Research classified by Journal of Economic Literature (JEL) codes

2017

• Georgoutsos, Dimitris & Moratis, George, 2017, "Bank-sovereign contagion in the Eurozone: A panel VAR Approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 146-159, DOI: 10.1016/j.intfin.2017.01.004.
• Cai, Xiao Jing & Tian, Shuairu & Yuan, Nannan & Hamori, Shigeyuki, 2017, "Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 206-223, DOI: 10.1016/j.intfin.2017.02.001.
• Dufour, Alfonso & Stancu, Andrei & Varotto, Simone, 2017, "The equity-like behaviour of sovereign bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 25-46, DOI: 10.1016/j.intfin.2016.11.014.
• de Truchis, Gilles & Dell’Eva, Cyril & Keddad, Benjamin, 2017, "On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 82-98, DOI: 10.1016/j.intfin.2016.12.006.
• Samarakoon, Lalith P., 2017, "Contagion of the eurozone debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 115-128, DOI: 10.1016/j.intfin.2017.03.001.
• Xu, Hai-Chuan & Zhou, Wei-Xing & Sornette, Didier, 2017, "Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 173-183, DOI: 10.1016/j.intfin.2017.05.001.
• Gluzmann, Pablo & Guzman, Martin, 2017, "Assessing the robustness of the relationship between financial reforms and banking crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 32-47, DOI: 10.1016/j.intfin.2017.02.003.
• Frijns, Bart & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2017, "Excess stock return comovements and the role of investor sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 74-87, DOI: 10.1016/j.intfin.2017.02.005.
• He, Yinghua & Nielsson, Ulf & Wang, Yonglei, 2017, "Hurting without hitting: The economic cost of political tension," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 106-124, DOI: 10.1016/j.intfin.2017.08.011.
• Resnick, Bruce G. & Shoesmith, Gary L., 2017, "A note on modeling world equity markets with nonsynchronous data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 125-132, DOI: 10.1016/j.intfin.2017.05.010.
• Saad, Mohsen & Samet, Anis, 2017, "Liquidity and the implied cost of equity capital," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 15-38, DOI: 10.1016/j.intfin.2017.08.007.
• Al-Khazali, Osamah & Mirzaei, Ali, 2017, "Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 190-208, DOI: 10.1016/j.intfin.2017.10.001.
• Bhatta, Bibek & Marshall, Andrew & Thapa, Chandra, 2017, "Cost of sovereign debt and foreign bias in bond allocations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 75-91, DOI: 10.1016/j.intfin.2017.09.001.
• Li, Ting & Zaiats, Nataliya, 2017, "Information environment and earnings management of dual class firms around the world," Journal of Banking & Finance, Elsevier, volume 74, issue C, pages 1-23, DOI: 10.1016/j.jbankfin.2016.09.009.
• Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar, 2017, "The asymmetric effect of international swap lines on banks in emerging markets," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 215-234, DOI: 10.1016/j.jbankfin.2016.11.021.
• Billio, M. & Donadelli, M. & Paradiso, A. & Riedel, M., 2017, "Which market integration measure?," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 150-174, DOI: 10.1016/j.jbankfin.2016.12.002.
• Chortareas, Georgios & Noikokyris, Emmanouil, 2017, "Federal reserve's policy, global equity markets, and the local monetary policy stance," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 317-327, DOI: 10.1016/j.jbankfin.2016.04.026.
• Gannon, Gerard L. & Thuraisamy, Kannan S., 2017, "Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 328-350, DOI: 10.1016/j.jbankfin.2016.07.011.
• Liu, Xiaochun, 2017, "Unfolded risk-return trade-offs and links to Macroeconomic Dynamics," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 1-19, DOI: 10.1016/j.jbankfin.2017.04.015.
• Chen, Minghua & Wu, Ji & Jeon, Bang Nam & Wang, Rui, 2017, "Do foreign banks take more risk? Evidence from emerging economies," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 20-39, DOI: 10.1016/j.jbankfin.2017.05.004.
• Meller, Barbara & Metiu, Norbert, 2017, "The synchronization of credit cycles," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 98-111, DOI: 10.1016/j.jbankfin.2017.05.011.
• Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar, 2017, "Reprint of: The asymmetric effect of international swap lines on banks in emerging markets," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 153-172, DOI: 10.1016/j.jbankfin.2017.07.013.
• Chan, Marc K. & Kwok, Simon, 2017, "Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 166-187, DOI: 10.1016/j.jbankfin.2017.06.003.
• Nucera, Federico, 2017, "Unemployment fluctuations and the predictability of currency returns," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 88-106, DOI: 10.1016/j.jbankfin.2017.07.007.
• Mahmoodzadeh, Soheil & Gençay, Ramazan, 2017, "Human vs. high-frequency traders, penny jumping, and tick size," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 69-82, DOI: 10.1016/j.jbankfin.2017.08.015.
• Bonin, John P. & Louie, Dana, 2017, "Did foreign banks stay committed to emerging Europe during recent financial crises?," Journal of Comparative Economics, Elsevier, volume 45, issue 4, pages 793-808, DOI: 10.1016/j.jce.2016.08.003.
