Research classified by Journal of Economic Literature (JEL) codes

2019

• Hu, Bill & McInish, Thomas & Miller, Jonathan & Zeng, Li, 2019, "Intraday price behavior of cryptocurrencies," Finance Research Letters, Elsevier, volume 28, issue C, pages 337-342, DOI: 10.1016/j.frl.2018.06.002.
• Qiao, Zhuo & Pukthuanthong, Kuntara, 2019, "Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?," Finance Research Letters, Elsevier, volume 28, issue C, pages 39-44, DOI: 10.1016/j.frl.2018.03.022.
• Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019, "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 398-411, DOI: 10.1016/j.frl.2018.06.012.
• Sensoy, Ahmet, 2019, "The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies," Finance Research Letters, Elsevier, volume 28, issue C, pages 68-73, DOI: 10.1016/j.frl.2018.04.002.
• Galema, Rients & Gerritsen, Dirk, 2019, "The effect of the accidental disclosure of confidential short sales positions," Finance Research Letters, Elsevier, volume 28, issue C, pages 87-94, DOI: 10.1016/j.frl.2018.04.004.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon, 2019, "Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum," Finance Research Letters, Elsevier, volume 29, issue C, pages 222-230, DOI: 10.1016/j.frl.2018.07.011.
• Graef, Frank & Vogt, Pascal & Vonhoff, Volker & Weigert, Florian, 2019, "Cash holdings and the performance of European mutual funds," Finance Research Letters, Elsevier, volume 29, issue C, pages 285-291, DOI: 10.1016/j.frl.2018.08.006.
• Bouri, Elie & Lau, Chi Keung Marco & Lucey, Brian & Roubaud, David, 2019, "Trading volume and the predictability of return and volatility in the cryptocurrency market," Finance Research Letters, Elsevier, volume 29, issue C, pages 340-346, DOI: 10.1016/j.frl.2018.08.015.
• Holub, Mark & Johnson, Jackie, 2019, "The impact of the Bitcoin bubble of 2017 on Bitcoin's P2P market," Finance Research Letters, Elsevier, volume 29, issue C, pages 357-362, DOI: 10.1016/j.frl.2018.09.001.
• Baumöhl, Eduard, 2019, "Are cryptocurrencies connected to forex? A quantile cross-spectral approach," Finance Research Letters, Elsevier, volume 29, issue C, pages 363-372, DOI: 10.1016/j.frl.2018.09.002.
• Cagli, Efe Caglar, 2019, "Explosive behavior in the prices of Bitcoin and altcoins," Finance Research Letters, Elsevier, volume 29, issue C, pages 398-403, DOI: 10.1016/j.frl.2018.09.007.
• Roevekamp, Ingmar, 2019, "US monetary policy and the pricing of American Depositary Receipts," Finance Research Letters, Elsevier, volume 29, issue C, pages 418-424, DOI: 10.1016/j.frl.2019.01.006.
• Thornton, John & Vasilakis, Chrysovalantis, 2019, "Negative policy interest rates and exchange rate behavior: Further results," Finance Research Letters, Elsevier, volume 29, issue C, pages 61-67, DOI: 10.1016/j.frl.2019.03.023.
• Wong, Alfred, 2019, "Currency jumps, Euribor-OIS spreads and the volatility skew: A study on the dollar-euro crash risk of 2007–2015," Finance Research Letters, Elsevier, volume 29, issue C, pages 7-16, DOI: 10.1016/j.frl.2019.03.001.
• Gozgor, Giray & Tiwari, Aviral Kumar & Demir, Ender & Akron, Sagi, 2019, "The relationship between Bitcoin returns and trade policy uncertainty," Finance Research Letters, Elsevier, volume 29, issue C, pages 75-82, DOI: 10.1016/j.frl.2019.03.016.
• Canh, Nguyen Phuc & Wongchoti, Udomsak & Thanh, Su Dinh & Thong, Nguyen Trung, 2019, "Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model," Finance Research Letters, Elsevier, volume 29, issue C, pages 90-100, DOI: 10.1016/j.frl.2019.03.011.
• Chunhachinda, Pornchai & de Boyrie, Maria E. & Pavlova, Ivelina, 2019, "Measuring the hedging effectiveness of commodities," Finance Research Letters, Elsevier, volume 30, issue C, pages 201-207, DOI: 10.1016/j.frl.2018.09.012.
• Pal, Debdatta & Mitra, Subrata K., 2019, "Hedging bitcoin with other financial assets," Finance Research Letters, Elsevier, volume 30, issue C, pages 30-36, DOI: 10.1016/j.frl.2019.03.034.
• Philippas, Dionisis & Rjiba, Hatem & Guesmi, Khaled & Goutte, Stéphane, 2019, "Media attention and Bitcoin prices," Finance Research Letters, Elsevier, volume 30, issue C, pages 37-43, DOI: 10.1016/j.frl.2019.03.031.
• Kumar, S.S.S. & Sampath, Aravind, 2019, "What drives the off-shore futures market? Evidence from India and China," Finance Research Letters, Elsevier, volume 30, issue C, pages 394-402, DOI: 10.1016/j.frl.2018.11.001.
• Andrikopoulos, Athanasios & Wang, Changyu & Zheng, Min, 2019, "Is there still a weather anomaly? An investigation of stock and foreign exchange markets," Finance Research Letters, Elsevier, volume 30, issue C, pages 51-59, DOI: 10.1016/j.frl.2019.03.026.
• Kusnadi, Yuanto, 2019, "Political connections and the value of cash holdings," Finance Research Letters, Elsevier, volume 30, issue C, pages 96-102, DOI: 10.1016/j.frl.2019.03.035.
