Research classified by Journal of Economic Literature (JEL) codes

2017

• Mike Dempsey & Amanda Li, 2017, "Is Post Earnings Announcement Drift A Priced Risk Factor in Emerging Markets? Chinese evidence," Archives of Business Research, Scholar Publishing, United Kingdom, volume 5, issue 6, pages 29-47, June, DOI: 10.14738/abr.56.3299.
• Tomas Williams & Claudio Raddatz & Sergio L. Schmukler, 2017, "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers, The George Washington University, Institute for International Economic Policy, number 2017-10, Oct.
• Tomas Williams & Lorenzo Pandolfi, 2017, "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," Working Papers, The George Washington University, Institute for International Economic Policy, number 2017-11, Nov.
• Tomas Williams, 2017, "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," Working Papers, The George Washington University, Institute for International Economic Policy, number 2017-12, Dec.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017, "How to determine exchange rates under risk neutrality: A note," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02877955, Aug, DOI: 10.1016/j.econlet.2017.05.015.
• Nicolas Debarsy & Jean-Yves Gnabo & Malik Kerkour, 2017, "Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition," Post-Print, HAL, number hal-01251243, Jun, DOI: 10.1016/j.jimonfin.2017.05.007.
• Justine Pedrono, 2017, "Pro-cyclicité des bilans bancaires : quels sont les effets des activités en devises ?," Post-Print, HAL, number hal-01590012, Apr.
• Gilles de Truchis & Benjamin Keddad & Cyril Dell'Eva, 2017, "On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning," Post-Print, HAL, number hal-01635867, May, DOI: 10.1016/j.intfin.2016.12.006.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667119.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667123.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667126.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667143.
• Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017, "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print, HAL, number hal-01667144.
• J.Y. Gnabo & M. Kerkour & C. Lecourt & H. Raymond, 2017, "Understanding the decision-making process of sovereign wealth funds: The case of Temasek," Post-Print, HAL, number hal-01685389, Dec, DOI: 10.1016/j.inteco.2017.06.003.
• Aurore Burietz & Kim Oosterlinck & Ariane Szafarz, 2017, "Europe vs. the U.S.: A new look at the syndicated loan pricing puzzle," Post-Print, HAL, number hal-01745253, Nov, DOI: 10.1016/j.econlet.2017.08.018.
• Zhenya Liu & Shixuan Wang, 2017, "Decoding Chinese stock market returns: Three-state hidden semi-Markov model," Post-Print, HAL, number hal-01794384, Sep, DOI: 10.1016/j.pacfin.2017.06.007.
• Carmela d'Avino, 2017, "Banking regulation and the changing geography of off-balance sheet activities," Post-Print, HAL, number hal-01893460, Aug.
• Elie Bouri & Peter Molnár & Georges Azzi & David Roubaud & Lars Ivar Hagfors, 2017, "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Post-Print, HAL, number hal-02000697, DOI: 10.1016/j.frl.2016.09.025.
• Elie Bouri & David Roubaud & Rania Jammazi & Ata Assaf, 2017, "Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices," Post-Print, HAL, number hal-02000698, DOI: 10.1016/j.frl.2017.06.010.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Post-Print, HAL, number hal-02008551, DOI: 10.1016/j.econmod.2017.03.019.
• Elie Bouri & Rangan Gupta & Aviral Kumar Tiwari & David Roubaud, 2017, "Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions," Post-Print, HAL, number hal-02008552, DOI: 10.1016/j.frl.2017.02.009.
• Osamah Al-Khazali & Elie Bouri & David Roubaud & Taisier Zoubi, 2017, "The impact of religious practice on stock returns and volatility," Post-Print, HAL, number hal-02008554, DOI: 10.1016/j.irfa.2017.04.009.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017, "How to determine exchange rates under risk neutrality: A note," Post-Print, HAL, number hal-02877955, Aug, DOI: 10.1016/j.econlet.2017.05.015.
• Nicolas Huchet & Gueye Papa & Rachida Hennani, 2017, "U.S. Monetary Policy, Commodity Prices And The Financialization Hypothesis," Post-Print, HAL, number hal-03591537, Nov.
