Research classified by Journal of Economic Literature (JEL) codes

2017

• Sima Siami-Namini, 2017, "Granger Causality Between Exchange Rate and Stock Price: A Toda Yamamoto Approach," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 603-607.
• Sarod Khandaker & Silvia Zia Islam, 2017, "International Tourism Demand and Macroeconomic Factors," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 389-393.
• Samih Antoine Azar & Angelic Salha, 2017, "The Bias in the Long Run Relation between the Prices of BRENT and West Texas Intermediate Crude Oils," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 1, pages 44-54.
• Samuel D. Barrows, 2017, "Do Oil Industry Merger Waves Reveal Any Trends?," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 5, pages 142-151.
• Onder Buberkoku, 2017, "Examining Energy Futures Market Efficiency Under Multiple Regime Shifts," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 6, pages 61-71.
• Ronald Fischer & Diego Huerta & Patricio Valenzuela, 2017, "The Inequality-Credit Nexus," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 330.
• Huang, Yiping & Ji, Yang, 2017, "How will financial liberalization change the Chinese economy? Lessons from middle-income countries," Journal of Asian Economics, Elsevier, volume 50, issue C, pages 27-45, DOI: 10.1016/j.asieco.2017.04.001.
• Wali, Muammer & Chan, Felix & Manzur, Meher, 2017, "Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?," Journal of Asian Economics, Elsevier, volume 50, issue C, pages 62-72, DOI: 10.1016/j.asieco.2017.04.002.
• Vo, Xuan Vinh & Phan, Dang Bao Anh, 2017, "Further evidence on the herd behavior in Vietnam stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 13, issue C, pages 33-41, DOI: 10.1016/j.jbef.2017.02.003.
• Horenstein, Alex R. & Snir, Avichai, 2017, "Portfolio choice in Mexico," Journal of Behavioral and Experimental Finance, Elsevier, volume 16, issue C, pages 1-13, DOI: 10.1016/j.jbef.2017.08.001.
• Klusak, Patrycja & Alsakka, Rasha & Gwilym, Owain ap, 2017, "Does the disclosure of unsolicited sovereign rating status affect bank ratings?," The British Accounting Review, Elsevier, volume 49, issue 2, pages 194-210, DOI: 10.1016/j.bar.2016.08.004.
• Neupane, Suman & Rhee, S. Ghon & Vithanage, Kulunu & Veeraraghavan, Madhu, 2017, "Trade-based manipulation: Beyond the prosecuted cases," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 115-130, DOI: 10.1016/j.jcorpfin.2016.11.011.
• Elnahas, Ahmed M. & Kabir Hassan, M. & Ismail, Ghada M., 2017, "Religion and mergers and acquisitions contracting: The case of earnout agreements," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 221-246, DOI: 10.1016/j.jcorpfin.2016.11.012.
• He, Wen & Ng, Lilian & Zaiats, Nataliya & Zhang, Bohui, 2017, "Dividend policy and earnings management across countries," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 267-286, DOI: 10.1016/j.jcorpfin.2016.11.014.
• Daher, Mai, 2017, "Creditor control rights, capital structure, and legal enforcement," Journal of Corporate Finance, Elsevier, volume 44, issue C, pages 308-330, DOI: 10.1016/j.jcorpfin.2017.04.002.
• Holderness, Clifford G., 2017, "Culture and the ownership concentration of public corporations around the world," Journal of Corporate Finance, Elsevier, volume 44, issue C, pages 469-486, DOI: 10.1016/j.jcorpfin.2014.07.002.
• Krapl, Alain A., 2017, "Asymmetric foreign exchange cash flow exposure: A firm-level analysis," Journal of Corporate Finance, Elsevier, volume 44, issue C, pages 48-72, DOI: 10.1016/j.jcorpfin.2017.03.001.
• Hearn, Bruce & Phylaktis, Kate & Piesse, Jenifer, 2017, "Expropriation risk by block holders, institutional quality and expected stock returns," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 122-149, DOI: 10.1016/j.jcorpfin.2017.04.016.
• Dai, Lili & Dharwadkar, Ravi & Shi, Linna & Zhang, Bohui, 2017, "The governance transfer of blockholders: Evidence from block acquisitions and earnings management around the world," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 586-607, DOI: 10.1016/j.jcorpfin.2017.06.004.
• Chen, Zhihong & Huang, Yuan & Kusnadi, Yuanto & John Wei, K.C., 2017, "The real effect of the initial enforcement of insider trading laws," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 687-709, DOI: 10.1016/j.jcorpfin.2017.06.006.
• D'Souza, Juliet & Nash, Robert, 2017, "Private benefits of public control: Evidence of political and economic benefits of state ownership," Journal of Corporate Finance, Elsevier, volume 46, issue C, pages 232-247, DOI: 10.1016/j.jcorpfin.2017.07.001.
• Borensztein, Eduardo & Cavallo, Eduardo & Jeanne, Olivier, 2017, "The welfare gains from macro-insurance against natural disasters," Journal of Development Economics, Elsevier, volume 124, issue C, pages 142-156, DOI: 10.1016/j.jdeveco.2016.08.004.
• Dmitriev, Alexandre, 2017, "Composite habits and international transmission of business cycles," Journal of Economic Dynamics and Control, Elsevier, volume 76, issue C, pages 1-34, DOI: 10.1016/j.jedc.2016.12.003.
• Li, Wei & Luo, Yulei & Nie, Jun, 2017, "Elastic attention, risk sharing, and international comovements," Journal of Economic Dynamics and Control, Elsevier, volume 79, issue C, pages 1-20, DOI: 10.1016/j.jedc.2017.03.009.