• Assefa, Tibebe A. & Esqueda, Omar A. & Mollick, André Varella, 2017, "Stock returns and interest rates around the World: A panel data approach," Journal of Economics and Business, Elsevier, volume 89, issue C, pages 20-35, DOI: 10.1016/j.jeconbus.2016.10.001.
• Killins, Robert N. & Egly, Peter V. & Escobari, Diego, 2017, "The impact of oil shocks on the housing market: Evidence from Canada and U.S," Journal of Economics and Business, Elsevier, volume 93, issue C, pages 15-28, DOI: 10.1016/j.jeconbus.2017.07.002.
• Choi, Nicole & Fedenia, Mark & Skiba, Hilla & Sokolyk, Tatyana, 2017, "Portfolio concentration and performance of institutional investors worldwide," Journal of Financial Economics, Elsevier, volume 123, issue 1, pages 189-208, DOI: 10.1016/j.jfineco.2016.09.007.
• Fama, Eugene F. & French, Kenneth R., 2017, "International tests of a five-factor asset pricing model," Journal of Financial Economics, Elsevier, volume 123, issue 3, pages 441-463, DOI: 10.1016/j.jfineco.2016.11.004.
• Doidge, Craig & Karolyi, G. Andrew & Stulz, René M., 2017, "The U.S. listing gap," Journal of Financial Economics, Elsevier, volume 123, issue 3, pages 464-487, DOI: 10.1016/j.jfineco.2016.12.002.
• van Binsbergen, Jules H. & Koijen, Ralph S.J., 2017, "The term structure of returns: Facts and theory," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 1-21, DOI: 10.1016/j.jfineco.2017.01.009.
• Bekaert, Geert & Hoyem, Kenton & Hu, Wei-Yin & Ravina, Enrichetta, 2017, "Who is internationally diversified? Evidence from the 401(k) plans of 296 firms," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 86-112, DOI: 10.1016/j.jfineco.2016.12.010.
• Londono, Juan M. & Zhou, Hao, 2017, "Variance risk premiums and the forward premium puzzle," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 415-440, DOI: 10.1016/j.jfineco.2017.02.002.
• Fauver, Larry & Hung, Mingyi & Li, Xi & Taboada, Alvaro G., 2017, "Board reforms and firm value: Worldwide evidence," Journal of Financial Economics, Elsevier, volume 125, issue 1, pages 120-142, DOI: 10.1016/j.jfineco.2017.04.010.
• Hoberg, Gerard & Moon, S. Katie, 2017, "Offshore activities and financial vs operational hedging," Journal of Financial Economics, Elsevier, volume 125, issue 2, pages 217-244, DOI: 10.1016/j.jfineco.2017.05.003.
• Edmans, Alex & Jayaraman, Sudarshan & Schneemeier, Jan, 2017, "The source of information in prices and investment-price sensitivity," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 74-96, DOI: 10.1016/j.jfineco.2017.06.017.
• Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2017, "International correlation risk," Journal of Financial Economics, Elsevier, volume 126, issue 2, pages 270-299, DOI: 10.1016/j.jfineco.2016.09.012.
• Anginer, Deniz & Cerutti, Eugenio & Martínez Pería, María Soledad, 2017, "Foreign bank subsidiaries' default risk during the global crisis: What factors help insulate affiliates from their parents?," Journal of Financial Intermediation, Elsevier, volume 29, issue C, pages 19-31, DOI: 10.1016/j.jfi.2016.05.004.
• Altunbas, Yener & Manganelli, Simone & Marques-Ibanez, David, 2017, "Realized bank risk during the great recession," Journal of Financial Intermediation, Elsevier, volume 32, issue C, pages 29-44, DOI: 10.1016/j.jfi.2017.08.001.
• MacDonald, Margaux, 2017, "International capital market frictions and spillovers from quantitative easing," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 135-156, DOI: 10.1016/j.jimonfin.2016.08.003.
• Ehrmann, Michael & Fratzscher, Marcel, 2017, "Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 26-44, DOI: 10.1016/j.jimonfin.2016.08.005.
• Balima, Wenéyam Hippolyte & Combes, Jean-Louis & Minea, Alexandru, 2017, "Sovereign debt risk in emerging market economies: Does inflation targeting adoption make any difference?," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 360-377, DOI: 10.1016/j.jimonfin.2016.10.005.
• Kim, Woochan & Sung, Taeyoon & Wei, Shang-Jin, 2017, "The diffusion of corporate governance to emerging markets: Evaluating two dimensions of investor heterogeneity," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 406-432, DOI: 10.1016/j.jimonfin.2016.10.002.
• Christopoulos, Dimitris & McAdam, Peter, 2017, "Do financial reforms help stabilize inequality?," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 45-61, DOI: 10.1016/j.jimonfin.2016.05.003.
• Hryckiewicz, Aneta & Kozłowski, Łukasz, 2017, "Banking business models and the nature of financial crisis," Journal of International Money and Finance, Elsevier, volume 71, issue C, pages 1-24, DOI: 10.1016/j.jimonfin.2016.10.008.
