Research classified by Journal of Economic Literature (JEL) codes

2018

• 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.
• Brandao-Marques, Luis & Gelos, Gaston & Melgar, Natalia, 2018, "Country transparency and the global transmission of financial shocks," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 56-72, DOI: 10.1016/j.jbankfin.2018.07.015.
• Santis, Roberto A. De, 2018, "Unobservable systematic risk, economic activity and stock market," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 51-69, DOI: 10.1016/j.jbankfin.2018.09.014.
• Chen, Tao, 2018, "Round-number biases and informed trading in global markets," Journal of Business Research, Elsevier, volume 92, issue C, pages 105-117, DOI: 10.1016/j.jbusres.2018.07.027.
• Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018, "Market entry waves and volatility outbursts in stock markets," Journal of Economic Behavior & Organization, Elsevier, volume 153, issue C, pages 19-37, DOI: 10.1016/j.jebo.2018.03.022.
• Du, Wenti, 2018, "Who carried more credibility?: An analysis of the market responses to news from the Japanese government, the Japanese central bank and international credit rating agencies," Journal of Economics and Business, Elsevier, volume 98, issue C, pages 32-39, DOI: 10.1016/j.jeconbus.2018.05.002.
• Timmer, Yannick, 2018, "Cyclical investment behavior across financial institutions," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 268-286, DOI: 10.1016/j.jfineco.2018.04.012.
• Licht, Amir N. & Poliquin, Christopher & Siegel, Jordan I. & Li, Xi, 2018, "What makes the bonding stick? A natural experiment testing the legal bonding hypothesis," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 329-356, DOI: 10.1016/j.jfineco.2018.05.001.
• Malamud, Semyon & Vilkov, Grigory, 2018, "Non-myopic betas," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 357-381, DOI: 10.1016/j.jfineco.2018.05.004.
• Holderness, Clifford G., 2018, "Equity issuances and agency costs: The telling story of shareholder approval around the world," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 415-439, DOI: 10.1016/j.jfineco.2018.06.006.
• Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H., 2018, "Size matters, if you control your junk," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 479-509, DOI: 10.1016/j.jfineco.2018.05.006.
• Badarinza, Cristian & Ramadorai, Tarun, 2018, "Home away from home? Foreign demand and London house prices," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 532-555, DOI: 10.1016/j.jfineco.2018.07.010.
• Deng, Yongheng & Liu, Xin & Wei, Shang-Jin, 2018, "One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 663-692, DOI: 10.1016/j.jfineco.2018.04.009.
• Akinci, Ozge & Olmstead-Rumsey, Jane, 2018, "How effective are macroprudential policies? An empirical investigation," Journal of Financial Intermediation, Elsevier, volume 33, issue C, pages 33-57, DOI: 10.1016/j.jfi.2017.04.001.
• Bremus, Franziska & Neugebauer, Katja, 2018, "Reduced cross-border lending and financing costs of SMEs," Journal of International Money and Finance, Elsevier, volume 80, issue C, pages 35-58, DOI: 10.1016/j.jimonfin.2017.09.006.
• Ito, Takatoshi & Yamada, Masahiro, 2018, "Did the reform fix the London fix problem?," Journal of International Money and Finance, Elsevier, volume 80, issue C, pages 75-95, DOI: 10.1016/j.jimonfin.2017.10.004.
• Wellmann, Dennis & Trück, Stefan, 2018, "Factors of the term structure of sovereign yield spreads," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 56-75, DOI: 10.1016/j.jimonfin.2017.10.006.
• De Santis, Roberto A., 2018, "Unobservable country bond premia and fragmentation," Journal of International Money and Finance, Elsevier, volume 82, issue C, pages 1-25, DOI: 10.1016/j.jimonfin.2017.12.003.
• Nitschka, Thomas, 2018, "Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy," Journal of International Money and Finance, Elsevier, volume 83, issue C, pages 44-54, DOI: 10.1016/j.jimonfin.2018.02.002.
• Engert, Andreas & Hornuf, Lars, 2018, "Market standards in financial contracting: The Euro’s effect on debt securities," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 145-162, DOI: 10.1016/j.jimonfin.2018.03.017.
• Abad, Pilar & Alsakka, Rasha & ap Gwilym, Owain, 2018, "The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 40-57, DOI: 10.1016/j.jimonfin.2018.03.005.
• Choi, Paul Moon Sub & Choi, Joung Hwa, 2018, "Is individual trading priced in stocks?," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 76-92, DOI: 10.1016/j.jimonfin.2018.03.004.