• Mensah, Jones Odei & Alagidede, Paul, 2017, "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, volume 60, issue C, pages 1-10, DOI: 10.1016/j.econmod.2016.08.022.
• Tsai, I-Chun, 2017, "The source of global stock market risk: A viewpoint of economic policy uncertainty," Economic Modelling, Elsevier, volume 60, issue C, pages 122-131, DOI: 10.1016/j.econmod.2016.09.002.
• Kliber, Agata & Płuciennik, Piotr, 2017, "Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil," Economic Modelling, Elsevier, volume 60, issue C, pages 313-323, DOI: 10.1016/j.econmod.2016.09.019.
• Belasen, Ariel R. & Kutan, Ali M. & Belasen, Alan T., 2017, "The impact of unsuccessful pirate attacks on financial markets: Evidence in support of Leeson's reputation-building theory," Economic Modelling, Elsevier, volume 60, issue C, pages 344-351, DOI: 10.1016/j.econmod.2016.10.005.
• Huo, Rui & Ahmed, Abdullahi D., 2017, "Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect," Economic Modelling, Elsevier, volume 61, issue C, pages 260-272, DOI: 10.1016/j.econmod.2016.09.021.
• el Alaoui, AbdelKader O. & Ismath Bacha, Obiyathulla & Masih, Mansur & Asutay, Mehmet, 2017, "Leverage versus volatility: Evidence from the capital structure of European firms," Economic Modelling, Elsevier, volume 62, issue C, pages 145-160, DOI: 10.1016/j.econmod.2016.11.023.
• Jiang, Yonghong & Nie, He & Monginsidi, Joe Yohanes, 2017, "Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests," Economic Modelling, Elsevier, volume 64, issue C, pages 384-398, DOI: 10.1016/j.econmod.2017.04.012.
• Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, volume 64, issue C, pages 74-81, DOI: 10.1016/j.econmod.2017.03.019.
• Dewandaru, Ginanjar & Masih, Rumi & Masih, Mansur, 2017, "Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis," Economic Modelling, Elsevier, volume 65, issue C, pages 30-40, DOI: 10.1016/j.econmod.2017.04.026.
• Zaremba, Adam & Czapkiewicz, Anna, 2017, "The cross section of international government bond returns," Economic Modelling, Elsevier, volume 66, issue C, pages 171-183, DOI: 10.1016/j.econmod.2017.06.011.
• Liu, Ruipeng & Lux, Thomas, 2017, "Generalized Method of Moment estimation of multivariate multifractal models," Economic Modelling, Elsevier, volume 67, issue C, pages 136-148, DOI: 10.1016/j.econmod.2016.11.010.
• Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoulkarim & Ben Ameur, Hachmi & Louhichi, Wael, 2017, "Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis," Economic Modelling, Elsevier, volume 67, issue C, pages 300-306, DOI: 10.1016/j.econmod.2017.01.018.
• Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2017, "Does options trading convey information on futures prices?," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 182-196, DOI: 10.1016/j.najef.2016.10.005.
• Chou, De-Wai & Lin, Lin & Hung, Pi-Hsia & Lin, Chun Heng, 2017, "A revisit to economic exposure of U.S. multinational corporations," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 273-287, DOI: 10.1016/j.najef.2016.10.011.
• Chang, Kuang-Liang, 2017, "Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 56-67, DOI: 10.1016/j.najef.2016.11.001.
• Li, Leon, 2017, "Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 116-135, DOI: 10.1016/j.najef.2017.02.006.
• Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah, 2017, "Herding behavior, market sentiment and volatility: Will the bubble resume?," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 107-131, DOI: 10.1016/j.najef.2017.07.005.
• Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2017, "Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 172-192, DOI: 10.1016/j.najef.2017.06.004.
• Chen, Mei-Ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2017, "Investor sentiment and country exchange traded funds: Does economic freedom matter?," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 285-299, DOI: 10.1016/j.najef.2017.07.015.
• Syamala, Sudhakara Reddy & Wadhwa, Kavita & Goyal, Abhinav, 2017, "Determinants of commonality in liquidity: Evidence from an order-driven emerging market," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 38-52, DOI: 10.1016/j.najef.2017.07.003.
• Bianconi, Marcelo & Cai, Zhe, 2017, "Higher moment exchange rate exposure of S&P500 firms," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 513-530, DOI: 10.1016/j.najef.2017.08.010.
• Shaikh, Imlak, 2017, "The 2016 U.S. presidential election and the Stock, FX and VIX markets," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 546-563, DOI: 10.1016/j.najef.2017.08.014.
• Ordoñez-Callamand, Daniel & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando, 2017, "Sovereign default risk in OECD countries: Do global factors matter?," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 629-639, DOI: 10.1016/j.najef.2017.09.008.
• Todorova, Neda, 2017, "The asymmetric volatility in the gold market revisited," Economics Letters, Elsevier, volume 150, issue C, pages 138-141, DOI: 10.1016/j.econlet.2016.11.027.
• D’Avino, Carmela, 2017, "Banking regulation and the changing geography of off-balance sheet activities," Economics Letters, Elsevier, volume 157, issue C, pages 155-158, DOI: 10.1016/j.econlet.2017.05.035.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2017, "How to determine exchange rates under risk neutrality: A note," Economics Letters, Elsevier, volume 157, issue C, pages 92-96, DOI: 10.1016/j.econlet.2017.05.015.