• Giofré, Maela, 2017, "Financial education, investor protection and international portfolio diversification," Journal of International Money and Finance, Elsevier, volume 71, issue C, pages 111-139, DOI: 10.1016/j.jimonfin.2016.11.004.
• Virk, Nader & Javed, Farrukh, 2017, "European equity market integration and joint relationship of conditional volatility and correlations," Journal of International Money and Finance, Elsevier, volume 71, issue C, pages 53-77, DOI: 10.1016/j.jimonfin.2016.10.007.
• Eichler, Stefan & Plaga, Timo, 2017, "The political determinants of government bond holdings," Journal of International Money and Finance, Elsevier, volume 73, issue PA, pages 1-21, DOI: 10.1016/j.jimonfin.2017.01.007.
• Ames, Matthew & Bagnarosa, Guillaume & Peters, Gareth W., 2017, "Violations of uncovered interest rate parity and international exchange rate dependences," Journal of International Money and Finance, Elsevier, volume 73, issue PA, pages 162-187, DOI: 10.1016/j.jimonfin.2017.01.002.
• Belke, Angar & Gros, Daniel & Osowski, Thomas, 2017, "The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials," Journal of International Money and Finance, Elsevier, volume 73, issue PB, pages 335-349, DOI: 10.1016/j.jimonfin.2017.02.011.
• Eichler, Stefan & Littke, Helge C.N. & Tonzer, Lena, 2017, "Central bank transparency and cross-border banking," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 1-30, DOI: 10.1016/j.jimonfin.2017.02.030.
• Disyatat, Piti & Rungcharoenkitkul, Phurichai, 2017, "Monetary policy and financial spillovers: Losing traction?," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 115-136, DOI: 10.1016/j.jimonfin.2017.03.007.
• Lambertides, Neophytos & Savva, Christos S. & Tsouknidis, Dimitris A., 2017, "The effects of oil price shocks on U.S. stock order flow imbalances and stock returns," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 137-146, DOI: 10.1016/j.jimonfin.2017.03.008.
• Hoffmann, Mathias & Studer-Suter, Rahel, 2017, "Systematic consumption risk in currency returns," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 187-208, DOI: 10.1016/j.jimonfin.2017.01.001.
• Beckmann, Joscha & Czudaj, Robert, 2017, "Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 283-300, DOI: 10.1016/j.jimonfin.2017.02.021.
• Fukuda, Shin-ichi & Tanaka, Mariko, 2017, "Monetary policy and covered interest parity in the post GFC period: Evidence from the Australian dollar and the NZ dollar," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 301-317, DOI: 10.1016/j.jimonfin.2017.02.022.
• Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2017, "Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme," Journal of International Money and Finance, Elsevier, volume 75, issue C, pages 14-31, DOI: 10.1016/j.jimonfin.2017.04.003.
• Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Fabio & Spagnolo, Nicola, 2017, "International portfolio flows and exchange rate volatility in emerging Asian markets," Journal of International Money and Finance, Elsevier, volume 76, issue C, pages 1-15, DOI: 10.1016/j.jimonfin.2017.03.002.
• Paserman, Michal, 2017, "Comovement or safe haven? The effect of corruption on the market risk of sovereign bonds of emerging economies during financial crises," Journal of International Money and Finance, Elsevier, volume 76, issue C, pages 106-132, DOI: 10.1016/j.jimonfin.2017.06.001.
• Debarsy, Nicolas & Gnabo, Jean-Yves & Kerkour, Malik, 2017, "Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition," Journal of International Money and Finance, Elsevier, volume 76, issue C, pages 68-87, DOI: 10.1016/j.jimonfin.2017.05.007.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2017, "Asymmetric volatility connectedness on the forex market," Journal of International Money and Finance, Elsevier, volume 77, issue C, pages 39-56, DOI: 10.1016/j.jimonfin.2017.06.003.
• Chen, Shu-Hsiu, 2017, "Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies," Journal of International Money and Finance, Elsevier, volume 78, issue C, pages 1-20, DOI: 10.1016/j.jimonfin.2017.07.020.
• Faias, José A. & Ferreira, Miguel A., 2017, "Does institutional ownership matter for international stock return comovement?," Journal of International Money and Finance, Elsevier, volume 78, issue C, pages 64-83, DOI: 10.1016/j.jimonfin.2017.08.004.
• Fatum, Rasmus & Yamamoto, Yohei & Zhu, Guozhong, 2017, "Is the Renminbi a safe haven?," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 189-202, DOI: 10.1016/j.jimonfin.2017.09.010.
• Harris, Richard D.F. & Shen, Jian, 2017, "The intrinsic value of gold: An exchange rate-free price index," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 203-217, DOI: 10.1016/j.jimonfin.2017.09.007.
• Gau, Yin-Feng & Wu, Zhen-Xing, 2017, "Macroeconomic announcements and price discovery in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 232-254, DOI: 10.1016/j.jimonfin.2017.08.006.
• Didier, Tatiana & Llovet, Ruth & Schmukler, Sergio L., 2017, "International financial integration of East Asia and Pacific," Journal of the Japanese and International Economies, Elsevier, volume 44, issue C, pages 52-66, DOI: 10.1016/j.jjie.2017.02.004.
