 2019.
• Brophy, Thomas & Herrala, Niko & Jurado, Raquel & Katsalirou, Irene & Le Quéau, Léa & Lizarazo, Christian & O’Donnell, Seamus, 2019, "Role of cross currency swap markets in funding and investment decisions," Occasional Paper Series, European Central Bank, number 228, Aug.
• Comunale, Mariarosaria & Geis, André & Gkrintzalis, Ioannis & Moder, Isabella & Polgár, Éva Katalin & Quaglietti, Lucia & Savelin, Li, 2019, "Financial stability assessment for EU candidate countries and potential candidates," Occasional Paper Series, European Central Bank, number 233, Sep.
• Chatterjee, Satyajit & Eyigungor, Burcu, 2019, "Endogenous political turnover and fluctuations in sovereign default risk," Journal of International Economics, Elsevier, volume 117, issue C, pages 37-50, DOI: 10.1016/j.jinteco.2018.12.006.
• Cociuba, Simona E. & Ramanarayanan, Ananth, 2019, "International risk sharing with endogenously segmented asset markets," Journal of International Economics, Elsevier, volume 117, issue C, pages 61-78, DOI: 10.1016/j.jinteco.2018.12.003.
• Alfaro, Laura & Asis, Gonzalo & Chari, Anusha & Panizza, Ugo, 2019, "Corporate debt, firm size and financial fragility in emerging markets," Journal of International Economics, Elsevier, volume 118, issue C, pages 1-19, DOI: 10.1016/j.jinteco.2019.01.002.
• Caballero, Julián & Fernández, Andrés & Park, Jongho, 2019, "On corporate borrowing, credit spreads and economic activity in emerging economies: An empirical investigation," Journal of International Economics, Elsevier, volume 118, issue C, pages 160-178, DOI: 10.1016/j.jinteco.2018.11.010.
• Bocola, Luigi & Bornstein, Gideon & Dovis, Alessandro, 2019, "Quantitative sovereign default models and the European debt crisis," Journal of International Economics, Elsevier, volume 118, issue C, pages 20-30, DOI: 10.1016/j.jinteco.2019.01.011.
• Epstein, Brendan & Finkelstein Shapiro, Alan & González Gómez, Andrés, 2019, "Global financial risk, aggregate fluctuations, and unemployment dynamics," Journal of International Economics, Elsevier, volume 118, issue C, pages 351-418, DOI: 10.1016/j.jinteco.2019.03.005.
• Cerutti, Eugenio & Claessens, Stijn & Puy, Damien, 2019, "Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals," Journal of International Economics, Elsevier, volume 119, issue C, pages 133-149, DOI: 10.1016/j.jinteco.2019.04.006.
• Mahraddika, Wishnu, 2019, "Does international reserve accumulation crowd out domestic private investment?," International Economics, Elsevier, volume 158, issue C, pages 39-50, DOI: 10.1016/j.inteco.2019.02.003.
• Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2019, "China's “New normal”: Will China's growth slowdown derail the BRICS stock markets?," International Economics, Elsevier, volume 159, issue C, pages 121-139, DOI: 10.1016/j.inteco.2019.07.001.
• Wang, Huiqiang & Boatwright, Annie L., 2019, "Political uncertainty and financial market reactions: A new test," International Economics, Elsevier, volume 160, issue C, pages 14-30, DOI: 10.1016/j.inteco.2019.07.004.
• Botev, Jaroslava & Égert, Balázs & Jawadi, Fredj, 2019, "The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies," International Economics, Elsevier, volume 160, issue C, pages 3-13, DOI: 10.1016/j.inteco.2019.06.004.
• Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš, 2019, "Central bank announcements and realized volatility of stock markets in G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 117-135, DOI: 10.1016/j.intfin.2018.09.010.
• Han, Seung Hun & Pagano, Michael S. & Shin, Yoon S., 2019, "The evolving nature of Japanese corporate governance: Guaranteed bonds vs. rated bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 162-183, DOI: 10.1016/j.intfin.2018.10.001.
• Cho, Dooyeon & Han, Heejoon & Lee, Na Kyeong, 2019, "Carry trades and endogenous regime switches in exchange rate volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 255-268, DOI: 10.1016/j.intfin.2018.11.001.
• Li, Shi & Li, Tianze & Mittoo, Usha & Song, Xiaoping & Zheng, Steven Xiaofan, 2019, "ADR valuation and listing of foreign firms in U.S. Equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 284-298, DOI: 10.1016/j.intfin.2018.11.014.
• Kočenda, Evžen & Moravcová, Michala, 2019, "Exchange rate comovements, hedging and volatility spillovers on new EU forex markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 42-64, DOI: 10.1016/j.intfin.2018.09.009.
• Khademalomoom, Siroos & Narayan, Paresh Kumar, 2019, "Intraday effects of the currency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 65-77, DOI: 10.1016/j.intfin.2018.09.008.