• Todea, Alexandru & Buglea, Alexandra Maria, 2017, "Individualism and stock price reaction to market-wide information," Economics Letters, Elsevier, volume 160, issue C, pages 4-6, DOI: 10.1016/j.econlet.2017.07.028.
• Burietz, Aurore & Oosterlinck, Kim & Szafarz, Ariane, 2017, "Europe vs. the U.S.: A new look at the syndicated loan pricing puzzle," Economics Letters, Elsevier, volume 160, issue C, pages 50-53, DOI: 10.1016/j.econlet.2017.08.018.
• Bai, Yan & Kim, Seon Tae & Mihalache, Gabriel, 2017, "The payment schedule of sovereign debt," Economics Letters, Elsevier, volume 161, issue C, pages 19-23, DOI: 10.1016/j.econlet.2017.09.003.
• Sensoy, Ahmet & Fabozzi, Frank J. & Eraslan, Veysel, 2017, "Predictability dynamics of emerging sovereign CDS markets," Economics Letters, Elsevier, volume 161, issue C, pages 5-9, DOI: 10.1016/j.econlet.2017.09.015.
• Abed Masrorkhah, Sara & Lehnert, Thorsten, 2017, "Press freedom and jumps in stock prices," Economic Systems, Elsevier, volume 41, issue 1, pages 151-162, DOI: 10.1016/j.ecosys.2016.05.009.
• Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Uddin, Gazi Salah, 2017, "Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets," European Journal of Operational Research, Elsevier, volume 256, issue 3, pages 945-961, DOI: 10.1016/j.ejor.2016.06.052.
• Ballester, Laura & González-Urteaga, Ana, 2017, "How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets," Emerging Markets Review, Elsevier, volume 30, issue C, pages 200-214, DOI: 10.1016/j.ememar.2016.09.004.
• Kablan, Sandrine & Ftiti, Zied & Guesmi, Khaled, 2017, "Commodity price cycles and financial pressures in African commodities exporters," Emerging Markets Review, Elsevier, volume 30, issue C, pages 215-231, DOI: 10.1016/j.ememar.2016.05.005.
• Piljak, Vanja & Swinkels, Laurens, 2017, "Frontier and emerging government bond markets," Emerging Markets Review, Elsevier, volume 30, issue C, pages 232-255, DOI: 10.1016/j.ememar.2015.10.002.
• Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur M., 2017, "The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test," Emerging Markets Review, Elsevier, volume 30, issue C, pages 66-95, DOI: 10.1016/j.ememar.2016.09.002.
• Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M., 2017, "Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis," Emerging Markets Review, Elsevier, volume 31, issue C, pages 32-46, DOI: 10.1016/j.ememar.2017.01.001.
• Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2017, "The kidnapping of Europe: High-order moments' transmission between developed and emerging markets," Emerging Markets Review, Elsevier, volume 31, issue C, pages 96-115, DOI: 10.1016/j.ememar.2017.03.002.
• Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Zeitun, Rami & Rehman, Mobeen Ur, 2017, "Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach," Emerging Markets Review, Elsevier, volume 32, issue C, pages 130-147, DOI: 10.1016/j.ememar.2017.06.002.
• Yang, Heejin & Ahn, Hee-Joon & Kim, Maria H. & Ryu, Doojin, 2017, "Information asymmetry and investor trading behavior around bond rating change announcements," Emerging Markets Review, Elsevier, volume 32, issue C, pages 38-51, DOI: 10.1016/j.ememar.2017.05.004.
• Karolyi, G. Andrew & McLaren, Kirsty J., 2017, "Racing to the exits: International transmissions of funding shocks during the Federal Reserve's taper experiment," Emerging Markets Review, Elsevier, volume 32, issue C, pages 96-115, DOI: 10.1016/j.ememar.2017.05.009.
• Gonçalves, Walter & Eid, William, 2017, "Sophistication and price impact of foreign investors in the Brazilian stock market," Emerging Markets Review, Elsevier, volume 33, issue C, pages 102-139, DOI: 10.1016/j.ememar.2017.09.006.
• Gama, Ana Paula Matias & Duarte, Fábio Dias & Esperança, José Paulo, 2017, "Why discouraged borrowers exist? An empirical (re)examination from less developed countries," Emerging Markets Review, Elsevier, volume 33, issue C, pages 19-41, DOI: 10.1016/j.ememar.2017.08.003.
• Inci, A. Can & Ozenbas, Deniz, 2017, "Intraday volatility and the implementation of a closing call auction at Borsa Istanbul," Emerging Markets Review, Elsevier, volume 33, issue C, pages 79-89, DOI: 10.1016/j.ememar.2017.09.002.
• Bodnaruk, Andriy & Massa, Massimo & Yadav, Vijay, 2017, "Family ownership, country governance, and foreign portfolio investment," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 96-115, DOI: 10.1016/j.jempfin.2017.01.002.
• Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun, 2017, "Foreign exchange predictability and the carry trade: A decomposition approach," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 199-211, DOI: 10.1016/j.jempfin.2017.03.005.
• Jach, Agnieszka, 2017, "International stock market comovement in time and scale outlined with a thick pen," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 115-129, DOI: 10.1016/j.jempfin.2017.06.004.
• Lawrenz, Jochen & Zorn, Josef, 2017, "Predicting international stock returns with conditional price-to-fundamental ratios," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 159-184, DOI: 10.1016/j.jempfin.2017.06.003.