• Wang, Pengfei & Zhang, Wei & Li, Xiao & Shen, Dehua, 2019, "Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective," Finance Research Letters, Elsevier, volume 31, issue C, pages 1-18, DOI: 10.1016/j.frl.2019.04.031.
• Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019, "Quantile coherency networks of international stock markets," Finance Research Letters, Elsevier, volume 31, issue C, pages 119-129, DOI: 10.1016/j.frl.2019.04.022.
• Ekinci, Cumhur & Akyildirim, Erdinc & Corbet, Shaen, 2019, "Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets," Finance Research Letters, Elsevier, volume 31, issue C, pages 155-164, DOI: 10.1016/j.frl.2019.04.021.
• Wu, Shan & Tong, Mu & Yang, Zhongyi & Derbali, Abdelkader, 2019, "Does gold or Bitcoin hedge economic policy uncertainty?," Finance Research Letters, Elsevier, volume 31, issue C, pages 171-178, DOI: 10.1016/j.frl.2019.04.001.
• Mensi, Walid & Lee, Yun-Jung & Al-Yahyaee, Khamis Hamed & Sensoy, Ahmet & Yoon, Seong-Min, 2019, "Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 31, issue C, pages 19-25, DOI: 10.1016/j.frl.2019.03.029.
• Matkovskyy, Roman & Jalan, Akanksha, 2019, "From financial markets to Bitcoin markets: A fresh look at the contagion effect," Finance Research Letters, Elsevier, volume 31, issue C, pages 93-97, DOI: 10.1016/j.frl.2019.04.007.
• Aharon, David Yechiam & Qadan, Mahmoud, 2019, "Bitcoin and the day-of-the-week effect," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.004.
• Wang, Gang-Jin & Xie, Chi & Wen, Danyan & Zhao, Longfeng, 2019, "When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.028.
• Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled, 2019, "Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.014.
• Alaoui, Marwane El & Bouri, Elie & Roubaud, David, 2019, "Bitcoin price–volume: A multifractal cross-correlation approach," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.011.
• Demirer, Rıza & Leggio, Karyl B. & Lien, Donald, 2019, "Herding and flash events: Evidence from the 2010 Flash Crash," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.018.
• ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2019, "Agreeing on disagreement: Heterogeneity or uncertainty?," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 17-30, DOI: 10.1016/j.finmar.2019.02.002.
• Bae, Kee-Hong & Bhattacharya, Utpal & Kang, Jisok & Rhee, S. Ghon, 2019, "Nominal stock price anchors: A global phenomenon?," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 31-41, DOI: 10.1016/j.finmar.2018.12.006.
• Park, Raphael Jonghyeon & Xu, Simon & In, Francis & Ji, Philip Inyeob, 2019, "The long-term impact of sovereign wealth fund investments," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 115-138, DOI: 10.1016/j.finmar.2018.08.004.
• Bartlett, Robert P. & McCrary, Justin, 2019, "How rigged are stock markets? Evidence from microsecond timestamps," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 37-60, DOI: 10.1016/j.finmar.2019.06.003.
• Rzayev, Khaladdin & Ibikunle, Gbenga, 2019, "A state-space modeling of the information content of trading volume," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.100507.
• Banti, Chiara & Phylaktis, Kate, 2019, "Global liquidity, house prices and policy responses," Journal of Financial Stability, Elsevier, volume 43, issue C, pages 79-96, DOI: 10.1016/j.jfs.2019.05.015.
• Berger, Allen N. & Boubakri, Narjess & Guedhami, Omrane & Li, Xinming, 2019, "Liquidity creation performance and financial stability consequences of Islamic banking: Evidence from a multinational study," Journal of Financial Stability, Elsevier, volume 44, issue C, DOI: 10.1016/j.jfs.2019.100692.
• López-Herrera, Francisco & Santillán-Salgado, Roberto J. & Cabello, Alejandra, 2019, "Latin American Corporate Emerging Markets Bond Indices (CEMBIs): Their recent evolution," Global Finance Journal, Elsevier, volume 41, issue C, pages 104-112, DOI: 10.1016/j.gfj.2019.03.002.
• Beckmann, Klaus S. & Escobari, Diego A. & Ngo, Thanh, 2019, "The real earnings management of cross-listing firms," Global Finance Journal, Elsevier, volume 41, issue C, pages 128-145, DOI: 10.1016/j.gfj.2019.04.001.
• Gao, Li & He, Wei & Wang, Qian, 2019, "In search of distress risk in China's stock market," Global Finance Journal, Elsevier, volume 42, issue C, DOI: 10.1016/j.gfj.2018.08.003.

2018

• Emter, Lorenz & Schmitz, Martin & Tirpák, Marcel, 2018, "Cross-border banking in the EU since the crisis: what is driving the great retrenchment?," Working Paper Series, European Central Bank, number 2130, Feb.
• Schumacher, Julian & Trebesch, Christoph & Enderlein, Henrik, 2018, "Sovereign defaults in court," Working Paper Series, European Central Bank, number 2135, Feb.
• Cimadomo, Jacopo & Furtuna, Oana & Giuliodori, Massimo, 2018, "Private and public risk sharing in the euro area," Working Paper Series, European Central Bank, number 2148, May.
• Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018, "Foreign-law bonds: can they reduce sovereign borrowing costs?," Working Paper Series, European Central Bank, number 2162, Jun.
• Priftis, Romanos & Zimic, Srečko, 2018, "Sources of borrowing and fiscal multipliers," Working Paper Series, European Central Bank, number 2209, Nov.
