Research classified by Journal of Economic Literature (JEL) codes

2018

• Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2018, "Retrieving aggregate information from option volume," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 220-232, DOI: 10.1016/j.iref.2017.07.018.
• Nagano, Mamoru, 2018, "What promotes/prevents firm bond issuance in emerging economies: Bank–firm relationship or information asymmetry?," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 161-177, DOI: 10.1016/j.iref.2017.10.022.
• Hassouneh, Islam & Couleau, Anabelle & Serra, Teresa & Al-Sharif, Iqbal, 2018, "The effect of conflict on Palestine, Israel, and Jordan stock markets," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 258-266, DOI: 10.1016/j.iref.2017.10.028.
• Lee, Kyuseok, 2018, "Systematic exchange rate variation: Where does the dollar factor come from?," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 288-307, DOI: 10.1016/j.iref.2017.10.030.
• Chen, Peng, 2018, "Understanding international stock market comovements: A comparison of developed and emerging markets," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 451-464, DOI: 10.1016/j.iref.2017.12.004.
• Chang, Chong-Chuo, 2018, "Cash conversion cycle and corporate performance: Global evidence," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 568-581, DOI: 10.1016/j.iref.2017.12.014.
• Burdekin, Richard C.K. & Siklos, Pierre L., 2018, "Quantifying the impact of the November 2014 Shanghai-Hong Kong Stock Connect," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 156-163, DOI: 10.1016/j.iref.2018.01.001.
• Kutan, Ali M. & Shi, Yukun & Wei, Mingzhe & Zhao, Yang, 2018, "Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 183-197, DOI: 10.1016/j.iref.2018.01.003.
• Yao, Shujie & He, Hongbo & Chen, Shou & Ou, Jinghua, 2018, "Financial liberalization and cross-border market integration: Evidence from China's stock market," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 220-245, DOI: 10.1016/j.iref.2018.03.023.
• Blau, Benjamin M., 2018, "Exchange rate volatility and the stability of stock prices," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 299-311, DOI: 10.1016/j.iref.2018.04.002.
• Deng, Xiaohu & Gao, Lei, 2018, "The monitoring of short selling: Evidence from China," Research in International Business and Finance, Elsevier, volume 43, issue C, pages 68-78, DOI: 10.1016/j.ribaf.2017.07.087.
• Arnold, Ivo J.M. & Soederhuizen, Beau, 2018, "Bank stability and refinancing operations during the crisis: Which way causality?," Research in International Business and Finance, Elsevier, volume 43, issue C, pages 79-89, DOI: 10.1016/j.ribaf.2017.07.122.
• Li, Suxiao & de Haan, Jakob & Scholtens, Bert, 2018, "Cyclical behavior of international fund flows," Research in International Business and Finance, Elsevier, volume 43, issue C, pages 99-112, DOI: 10.1016/j.ribaf.2017.07.123.
• Kyritsis, Evangelos & Serletis, Apostolos, 2018, "The zero lower bound and market spillovers: Evidence from the G7 and Norway," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 100-123, DOI: 10.1016/j.ribaf.2017.05.015.
• Kuttu, Saint, 2018, "Modelling long memory in volatility in sub-Saharan African equity markets," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 176-185, DOI: 10.1016/j.ribaf.2017.07.073.
• Khalifa, Maha & Othman, Hakim Ben & Hussainey, Khaled, 2018, "The effect of ex ante and ex post conservatism on the cost of equity capital: A quantile regression approach for MENA countries," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 239-255, DOI: 10.1016/j.ribaf.2017.07.093.
• Al-Thaqeb, Saud Asaad, 2018, "Do international markets overreact? Event study: International market reaction to U.S. local news events," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 369-385, DOI: 10.1016/j.ribaf.2017.07.106.
• Aloui, Chaker & Hkiri, Besma & Lau, Marco Chi Keung & Yarovaya, Larisa, 2018, "Information transmission across stock indices and stock index futures: International evidence using wavelet framework," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 411-421, DOI: 10.1016/j.ribaf.2017.07.112.
• Economou, Fotini & Panagopoulos, Yannis & Tsouma, Ekaterini, 2018, "Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 459-470, DOI: 10.1016/j.ribaf.2017.07.116.
• Karaa, Rabaa & Slim, Skander & Hmaied, Dorra Mezzez, 2018, "Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 88-99, DOI: 10.1016/j.ribaf.2017.01.010.
• Ahmed, Neveen & Farooq, Omar, 2018, "Does the degree of Shari’ah compliance affect the volatility? Evidence from the MENA region," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 150-157, DOI: 10.1016/j.ribaf.2017.07.143.