• Kayalar, Derya Ezgi & Küçüközmen, C. Coşkun & Selcuk-Kestel, A. Sevtap, 2017, "The impact of crude oil prices on financial market indicators: copula approach," Energy Economics, Elsevier, volume 61, issue C, pages 162-173, DOI: 10.1016/j.eneco.2016.11.016.
• Algieri, Bernardina & Leccadito, Arturo, 2017, "Assessing contagion risk from energy and non-energy commodity markets," Energy Economics, Elsevier, volume 62, issue C, pages 312-322, DOI: 10.1016/j.eneco.2017.01.006.
• Zhang, Dayong, 2017, "Oil shocks and stock markets revisited: Measuring connectedness from a global perspective," Energy Economics, Elsevier, volume 62, issue C, pages 323-333, DOI: 10.1016/j.eneco.2017.01.009.
• Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat, 2017, "The relationship between oil prices and rig counts: The importance of lags," Energy Economics, Elsevier, volume 63, issue C, pages 213-226, DOI: 10.1016/j.eneco.2017.01.015.
• Balcılar, Mehmet & Demirer, Rıza & Ulussever, Talat, 2017, "Does speculation in the oil market drive investor herding in emerging stock markets?," Energy Economics, Elsevier, volume 65, issue C, pages 50-63, DOI: 10.1016/j.eneco.2017.04.031.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2017, "Can stock market investors hedge energy risk? Evidence from Asia," Energy Economics, Elsevier, volume 66, issue C, pages 559-570, DOI: 10.1016/j.eneco.2016.11.026.
• Mensi, Walid & Hammoudeh, Shawkat & Al-Jarrah, Idries Mohammad Wanas & Sensoy, Ahmet & Kang, Sang Hoon, 2017, "Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications," Energy Economics, Elsevier, volume 67, issue C, pages 454-475, DOI: 10.1016/j.eneco.2017.08.031.
• Chen, Chun-Da & Cheng, Chiao-Ming & Demirer, Rıza, 2017, "Oil and stock market momentum," Energy Economics, Elsevier, volume 68, issue C, pages 151-159, DOI: 10.1016/j.eneco.2017.09.025.
• Feng, Jiabao & Wang, Yudong & Yin, Libo, 2017, "Oil volatility risk and stock market volatility predictability: Evidence from G7 countries," Energy Economics, Elsevier, volume 68, issue C, pages 240-254, DOI: 10.1016/j.eneco.2017.09.023.
• Maghyereh, Aktham I. & Awartani, Basel & Tziogkidis, Panagiotis, 2017, "Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries," Energy Economics, Elsevier, volume 68, issue C, pages 440-453, DOI: 10.1016/j.eneco.2017.10.025.
• Degiannakis, Stavros & Potamia, Artemis, 2017, "Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 176-190, DOI: 10.1016/j.irfa.2016.10.008.
• Zaghini, Andrea, 2017, "A tale of fragmentation: Corporate funding in the euro-area bond market," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 59-68, DOI: 10.1016/j.irfa.2016.12.004.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017, "Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 1-26, DOI: 10.1016/j.irfa.2017.01.004.
• Mishra, Anil V. & Anwar, Sajid, 2017, "Foreign portfolio equity holdings and capital gains taxation," International Review of Financial Analysis, Elsevier, volume 51, issue C, pages 54-68, DOI: 10.1016/j.irfa.2017.03.004.
• Al-Khazali, Osamah & Bouri, Elie & Roubaud, David & Zoubi, Taisier, 2017, "The impact of religious practice on stock returns and volatility," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 172-189, DOI: 10.1016/j.irfa.2017.04.009.
• Fu, Yufen & Blazenko, George W., 2017, "Normative portfolio theory," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 240-251, DOI: 10.1016/j.irfa.2017.07.002.
• Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa, 2017, "The financial economics of white precious metals — A survey," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 292-308, DOI: 10.1016/j.irfa.2017.04.006.
• Shahzad, Syed Jawad Hussain & Ferrer, Román & Ballester, Laura & Umar, Zaghum, 2017, "Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 9-26, DOI: 10.1016/j.irfa.2017.04.005.
• Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2017, "Assessing the impact of an EU financial transactions tax on asset volatility: An event study," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 12-24, DOI: 10.1016/j.irfa.2017.08.002.
• Andrikopoulos, Panagiotis & Kallinterakis, Vasileios & Leite Ferreira, Mario Pedro & Verousis, Thanos, 2017, "Intraday herding on a cross-border exchange," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 25-36, DOI: 10.1016/j.irfa.2017.08.010.
• Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2017, "Asymmetry in spillover effects: Evidence for international stock index futures markets," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 94-111, DOI: 10.1016/j.irfa.2017.07.007.
• Sarwar, Ghulam, 2017, "Examining the flight-to-safety with the implied volatilities," Finance Research Letters, Elsevier, volume 20, issue C, pages 118-124, DOI: 10.1016/j.frl.2016.09.015.
• Kryzanowski, Lawrence & Zhang, Jie & Zhong, Rui, 2017, "Cross-financial-market correlations and quantitative easing," Finance Research Letters, Elsevier, volume 20, issue C, pages 13-21, DOI: 10.1016/j.frl.2016.06.011.
• Bouri, Elie & Molnár, Peter & Azzi, Georges & Roubaud, David & Hagfors, Lars Ivar, 2017, "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Finance Research Letters, Elsevier, volume 20, issue C, pages 192-198, DOI: 10.1016/j.frl.2016.09.025.
• Salzmann, Astrid & Soypak, Kalender, 2017, "National culture and private benefits of control," Finance Research Letters, Elsevier, volume 20, issue C, pages 199-206, DOI: 10.1016/j.frl.2016.09.027.