• Ben-David, Itzhak & Li, Zhi & Wang, Zexi, 2018, "Financial Constraints and Industry Dynamics," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-09, Mar.
• Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2018, "Foreign Safe Asset Demand and the Dollar Exchange Rate," Research Papers, Stanford University, Graduate School of Business, number 3621, Mar.
• Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2018, "Dollar Safety and the Global Financial Cycle," Research Papers, Stanford University, Graduate School of Business, number 3747, Dec.
• Mishelle Doorasamy & Prince Kwasi Sarpong, 2018, "Fractal Market Hypothesis and Markov Regime Switching Model: A Possible Synthesis and Integration," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 1, pages 93-100.
• Frode Kj rland & Maria Meland & Are Oust & Vilde yen, 2018, "How can Bitcoin Price Fluctuations be Explained?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 3, pages 323-332.
• Andreas Mikkelsen & Frode Kj rland, 2018, "High-frequency Pairs Trading on a Small Stock Exchange," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 4, pages 78-88.
• Sa d Benbachir & Sihame Lembarki, 2018, "Price Dynamics of Crude Oil in the Short and Long Term," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 5, pages 103-114.
• Zouheir Ahmed Mighri & Majid Ibrahim Al Saggaf, 2018, "Gold - Silver Nexus: A Threshold Cointegration Approach," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 5, pages 210-219.
• Ifeoma Christy Mba & Emmanuel Ikechukwu Mba & Jonathan Emenike Ogbuabor & Winnie Ogochukwu Arazu, 2018, "Mean Sojourn and Mean Return Time of the Buy-hoard-sell Strategy of Bitcoin Exchange Prices," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 5, pages 276-282.
• Sisili Rahman & Biplab Das & Tazrina Farah, 2018, "Identifying Spillover Effect & Bubble in Bangladeshi Asset Markets: An Analysis of Stock Market and Real Estate," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 8, issue 6, pages 76-83.
• Pasrun Adam & Rosnawintang Rosnawintang & La Ode Saidi & La Tondi & La Ode Arsad Sani, 2018, "The Causal Relationship between Crude Oil Price, Exchange Rate and Rice Price," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 1, pages 90-94.
• Dmitry Burakov & Max Freidin & Yuriy Solovyev, 2018, "The Halloween Effect on Energy Markets: An Empirical Study," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 2, pages 121-126.
• Mohamed Ibrahim Nor & Tajul Ariffin Masron, 2018, "Do the Global Oil Price Shocks Affect Somalia s Unregulated Exchange Rate Volatility?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 2, pages 154-161.
• Samuel D. Barrows, 2018, "Are Oil Industry Mergers Becoming Less Profitable?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 2, pages 31-38.
• Alexey Yurievich Mikhaylov, 2018, "Pricing in Oil Market and Using Probit Model for Analysis of Stock Market Effects," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 2, pages 69-73.
• Yih-Bey Lin & Fu-Min Chang & Yu-Hin Leung & Jui-Feng Lin & Nicholas Lee, 2018, "Do European Central Bank Asset Purchase Programmes Matter for the Euro-area Stock Markets and Brent Crude Market?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 3, pages 115-120.
• Semei Coronado & Thomas M. Fullerton & Omar Rojas, 2018, "A Nonlinear Empirical Analysis of Oil Price Co-movements," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 3, pages 290-294.
• Alexey Yurievich Mikhaylov, 2018, "Volatility Spillover Effect between Stock and Exchange Rate in Oil Exporting Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 3, pages 321-326.
• Ikhlaas Gurrib, 2018, "Can an Energy Futures Index Predict US Stock Market Index Movements?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 5, pages 230-240.
• Anthony Msafiri Nyangarika & Alexey Yurievich Mikhaylov & Bao-jun Tang, 2018, "Correlation of Oil Prices and Gross Domestic Product in Oil Producing Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 5, pages 42-48.
• Al Aali-Bujari & Francisco Venegas-Mart nez & Roberto J. Santill n-Salgado, 2018, "On the Stock Market-Electricity Sector Nexus in Latin America: A Dynamic Panel Data Model," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 6, pages 148-154.
• López-Herrera, Francisco & Núñez Reyes, Georgina & Perrotini Hernández, Ignacio, 2018, "Gobierno corporativo y deuda internacional de empresas latinoamericanas," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• López-Herrera, Francisco & Núñez Reyes, Georgina & Perrotini Hernández, Ignacio, 2018, "Corporate governance and international bond issues by Latin American corporations," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Bohl, Martin T. & Siklos, Pierre L. & Wellenreuther, Claudia, 2018, "Speculative activity and returns volatility of Chinese agricultural commodity futures," Journal of Asian Economics, Elsevier, volume 54, issue C, pages 69-91, DOI: 10.1016/j.asieco.2017.12.003.
• Martin, Vance L. & Tang, Chrismin & Yao, Wenying, 2018, "News and expected returns in East Asian equity markets: The RV-GARCHM model," Journal of Asian Economics, Elsevier, volume 57, issue C, pages 36-52, DOI: 10.1016/j.asieco.2018.06.003.
• Kumar, Gaurav & Misra, Arun Kumar, 2018, "Commonality in liquidity: Evidence from India’s National Stock Exchange," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 1-15, DOI: 10.1016/j.asieco.2018.09.001.
• Mensah, Jones Odei & Premaratne, Gamini, 2018, "Integration of ASEAN banking sector stocks," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 48-60, DOI: 10.1016/j.asieco.2018.10.001.