• Komatsubara, Tadaaki & Okimoto, Tatsuyoshi & Tatsumi, Ken-ichi, 2017, "Dynamics of integration in East Asian equity markets," Journal of the Japanese and International Economies, Elsevier, volume 45, issue C, pages 37-50, DOI: 10.1016/j.jjie.2017.07.002.
• Joe, Denis Yongmin & Oh, Frederick Dongchuhl, 2017, "Foreign investor behavior in Korea after the 1997 Asian financial crisis," Journal of the Japanese and International Economies, Elsevier, volume 46, issue C, pages 69-78, DOI: 10.1016/j.jjie.2017.10.002.
• Valcarcel, Victor J. & Vivian, Andrew J. & Wohar, Mark E., 2017, "Predictability and underreaction in industry-level returns: Evidence from commodity markets," Journal of Commodity Markets, Elsevier, volume 6, issue C, pages 1-15, DOI: 10.1016/j.jcomm.2017.02.003.
• Kocaarslan, Baris & Sari, Ramazan & Gormus, Alper & Soytas, Ugur, 2017, "Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets," Journal of Commodity Markets, Elsevier, volume 7, issue C, pages 41-56, DOI: 10.1016/j.jcomm.2017.08.001.
• Bouri, Elie & Jain, Anshul & Biswal, P.C. & Roubaud, David, 2017, "Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices," Resources Policy, Elsevier, volume 52, issue C, pages 201-206, DOI: 10.1016/j.resourpol.2017.03.003.
• Shahbaz, Muhammad & Balcilar, Mehmet & Abidin Ozdemir, Zeynel, 2017, "Does oil predict gold? A nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, volume 52, issue C, pages 257-265, DOI: 10.1016/j.resourpol.2017.03.004.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Hoon Kang, Sang, 2017, "Time-varying volatility spillovers between stock and precious metal markets with portfolio implications," Resources Policy, Elsevier, volume 53, issue C, pages 88-102, DOI: 10.1016/j.resourpol.2017.06.001.
• Aye, Goodness C. & Carcel, Hector & Gil-Alana, Luis A. & Gupta, Rangan, 2017, "Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016," Resources Policy, Elsevier, volume 54, issue C, pages 53-57, DOI: 10.1016/j.resourpol.2017.09.001.
• Chakraborty, Indraneel & Hai, Rong & Holter, Hans A. & Stepanchuk, Serhiy, 2017, "The real effects of financial (dis)integration: A multi-country equilibrium analysis of Europe," Journal of Monetary Economics, Elsevier, volume 85, issue C, pages 28-45, DOI: 10.1016/j.jmoneco.2016.11.003.
• Ready, Robert & Roussanov, Nikolai & Ward, Colin, 2017, "After the tide: Commodity currencies and global trade," Journal of Monetary Economics, Elsevier, volume 85, issue C, pages 69-86, DOI: 10.1016/j.jmoneco.2016.11.005.
• Morris, Stephen & Shim, Ilhyock & Shin, Hyun Song, 2017, "Redemption risk and cash hoarding by asset managers," Journal of Monetary Economics, Elsevier, volume 89, issue C, pages 71-87, DOI: 10.1016/j.jmoneco.2017.03.008.
• Kim, Oksana, 2017, "The joint role of the bonding mechanisms and the reduction in market segmentation in valuation of firms cross-listed as Global Depositary Receipts (GDRs)," Journal of Multinational Financial Management, Elsevier, volume 39, issue C, pages 19-38, DOI: 10.1016/j.mulfin.2016.12.003.
• Cai, Kelly, 2017, "The cost of debt for Yankee and domestic bonds," Journal of Multinational Financial Management, Elsevier, volume 40, issue C, pages 1-13, DOI: 10.1016/j.mulfin.2017.05.005.
• Boako, Gideon & Alagidede, Paul, 2017, "Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas," Journal of Multinational Financial Management, Elsevier, volume 41, issue C, pages 92-114, DOI: 10.1016/j.mulfin.2017.06.001.
• Mokni, Khaled & Mansouri, Faysal, 2017, "Conditional dependence between international stock markets: A long memory GARCH-copula model approach," Journal of Multinational Financial Management, Elsevier, volume 42, issue , pages 116-131, DOI: 10.1016/j.mulfin.2017.10.006.
• Devaney, Steven & Xiao, Qin, 2017, "Cyclical co-movements of private real estate, public real estate and equity markets: A cross-continental spectrum," Journal of Multinational Financial Management, Elsevier, volume 42, issue , pages 132-151, DOI: 10.1016/j.mulfin.2017.10.002.
• Grossmann, Axel & Ngo, Thanh & Simpson, Marc W., 2017, "The asymmetric impact of currency purchasing power imparities on ADR mispricing," Journal of Multinational Financial Management, Elsevier, volume 42, issue , pages 74-94, DOI: 10.1016/j.mulfin.2017.11.001.
• Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2017, "Sovereign default risk linkage: Implication for portfolio diversification," Pacific-Basin Finance Journal, Elsevier, volume 41, issue C, pages 1-16, DOI: 10.1016/j.pacfin.2016.11.002.