• Gamba-Santamaria, Santiago & Gomez-Gonzalez, Jose Eduardo & Hurtado-Guarin, Jorge Luis & Melo-Velandia, Luis Fernando, 2017, "Stock market volatility spillovers: Evidence for Latin America," Finance Research Letters, Elsevier, volume 20, issue C, pages 207-216, DOI: 10.1016/j.frl.2016.10.001.
• Kiohos, Apostolos & Babalos, Vassilios & Koulakiotis, Athanasios, 2017, "Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets," Finance Research Letters, Elsevier, volume 20, issue C, pages 217-222, DOI: 10.1016/j.frl.2016.10.002.
• Tielmann, Artur & Schiereck, Dirk, 2017, "Arising borders and the value of logistic companies: Evidence from the Brexit referendum in Great Britain," Finance Research Letters, Elsevier, volume 20, issue C, pages 22-28, DOI: 10.1016/j.frl.2016.08.006.
• Śmiech, Sławomir & Papież, Monika, 2017, "In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework," Finance Research Letters, Elsevier, volume 20, issue C, pages 238-244, DOI: 10.1016/j.frl.2016.10.006.
• Butt, Hilal Anwar & Virk, Nader Shahzad, 2017, "Momentum profits and time varying illiquidity effect," Finance Research Letters, Elsevier, volume 20, issue C, pages 253-259, DOI: 10.1016/j.frl.2016.10.010.
• Liu, Chih-Liang & Yang, Hsin-Feng, 2017, "Systemic risk in carry-trade portfolios," Finance Research Letters, Elsevier, volume 20, issue C, pages 40-46, DOI: 10.1016/j.frl.2016.09.007.
• Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2017, "Macro news and exchange rates in the BRICS," Finance Research Letters, Elsevier, volume 21, issue C, pages 140-143, DOI: 10.1016/j.frl.2016.12.002.
• Yamada, Masahiro & Ito, Takatoshi, 2017, "The forex fixing reform and its impact on cost and risk of forex trading banks," Finance Research Letters, Elsevier, volume 21, issue C, pages 157-162, DOI: 10.1016/j.frl.2016.12.004.
• Bellavite Pellegrini, Carlo & Meoli, Michele & Urga, Giovanni, 2017, "Money market funds, shadow banking and systemic risk in United Kingdom," Finance Research Letters, Elsevier, volume 21, issue C, pages 163-171, DOI: 10.1016/j.frl.2017.02.002.
• Mensi, Walid & Hammoudeh, Shawkat & Kang, Sang Hoon, 2017, "Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis," Finance Research Letters, Elsevier, volume 21, issue C, pages 26-33, DOI: 10.1016/j.frl.2016.11.016.
• Berlinger, Edina, 2017, "Implicit rating: A potential new method to alert crisis on the interbank lending market," Finance Research Letters, Elsevier, volume 21, issue C, pages 277-283, DOI: 10.1016/j.frl.2016.11.010.
• Jun, Doobae & Ahn, Changmo & Kim, Gwangil, 2017, "Analysis of the global financial crisis using statistical moments," Finance Research Letters, Elsevier, volume 21, issue C, pages 47-52, DOI: 10.1016/j.frl.2016.11.004.
• Yang, Ann Shawing & Carandang, Craig Alan Uyan, 2017, "Exploring the location and price differentials of cross-listed firms for arbitrage opportunities," Finance Research Letters, Elsevier, volume 21, issue C, pages 85-91, DOI: 10.1016/j.frl.2017.02.010.
• Wang, Gang-Jin & Xie, Chi & Lin, Min & Stanley, H. Eugene, 2017, "Stock market contagion during the global financial crisis: A multiscale approach," Finance Research Letters, Elsevier, volume 22, issue C, pages 163-168, DOI: 10.1016/j.frl.2016.12.025.
• Zaremba, Adam, 2017, "Performance persistence of government bond factor premia," Finance Research Letters, Elsevier, volume 22, issue C, pages 182-189, DOI: 10.1016/j.frl.2016.12.022.
• Hachenberg, Britta & Kiesel, Florian & Kolaric, Sascha & Schiereck, Dirk, 2017, "The impact of expected regulatory changes: The case of banks following the 2016U.S. election," Finance Research Letters, Elsevier, volume 22, issue C, pages 268-273, DOI: 10.1016/j.frl.2016.12.021.
• Berlinger, Edina & Bihary, Zsolt & Walter, György, 2017, "Corporate cash-pool valuation in a multi-firm context: A closed formula," Finance Research Letters, Elsevier, volume 22, issue C, pages 30-34, DOI: 10.1016/j.frl.2016.11.008.
• Liao, Qunfeng & Mehdian, Seyed & Rezvanian, Rasoul, 2017, "An examination of investors’ reaction to the announcement of CoCo bonds issuance: A global outlook," Finance Research Letters, Elsevier, volume 22, issue C, pages 58-65, DOI: 10.1016/j.frl.2016.12.034.
• Sheng, Xin & Brzeszczyński, Janusz & Ibrahim, Boulis M., 2017, "International stock return co-movements and trading activity," Finance Research Letters, Elsevier, volume 23, issue C, pages 12-18, DOI: 10.1016/j.frl.2017.06.006.
• BenSaïda, Ahmed, 2017, "Herding effect on idiosyncratic volatility in U.S. industries," Finance Research Letters, Elsevier, volume 23, issue C, pages 121-132, DOI: 10.1016/j.frl.2017.03.001.