• Blau, Benjamin M., 2018, "Does religiosity affect liquidity in financial markets?," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 72-83, DOI: 10.1016/j.jbef.2018.05.002.
• Youssef, Mouna & Mokni, Khaled, 2018, "On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 52-63, DOI: 10.1016/j.jbef.2018.07.003.
• Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018, "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, volume 50, issue 4, pages 402-424, DOI: 10.1016/j.bar.2017.11.003.
• Casalin, Fabrizio, 2018, "Determinants of holiday effects in mainland Chinese and Hong-Kong markets," China Economic Review, Elsevier, volume 49, issue C, pages 45-67, DOI: 10.1016/j.chieco.2017.12.011.
• Shi, Jinchuan & Zhang, Xiaoqian, 2018, "How to explain corporate investment heterogeneity in China's new normal: Structural models with state-owned property rights," China Economic Review, Elsevier, volume 50, issue C, pages 1-16, DOI: 10.1016/j.chieco.2017.10.005.
• Li, Yuanpeng & Sun, Qian & Tian, Shu, 2018, "The impact of IPO approval on the price of existing stocks: Evidence from China," Journal of Corporate Finance, Elsevier, volume 50, issue C, pages 109-127, DOI: 10.1016/j.jcorpfin.2018.03.002.
• Iliev, Peter & Roth, Lukas, 2018, "Learning from directors' foreign board experiences," Journal of Corporate Finance, Elsevier, volume 51, issue C, pages 1-19, DOI: 10.1016/j.jcorpfin.2018.04.004.
• Deng, Baijun & Li, Zhongfei & Li, Yong, 2018, "Foreign institutional ownership and liquidity commonality around the world," Journal of Corporate Finance, Elsevier, volume 51, issue C, pages 20-49, DOI: 10.1016/j.jcorpfin.2018.04.005.
• Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J., 2018, "Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 1-29, DOI: 10.1016/j.jedc.2018.01.040.
• Runggaldier, Wolfgang J. & Yasuda, Kazuhiro, 2018, "Classical and restricted impulse control for the exchange rate under a stochastic trend model," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 369-390, DOI: 10.1016/j.jedc.2018.01.017.
• Frijns, Bart & Zwinkels, Remco C.J., 2018, "Time-varying arbitrage and dynamic price discovery," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 485-502, DOI: 10.1016/j.jedc.2018.03.014.
• Mukherjee, Raja & Paul, Satya & Shankar, Sriram, 2018, "Equity home bias—A global perspective from the shrunk frontier," Economic Analysis and Policy, Elsevier, volume 57, issue C, pages 9-21, DOI: 10.1016/j.eap.2017.10.003.
• Mezei, József & Sarlin, Peter, 2018, "RiskRank: Measuring interconnected risk," Economic Modelling, Elsevier, volume 68, issue C, pages 41-50, DOI: 10.1016/j.econmod.2017.04.016.
• Shen, Yifan, 2018, "International risk transmission of stock market movements," Economic Modelling, Elsevier, volume 69, issue C, pages 220-236, DOI: 10.1016/j.econmod.2017.09.022.
• Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro, 2018, "Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets," Economic Modelling, Elsevier, volume 69, issue C, pages 237-248, DOI: 10.1016/j.econmod.2017.09.023.
• Bekiros, Stelios & Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Ur Rehman, Mobeen, 2018, "Directional predictability and time-varying spillovers between stock markets and economic cycles," Economic Modelling, Elsevier, volume 69, issue C, pages 301-312, DOI: 10.1016/j.econmod.2017.10.003.
• Cho, Dooyeon, 2018, "On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes," Economic Modelling, Elsevier, volume 70, issue C, pages 310-319, DOI: 10.1016/j.econmod.2017.11.013.
• Omura, Akihiro & Li, Bin & Chung, Richard & Todorova, Neda, 2018, "Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals," Economic Modelling, Elsevier, volume 70, issue C, pages 496-510, DOI: 10.1016/j.econmod.2017.08.033.
• Ahmad, Wasim & Sadorsky, Perry & Sharma, Amit, 2018, "Optimal hedge ratios for clean energy equities," Economic Modelling, Elsevier, volume 72, issue C, pages 278-295, DOI: 10.1016/j.econmod.2018.02.008.
• Degiannakis, Stavros & Filis, George & Panagiotakopoulou, Sofia, 2018, "Oil price shocks and uncertainty: How stable is their relationship over time?," Economic Modelling, Elsevier, volume 72, issue C, pages 42-53, DOI: 10.1016/j.econmod.2018.01.004.
• Alexakis, Christos & Pappas, Vasileios, 2018, "Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes," Economic Modelling, Elsevier, volume 73, issue C, pages 222-239, DOI: 10.1016/j.econmod.2018.03.018.
• Tsuji, Chikashi, 2018, "Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses," Economic Modelling, Elsevier, volume 74, issue C, pages 167-185, DOI: 10.1016/j.econmod.2018.05.007.
• Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018, "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Economic Modelling, Elsevier, volume 75, issue C, pages 105-116, DOI: 10.1016/j.econmod.2018.06.010.
• Du, Jiangze & Wang, Jying-Nan & Hsu, Yuan-Teng & Lai, Kin Keung, 2018, "The importance of hedging currency risk: Evidence from CNY and CNH," Economic Modelling, Elsevier, volume 75, issue C, pages 81-92, DOI: 10.1016/j.econmod.2018.06.007.
• Zaremba, Adam & Umutlu, Mehmet, 2018, "Size matters everywhere: Decomposing the small country and small industry premia," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 1-18, DOI: 10.1016/j.najef.2017.09.002.