• Ahmad, Wasim & Sharma, Sumit Kumar, 2018, "Testing output gap and economic uncertainty as an explicator of stock market returns," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 293-306, DOI: 10.1016/j.ribaf.2017.07.162.
• Oikonomikou, Leoni Eleni, 2018, "Modeling financial market volatility in transition markets: a multivariate case," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 307-322, DOI: 10.1016/j.ribaf.2017.07.163.
• Azad, A.S.M. Sohel & Chazi, Abdelaziz & Cooper, Peter & Ahsan, Amirul, 2018, "What determines the Japanese corporate credit spread? A new evidence," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 349-356, DOI: 10.1016/j.ribaf.2017.07.168.
• Mensah, Jones Odei & Premaratne, Gamini, 2018, "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 357-388, DOI: 10.1016/j.ribaf.2017.07.169.
• Grassa, Rihab & Miniaoui, Hela, 2018, "Corporate choice between conventional bond and Sukuk issuance evidence from GCC countries," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 454-466, DOI: 10.1016/j.ribaf.2017.07.179.
• Tebaldi, Edinaldo & Nguyen, Hana & Zuluaga, John, 2018, "Determinants of emerging markets’ financial health: A panel data study of sovereign bond spreads," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 82-93, DOI: 10.1016/j.ribaf.2017.07.135.
• Zaremba, Adam & Shemer, Jacob, 2018, "Is there momentum in factor premia? Evidence from international equity markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 120-130, DOI: 10.1016/j.ribaf.2017.12.002.
• Kuttu, Saint & Aboagye, Anthony Q.Q. & Bokpin, Godfred A., 2018, "Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 211-226, DOI: 10.1016/j.ribaf.2018.02.005.
• Wang, Wenzhao, 2018, "Investor sentiment and the mean-variance relationship: European evidence," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 227-239, DOI: 10.1016/j.ribaf.2018.02.006.
• Lau, Chi Keung Marco & Sheng, Xin, 2018, "Inter- and intra-regional analysis on spillover effects across international stock markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 420-429, DOI: 10.1016/j.ribaf.2018.04.013.
• Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2018, "Exchange rates and macro news in emerging markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 516-527, DOI: 10.1016/j.ribaf.2018.06.007.
• Marszk, Adam & Lechman, Ewa, 2018, "Tracing financial innovation diffusion and substitution trajectories. Recent evidence on exchange-traded funds in Japan and South Korea," Technological Forecasting and Social Change, Elsevier, volume 133, issue C, pages 51-71, DOI: 10.1016/j.techfore.2018.03.003.
• Ho, Chun-Yu & Huang, Shaoqing & Shi, Hao & Wu, Jun, 2018, "Financial deepening and innovation: The role of political institutions," World Development, Elsevier, volume 109, issue C, pages 1-13, DOI: 10.1016/j.worlddev.2018.02.022.
• Martin T. Bohl & Pierre L. Siklos & Claudia Wellenreuther, 2018, "Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-06, Jan.
• Richard C. K. Burdekin & Pierre L. Siklos, 2018, "Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-09, Jan.
• Farboodi, Maryam & Kondor, Peter, 2018, "Heterogeneous global cycles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118911, Dec.
• Lleo, Sebastien & Ziemba, William, 2018, "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118923, Sep.
• Beaver, William & Cascino, Stefano & Correia, Maria & McNichols, Maureen, 2018, "Bankruptcy in groups," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118925, Aug.
• Bahar, Dany & Molina, Carlos A. & Santos, Miguel Angel, 2018, "Fool's gold: the impact of Venezuelan currency devaluations on multinational stock prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123056, Oct.
• Bremus, Franziska & Neugebauer, Katja, 2018, "Reduced cross-border lending and financing costs of SMEs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84298, Feb.
• Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano, 2019, "Identification of global and local shocks in international financial markets via general dynamic factor models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86932, Jan.
• Kremens, Lukas & Martin, Ian, 2019, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89839, Mar.
• Bahaj, Saleem & Reis, Ricardo, 2018, "Central bank swap lines," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90374, Jun.
• Norberto Montani Martins, 2018, "A crise do sistema financeiro globalizado contemporâneo: perspectivas a partir da reforma regulatória global pós-2008," Brazilian Journal of Political Economy, FGV EAESP, volume 38, issue 4, pages 650-669, February, DOI: 10.1590/0101-3157-2018-2758.
• John Grahl & Photis Lysandrou, 2018, "Germany’s brake on European capital-market development," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 15, issue 3, pages 364-381, November.
• Junji Tokunaga & Gerald Epstein, 2018, "The endogenous finance of global-dollar-based financial fragility in the 2000s: a Minskyan approach," Review of Keynesian Economics, Edward Elgar Publishing, volume 6, issue 1, pages 62-82, January.