• von Eije, Henk & Goyal, Abhinav & Muckley, Cal B., 2017, "Flexible firm-level dividends in Latin America," Finance Research Letters, Elsevier, volume 23, issue C, pages 133-136, DOI: 10.1016/j.frl.2017.02.012.
• Abourachid, Halim & Kubo, Alexander & Orbach, Sven, 2017, "Momentum strategies in European equity markets: Perspectives on the recent financial and European debt crises," Finance Research Letters, Elsevier, volume 23, issue C, pages 147-151, DOI: 10.1016/j.frl.2017.05.013.
• Baumöhl, Eduard & Lyócsa, Štefan, 2017, "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," Finance Research Letters, Elsevier, volume 23, issue C, pages 152-164, DOI: 10.1016/j.frl.2017.02.013.
• Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017, "Geopolitical risks and the oil-stock nexus over 1899–2016," Finance Research Letters, Elsevier, volume 23, issue C, pages 165-173, DOI: 10.1016/j.frl.2017.07.017.
• Lönnbark, Carl, 2017, "Long vs. short term asymmetry in volatility and the term structure of risk," Finance Research Letters, Elsevier, volume 23, issue C, pages 202-209, DOI: 10.1016/j.frl.2017.06.011.
• Narayan, Seema & Ur Rehman, Mobeen, 2017, "Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets," Finance Research Letters, Elsevier, volume 23, issue C, pages 223-232, DOI: 10.1016/j.frl.2017.06.007.
• Bouri, Elie & Roubaud, David & Jammazi, Rania & Assaf, Ata, 2017, "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Finance Research Letters, Elsevier, volume 23, issue C, pages 23-30, DOI: 10.1016/j.frl.2017.06.010.
• Konopczak, Karolina & Konopczak, Michał, 2017, "Impact of International capital flows on emerging markets’ sovereign risk premium – demand vs. vulnerability effect," Finance Research Letters, Elsevier, volume 23, issue C, pages 239-245, DOI: 10.1016/j.frl.2017.07.010.
• Ekkayokkaya, Manapol & Foojinphan, Pimnipa & Wolff, Christian C.P., 2017, "Cross-border mergers and acquisitions: Evidence from the Indochina region," Finance Research Letters, Elsevier, volume 23, issue C, pages 253-256, DOI: 10.1016/j.frl.2017.06.009.
• Cruz-García, Paula & de Guevara, Juan Fernández & Maudos, Joaquín, 2017, "The evolution of market power in European banking," Finance Research Letters, Elsevier, volume 23, issue C, pages 257-262, DOI: 10.1016/j.frl.2017.06.012.
• Klein, Tony, 2017, "Dynamic correlation of precious metals and flight-to-quality in developed markets," Finance Research Letters, Elsevier, volume 23, issue C, pages 283-290, DOI: 10.1016/j.frl.2017.05.002.
• Kim, Thomas, 2017, "On the transaction cost of Bitcoin," Finance Research Letters, Elsevier, volume 23, issue C, pages 300-305, DOI: 10.1016/j.frl.2017.07.014.
• Bouri, Elie & Gupta, Rangan & Tiwari, Aviral Kumar & Roubaud, David, 2017, "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Finance Research Letters, Elsevier, volume 23, issue C, pages 87-95, DOI: 10.1016/j.frl.2017.02.009.
• Upson, James & Van Ness, Robert A., 2017, "Multiple markets, algorithmic trading, and market liquidity," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 49-68, DOI: 10.1016/j.finmar.2016.05.004.
• Moshirian, Fariborz & Qian, Xiaolin & Wee, Claudia Koon Ghee & Zhang, Bohui, 2017, "The determinants and pricing of liquidity commonality around the world," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 22-41, DOI: 10.1016/j.finmar.2017.02.004.
• Gresse, Carole, 2017, "Effects of lit and dark market fragmentation on liquidity," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 1-20, DOI: 10.1016/j.finmar.2017.05.003.
• Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017, "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 91-114, DOI: 10.1016/j.jfs.2016.12.004.
• Leschinski, Christian & Bertram, Philip, 2017, "Time varying contagion in EMU government bond spreads," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 72-91, DOI: 10.1016/j.jfs.2017.01.007.
• Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2017, "The asymmetric relationship between returns and implied volatility: Evidence from global stock markets," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 156-174, DOI: 10.1016/j.jfs.2017.05.006.
• Ayala, Diana & Nedeljkovic, Milan & Saborowski, Christian, 2017, "What slice of the pie? The corporate bond market boom in emerging economies," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 16-35, DOI: 10.1016/j.jfs.2017.03.003.
• Wu, Ji & Chen, Minghua & Jeon, Bang Nam & Wang, Rui, 2017, "Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 45-61, DOI: 10.1016/j.jfs.2017.06.004.
• Düll, Robert & König, Felix & Ohls, Jana, 2017, "On the exposure of insurance companies to sovereign risk—Portfolio investments and market forces," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 93-106, DOI: 10.1016/j.jfs.2017.06.008.
• Duprey, Thibaut & Klaus, Benjamin & Peltonen, Tuomas, 2017, "Dating systemic financial stress episodes in the EU countries," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 30-56, DOI: 10.1016/j.jfs.2017.07.004.
• Benbouzid, Nadia & Mallick, Sushanta K. & Sousa, Ricardo M., 2017, "An international forensic perspective of the determinants of bank CDS spreads," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 60-70, DOI: 10.1016/j.jfs.2017.10.004.