• Laborda, Ricardo, 2018, "Optimal combination of currency strategies," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 129-140, DOI: 10.1016/j.najef.2017.10.010.
• Espinosa-Méndez, Christian & Jara-Bertín, Mauricio & Maquieira, Carlos, 2018, "The influence of family and pyramidal ownership on corporate diversification in Chile," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 158-168, DOI: 10.1016/j.najef.2017.10.012.
• Degenhardt, Thomas & Auer, Benjamin R., 2018, "The “Sell in May” effect: A review and new empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 169-205, DOI: 10.1016/j.najef.2017.09.003.
• Gupta, Rangan & Pierdzioch, Christian & Selmi, Refk & Wohar, Mark E., 2018, "Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 87-96, DOI: 10.1016/j.najef.2017.10.006.
• Bai, Shuming & Koong, Kai S., 2018, "Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 12-33, DOI: 10.1016/j.najef.2017.10.013.
• Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2018, "What determines the long-term correlation between oil prices and exchange rates?," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 140-152, DOI: 10.1016/j.najef.2017.12.003.
• Qadan, Mahmoud, 2018, "Switches in price discovery: Are U.S. traders more qualified in making valuations?," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 221-234, DOI: 10.1016/j.najef.2018.01.004.
• Kim, Hyeongwoo & Kim, Jintae, 2018, "London calling: Nonlinear mean reversion across national stock markets," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 265-277, DOI: 10.1016/j.najef.2018.01.008.
• Chang, Jui-Chuan Della & Chang, Kuang-Liang, 2018, "The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 15-28, DOI: 10.1016/j.najef.2018.03.007.
• Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2018, "Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 168-186, DOI: 10.1016/j.najef.2018.04.005.
• Lien, Donald & Lee, Geul & Yang, Li & Zhang, Yuyin, 2018, "Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 187-201, DOI: 10.1016/j.najef.2018.04.006.
• Kido, Yosuke, 2018, "The transmission of US economic policy uncertainty shocks to Asian and global financial markets," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 222-231, DOI: 10.1016/j.najef.2018.04.008.
• van Kooten, G. Cornelis, 2018, "The Challenge of Mitigating Climate Change through Forestry Activities: What Are the Rules of the Game?," Ecological Economics, Elsevier, volume 146, issue C, pages 35-43, DOI: 10.1016/j.ecolecon.2017.10.002.
• Berninger, Marc & Kiesel, Florian & Schiereck, Dirk, 2018, "When your regulator becomes your new neighbor: Bank regulation and the relocation of EBA and EMA," Economics Letters, Elsevier, volume 167, issue C, pages 108-111, DOI: 10.1016/j.econlet.2018.03.023.
• Lalwani, Vaibhav & Chakraborty, Madhumita, 2018, "Asset pricing factors and future economic growth," Economics Letters, Elsevier, volume 168, issue C, pages 151-154, DOI: 10.1016/j.econlet.2018.04.031.
• Dyhrberg, Anne H. & Foley, Sean & Svec, Jiri, 2018, "How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets," Economics Letters, Elsevier, volume 171, issue C, pages 140-143, DOI: 10.1016/j.econlet.2018.07.032.
• Hachenberg, Britta & Kiesel, Florian & Schiereck, Dirk, 2018, "Dieselgate and its expected consequences on the European auto ABS market," Economics Letters, Elsevier, volume 171, issue C, pages 180-182, DOI: 10.1016/j.econlet.2018.07.044.
• Galai, Dan & Wiener, Zvi, 2018, "Dividend policy relevance in a levered firm—The binomial case," Economics Letters, Elsevier, volume 172, issue C, pages 78-80, DOI: 10.1016/j.econlet.2018.08.021.
• Wohlfarth, Paul, 2018, "Measuring the impact of monetary policy attention on global asset volatility using search data," Economics Letters, Elsevier, volume 173, issue C, pages 15-18, DOI: 10.1016/j.econlet.2018.08.009.
• Dungey, Mardi & Erdemlioglu, Deniz & Matei, Marius & Yang, Xiye, 2018, "Testing for mutually exciting jumps and financial flights in high frequency data," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 18-44, DOI: 10.1016/j.jeconom.2017.09.002.
• Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018, "Geopolitical risks and stock market dynamics of the BRICS," Economic Systems, Elsevier, volume 42, issue 2, pages 295-306, DOI: 10.1016/j.ecosys.2017.05.008.
• Cortina, Juan J. & Ismail, Soha & Schmukler, Sergio L., 2018, "Firm financing and growth in the Arab region," Economic Systems, Elsevier, volume 42, issue 2, pages 361-383, DOI: 10.1016/j.ecosys.2017.09.002.
• Erragragui, Elias & Hassan, M. Kabir & Peillex, Jonathan & Khan, Abu Nahian Faisal, 2018, "Does ethics improve stock market resilience in times of instability?," Economic Systems, Elsevier, volume 42, issue 3, pages 450-469, DOI: 10.1016/j.ecosys.2017.09.003.
• Kočenda, Evžen & Moravcová, Michala, 2018, "Intraday effect of news on emerging European forex markets: An event study analysis," Economic Systems, Elsevier, volume 42, issue 4, pages 597-615, DOI: 10.1016/j.ecosys.2018.05.003.
• Yalta, A. Talha & Yalta, A. Yasemin, 2018, "Are credit rating agencies regionally biased?," Economic Systems, Elsevier, volume 42, issue 4, pages 682-694, DOI: 10.1016/j.ecosys.2018.08.001.