• Min-Yu (Stella) Liao, 2018, "International Evidence on Economic Freedom, Governance, and Firm Performance," Advances in Financial Economics, Emerald Group Publishing Limited, "International Corporate Governance and Regulation", DOI: 10.1108/S1569-373220180000020004.
• Zhongzhi (Lawrence) He & Martin Kusy & Deepak Singh & Samir Trabelsi, 2018, "Should We Trust Fund Managers? A Close Look at the Canadian Mutual Fund Governance," Advances in Financial Economics, Emerald Group Publishing Limited, "International Corporate Governance and Regulation", DOI: 10.1108/S1569-373220180000020005.
• Ahmed Kouki, 2018, "Mandatory IFRS adoption, investor protection and earnings management," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 26, issue 1, pages 187-204, March, DOI: 10.1108/IJAIM-07-2017-0091.
• Peterson K. Ozili, 2018, "Banking stability determinants in Africa," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 462-483, May, DOI: 10.1108/IJMF-01-2018-0007.
• Uros Duric, 2018, "ECB monetary policy and small open economies? stock markets: Estimating actions and communication spillovers," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408453, Jun.
• Hazar Altinba?, 2018, "Examining Time-Varying Integrity And Interrelationships Among Global Stock Markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408726, Jun.
• Hong Rim & Robert Setaputra, 2018, "Study on the Co-movement between Stock Markets in Asia, Europe and the North America," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408852, Jun.
• Ana Mafalda Vasconcelos, 2018, "Why political risk matters for banking flows?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6508376, Jul.
• Kiran Kumar Kotha, 2018, "Mis-pricing in Single Stock Futures: Evidence from National Stock Exchange of India," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7310288, Nov.
• Cristiana Tudor, 2018, "Implications of Extreme Value Theory for stock market investments," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508377, Apr.
• Antonio García-Amáte & Alicia R. Orellana & María Jose Muñoz Torrecillas, 2018, "Economic-financial impact of peak oil on the five largest oil and gas companies," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508851, Apr.
• Mihai Ni?oi & Cristian Valeriu Stanciu & Cristi Spulb?r, 2018, "Co-movement between stock markets and exchange rates in Central and Eastern Europe," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8110322, Nov.
• Galicia Palacios, Alejandro & Coria Páez, Ana Lilia. & Flores Ortega, Miguel., 2018, "Volatilidad estocástica del tipo de cambio, impacto y desequilibrios en la economía mexicana./Stochastic volatility of the exchange rate, impact and imbalances in the mexican economy," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 8, issue 1, pages 35-52, enero-jun.
• Patrycja Chodnicka-Jaworska, 2018, "Banks’ Credit Rating Changes and Their Stock Prices – the Impact of Political Divisions and Economy Development," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 22018, Nov.
• Patrycja Chodnicka-Jaworska, 2018, "Banks credit ratings – is the size of the credit rating agency important?," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 32018, Dec.
• Tamon Asonuma & Mike Xin Li & Saji Thomas & Michael G. Papaioannou & Eriko Togo, 2018, "Sustainability and Equity Challenges to Pension Systems: The Case of Lebanon," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 10, pages 67-106, December.
• Ewa Niedzwiedzka, 2018, "Trends in the Market of Payment Instruments in Poland on the Background of Other European Union Countries in the Years 2005–2015 (Tendencje zmian na rynku instrumentow platniczych w Polsce na tle pozostalych krajow Unii Europejskiej w latach 2005–201," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 72, pages 103-115.
• Krzysztof Borowski, 2018, "Normal Distribution of Returns of Warsaw Stock Exchange Indexes (Rozklad normalny stop zwrotu indeksow Gieldy Papierow Wartosciowych w Warszawie)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 74, pages 11-45.
• Patrycja Chodnicka-Jaworska, 2018, "Sensitivity of the Central and Eastern European Stock Market to Credit Rating Changes (Wrazliwosc rynku akcji Europy Srodkowo-Wschodniej na zmiany credit ratingow)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 74, pages 46-61.
• Malgorzata Mikita, 2018, "The Influence of the CRD/CRR Package and the Banking Union on the Banking Market in Poland (Wplyw pakietu CRD/CRR i unii bankowej na rynek bankowy w Polsce)," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 29, pages 64-72.
• Thomas Nitschka, 2018, "Did China's anti-corruption campaign affect the risk premium on stocks of global luxury goods firms?," Working Papers, Swiss National Bank, number 2018-09.
• Thomas Nitschka & David Haab, 2018, "Carry trade and forward premium puzzle from the perspective of a safe-haven currency," Working Papers, Swiss National Bank, number 2018-17.