• Conover, C. Mitchell & Jensen, Gerald R. & Johnson, Robert R. & Szakmary, Andrew C., 2017, "Emerging markets: Is the trend still your friend?," Global Finance Journal, Elsevier, volume 32, issue C, pages 128-148, DOI: 10.1016/j.gfj.2016.05.001.
• Kuttu, Saint, 2017, "Time-varying conditional discrete jumps in emerging African equity markets," Global Finance Journal, Elsevier, volume 32, issue C, pages 35-54, DOI: 10.1016/j.gfj.2016.06.004.
• Keiber, Karl Ludwig & Samyschew, Helene, 2017, "The world price of sentiment risk," Global Finance Journal, Elsevier, volume 32, issue C, pages 62-82, DOI: 10.1016/j.gfj.2016.06.002.
• Hua, Wei & Wei, Peihwang, 2017, "National culture, population age, and other country factors in volume–price volatility relationship," Global Finance Journal, Elsevier, volume 32, issue C, pages 83-96, DOI: 10.1016/j.gfj.2015.12.003.
• Ang, James & Knill, April & Mauck, Nathan, 2017, "Cross-border opportunity sets: An international empirical study based on ownership types," Global Finance Journal, Elsevier, volume 33, issue C, pages 1-26, DOI: 10.1016/j.gfj.2016.07.001.
• Chuluun, Tuugi, 2017, "Global portfolio investment network and stock market comovement," Global Finance Journal, Elsevier, volume 33, issue C, pages 51-68, DOI: 10.1016/j.gfj.2016.08.002.
• Figueiredo, Antonio & Parhizgari, A.M., 2017, "Currency volatility and bid-ask spreads of ADRs and local shares," Global Finance Journal, Elsevier, volume 34, issue C, pages 54-71, DOI: 10.1016/j.gfj.2016.07.002.
• Byström, Hans, 2017, "The currency composition of firms' balance sheets, asset value correlations, and capital requirements," Global Finance Journal, Elsevier, volume 34, issue C, pages 89-99, DOI: 10.1016/j.gfj.2017.03.007.
• Catão, Luis A.V. & Mano, Rui C., 2017, "Default premium," Journal of International Economics, Elsevier, volume 107, issue C, pages 91-110, DOI: 10.1016/j.jinteco.2017.03.005.
• Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomás, 2017, "International asset allocations and capital flows: The benchmark effect," Journal of International Economics, Elsevier, volume 108, issue C, pages 413-430, DOI: 10.1016/j.jinteco.2017.06.007.
• Lewis, Karen K. & Liu, Edith X., 2017, "Disaster risk and asset returns: An international perspective," Journal of International Economics, Elsevier, volume 108, issue S1, pages 42-58, DOI: 10.1016/j.jinteco.2017.03.001.
• Ito, Takatoshi & Yamada, Masahiro, 2017, "Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing," Journal of International Economics, Elsevier, volume 109, issue C, pages 214-234, DOI: 10.1016/j.jinteco.2017.09.005.
• Al-Maadid, Alanoud & Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2017, "Spillovers between food and energy prices and structural breaks," International Economics, Elsevier, volume 150, issue C, pages 1-18, DOI: 10.1016/j.inteco.2016.06.005.
• Cheung, Yin-Wong & Yiu, Matthew S., 2017, "Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey," International Economics, Elsevier, volume 152, issue C, pages 9-20, DOI: 10.1016/j.inteco.2017.09.001.
• Gnabo, J.Y. & Kerkour, M. & Lecourt, C. & Raymond, H., 2017, "Understanding the decision-making process of sovereign wealth funds: The case of Temasek," International Economics, Elsevier, volume 152, issue C, pages 91-106, DOI: 10.1016/j.inteco.2017.06.003.
• Bu, Ruijun & Jawadi, Fredj & Li, Yuyi, 2017, "An empirical comparison of transformed diffusion models for VIX and VIX futures," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 46, issue C, pages 116-127, DOI: 10.1016/j.intfin.2016.08.003.
• Spaliara, Marina-Eliza & Tsoukas, Serafeim, 2017, "Corporate failures and the denomination of corporate bonds: Evidence from emerging Asian economies over two financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 46, issue C, pages 84-97, DOI: 10.1016/j.intfin.2016.08.005.
• Ince, Onur & Molodtsova, Tanya, 2017, "Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 131-151, DOI: 10.1016/j.intfin.2016.11.002.
• Takahiro Hattori, 2017, "Does swap-covered interest parity hold in long-term capital markets after the financial crisis?," Discussion papers, Policy Research Institute, Ministry of Finance Japan, number ron293, Mar.
• Michał Fronc & Piotr Mielus, 2017, "Financial convergence on emerging markets: the case of CEE countries," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 2, pages 149-172.
• Marcin Flotyński, 2017, "Basel III long-term liquidity standard in the context of the profitability of banks and volatility of their stock prices – quantitative analysis for the euro area," NBP Working Papers, Narodowy Bank Polski, number 274.
• Luzi Hail & Stephanie Sikes & Clare Wang, 2017, "Cross-Country Evidence on the Relation between Capital Gains Taxes, Risk, and Expected Returns," NBER Chapters, National Bureau of Economic Research, Inc, "Personal Income Taxation and Household Behavior (TAPES)".
• Wenxin Du & Joanne Im & Jesse Schreger, 2017, "The U.S. Treasury Premium," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2017".
• Geert Bekaert & Arnaud Mehl, 2017, "On the Global Financial Market Integration “Swoosh” and the Trilemma," NBER Working Papers, National Bureau of Economic Research, Inc, number 23124, Feb.