• Umar, Zaghum, 2017, "Islamic vs conventional equities in a strategic asset allocation framework," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 1-10, DOI: 10.1016/j.pacfin.2015.10.006.
• Nagano, Mamoru, 2017, "Sukuk issuance and information asymmetry: Why do firms issue sukuk?," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 142-157, DOI: 10.1016/j.pacfin.2016.12.005.
• Boo, Yee Ling & Ee, Mong Shan & Li, Bob & Rashid, Mamunur, 2017, "Islamic or conventional mutual funds: Who has the upper hand? Evidence from Malaysia," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 183-192, DOI: 10.1016/j.pacfin.2016.01.004.
• Chen, Yangyang & Podolski, Edward J. & Veeraraghavan, Madhu, 2017, "National culture and corporate innovation," Pacific-Basin Finance Journal, Elsevier, volume 43, issue C, pages 173-187, DOI: 10.1016/j.pacfin.2017.04.006.
• Jain, Pawan & Xue, Wenjun, 2017, "Global investigation of return autocorrelation and its determinants," Pacific-Basin Finance Journal, Elsevier, volume 43, issue C, pages 200-217, DOI: 10.1016/j.pacfin.2017.04.007.
• Chan, Kam Fong & Chhagan, Mahesh & Marsden, Alastair, 2017, "Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies," Pacific-Basin Finance Journal, Elsevier, volume 43, issue C, pages 37-54, DOI: 10.1016/j.pacfin.2017.02.004.
• Liu, Zhenya & Wang, Shixuan, 2017, "Decoding Chinese stock market returns: Three-state hidden semi-Markov model," Pacific-Basin Finance Journal, Elsevier, volume 44, issue C, pages 127-149, DOI: 10.1016/j.pacfin.2017.06.007.
• Chiao, Chaoshin & Lin, Tung-Ying & Lee, Cheng-Few, 2017, "The reactions to on-air stock reports: Prices, volume, and order submission behavior," Pacific-Basin Finance Journal, Elsevier, volume 44, issue C, pages 27-46, DOI: 10.1016/j.pacfin.2017.05.004.
• Duong, Huu Nhan & Lajbcygier, Paul & Vu, Van Hoang, 2017, "The information content of special orders," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 68-81, DOI: 10.1016/j.pacfin.2016.05.012.
• Boako, Gideon & Alagidede, Paul, 2017, "Co-movement of Africa’s equity markets: Regional and global analysis in the frequency–time domains," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 468, issue C, pages 359-380, DOI: 10.1016/j.physa.2016.10.088.
• Al Rahahleh, Naseem & Bhatti, M. Ishaq & Adeinat, Iman, 2017, "Tail dependence and information flow: Evidence from international equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 474, issue C, pages 319-329, DOI: 10.1016/j.physa.2017.01.063.
• El Alaoui, Marwane, 2017, "Price–volume multifractal analysis of the Moroccan stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 486, issue C, pages 473-485, DOI: 10.1016/j.physa.2017.05.052.
• Schmidbauer, Harald & Rösch, Angi & Uluceviz, Erhan, 2017, "Frequency aspects of information transmission in a network of three western equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 486, issue C, pages 933-946, DOI: 10.1016/j.physa.2017.05.082.
• Hail, Luzi & Sikes, Stephanie & Wang, Clare, 2017, "Cross-country evidence on the relation between capital gains taxes, risk, and expected returns," Journal of Public Economics, Elsevier, volume 151, issue C, pages 56-73, DOI: 10.1016/j.jpubeco.2015.12.001.
• Mateus, Cesario & Chinthalapati, Raju & Mateus, Irina B., 2017, "Intraday industry-specific spillover effect in European equity markets," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 278-298, DOI: 10.1016/j.qref.2016.04.011.
• Alotaibi, Abdullah R. & Mishra, Anil V., 2017, "Time varying international financial integration for GCC stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 66-78, DOI: 10.1016/j.qref.2016.03.001.
• Dorfleitner, G. & Just-Marx, S. & Priberny, C., 2017, "What drives the repayment of agricultural micro loans? Evidence from Nicaragua," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 89-100, DOI: 10.1016/j.qref.2016.02.009.
• Naka, Atsuyuki & Noman, Abdullah, 2017, "Diversification of risk exposure through country mutual funds under alternative investment opportunities," The Quarterly Review of Economics and Finance, Elsevier, volume 64, issue C, pages 215-227, DOI: 10.1016/j.qref.2016.06.009.
• Dorfleitner, Gregor & Röhe, Michaela & Renier, Noémie, 2017, "The access of microfinance institutions to debt capital: An empirical investigation of microfinance investment vehicles," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 1-15, DOI: 10.1016/j.qref.2016.06.005.
• Olson, Dennis & Zoubi, Taisier, 2017, "Convergence in bank performance for commercial and Islamic banks during and after the Global Financial Crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 71-87, DOI: 10.1016/j.qref.2016.06.013.
• Seif, Mostafa & Docherty, Paul & Shamsuddin, Abul, 2017, "Seasonal anomalies in advanced emerging stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 169-181, DOI: 10.1016/j.qref.2017.02.009.