• Chowdhury, Anup & Uddin, Moshfique & Anderson, Keith, 2018, "Liquidity and macroeconomic management in emerging markets," Emerging Markets Review, Elsevier, volume 34, issue C, pages 1-24, DOI: 10.1016/j.ememar.2017.10.001.
• Borri, Nicola, 2018, "Local currency systemic risk," Emerging Markets Review, Elsevier, volume 34, issue C, pages 111-123, DOI: 10.1016/j.ememar.2017.11.003.
• Bouri, Elie & Gupta, Rangan & Hosseini, Seyedmehdi & Lau, Chi Keung Marco, 2018, "Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model," Emerging Markets Review, Elsevier, volume 34, issue C, pages 124-142, DOI: 10.1016/j.ememar.2017.11.004.
• Cayon, Edgardo & Thorp, Susan & Wu, Eliza, 2018, "Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis," Emerging Markets Review, Elsevier, volume 34, issue C, pages 162-174, DOI: 10.1016/j.ememar.2017.11.006.
• Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018, "Can Islamic banks have their own benchmark?," Emerging Markets Review, Elsevier, volume 35, issue C, pages 120-136, DOI: 10.1016/j.ememar.2018.02.002.
• Cumming, Douglas & Fleming, Grant & Liu, Zhangxin (Frank), 2018, "Shadow banking in Asia: Foreign versus domestic lending to real estate projects," Emerging Markets Review, Elsevier, volume 35, issue C, pages 137-147, DOI: 10.1016/j.ememar.2018.02.007.
• Mehigan, Caroline, 2018, "Bilateral adjustment of bank assets: Boom and bust," Emerging Markets Review, Elsevier, volume 36, issue C, pages 144-158, DOI: 10.1016/j.ememar.2018.04.004.
• Leite, André Luis & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silva, Aldo Ferreira, 2018, "Size, value, profitability, and investment: Evidence from emerging markets," Emerging Markets Review, Elsevier, volume 36, issue C, pages 45-59, DOI: 10.1016/j.ememar.2018.04.006.
• Ratha, Dilip & De, Supriyo & Kurlat, Sergio, 2018, "Does governing law affect bond spreads?," Emerging Markets Review, Elsevier, volume 36, issue C, pages 60-78, DOI: 10.1016/j.ememar.2018.04.005.
• Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin J., 2018, "Financial connectedness of BRICS and global sovereign bond markets," Emerging Markets Review, Elsevier, volume 37, issue C, pages 1-16, DOI: 10.1016/j.ememar.2018.02.006.
• Tran, Ly Thi Hai & Hoang, Thao Thi Phuong & Tran, Hoa Xuan, 2018, "Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market," Emerging Markets Review, Elsevier, volume 37, issue C, pages 114-133, DOI: 10.1016/j.ememar.2018.07.001.
• Inekwe, John Nkwoma & Jin, Yi & Valenzuela, Maria Rebecca, 2018, "A new approach to financial integration and market income inequality," Emerging Markets Review, Elsevier, volume 37, issue C, pages 134-147, DOI: 10.1016/j.ememar.2018.07.002.
• Keefe, Helena Glebocki & Shadmani, Hedieh, 2018, "Foreign exchange market intervention and asymmetric preferences," Emerging Markets Review, Elsevier, volume 37, issue C, pages 148-163, DOI: 10.1016/j.ememar.2018.08.001.
• Foye, James, 2018, "A comprehensive test of the Fama-French five-factor model in emerging markets," Emerging Markets Review, Elsevier, volume 37, issue C, pages 199-222, DOI: 10.1016/j.ememar.2018.09.002.
• Ge, Wenxia & Kim, Jeong-Bon & Li, Tiemei & Li, Yutao, 2018, "Operations in offshore financial centers and loan syndicate structure," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 157-180, DOI: 10.1016/j.jempfin.2017.11.002.
• Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao, 2018, "New evidence on asymmetric return–volume dependence and extreme movements," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 212-227, DOI: 10.1016/j.jempfin.2017.11.012.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2018, "Forecasting global stock market implied volatility indices," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 111-129, DOI: 10.1016/j.jempfin.2017.12.008.
• Gürtler, Marc & Neelmeier, Philipp, 2018, "Empirical analysis of the international public covered bond market," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 163-181, DOI: 10.1016/j.jempfin.2018.01.002.
• Atanasov, Victoria, 2018, "World output gap and global stock returns," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 181-197, DOI: 10.1016/j.jempfin.2018.06.010.
• Chan, Kalok & Yang, Jian & Zhou, Yinggang, 2018, "Conditional co-skewness and safe-haven currencies: A regime switching approach," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 58-80, DOI: 10.1016/j.jempfin.2018.06.001.
• Ibikunle, Gbenga, 2018, "Trading places: Price leadership and the competition for order flow," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 178-200, DOI: 10.1016/j.jempfin.2018.09.007.
• Chen, Qinhua & Chi, Yeguang, 2018, "Smart beta, smart money," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 19-38, DOI: 10.1016/j.jempfin.2018.08.002.
• Li, Fengyun & Zhang, Huacheng & Zheng, Dazhi, 2018, "Seasonality in the cross section of stock returns: Advanced markets versus emerging markets," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 263-281, DOI: 10.1016/j.jempfin.2018.11.001.
• Bouri, Elie & Shahzad, Syed Jawad Hussain & Raza, Naveed & Roubaud, David, 2018, "Oil volatility and sovereign risk of BRICS," Energy Economics, Elsevier, volume 70, issue C, pages 258-269, DOI: 10.1016/j.eneco.2017.12.018.