• Ephraim Clark & Selima Baccar, 2018, "Modelling credit spreads with time volatility, skewness, and kurtosis," Annals of Operations Research, Springer, volume 262, issue 2, pages 431-461, March, DOI: 10.1007/s10479-015-1975-5.
• George Chalamandaris & Nikos E. Vlachogiannakis, 2018, "Are financial ratios relevant for trading credit risk? Evidence from the CDS market," Annals of Operations Research, Springer, volume 266, issue 1, pages 395-440, July, DOI: 10.1007/s10479-016-2373-3.
• Mariya Gubareva & Maria Rosa Borges, 2018, "Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk," Annals of Operations Research, Springer, volume 266, issue 1, pages 71-100, July, DOI: 10.1007/s10479-017-2438-y.
• Dimitrios Koutmos, 2018, "Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?," Annals of Operations Research, Springer, volume 266, issue 1, pages 441-498, July, DOI: 10.1007/s10479-018-2788-0.
• Taras Bodnar & Yarema Okhrin & Valdemar Vitlinskyy & Taras Zabolotskyy, 2018, "Determination and estimation of risk aversion coefficients," Computational Management Science, Springer, volume 15, issue 2, pages 297-317, June, DOI: 10.1007/s10287-018-0317-x.
• Semei Coronado & Omar Rojas & Rafael Romero-Meza & Apostolos Serletis & Leslie Verteramo Chiu, 2018, "Crude Oil and Biofuel Agricultural Commodity Prices," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Fredj Jawadi, "Uncertainty, Expectations and Asset Price Dynamics", DOI: 10.1007/978-3-319-98714-9_5.
• António Afonso & Jaromír Baxa & Michal Slavík, 2018, "Fiscal developments and financial stress: a threshold VAR analysis," Empirical Economics, Springer, volume 54, issue 2, pages 395-423, March, DOI: 10.1007/s00181-016-1210-5.
• Diego Winkelried & Luis A. Iberico, 2018, "Calendar effects in Latin American stock markets," Empirical Economics, Springer, volume 54, issue 3, pages 1215-1235, May, DOI: 10.1007/s00181-017-1257-y.
• Syed F. Mahmud & Murat Tiniç, 2018, "Herding in Chinese stock markets: a nonparametric approach," Empirical Economics, Springer, volume 55, issue 2, pages 679-711, September, DOI: 10.1007/s00181-017-1281-y.
• Mohammadreza Tavakoli Baghdadabad & Girijasankar Mallik, 2018, "Global idiosyncratic risk moments," Empirical Economics, Springer, volume 55, issue 2, pages 731-764, September, DOI: 10.1007/s00181-017-1301-y.
• Matthew Hoelle, 2018, "Stationary inflation and Pareto efficiency with incomplete markets and a large open economy," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 6, issue 1, pages 115-128, April, DOI: 10.1007/s40505-017-0128-1.
• Selma Izadi & M. Kabir Hassan, 2018, "Portfolio and hedging effectiveness of financial assets of the G7 countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 8, issue 2, pages 183-213, August, DOI: 10.1007/s40822-017-0090-0.
• Jaratin Lily & Imbarine Bujang & Abdul Aziz Karia & Mori Kogid, 2018, "Exchange rate exposure revisited in Malaysia: a tale of two measures," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 8, issue 4, pages 409-435, December, DOI: 10.1007/s40821-017-0099-z.
• Li Jiang & Jeong-Bon Kim & Lei Pang, 2018, "Foreign institutional investors and stock return comovement," Frontiers of Business Research in China, Springer, volume 12, issue 1, pages 1-31, December, DOI: 10.1186/s11782-018-0036-8.
• O. P. C. Muhammed Rafi & M. Ramachandran, 2018, "Capital flows and exchange rate volatility: experience of emerging economies," Indian Economic Review, Springer, volume 53, issue 1, pages 183-205, December, DOI: 10.1007/s41775-018-0031-1.
• Benjamin Rainer Auer, 2018, "Are standard asset pricing factors long-range dependent?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 66-88, January, DOI: 10.1007/s12197-017-9385-y.
• Mohsen Bahmani-Oskooee & Sujata Saha, 2018, "On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 112-137, January, DOI: 10.1007/s12197-017-9388-8.
• Bruce Q. Budd, 2018, "The transmission of international stock market volatilities," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 155-173, January, DOI: 10.1007/s12197-017-9391-0.
• Saint Kuttu, 2018, "Asymmetric mean reversion and volatility in African real exchange rates," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 3, pages 575-590, July, DOI: 10.1007/s12197-017-9412-z.
• Zhenxi Chen & Weihong Huang & Huanhuan Zheng, 2018, "Estimating heterogeneous agents behavior in a two-market financial system," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 3, pages 491-510, October, DOI: 10.1007/s11403-017-0190-7.