• Galloppo, Giuseppe & Paimanova, Viktoriia, 2017, "The impact of monetary policy on BRIC markets asset prices during global financial crises," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 21-49, DOI: 10.1016/j.qref.2017.02.008.
• Teplova, Tamara & Mikova, Evgeniya & Nazarov, Nikolai, 2017, "Stop losses momentum strategy: From profit maximization to risk control under White’s Bootstrap Reality Check," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 240-258, DOI: 10.1016/j.qref.2017.03.003.
• Iqbal, Javed, 2017, "Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 1-17, DOI: 10.1016/j.iref.2016.11.005.
• Rahman, Md. Lutfur & Lee, Doowon & Shamsuddin, Abul, 2017, "Time-varying return predictability in South Asian equity markets," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 179-200, DOI: 10.1016/j.iref.2016.12.004.
• Kim, Myeong Hyeon & Sun, Lingxia, 2017, "Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 309-325, DOI: 10.1016/j.iref.2016.12.014.
• Bouri, Elie & Chen, Qian & Lien, Donald & Lv, Xin, 2017, "Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 34-48, DOI: 10.1016/j.iref.2016.11.004.
• Shimizu, Makoto, 2017, "Effect of net foreign assets on persistency of time-varying risk premium: Evidence from the Dollar-Yen exchange rate," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 255-265, DOI: 10.1016/j.iref.2017.01.022.
• Wong, Hock Tsen, 2017, "Real exchange rate returns and real stock price returns," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 340-352, DOI: 10.1016/j.iref.2017.02.004.
• Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Shahzad, Syed Jawad Hussain, 2017, "Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 453-483, DOI: 10.1016/j.iref.2017.03.007.
• Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2017, "Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 536-547, DOI: 10.1016/j.iref.2017.03.015.
• Kim, Daehwan & Iwasawa, Seiichiro, 2017, "Hot money and cross-section of stock returns during the global financial crisis," International Review of Economics & Finance, Elsevier, volume 50, issue C, pages 8-22, DOI: 10.1016/j.iref.2017.03.022.
• Jin, Xiaoye, 2017, "Time-varying return-volatility relation in international stock markets," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 157-173, DOI: 10.1016/j.iref.2017.05.015.
• Tsukuda, Yoshihiko & Shimada, Junji & Miyakoshi, Tatsuyoshi, 2017, "Bond market integration in East Asia: Multivariate GARCH with dynamic conditional correlations approach," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 193-213, DOI: 10.1016/j.iref.2017.05.013.
• Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017, "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 283-294, DOI: 10.1016/j.iref.2017.06.003.
• Lee, Hyunchul & Cho, Seung Mo, 2017, "What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 314-327, DOI: 10.1016/j.iref.2017.05.005.
• Dima, Bogdan & Dima, Ştefana Maria, 2017, "Mutual information and persistence in the stochastic volatility of market returns: An emergent market example," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 36-59, DOI: 10.1016/j.iref.2017.05.008.
• Zheng, Dazhi & Li, Huimin & Chiang, Thomas C., 2017, "Herding within industries: Evidence from Asian stock markets," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 487-509, DOI: 10.1016/j.iref.2017.07.005.
• Cai, Yumei & Cui, Xiaomei & Huang, Qianyun & Sun, Jianqiang, 2017, "Hierarchy, cluster, and time-stable information structure of correlations between international financial markets," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 562-573, DOI: 10.1016/j.iref.2017.07.024.
• Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2017, "Does news matter in China’s foreign exchange market? Chinese RMB volatility and public information arrivals," International Review of Economics & Finance, Elsevier, volume 52, issue C, pages 302-321, DOI: 10.1016/j.iref.2017.01.016.
• Marfatia, Hardik A., 2017, "A fresh look at integration of risks in the international stock markets: A wavelet approach," Review of Financial Economics, Elsevier, volume 34, issue C, pages 33-49, DOI: 10.1016/j.rfe.2017.07.003.
• Ngene, Geoffrey & Tah, Kenneth A. & Darrat, Ali F., 2017, "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, Elsevier, volume 34, issue C, pages 61-73, DOI: 10.1016/j.rfe.2017.06.003.
• Tule, Moses K. & Ndako, Umar B. & Onipede, Samuel F., 2017, "Oil price shocks and volatility spillovers in the Nigerian sovereign bond market," Review of Financial Economics, Elsevier, volume 35, issue C, pages 57-65, DOI: 10.1016/j.rfe.2017.03.003.
• Pati, Pratap Chandra & Rajib, Prabina & Barai, Parama, 2017, "A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index," Review of Financial Economics, Elsevier, volume 35, issue C, pages 66-81, DOI: 10.1016/j.rfe.2017.07.004.
• Cardona, Laura & Gutiérrez, Marcela & Agudelo, Diego A., 2017, "Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 115-127, DOI: 10.1016/j.ribaf.2016.07.008.
• Trabelsi Mnif, Afef, 2017, "Political uncertainty and behavior of Tunisian stock market cycles: Structural unobserved components time series models," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 206-214, DOI: 10.1016/j.ribaf.2016.07.029.
• Krapl, Alain & Salyer, Robert, 2017, "The effects of fair value reporting on corporate foreign exchange exposures," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 215-238, DOI: 10.1016/j.ribaf.2016.07.037.