• Bakoush, Mohamed & Gerding, Enrico H. & Wolfe, Simon, 2019, "Margin requirements and systemic liquidity risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 78-95, DOI: 10.1016/j.intfin.2018.09.007.
• Dong, Yizhe & Duan, Tinghua & Hou, Wenxuan & Liu, Yue (Lucy), 2019, "Athletes in boardrooms: Evidence from the world," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 165-183, DOI: 10.1016/j.intfin.2018.12.009.
• Eng, Li Li & Fang, Hanqing & Tian, Xi & Yu, T. Robert & Zhang, Hongxian, 2019, "Financial crisis and real earnings management in family firms: A comparison between China and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 184-201, DOI: 10.1016/j.intfin.2018.12.008.
• Guo, Hong & Li, Wanli & Zhong, Yuxiang, 2019, "Political involvement and firm performance — Chinese setting and cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 218-231, DOI: 10.1016/j.intfin.2018.12.006.
• Stenfors, Alexis & Susai, Masayuki, 2019, "Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 36-57, DOI: 10.1016/j.intfin.2018.11.010.
• Yang, Fan, 2019, "The impact of financial development on economic growth in middle-income countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 74-89, DOI: 10.1016/j.intfin.2018.11.008.
• Jog, Vijay & Otchere, Isaac & Sun, Chengye, 2019, "Does the two-stage IPO process reduce underpricing and long run underperformance? Evidence from Chinese firms listed in the U.S," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 90-105, DOI: 10.1016/j.intfin.2018.11.007.
• Orlov, Vitaly, 2019, "Solvency risk premia and the carry trades," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 50-67, DOI: 10.1016/j.intfin.2018.12.001.
• Mensi, Walid & Hammoudeh, Shawkat & Al-Jarrah, Idries Mohammad Wanas & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon, 2019, "Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 68-88, DOI: 10.1016/j.intfin.2018.12.011.
• Lee, Seungho & Switzer, Lorne N. & Wang, Jun, 2019, "Risk, culture and investor behavior in small (but notorious) Eurozone countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 89-110, DOI: 10.1016/j.intfin.2018.12.010.
• Papakyriakou, Panayiotis & Sakkas, Athanasios & Taoushianis, Zenon, 2019, "The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 143-160, DOI: 10.1016/j.intfin.2019.03.001.
• Jamali, Ibrahim & Yamani, Ehab, 2019, "Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 241-263, DOI: 10.1016/j.intfin.2019.04.002.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David, 2019, "Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 37-51, DOI: 10.1016/j.intfin.2019.02.003.
• Boubaker, Sabri & Nguyen, Duc Khuong & Piljak, Vanja & Savvides, Andreas, 2019, "Financial development, government bond returns, and stability: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 81-96, DOI: 10.1016/j.intfin.2019.02.006.
• Dombret, Andreas R. & Foos, Daniel & Pliszka, Kamil & Schulz, Alexander, 2019, "What are the real effects of financial market liquidity? Evidence on bank lending from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 152-183, DOI: 10.1016/j.intfin.2019.07.002.
• Kinateder, Harald & Papavassiliou, Vassilios G., 2019, "Sovereign bond return prediction with realized higher moments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 53-73, DOI: 10.1016/j.intfin.2019.05.002.
• Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2019, "Risk perceptions and international stock market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 94-116, DOI: 10.1016/j.intfin.2019.06.001.
• Kumar, Satish, 2019, "Does risk premium help uncover the uncovered interest parity failure?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101135.
• Dobrynskaya, Victoria, 2019, "Avoiding momentum crashes: Dynamic momentum and contrarian trading," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101141.
• Buncic, Daniel & Stern, Cord, 2019, "Forecast ranked tailored equity portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101138.
• Rodríguez-Caballero, Carlos Vladimir & Caporin, Massimiliano, 2019, "A multilevel factor approach for the analysis of CDS commonality and risk contribution," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101144.
• Buse, Rebekka & Schienle, Melanie, 2019, "Measuring connectedness of euro area sovereign risk," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 25-44, DOI: 10.1016/j.ijforecast.2018.07.010.
• Gao, Pingyang & Jiang, Xu & Zhang, Gaoqing, 2019, "Firm value and market liquidity around the adoption of common accounting standards," Journal of Accounting and Economics, Elsevier, volume 68, issue 1, DOI: 10.1016/j.jacceco.2018.11.001.
• Lel, Ugur & Miller, Darius, 2019, "The labor market for directors and externalities in corporate governance: Evidence from the international labor market," Journal of Accounting and Economics, Elsevier, volume 68, issue 1, DOI: 10.1016/j.jacceco.2018.12.001.
• Chen, Tao, 2019, "Trade-size clustering and price efficiency," Japan and the World Economy, Elsevier, volume 49, issue C, pages 195-203, DOI: 10.1016/j.japwor.2018.12.002.