• Lundgren, Amanda Ivarsson & Milicevic, Adriana & Uddin, Gazi Salah & Kang, Sang Hoon, 2018, "Connectedness network and dependence structure mechanism in green investments," Energy Economics, Elsevier, volume 72, issue C, pages 145-153, DOI: 10.1016/j.eneco.2018.04.015.
• Peng, Cheng & Zhu, Huiming & Guo, Yawei & Chen, Xiuyun, 2018, "Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile," Energy Economics, Elsevier, volume 72, issue C, pages 188-199, DOI: 10.1016/j.eneco.2018.04.007.
• Baur, Dirk G. & Todorova, Neda, 2018, "Automobile manufacturers, electric vehicles and the price of oil," Energy Economics, Elsevier, volume 74, issue C, pages 252-262, DOI: 10.1016/j.eneco.2018.05.034.
• Kim, Jeayoon & Park, Kwangwoo, 2018, "Effect of the Clean Development Mechanism on the deployment of renewable energy: Less developed vs. well-developed financial markets," Energy Economics, Elsevier, volume 75, issue C, pages 1-13, DOI: 10.1016/j.eneco.2018.07.034.
• Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018, "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, volume 75, issue C, pages 239-248, DOI: 10.1016/j.eneco.2018.08.021.
• Shen, Yifan & Shi, Xunpeng & Variam, Hari Malamakkavu Padinjare, 2018, "Risk transmission mechanism between energy markets: A VAR for VaR approach," Energy Economics, Elsevier, volume 75, issue C, pages 377-388, DOI: 10.1016/j.eneco.2018.08.027.
• Ji, Qiang & Liu, Bing-Yue & Nehler, Henrik & Uddin, Gazi Salah, 2018, "Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach," Energy Economics, Elsevier, volume 76, issue C, pages 115-126, DOI: 10.1016/j.eneco.2018.10.010.
• Dogah, Kingsley E. & Premaratne, Gamini, 2018, "Sectoral exposure of financial markets to oil risk factors in BRICS countries," Energy Economics, Elsevier, volume 76, issue C, pages 228-256, DOI: 10.1016/j.eneco.2018.09.014.
• Lv, Xin & Lien, Donald & Chen, Qian & Yu, Chang, 2018, "Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries," Energy Economics, Elsevier, volume 76, issue C, pages 325-343, DOI: 10.1016/j.eneco.2018.10.017.
• Degiannakis, Stavros & Filis, George, 2018, "Forecasting oil prices: High-frequency financial data are indeed useful," Energy Economics, Elsevier, volume 76, issue C, pages 388-402, DOI: 10.1016/j.eneco.2018.10.026.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2018, "Addressing COP21 using a stock and oil market integration index," Energy Policy, Elsevier, volume 116, issue C, pages 127-136, DOI: 10.1016/j.enpol.2018.01.048.
• Hill, Paula & Bissoondoyal-Bheenick, Emawtee & Faff, Robert, 2018, "New evidence on sovereign to corporate credit rating spill-overs," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 209-225, DOI: 10.1016/j.irfa.2017.09.004.
• Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza, 2018, "The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 136-152, DOI: 10.1016/j.irfa.2018.01.005.
• Zaremba, Adam & Andreu, Laura, 2018, "Paper profits or real money? Trading costs and stock market anomalies in country ETFs," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 181-192, DOI: 10.1016/j.irfa.2018.01.007.
• Cuestas, Juan Carlos & Huang, Ying Sophie & Tang, Bo, 2018, "Does internationalisation increase exchange rate exposure? -Evidence from Chinese financial firms," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 253-263, DOI: 10.1016/j.irfa.2018.01.013.
• Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2018, "Stock market liquidity and trading activity: Is China different?," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 32-51, DOI: 10.1016/j.irfa.2017.12.010.
• Ji, Qiang & Bouri, Elie & Roubaud, David, 2018, "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 1-12, DOI: 10.1016/j.irfa.2018.02.001.
• Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2018, "Risk perception in financial markets: On the flip side," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 184-206, DOI: 10.1016/j.irfa.2018.03.005.
• Hu, Zhijun & Kutan, Ali M. & Sun, Ping-Wen, 2018, "Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 207-220, DOI: 10.1016/j.irfa.2018.03.015.
• Bilgin, Mehmet Huseyin & Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin, 2018, "The effects of uncertainty measures on the price of gold," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 1-7, DOI: 10.1016/j.irfa.2018.03.009.
• Schmidbauer, Harald & Rösch, Angi, 2018, "The impact of festivities on gold price expectation and volatility," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 117-131, DOI: 10.1016/j.irfa.2018.03.006.
• BenSaïda, Ahmed, 2018, "The contagion effect in European sovereign debt markets: A regime-switching vine copula approach," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 153-165, DOI: 10.1016/j.irfa.2017.09.013.
• Wang, Zijun & Qian, Yan & Wang, Shiwen, 2018, "Dynamic trading volume and stock return relation: Does it hold out of sample?," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 195-210, DOI: 10.1016/j.irfa.2017.10.003.
• Balafas, Nikolaos & Florackis, Chris & Kostakis, Alexandros, 2018, "Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 69-90, DOI: 10.1016/j.irfa.2018.05.001.
• Labidi, Chiaz & Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Bekiros, Stelios, 2018, "Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 179-211, DOI: 10.1016/j.irfa.2018.08.005.
• Yang, Lu & Yang, Lei & Hamori, Shigeyuki, 2018, "Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 19-34, DOI: 10.1016/j.irfa.2018.06.001.