• Chen, Ke & Vitiello, Luiz & Hyde, Stuart & Poon, Ser-Huang, 2018, "The reality of stock market jumps diversification," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 171-188, DOI: 10.1016/j.jimonfin.2018.04.008.
• Asgharian, Hossein & Liu, Lu & Larsson, Marcus, 2018, "Cross-border asset holdings and comovements in sovereign bond markets," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 189-206, DOI: 10.1016/j.jimonfin.2018.04.010.
• Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2018, "The impact of oil-market shocks on stock returns in major oil-exporting countries," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 264-280, DOI: 10.1016/j.jimonfin.2018.05.003.
• Shu, Chang & He, Dong & Dong, Jinyue & Wang, Honglin, 2018, "Regional pull vs global push factors: China and US influence on Asian financial markets," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 112-132, DOI: 10.1016/j.jimonfin.2018.04.004.
• Chen, Hsien-Yi & Chen, Sheng-Syan, 2018, "Quality of government institutions and spreads on sovereign credit default swaps," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 82-95, DOI: 10.1016/j.jimonfin.2018.05.008.
• Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018, "The portfolio of euro area fund investors and ECB monetary policy announcements," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 103-126, DOI: 10.1016/j.jimonfin.2018.08.014.
• Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary, 2018, "Cross-border spillovers of monetary policy: What changes during a financial crisis?," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 154-174, DOI: 10.1016/j.jimonfin.2018.08.006.
• Chuliá, Helena & Fernández, Julián & Uribe, Jorge M., 2018, "Currency downside risk, liquidity, and financial stability," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 83-102, DOI: 10.1016/j.jimonfin.2018.09.009.
• Arfaoui, Mongi, 2018, "On the spot-futures relationship in crude-refined petroleum prices: New evidence from an ARDL bounds testing approach," Journal of Commodity Markets, Elsevier, volume 11, issue C, pages 48-58, DOI: 10.1016/j.jcomm.2018.04.001.
• Iwatsubo, Kentaro & Watkins, Clinton & Xu, Tao, 2018, "Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York," Journal of Commodity Markets, Elsevier, volume 11, issue C, pages 59-71, DOI: 10.1016/j.jcomm.2018.05.001.
• Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia, 2018, "The nexus between natural gas spot and futures prices at NYMEX: Do weather shocks and non-linear causality in low frequencies matter?," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00100.
• Qureshi, Saba & Rehman, Ijaz Ur & Qureshi, Fiza, 2018, "Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee," Journal of Policy Modeling, Elsevier, volume 40, issue 4, pages 685-708, DOI: 10.1016/j.jpolmod.2018.02.005.
• Raza, Naveed & Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Syed Ali, 2018, "Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach," Resources Policy, Elsevier, volume 57, issue C, pages 10-29, DOI: 10.1016/j.resourpol.2018.01.001.
• Bouri, Elie & Gupta, Rangan & Lahiani, Amine & Shahbaz, Muhammad, 2018, "Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices," Resources Policy, Elsevier, volume 57, issue C, pages 224-235, DOI: 10.1016/j.resourpol.2018.03.008.
• Todorova, Neda & Clements, Adam E., 2018, "The volatility-volume relationship in the LME futures market for industrial metals," Resources Policy, Elsevier, volume 58, issue C, pages 111-124, DOI: 10.1016/j.resourpol.2018.04.001.
• Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2018, "Sovereign default and maturity choice," Journal of Monetary Economics, Elsevier, volume 95, issue C, pages 72-85, DOI: 10.1016/j.jmoneco.2018.01.001.
• Augustin, Patrick, 2018, "The term structure of CDS spreads and sovereign credit risk," Journal of Monetary Economics, Elsevier, volume 96, issue C, pages 53-76, DOI: 10.1016/j.jmoneco.2018.04.001.
• Gennaioli, Nicola & Martin, Alberto & Rossi, Stefano, 2018, "Banks, government Bonds, and Default: What do the data Say?," Journal of Monetary Economics, Elsevier, volume 98, issue C, pages 98-113, DOI: 10.1016/j.jmoneco.2018.04.011.
• McDowell, Shaun, 2018, "An empirical evaluation of estimation error reduction strategies applied to international diversification," Journal of Multinational Financial Management, Elsevier, volume 44, issue C, pages 1-13, DOI: 10.1016/j.mulfin.2017.12.001.
• Dutta, Anupam, 2018, "Oil and energy sector stock markets: An analysis of implied volatility indexes," Journal of Multinational Financial Management, Elsevier, volume 44, issue C, pages 61-68, DOI: 10.1016/j.mulfin.2017.12.002.