• Fotak, Veljko & Lee, Haekwon & Megginson, William, 2019, "A BIT of investor protection: How Bilateral Investment Treaties impact the terms of syndicated loans," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 138-155, DOI: 10.1016/j.jbankfin.2019.01.014.
• Lazar, Emese & Zhang, Ning, 2019, "Model risk of expected shortfall," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 74-93, DOI: 10.1016/j.jbankfin.2019.05.017.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019, "Decomposing global yield curve co-movement," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 500-513, DOI: 10.1016/j.jbankfin.2019.07.018.
• Dufour, Alfonso & Marra, Miriam & Sangiorgi, Ivan, 2019, "Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.105610.
• Londono, Juan M., 2019, "Bad bad contagion," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105652.
• Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa, 2019, "Implied volatility surface predictability: The case of commodity markets," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105657.
• Dang, Tung Lam & Dang, Viet Anh & Moshirian, Fariborz & Nguyen, Lily & Zhang, Bohui, 2019, "News media coverage and corporate leverage adjustments," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105666.
• Zaremba, Adam, 2019, "Cross-sectional seasonalities in international government bond returns," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 80-94, DOI: 10.1016/j.jbankfin.2018.11.004.
• Huang, Alan G. & Kalimipalli, Madhu & Nayak, Subhankar & Ramchand, Latha, 2019, "Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 202-221, DOI: 10.1016/j.jbankfin.2018.12.011.
• Chen, Tao, 2019, "The price impact of trade-size clustering: Evidence from an intraday analysis," Journal of Business Research, Elsevier, volume 101, issue C, pages 300-314, DOI: 10.1016/j.jbusres.2019.04.032.
• Garay, Urbi & González, Maximiliano & Rosso, John, 2019, "Country and industry effects in corporate bond spreads in emerging markets," Journal of Business Research, Elsevier, volume 102, issue C, pages 191-200, DOI: 10.1016/j.jbusres.2017.09.021.
• Ben Slimane, Faten & Padilla Angulo, Laura, 2019, "Strategic change and corporate governance: Evidence from the stock exchange industry," Journal of Business Research, Elsevier, volume 103, issue C, pages 206-218, DOI: 10.1016/j.jbusres.2018.10.045.
• Pelster, Matthias, 2019, "Attracting attention from peers: Excitement in social trading," Journal of Economic Behavior & Organization, Elsevier, volume 161, issue C, pages 158-179, DOI: 10.1016/j.jebo.2019.03.010.
• Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019, "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, volume 162, issue C, pages 329-346, DOI: 10.1016/j.jebo.2018.12.022.
• Auer, Benjamin R. & Rottmann, Horst, 2019, "Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?," Journal of Economics and Business, Elsevier, volume 103, issue C, pages 61-79, DOI: 10.1016/j.jeconbus.2018.12.003.
• Geertsema, Paul & Lu, Helen, 2019, "Regulated price and Demand in China’s IPO market," Journal of Economics and Business, Elsevier, volume 106, issue C, DOI: 10.1016/j.jeconbus.2019.105846.
• Wahal, Sunil, 2019, "The profitability and investment premium: Pre-1963 evidence," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 362-377, DOI: 10.1016/j.jfineco.2018.09.007.
• Lee, Suzanne S. & Wang, Minho, 2019, "The impact of jumps on carry trade returns," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 433-455, DOI: 10.1016/j.jfineco.2018.08.006.
• Phelan, Gregory & Toda, Alexis Akira, 2019, "Securitized markets, international capital flows, and global welfare," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 571-592, DOI: 10.1016/j.jfineco.2018.08.011.
• Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P., 2019, "Private information in currency markets," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 643-665, DOI: 10.1016/j.jfineco.2018.08.012.
• Dyck, Alexander & Lins, Karl V. & Roth, Lukas & Wagner, Hannes F., 2019, "Do institutional investors drive corporate social responsibility? International evidence," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 693-714, DOI: 10.1016/j.jfineco.2018.08.013.
• Baltussen, Guido & van Bekkum, Sjoerd & Da, Zhi, 2019, "Indexing and stock market serial dependence around the world," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 26-48, DOI: 10.1016/j.jfineco.2018.07.016.
• Pandolfi, Lorenzo & Williams, Tomas, 2019, "Capital flows and sovereign debt markets: Evidence from index rebalancings," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 384-403, DOI: 10.1016/j.jfineco.2018.10.008.
• Hanselaar, Rogier M. & Stulz, René M. & van Dijk, Mathijs A., 2019, "Do firms issue more equity when markets become more liquid?," Journal of Financial Economics, Elsevier, volume 133, issue 1, pages 64-82, DOI: 10.1016/j.jfineco.2018.12.004.
• 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.