• Hazem Krichene & Mhamed-Ali El-Aroui, 2018, "Artificial stock markets with different maturity levels: simulation of information asymmetry and herd behavior using agent-based and network models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 3, pages 511-535, October, DOI: 10.1007/s11403-017-0191-6.
• Toumi Hassen & Issaoui Fakhri & Ammouri Bilel & Touili Wassim & Hamdi Faouzi, 2018, "Dynamic Effects of Mergers and Acquisitions on the Performance of Commercial European Banks," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 9, issue 3, pages 1032-1048, September, DOI: 10.1007/s13132-016-0389-1.
• Sanjay Sehgal & Payal Jain & Florent Deisting, 2018, "Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 185-225, March, DOI: 10.1007/s40953-016-0067-y.
• Vinodh Madhavan & Partha Ray, 2018, "Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 13-35, March, DOI: 10.1007/s40953-017-0076-5.
• Muhammad Ali Nasir & Min Du, 2018, "Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 2, pages 363-388, June, DOI: 10.1007/s40953-017-0087-2.
• Zouheir Mighri, 2018, "On the Dynamic Linkages Among International Emerging Currencies," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 2, pages 427-473, June, DOI: 10.1007/s40953-017-0088-1.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018, "Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 2, pages 389-425, June, DOI: 10.1007/s40953-017-0090-7.
• Mafalda Venâncio Vasconcelos, 2018, "Banking Flows and Credit Risk in Southern European Countries," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_27.
• I. Antoniadis & N. Sariannidis & S. Kontsas, 2018, "The Effect of Bitcoin Prices on US Dollar Index Price," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_34.
• Imlak Shaikh, 2018, "Brexit and Global Implied Volatility Indices," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_6.
• Ryan T. Ball & Luzi Hail & Florin P. Vasvari, 2018, "Equity cross-listings in the U.S. and the price of debt," Review of Accounting Studies, Springer, volume 23, issue 2, pages 385-421, June, DOI: 10.1007/s11142-017-9424-0.
• Eddie Chamisa & Musa Mangena & Hamutyinei Harvey Pamburai & Venancio Tauringana, 2018, "Financial reporting in hyperinflationary economies and the value relevance of accounting amounts: hard evidence from Zimbabwe," Review of Accounting Studies, Springer, volume 23, issue 4, pages 1241-1273, December, DOI: 10.1007/s11142-018-9460-4.
• Jessica Leutert, 2018, "The Swiss franc safety premium," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 154, issue 1, pages 1-21, December, DOI: 10.1186/s41937-017-0014-7.
• Franz Nauschnigg, 2018, "Das Securities Market Programme — viele Vorteile für den Euroraum
  [The Securities Market Programme Benefits the Euro Area]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 98, issue 6, pages 399-404, June, DOI: 10.1007/s10273-018-2307-6.
• Shou-Min Tsao & Hsueh-Tien Lu, 2018, "The Effect of Investor Protection on Cross-Country Differences in R&D Investments," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 8, issue 4, pages 1-5.
• Helen Chiappini & Gianfranco A. Vento, 2018, "Socially Responsible Investments and their Anticyclical Attitude during Financial Turmoil Evidence from the Brexit shock," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 1, pages 1-4.
• Ioannis N. Kallianiotis, 2018, "Exchange Rate Expectations," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 2, pages 1-5.
• Gerhard Lechner & Rupert Beinhauer, 2018, "Are Commodity Hedge Funds interesting for institutional investors?," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 7, issue 1, pages 1-1.
• Timmer, Yannick, 2018, "Cyclical investment behavior across financial institutions," ESRB Working Paper Series, European Systemic Risk Board, number 77, Jul.
• Gross, Christian & Siklos, Pierre, 2018, "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," ESRB Working Paper Series, European Systemic Risk Board, number 78, Jul.
• Ieva Astrauskaitė & Arvydas Paškevičius, 2018, "An analysis of crowdfunded projects: KPI’s to success," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 6, issue 1, pages 23-24, September, DOI: 10.9770/jesi.2018.6.1(2).
• Rudolf Alvise Lennkh & Edmund Moshammer, 2018, "Sovereign Ratings: An Analysis of the Degree, Changes and Source of Moodys Judgement," Working Papers, European Stability Mechanism, number 27, Mar.
• Fernando Broner & Daragh Clancy & Alberto Martin & Aitor Erce, 2018, "Fiscal multipliers and foreign holdings of public debt," Working Papers, European Stability Mechanism, number 30, Mar.
• Vu Tran & Rasha Alsakka & Owain ap Gwilym, 2018, "Multiple credit ratings and market heterogeneity," Working Papers, Swansea University, School of Management, number 2018-26, Mar.