• Gkillas, Konstantinos & Vortelinos, Dimitrios I. & Suleman, Tahir, 2018, "Asymmetries in the African financial markets," Journal of Multinational Financial Management, Elsevier, volume 45, issue C, pages 72-87, DOI: 10.1016/j.mulfin.2018.04.004.
• Ghadhab, Imen, 2018, "Arbitrage opportunities and liquidity: An intraday event study on cross-listed stocks," Journal of Multinational Financial Management, Elsevier, volume 46, issue C, pages 1-10, DOI: 10.1016/j.mulfin.2018.07.002.
• Tachibana, Minoru, 2018, "Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach," Journal of Multinational Financial Management, Elsevier, volume 46, issue C, pages 75-106, DOI: 10.1016/j.mulfin.2018.05.001.
• Alhaj-Yaseen, Yaseen S. & Yau, Siu-Kong, 2018, "Herding tendency among investors with heterogeneous information: Evidence from China’s equity markets," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 60-75, DOI: 10.1016/j.mulfin.2018.11.001.
• Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018, "News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 76-90, DOI: 10.1016/j.mulfin.2018.08.001.
• Kim, Sungjae F. & Chance, Don M., 2018, "An empirical analysis of corporate currency risk management policies and practices," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 109-128, DOI: 10.1016/j.pacfin.2017.12.004.
• Humayun Kabir, M. & Shakur, Shamim, 2018, "Regime-dependent herding behavior in Asian and Latin American stock markets," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 60-78, DOI: 10.1016/j.pacfin.2017.12.002.
• Alhashel, Bader S. & Almudhaf, Fahad W. & Hansz, J. Andrew, 2018, "Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 92-108, DOI: 10.1016/j.pacfin.2017.12.005.
• Huang, Ying Sophie & Yao, Juan & Zhu, Yu, 2018, "Thriving in a disrupted market: a study of Chinese hedge fund performance," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 210-223, DOI: 10.1016/j.pacfin.2018.02.005.
• Wu, Lei & Liu, Chunlin & Meng, Qingbin & Zeng, Hongchao, 2018, "Price discovery in China's inter-bank bond market," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 84-98, DOI: 10.1016/j.pacfin.2017.12.010.
• Huang, Tzu-Lun, 2018, "The puzzling media effect in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 129-146, DOI: 10.1016/j.pacfin.2018.04.005.
• Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2018, "Market volatility, liquidity shocks, and stock returns: Worldwide evidence," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 164-199, DOI: 10.1016/j.pacfin.2018.04.008.
• Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018, "Is wine a good choice for investment?," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 171-183, DOI: 10.1016/j.pacfin.2018.07.002.
• Yildirim, Ramazan & Masih, Mansur & Bacha, Obiyathulla Ismath, 2018, "Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 198-219, DOI: 10.1016/j.pacfin.2018.06.008.
• Chourou, Lamia & Saadi, Samir & Zhu, Hui, 2018, "How does national culture influence IPO underpricing?," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 318-341, DOI: 10.1016/j.pacfin.2018.08.015.
• Naqvi, Bushra & Rizvi, S.K.A. & Mirza, Nawazish & Reddy, Krishna, 2018, "Religion based investing and illusion of Islamic Alpha and Beta," Pacific-Basin Finance Journal, Elsevier, volume 52, issue C, pages 82-106, DOI: 10.1016/j.pacfin.2018.02.003.
• Abid, Fathi & Kaffel, Bilel, 2018, "Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 490, issue C, pages 1028-1045, DOI: 10.1016/j.physa.2017.08.057.
• Baumöhl, Eduard & Kočenda, Evžen & Lyócsa, Štefan & Výrost, Tomáš, 2018, "Networks of volatility spillovers among stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 490, issue C, pages 1555-1574, DOI: 10.1016/j.physa.2017.08.123.
• Gkillas (Gillas), Konstantinos & Vortelinos, Dimitrios I. & Saha, Shrabani, 2018, "The properties of realized volatility and realized correlation: Evidence from the Indian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 343-359, DOI: 10.1016/j.physa.2017.10.007.
• Su, Zhi & Fang, Tong & Yin, Libo, 2018, "Does NVIX matter for market volatility? Evidence from Asia-Pacific markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 506-516, DOI: 10.1016/j.physa.2017.10.025.
• Mensi, Walid & Hamdi, Atef & Shahzad, Syed Jawad Hussain & Shafiullah, Muhammad & Al-Yahyaee, Khamis Hamed, 2018, "Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 502, issue C, pages 576-589, DOI: 10.1016/j.physa.2018.02.146.
• Mensi, Walid & Hamdi, Atef & Yoon, Seong-Min, 2018, "Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 1107-1116, DOI: 10.1016/j.physa.2018.08.130.