• Li, Leon, 2017, "Dynamic correlations and domestic-global diversification," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 280-290, DOI: 10.1016/j.ribaf.2016.08.001.
• Khalifa, Ahmed A. & Alsarhan, Abdulwahab A. & Bertuccelli, Pietro, 2017, "Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 307-314, DOI: 10.1016/j.ribaf.2016.08.003.
• Jiang, Junhua, 2017, "Discount rate or cash flow contagion? Evidence from the recent financial crises," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 315-326, DOI: 10.1016/j.ribaf.2016.07.035.
• Cheong, Calvin W.H. & Sinnakkannu, Jothee & Ramasamy, Sockalingam, 2017, "On the predictability of carry trade returns: The case of the Chinese Yuan," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 358-376, DOI: 10.1016/j.ribaf.2016.09.007.
• Yu, Sherry, 2017, "Sovereign and bank Interdependencies—Evidence from the CDS market," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 68-84, DOI: 10.1016/j.ribaf.2016.07.033.
• Dutta, Shantanu & Essaddam, Naceur & Kumar, Vinod & Saadi, Samir, 2017, "How does electronic trading affect efficiency of stock market and conditional volatility? Evidence from Toronto Stock Exchange," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 867-877, DOI: 10.1016/j.ribaf.2015.11.001.
• Stoupos, Nikolaos & Kiohos, Apostolos, 2017, "EU unification and linkages among the European currencies: new evidence from the EU and the EEA," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 28-36, DOI: 10.1016/j.ribaf.2017.04.015.
• Zaremba, Adam & Schabek, Tomasz, 2017, "Seasonality in government bond returns and factor premia," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 292-302, DOI: 10.1016/j.ribaf.2017.04.036.
• Azad, A.S.M. Sohel & Chazi, Abdelaziz & Cooper, Peter & Ahsan, Amirul, 2017, "What determines the Japanese corporate credit spread? A new evidence," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 354-361, DOI: 10.1016/j.ribaf.2017.04.029.
• Apergis, Nicholas & Gupta, Rangan, 2017, "Can (unusual) weather conditions in New York predict South African stock returns?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 377-386, DOI: 10.1016/j.ribaf.2017.04.052.
• Smimou, K., 2017, "Does gold Liquidity learn from the greenback or the equity?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 461-479, DOI: 10.1016/j.ribaf.2017.04.030.
• Mensah, Jones Odei & Premaratne, Gamini, 2017, "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 516-546, DOI: 10.1016/j.ribaf.2017.05.001.
• Valizadeh, Pourya & Karali, Berna & Ferreira, Susana, 2017, "Ripple effects of the 2011 Japan earthquake on international stock markets," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 556-576, DOI: 10.1016/j.ribaf.2017.05.002.
• Babalos, Vassilios & Stavroyiannis, Stavros, 2017, "Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1021-1029, DOI: 10.1016/j.ribaf.2017.07.038.
• Sharma, Shahil, 2017, "Oil price shocks and American depositary receipt stock returns," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1040-1056, DOI: 10.1016/j.ribaf.2017.07.040.
• Rahman, Md. Saifur & Shahari, Farihana, 2017, "The nexus between financial integration and real economy: Solow-growth model concept," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1244-1253, DOI: 10.1016/j.ribaf.2017.07.062.
• Degiannakis, Stavros, 2017, "The one-trading-day-ahead forecast errors of intra-day realized volatility," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1298-1314, DOI: 10.1016/j.ribaf.2017.07.067.
• Demirer, Rıza & Yuksel, Asli & Yuksel, Aydin, 2017, "Flight to quality and the predictability of reversals: The role of market states and global factors," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1445-1454, DOI: 10.1016/j.ribaf.2017.07.082.
• Sehgal, Sanjay & Pandey, Piyush & Diesting, Florent, 2017, "Examining dynamic currency linkages amongst South Asian economies: An empirical study," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 173-190, DOI: 10.1016/j.ribaf.2017.05.008.
• Piccoli, Pedro & Chaudhury, Mo & Souza, Alceu, 2017, "How do stocks react to extreme market events? Evidence from Brazil," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 275-284, DOI: 10.1016/j.ribaf.2017.07.166.
• Arjoon, Vaalmikki & Bhatnagar, Chandra Shekhar, 2017, "Dynamic herding analysis in a frontier market," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 496-508, DOI: 10.1016/j.ribaf.2017.01.006.
• Ahmed, Walid M.A., 2017, "On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 61-74, DOI: 10.1016/j.ribaf.2017.05.006.
• Ben Omrane, Walid & Tao, Yusi & Welch, Robert, 2017, "Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 9-30, DOI: 10.1016/j.ribaf.2017.05.003.
• Díez-Esteban, José María & García-Gómez, Conrado Diego & López-Iturriaga, Félix Javier & Santamaría-Mariscal, Marcos, 2017, "Corporate risk-taking, returns and the nature of major shareholders: Evidence from prospect theory," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 900-911, DOI: 10.1016/j.ribaf.2017.07.025.