• Ansgar Belke & Irina Dubova & Thomas Osowski, 2018, "Policy uncertainty and international financial markets: the case of Brexit," Applied Economics, Taylor & Francis Journals, volume 50, issue 34-35, pages 3752-3770, July, DOI: 10.1080/00036846.2018.1436152.
• Richhild Moessner, 2018, "Effects of asset purchases and financial stability measures on term premia in the euro area," Applied Economics, Taylor & Francis Journals, volume 50, issue 43, pages 4617-4631, September, DOI: 10.1080/00036846.2018.1458199.
• Falko Fecht & Stefan Reitz, 2018, "Dealer behaviour in the Euro money market during times of crisis," Applied Economics, Taylor & Francis Journals, volume 50, issue 48, pages 5204-5219, October, DOI: 10.1080/00036846.2018.1486014.
• Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018, "Spillovers between Bitcoin and other assets during bear and bull markets," Applied Economics, Taylor & Francis Journals, volume 50, issue 55, pages 5935-5949, November, DOI: 10.1080/00036846.2018.1488075.
• Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018, "Macro news and bond yield spreads in the euro area," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 2, pages 114-134, January, DOI: 10.1080/1351847X.2017.1285797.
• Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2018, "Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 5, pages 391-412, March, DOI: 10.1080/1351847X.2017.1307773.
• Eric Jondeau & Emmanuel Jurczenko & Michael Rockinger, 2018, "Moment Component Analysis: An Illustration With International Stock Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 4, pages 576-598, October, DOI: 10.1080/07350015.2016.1216851.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018, "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, volume 6, issue 1, pages 1452328-145, January, DOI: 10.1080/23322039.2018.1452328.
• Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2018, "Analysis of Herding in Reits of an Emerging Market: The Case of Turkey," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 24, issue 1, pages 65-81, January, DOI: 10.1080/10835547.2018.12090007.
• C. May & G Farrell, 2018, "Modelling Exchange Rate Volatility Dynamics: Empirical Evidence From South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 42, issue 3, pages 71-114, December, DOI: 10.1080/10800379.2018.12097339.
• Dejan Makovšek & Marian Moszoro, 2018, "Risk pricing inefficiency in public–private partnerships," Transport Reviews, Taylor & Francis Journals, volume 38, issue 3, pages 298-321, May, DOI: 10.1080/01441647.2017.1324925.
• Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018, "The changing network of financial market linkages: the Asian experience," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-05.
• Aytul Ganioglu, 2018, "Net External Position, Financial Development, and Banking Crisis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1814.
• Meltem Gulenay Chadwick, 2018, "Dependence of �Fragile Five" and �Troubled Ten" Emerging Markets' Financial System to US Monetary Policy and Monetary Policy Uncertainty," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1817.
• Alan Matthews, 2018, "Implications of Brexit for developing countries agri-food trade," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0318, Mar.
• Michael Curran & Adnan Velic, 2018, "The CAPM, National Stock Market Betas, and Macroeconomic Covariates: A Global Analysis," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0618, Aug.
• Wing-Keung Wong & Hooi Hoi Lean & Michael McAleer & Feng-Tse Tsai, 2018, "Why did Warrant Markets Close in China but not Taiwan?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-051/III, May.
• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-052/III, May.
• Dirceu Pereira, 2018, "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 1, pages 1-44, DOI: http://dx.doi.org/10.1991/jefa.v2i1.
• Sebahattin Demirkan & Harlan Platt, 2018, "Differential Investors Response to Restatement Announcements: An Empirical Investigation," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 2, pages 29-59, DOI: http://dx.doi.org/10.1991/jefa.v2i2.
• Nicholas Burgess, 2018, "Interest Rate Swaptions: A Review and Derivation of Swaption Pricing Formulae," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 2, pages 87-103, DOI: http://dx.doi.org/10.1991/jefa.v2i2.
• Damir Becirovic & Emira Kozarevic, 2018, "Influence Of Frontier Capital Markets Interdependence And Efficiency On Shaping Investment Strategy Under The Financial Crisis Conditions," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 16, issue 1, pages 83-96, May.
• John Cotter & Anita Suurlaht, 2018, "Spillovers in Risk of Financial Institutions," Working Papers, Geary Institute, University College Dublin, number 201805, Feb.
• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-15, May.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2018, "A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-18, Jun.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2018, "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-26, Sep.
• Arturo Medina Castaño & Javier Iturrioz del Campo, 2018, "Análisis del impacto del valor añadido del gestor sobre el binomio Rentabilidad-Riesgo, medido mediante el ratio de Sharpe, en los Fondos de Inversión Socialmente Responsables
  [Impact analysis of fund manager’s added value on risk-adjusted perform," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 127, pages 181-203, DOI: 10.5209/REVE.59770.