• Kanda, Patrick & Burke, Michael & Gupta, Rangan, 2018, "Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 506, issue C, pages 1060-1080, DOI: 10.1016/j.physa.2018.05.037.
• Li, Hong, 2018, "Residual state ownership and stock market integration: Evidence from Chinese partly-privatised firms," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 100-112, DOI: 10.1016/j.qref.2017.05.004.
• Ahmed, Walid M.A., 2018, "On the interdependence of natural gas and stock markets under structural breaks," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 149-161, DOI: 10.1016/j.qref.2017.06.003.
• Zheng, Yao & Osmer, Eric & Zheng, Liancun, 2018, "The relative pricing of cross-listed securities: The case of Chinese A- and H-share," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 297-310, DOI: 10.1016/j.qref.2017.07.010.
• Pavlova, Ivelina & de Boyrie, Maria E. & Parhizgari, Ali M., 2018, "A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 10-22, DOI: 10.1016/j.qref.2018.03.003.
• Corbet, Shaen & Gurdgiev, Constantin & Meegan, Andrew, 2018, "Long-term stock market volatility and the influence of terrorist attacks in Europe," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 118-131, DOI: 10.1016/j.qref.2017.11.012.
• Fang, Sheng & Egan, Paul, 2018, "Measuring contagion effects between crude oil and Chinese stock market sectors," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 31-38, DOI: 10.1016/j.qref.2017.11.010.
• Hassan, M. Kabir & Paltrinieri, Andrea & Dreassi, Alberto & Miani, Stefano & Sclip, Alex, 2018, "The determinants of co-movement dynamics between sukuk and conventional bonds," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 73-84, DOI: 10.1016/j.qref.2017.09.003.
• You, Leyuan & Payne, Janet D. & Lin, Steve Wen-Jen, 2018, "Do multiple foreign listings create value for firms?," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 134-143, DOI: 10.1016/j.qref.2017.12.006.
• Braga-Alves, Marcus V., 2018, "Political risk and the equity trading costs of cross-listed firms," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 232-244, DOI: 10.1016/j.qref.2018.03.004.
• Bouri, Elie & Gupta, Rangan & Lau, Chi Keung Marco & Roubaud, David & Wang, Shixuan, 2018, "Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 297-307, DOI: 10.1016/j.qref.2018.04.003.
• McDowell, Shaun, 2018, "The benefits of international diversification with weight constraints: A cross-country examination," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 99-109, DOI: 10.1016/j.qref.2018.02.003.
• Morales-Zumaquero, Amalia & Sosvilla-Rivero, Simón, 2018, "Volatility spillovers between foreign exchange and stock markets in industrialized countries," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 121-136, DOI: 10.1016/j.qref.2018.04.013.
• Lawrenz, Jochen & Zorn, Josef, 2018, "Decomposing the predictive power of local and global financial valuation ratios," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 137-149, DOI: 10.1016/j.qref.2018.04.012.
• Ji, Qiang & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2018, "Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 203-213, DOI: 10.1016/j.qref.2018.05.016.
• Arouri, Mohamed & Boubaker, Sabri & Grais, Wafik & Grira, Jocelyn, 2018, "Rationality or politics? The color of black gold money," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 62-76, DOI: 10.1016/j.qref.2018.05.002.
• Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann, 2018, "Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices," Renewable and Sustainable Energy Reviews, Elsevier, volume 81, issue P1, pages 1002-1018, DOI: 10.1016/j.rser.2017.07.024.
• Bae, Sung C. & Kwon, Taek Ho & Park, Rae Soo, 2018, "Managing exchange rate exposure with hedging activities: New approach and evidence," International Review of Economics & Finance, Elsevier, volume 53, issue C, pages 133-150, DOI: 10.1016/j.iref.2017.10.017.
• Sakemoto, Ryuta, 2018, "Co-movement between equity and bond markets," International Review of Economics & Finance, Elsevier, volume 53, issue C, pages 25-38, DOI: 10.1016/j.iref.2017.10.013.
• Ters, Kristyna & Urban, Jörg, 2018, "Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 123-142, DOI: 10.1016/j.iref.2017.08.002.
• Sowmya, Subramaniam & Prasanna, Krishna, 2018, "Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 178-192, DOI: 10.1016/j.iref.2017.08.006.
• Lee, Jieun & Chung, Kee H., 2018, "Foreign ownership and stock market liquidity," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 311-325, DOI: 10.1016/j.iref.2017.10.007.
• Mensi, Walid & Hkiri, Besma & Al-Yahyaee, Khamis H. & Kang, Sang Hoon, 2018, "Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 74-102, DOI: 10.1016/j.iref.2017.07.032.