• Nyambuu, Unurjargal & Semmler, Willi, 2017, "Emerging markets’ resource booms and busts, borrowing risk and regime change," Structural Change and Economic Dynamics, Elsevier, volume 41, issue C, pages 29-42, DOI: 10.1016/j.strueco.2017.02.001.
• John King, 2017, "Inflation targeting and monetary policy," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 60, issue 2, pages 65-80.
• Tng Boon Hwa & Mala Raghavan & Teh Tian Huey, 2017, "Macro-Financial Effects of Portfolio Flows: Malaysia's Experience," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-35, May.
• Stijn Claessens & M. Ayhan Kose, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-75, Nov.
• Stijn Claessens & M. Ayhan Kose, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-76, Nov.
• Kremens, Lukas & Martin, Ian, 2017, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118945, Nov.
• Kremens, Lukas & Martin, Ian, 2017, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118961, Aug.
• Florou, Annita & Kosi, Urska & Pope, Peter F., 2017, "Are international accounting standards more credit relevant than domestic standards?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 68202, Jan.
• Bremus, Franziska & Neugebauer, Katja, 2017, "Don't stop me now: the impact of credit market fragmentation on firms' financing constraints," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70774, Mar.
• Lleo, Sebastien & Ziemba, William, 2017, "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 85131, Aug.
• Kehoe, Patrick J., 2017, "Fiscal unions redux," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86162, Feb.
• Armendáriz, Thelma & Ramírez, Claudia, 2017, "Estimación de un índice de condiciones financieras para México," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 336, pages .899-946, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v84i.
• Xin Li & Hsu Ling Chang & Chi Wei Su & Yin Dai, 2017, "Does foreign direct investment promote exports in China?," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 2, pages 185-202, May, DOI: 10.1108/CFRI-04-2016-0026.
• Mongi Arfaoui & Aymen Ben Rejeb, 2017, "Oil, gold, US dollar and stock market interdependencies: a global analytical insight," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 26, issue 3, pages 278-293, October, DOI: 10.1108/EJMBE-10-2017-016.
• Daniel Perez Liston, 2017, "Internet gambling stock returns: empirical evidence from the UK," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 1, pages 36-49, February, DOI: 10.1108/IJMF-10-2015-0176.
• Serkan Yuksel, 2017, "The causality between returns of interest-based banks and Islamic banks: the case of Turkey," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 10, issue 4, pages 519-535, October, DOI: 10.1108/IMEFM-12-2013-0133.
• Erick Rading Outa & Peterson Ozili & Paul Eisenberg, 2017, "IFRS convergence and revisions: value relevance of accounting information from East Africa," Journal of Accounting in Emerging Economies, Emerald Group Publishing Limited, volume 7, issue 3, pages 352-368, August, DOI: 10.1108/JAEE-11-2014-0062.
• Halil Kiymaz & Koray D. Simsek, 2017, "The performance of US-based emerging market mutual funds," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 1, issue 1, pages 58-73, October, DOI: 10.1108/JCMS-10-2017-003.
• Peterson K. Ozili, 2017, "Earnings management in interconnected networks: a perspective," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 33, issue 2, pages 150-163, November, DOI: 10.1108/JEAS-02-2017-0003.
• Athanasios Tsagkanos, 2017, "Stock market development and income inequality," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 1, pages 87-98, January, DOI: 10.1108/JES-08-2015-0155.
• Trond Arne Borgersen, 2017, "The optimal LTV-ratio, mortgage market variability and monetary policy regimes," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 9, issue 02, pages 225-239, May, DOI: 10.1108/JFEP-06-2016-0044.
• Ajaya Kumar Panda & Swagatika Nanda, 2017, "Market linkages and conditional correlation between the stock markets of South and Central America," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 9, issue 02, pages 174-197, May, DOI: 10.1108/JFEP-08-2016-0063.
• Liping Zou & William Robert Wilson, 2017, "How important are earnings announcements in China?," Pacific Accounting Review, Emerald Group Publishing Limited, volume 29, issue 3, pages 380-396, August, DOI: 10.1108/PAR-02-2017-0011.
• Neha Seth & Monica Sighania, 2017, "Financial market contagion: selective review of reviews," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 9, issue 4, pages 391-408, November, DOI: 10.1108/QRFM-03-2017-0022.
• Houda Litimi, 2017, "Herd behavior in the French stock market," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 16, issue 4, pages 497-515, November, DOI: 10.1108/RAF-11-2016-0188.
• Jamie Kang & Tim Leung, 2017, "Asynchronous ADRs: overnight vs intraday returns and trading strategies," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 34, issue 4, pages 580-596, October, DOI: 10.1108/SEF-10-2016-0254.
• Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2017, "Connecting VIX and Stock Index ETF," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2016-010/III, Jan.
• Timmer, Yannick, 2017, "Cyclical Investment Behaviour across Financial Institutions," ECMI Papers, Centre for European Policy Studies, number 12747, Jul.
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• Patricia Jackson (ed.), 2017, "Brexit and the implications for financial services," SUERF Studies, SUERF - The European Money and Finance Forum, number 2017/1, ISBN: ARRAY(0x828ecd58), May.
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