• Alfredo Arahuetes García & Gonzalo Gómez Bengoechea, 2018, "The Macroeconomic Imbalance Procedure: A useful tool for predicting sovereign crises?," Estudios de Economia, University of Chile, Department of Economics, volume 45, issue 1 Year 20, pages 79-111, June.
• Mathieu Verougstraete & Alper Aras, 2018, "Tapping Capital Markets and Institutional Investors for Infrastructure Development," MPDD Working Paper Series, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), number WP/18/04, May.
• Georgy V. KHETAGUROV, 2018, "Development Trends in the Global Payment Card Market," Journal of New Economy, Ural State University of Economics, volume 19, issue 1, pages 16-25, February, DOI: 10.29141/2073-1019-2018-19-1-2.
• Mikhail V. ERSHOV, 2018, "2018: Economic Recovery in the World and the Russian Federation – For the Long Haul?," Upravlenets, Ural State University of Economics, volume 9, issue 2, pages 6-11, April, DOI: 10.29141/2073-1019-2018-9-2-2.
• Aslanidis, Nektarios, & Christiansen, Charlotte, 2018, "Flight to Safety from European Stock Markets," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/306547.
• Nicolas Stoffels & Cédric Tille, 2018, "Do Swiss foreign assets hedge the business cycle?," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 69, issue 01, pages 1-40, December.
• Vitaly Orlov, 2018, "Solvency Risk Premia and the Carry Trades," Working Papers on Finance, University of St. Gallen, School of Finance, number 1802, Feb.
• Nebosja Dimic & Vitaly Orlov, 2018, "Internationalization and firm valuation: New evidence from first offshore bond issuances of US firms," Working Papers on Finance, University of St. Gallen, School of Finance, number 1803, Feb.
• Florian Fuchs & Roland Füss & Tim Jenkisnon & Stefan Morkoetter, 2018, "Should Investors Care Where Private Equity Managers Went To School?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1806, Jan.
• Frank Graef & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2018, "Cash Holdings and the Performance of European Mutual Funds," Working Papers on Finance, University of St. Gallen, School of Finance, number 1807, Feb.
• Tim Jenkinson & Stefan Morkoetter & Thomas Wetzer, 2018, "Buy Low, Sell High? Do Private Equity Fund Managers Have Market Abilities?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1813, Mar.
• Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018, "OTC Premia," Working Papers on Finance, University of St. Gallen, School of Finance, number 1818, Aug, revised May 2019.
• Angelo Ranaldo & Fabricius Somogyi, 2018, "Asymmetric Information Risk in FX Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1820, Sep, revised Apr 2020.
• Angelo Ranaldo & Paolo Santucci de Magistris, 2018, "Trading Volume, Illiquidity and Commonalities in FX Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1823, Nov, revised Oct 2019.
• Farshid Abdi, 2018, "Cycles of Declines and Reversals Following Overnight Market Declines," Working Papers on Finance, University of St. Gallen, School of Finance, number 1829, Sep.
• Roland Füss & Daniel Ruf, 2018, "Office Market Interconnectedness and Systemic Risk Exposure," Working Papers on Finance, University of St. Gallen, School of Finance, number 1830, Apr.
• Carlo Bellavite Pellegrini & Laura Pellegrini & Michele Meoli & Giovanni Urga, 2018, "Systemic Risk Determinants In The European Banking Industry During Financial Crises, 2006-2012," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 126, issue 2, pages 109-122.
• URAL, Mert & DEMİRELİ, Erhan, 2018, "Modeling Asymmetric Volatility In The Chicago Board Options Exchange Volatility Index," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 1, pages 20-31.
• PANAIT, Iulian & BARANGA, Paul, 2018, "A Risk Assessment Framework For Alternative Investment Funds, Both At Fund Level And Market Level," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 2, pages 38-51, June.
• TVIRCUN, Alexandra, 2018, "Contemporary Tendencies Of Banking Globalization," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 6, issue 1, pages 118-126, October.
• MANTA, Elena Otilia, 2018, "The Role And Importance Of State Aid Schemes In Financing The National Economy," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 6, issue 1, pages 219-225, October.
• Saka Hami & Mehmet Orhan, 2018, "Are Sovereign Ratings by CRAs Consistent?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 1, pages 95-115.
• Marcos González-Fernández & Carmen González-Velasco, 2018, "What Drives Sovereign Debt Maturity in European Countries?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 2, pages 137-161.
• Dancho Petrov, 2018, "Application of Blockchain and Smart Contracts in the Financial Industry," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, volume 7, issue 2, pages 24-33, November.