• Wenxin Du & Alexander Tepper & Adrien Verdelhan, 2017, "Deviations from Covered Interest Rate Parity," NBER Working Papers, National Bureau of Economic Research, Inc, number 23170, Feb.
• Joel Hasbrouck & Richard M. Levich, 2017, "FX Market Metrics: New Findings Based on CLS Bank Settlement Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 23206, Mar.
• Cristina Arellano & Yan Bai & Luigi Bocola, 2017, "Sovereign Default Risk and Firm Heterogeneity," NBER Working Papers, National Bureau of Economic Research, Inc, number 23314, Apr.
• Takatoshi Ito & Masahiro Yamada, 2017, "Did the Reform Fix the London Fix Problem?," NBER Working Papers, National Bureau of Economic Research, Inc, number 23327, Apr.
• Fabio Castiglionesi & Fabio Feriozzi & Guido Lorenzoni, 2017, "Financial Integration and Liquidity Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 23359, Apr.
• Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza, 2017, "Lessons Unlearned? Corporate Debt in Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 23407, May.
• Jonas Heipertz & Amine Ouazad & Romain Rancière & Natacha Valla, 2017, "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 23572, Jul.
• John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2017, "The Effects of U.S. Monetary Policy on Emerging Market Economies' Sovereign and Corporate Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 23628, Jul.
• Elena Gerko & Hélène Rey, 2017, "Monetary Policy in the Capitals of Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 23651, Aug.
• Eugenio Cerutti & Stijn Claessens & Andrew K. Rose, 2017, "How Important is the Global Financial Cycle? Evidence from Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 23699, Aug.
• Jeffrey A. Frankel & Ayako Saiki, 2017, "Does It Matter If Statistical Agencies Frame the Month’s CPI Reporton a 1-Month or 12-month Basis?," NBER Working Papers, National Bureau of Economic Research, Inc, number 23754, Aug.
• Wenxin Du & Joanne Im & Jesse Schreger, 2017, "The U.S. Treasury Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 23759, Aug.
• Hanno Lustig & Robert J. Richmond, 2017, "Gravity in FX R-Squared: Understanding the Factor Structure in Exchange Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 23773, Sep.
• Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan, 2017, "Anomalies Abroad: Beyond Data Mining," NBER Working Papers, National Bureau of Economic Research, Inc, number 23809, Sep.
• William N. Goetzmann & Dasol Kim, 2017, "Negative Bubbles: What Happens After a Crash," NBER Working Papers, National Bureau of Economic Research, Inc, number 23830, Sep.
• Anusha Chari & Peter Blair Henry & Racha Moussa, 2017, "Does Capital Scarcity Matter?," NBER Working Papers, National Bureau of Economic Research, Inc, number 23921, Oct.
• Luigi Bocola & Guido Lorenzoni, 2017, "Financial Crises, Dollarization, and Lending of Last Resort in Open Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 23984, Nov.
• Anusha Chari & Ryan Leary & Toan Phan, 2017, "The Costs of (sub)Sovereign Default Risk: Evidence from Puerto Rico," NBER Working Papers, National Bureau of Economic Research, Inc, number 24108, Dec.
• David Hirshleifer & Chong Huang & Siew Hong Teoh, 2017, "Index Investing and Asset Pricing under Information Asymmetry and Ambiguity Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 24143, Dec.
• Ani Stoitsova-Stoykova, 2017, "Co-Movement Of The Capital Markets Of Southeast Europe During The Period 2005-2015," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 13, issue 1, pages 38-54.
• Júlio Lobão, 2017, "O efeito de smart money nos fundos de investimento: o caso português [The smart money effect in mutual funds: the Portuguese case]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 27, issue 1, pages 241-270, January-A.
• Megginson, William L., 2017, "Privatization, State Capitalism, and State Ownership of Business in the 21st Century," Foundations and Trends(R) in Finance, now publishers, volume 11, issue 1-2, pages 1-153, November, DOI: 10.1561/0500000053.
• Daniel, Kent & Hodrick, Robert J. & Lu, Zhongjin, 2017, "The Carry Trade: Risks and Drawdowns," Critical Finance Review, now publishers, volume 6, issue 2, pages 211-262, September, DOI: 10.1561/104.00000051.
• Ani Stoitsova-Stoykova, 2017, "Relationship Between Public Expectations and Financial Market Dynamics in South- East Europe Capital Markets," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 237-250, June.
• Daniel Stefan ARMEANU & Adrian ENCIU & Sorin-Iulian CIOACA, 2017, "How Important is the Contagion Effect for the Romanian Capital Market?," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 265-282, June.
• Mariya Paskaleva, 2017, "Risk Measurements-credit Default Swaps versus Capital Markets – Relationship, Dynamics and Forecast Ability," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 138-151, October.
• Yan Bai & Seon Tae Kim & Gabriel Mihalache, 2017, "The Payment Schedule of Sovereign Debt," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 17-09.
• Vincent Koen & Hidekatsu Asada & Stewart Nixon & Mohamed Rizwan Habeeb Rahuman & Abu Zeid Mohd Arif, 2017, "Malaysia’s economic success story and challenges," OECD Economics Department Working Papers, OECD Publishing, number 1369, Jan, DOI: 10.1787/cf7fddf2-en.
• Adrian Enciu & Sorin-Iulian Cioaca, 2017, "Is The Capital Market Important For The Economic Growth In The Eu?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 315-324, July.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2017, "Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 17-01, Jan.
• Evžen Kočenda, 2017, "Survey of volatility and spillovers on financial markets," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 363, Feb.