• Prasad, Nalin & Grant, Andrew & Kim, Suk-Joong, 2018, "Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 115-126, DOI: 10.1016/j.irfa.2018.09.006.
• Yi, Shuyue & Xu, Zishuang & Wang, Gang-Jin, 2018, "Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 98-114, DOI: 10.1016/j.irfa.2018.08.012.
• Pruna, Radu T. & Polukarov, Maria & Jennings, Nicholas R., 2018, "Avoiding regret in an agent-based asset pricing model," Finance Research Letters, Elsevier, volume 24, issue C, pages 273-277, DOI: 10.1016/j.frl.2017.09.014.
• Ekinci, Cumhur & Ersan, Oguz, 2018, "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, volume 24, issue C, pages 313-320, DOI: 10.1016/j.frl.2017.09.020.
• Shirasu, Yoko, 2018, "Long-term strategic effects of mergers and acquisitions in Asia-Pacific banks," Finance Research Letters, Elsevier, volume 24, issue C, pages 73-80, DOI: 10.1016/j.frl.2017.07.003.
• Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur, 2018, "Risk transmitters and receivers in global currency markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 1-9, DOI: 10.1016/j.frl.2017.09.018.
• Dobrynskaya, Victoria, 2018, "Pricing within and across asset classes," Finance Research Letters, Elsevier, volume 25, issue C, pages 10-15, DOI: 10.1016/j.frl.2017.09.017.
• Lee, Chia-Hao & Chou, Pei-I, 2018, "Financial openness and market liquidity in emerging markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 124-130, DOI: 10.1016/j.frl.2017.10.024.
• Kim, Jinyong & Kim, Yongsik, 2018, "Foreign investors and the speed of price adjustment across multiple correlation regimes in Korea," Finance Research Letters, Elsevier, volume 25, issue C, pages 137-144, DOI: 10.1016/j.frl.2017.10.022.
• Jin, Xiaoye, 2018, "Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-copula approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 202-212, DOI: 10.1016/j.frl.2017.10.027.
• Mensi, Walid & Boubaker, Ferihane Zaraa & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon, 2018, "Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 230-238, DOI: 10.1016/j.frl.2017.10.032.
• Guo, Peng & Zhu, Huiming & You, Wanhai, 2018, "Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: A quantile regression approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 251-258, DOI: 10.1016/j.frl.2017.11.001.
• Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018, "Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 26, issue C, pages 100-105, DOI: 10.1016/j.frl.2017.12.008.
• Demir, Ender & Gozgor, Giray & Lau, Chi Keung Marco & Vigne, Samuel A., 2018, "Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation," Finance Research Letters, Elsevier, volume 26, issue C, pages 145-149, DOI: 10.1016/j.frl.2018.01.005.
• Kaiser, Lars & Fleisch, Michael & Salcher, Lukas, 2018, "Bias and misrepresentation revisited: Perspective on major equity indices," Finance Research Letters, Elsevier, volume 26, issue C, pages 223-229, DOI: 10.1016/j.frl.2017.12.019.
• Eom, Yunsung, 2018, "The opposite disposition effect: Evidence from the Korean stock index futures market," Finance Research Letters, Elsevier, volume 26, issue C, pages 261-265, DOI: 10.1016/j.frl.2018.02.004.
• González-Sánchez, Mariano, 2018, "Causality in the EMU sovereign bond markets," Finance Research Letters, Elsevier, volume 26, issue C, pages 281-290, DOI: 10.1016/j.frl.2018.02.020.
• Caspi, Itamar & Graham, Meital, 2018, "Testing for bubbles in stock markets with irregular dividend distribution," Finance Research Letters, Elsevier, volume 26, issue C, pages 89-94, DOI: 10.1016/j.frl.2017.12.015.
• Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2018, "On the determinants of bitcoin returns: A LASSO approach," Finance Research Letters, Elsevier, volume 27, issue C, pages 235-240, DOI: 10.1016/j.frl.2018.03.016.
• Czudaj, Robert L., 2018, "Is equity market volatility driven by migration fear?," Finance Research Letters, Elsevier, volume 27, issue C, pages 34-37, DOI: 10.1016/j.frl.2018.02.029.
• Joe, Denis Yongmin & Oh, Frederick Dongchuhl & Park, Cheolbeom, 2018, "Control-ownership disparity and stock market Predictability: Evidence from Korean chaebols," Finance Research Letters, Elsevier, volume 27, issue C, pages 6-11, DOI: 10.1016/j.frl.2018.01.003.
• Bouri, Elie & Lien, Donald & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018, "Directional predictability of implied volatility: From crude oil to developed and emerging stock markets," Finance Research Letters, Elsevier, volume 27, issue C, pages 65-79, DOI: 10.1016/j.frl.2018.02.022.
• Gupta, Suman & Das, Debojyoti & Hasim, Haslifah & Tiwari, Aviral Kumar, 2018, "The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach," Finance Research Letters, Elsevier, volume 27, issue C, pages 91-98, DOI: 10.1016/j.frl.2018.02.018.
• Zhang, Hao, 2018, "Intraday patterns in foreign exchange returns and realized volatility," Finance Research Letters, Elsevier, volume 27, issue C, pages 99-104, DOI: 10.1016/j.frl.2018.02.017.
• Atawnah, Nader & Balachandran, Balasingham & Duong, Huu Nhan & Podolski, Edward J., 2018, "Does exposure to foreign competition affect stock liquidity? Evidence from industry-level import data," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 44-67, DOI: 10.1016/j.finmar.2017.12.002.