• Bação Pedro & Duarte António Portugal & Sebastião Helder & Redzepagic Srdjan, 2018, "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business, Paradigm, volume 65, issue 2, pages 97-117, June, DOI: 10.2478/saeb-2018-0013.
• Lobão Júlio, 2018, "Are African Stock Markets Inefficient? New Evidence on Seasonal Anomalies," Scientific Annals of Economics and Business, Paradigm, volume 65, issue 3, pages 283-301, September, DOI: 10.2478/saeb-2018-0023.
• Sobolieva-Tereshchenko Olena, 2018, "The Bank Card Market: a Comparative Analysis of Ukraine and its Neighboring Countries," Comparative Economic Research, Paradigm, volume 21, issue 4, pages 25-44, December, DOI: 10.2478/cer-2018-0025.
• Tsaurai Kunofiwa, 2018, "Complementarity Between Foreign Aid and Financial Development as a Driver of Economic Growth in Selected Emerging Markets," Comparative Economic Research, Paradigm, volume 21, issue 4, pages 45-61, December, DOI: 10.2478/cer-2018-0026.
• Ślepaczuk Robert & Sakowski Paweł & Zakrzewski Grzegorz, 2018, "Investment Strategies that Beat the Market. What Can We Squeeze from the Market?," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 14, issue 4, pages 36-55, December, DOI: 10.2478/fiqf-2018-0026.
• Potrykus Marcin, 2018, "Comparison of Investment Performance Measures Using the Example of Selected Stock Exchanges," Financial Sciences. Nauki o Finansach, Paradigm, volume 23, issue 2, pages 30-46, June, DOI: 10.15611/fins.2018.2.03.
• Dziawgo Leszek & Dziawgo Danuta, 2018, "Regulations of the Financial Market in Poland. Equilibrium Vs. Inversion," Financial Sciences. Nauki o Finansach, Paradigm, volume 23, issue 4, pages 9-24, December, DOI: 10.15611/fins.2018.4.01.
• Todea Anita, 2018, "Financial Literacy and Stock Price Informativeness: a Cross-Country Study," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 63, issue 1, pages 63-72, April, DOI: 10.2478/subboec-2018-0004.
• Shehu U.R. Aliyu & Nafiu B. Abdulsalam & Sani Bawa, 2018, "Testing For Financial Spillovers In Calm And Turbulent Periods," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 18, issue 2, pages 1-27, December.
• Nazifi Aliyu & Z.S. Saheed & A.A. Alexander & Nafiu B. Abdussalam, 2018, "Does Oil Prices Shock Matter In The Nigerian Economy? Empirical Evidence From Sign-Identified Structural Vector Autoregression," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 18, issue 2, pages 47-69, December.
• Krzysztof Kość & Paweł Sakowski & Robert Ślepaczuk, 2018, "Momentum and contrarian effects on the cryptocurrency market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-09.
• Małgorzata Jabłczyńska & Krzysztof Kosc & Przemysław Ryś & Robert Ślepaczuk & Paweł Sakowski & Grzegorz Zakrzewski, 2018, "Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-18.
• Dinghai Xu & Jingru Ji & Donghua Wang, 2018, "Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market," Working Papers, University of Waterloo, Department of Economics, number 1806, Jan, revised 09 Jan 2018.
• Calomiris,Charles W. & Larrain,Mauricio & Schmukler,Sergio L., 2018, "Capital inflows, equity issuance activity, and corporate investment," Policy Research Working Paper Series, The World Bank, number 8405, Apr.
• Fraiberger,Samuel Paul & Lee,Do & Puy,Damien & Rancier,Romain, 2018, "Media Sentiment and International Asset Prices," Policy Research Working Paper Series, The World Bank, number 8649, Nov.
• Amat Adarov, 2018, "Estimation of Aggregate and Segment-specific Financial Cycles for a Global Sample of Countries," wiiw Statistical Reports, The Vienna Institute for International Economic Studies, wiiw, number 7, Apr.
• Amat Adarov, 2018, "Financial Cycles Around the World," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 145, Mar.
• Richard C. K. Burdekin, Pierre Siklos, 2018, "Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0110, Jan, revised 30 Jan 2018.
• Martin T. Bohl, Pierre Siklos, Claudia Wellenreuther, 2018, "Speculative Activity and Returns to Volatility of Chinese Major Agricultural Commodity Futures," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0111, Jan, revised 30 Jan 2018.
• Emiliano S. Pagnotta & Thomas Philippon, 2018, "Competing on Speed," Econometrica, Econometric Society, volume 86, issue 3, pages 1067-1115, May, DOI: 10.3982/ECTA10762.
• Marcelo Fernandes & Cristina M. Scherrer, 2018, "Price discovery in dual‐class shares across multiple markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 1, pages 129-155, January, DOI: 10.1002/fut.21889.