• Sandrine Kablan & Zied Ftiti & Khaled Guesmi, 2017, "Commodity price cycles and financial pressures in African commodities exporters
  [Cycles de prix des matières premières et tensions financières dans les pays exportateurs de matières premières]," Post-Print, HAL, number hal-04281443, Mar, DOI: 10.1016/j.ememar.2016.05.005.
• Cyril Dell'Eva & Gilles de Truchis & Benjamin Keddad, 2017, "On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning," Post-Print, HAL, number hal-04847446.
• Weneyam Hippolyte Balima & Jean-Louis Combes & Alexandru Minea, 2017, "Sovereign debt risk in emerging market economies: Does inflation targeting adoption make any difference?," Post-Print, HAL, number halshs-01426508.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2017, "How to determine exchange rates under risk neutrality: A note," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02877955, Aug, DOI: 10.1016/j.econlet.2017.05.015.
• Sandrine Kablan & Ouidad Yousfi, 2017, "Efficiency of islamic and conventional banks in countries with islamic banking," Working Papers, HAL, number hal-01527697, May.
• Lauren Stagnol, 2017, "Introducing global term structure in a risk parity framework," Working Papers, HAL, number hal-04141648.
• Fredj Jawadi & Wael Louhichi & Hachmi Ben Ameur & Abdoulkarim Idi Cheffou, 2017, "On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis," Working Papers, HAL, number hal-04141662.
• Raouf Boucekkine & Benteng Zou, 2017, "A Note on Risk Sharing versus Instability in International Financial Integration: When Obstfeld Meets Stiglitz," Working Papers, HAL, number halshs-01579120, Aug.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017, "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working papers of CATT, HAL, number hal-01885142, Apr.
• Voges, Michelle & Leschinski, Christian & Sibbertsen, Philipp, 2017, "Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-599, Jun.
• Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017, "The Memory of Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-601, Jul.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2017, "The Long Memory of Equity Volatility: International Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-614, Nov.
• Kyritsis, Evangelos & Serletis, Apostolos, 2017, "The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/7, May.
• Kyritsis, Evangelos & Serletis, Apostolos, 2017, "Oil Prices and the Renewable Energy Sector," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2017/15, Nov.
• Hollifield, Burton & Sandås, Patrik & Todd, Andrew, 2017, "Latency Arbitrage When Markets Become Faster," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 338, May.
• Di Casola, Paola & Sichlimiris, Spyridon, 2017, "Domestic and External Sovereign Debt," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 345, Nov.
• Violetta Arkhipova, 2017, ""Green Finance" as Recipe for Solving Global Problems," HSE Economic Journal, National Research University Higher School of Economics, volume 21, issue 2, pages 312-332.
• Victoria Dobrynskaya, 2017, "Dynamic Momentum and Contrarian Trading," HSE Working papers, National Research University Higher School of Economics, number WP BRP 61/FE/2017.
• Yin-Wong Cheung & Kenneth K. Chow & Matthew S. Yiu, 2017, "Effects of Capital Flow on the Equity and Housing Markets in Hong Kong," Working Papers, Hong Kong Institute for Monetary Research, number 012017, Jan.
• Camelia Catalina Joldes, 2017, "The Impact of Globalization on the Capital Market in Romania," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 5, issue 1, pages 3-8, March.
• Valentin EPURE, 2017, "Bucharest Stock Exchange - the evolution of institutional framework and of the main financial instruments," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 5, issue 2, pages 21-27, June.
• Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2017, "What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2017n17, Jul.
• Kateryna Bagatska & Bohdana Piuro, 2017, "Market Capitalization of Companies: World and Domestic Tendencies," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 112-119, March.
• Ihor Kravchuk, 2017, "Assets Securitization in European Financial Scope," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 91-98, June.
• Jed Baker, 2017, "U.S. And Costa Rica Stock Market Cointegration," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 11, issue 2, pages 93-104.
• Eyup Kadioglu & Saim Kilic & Ender Aykut Yilmaz, 2017, "Testing the Relationship between Free Cash Flow and Company Performance in Borsa Istanbul," International Business Research, Canadian Center of Science and Education, volume 10, issue 5, pages 148-158, May.
• Cavallo, Eduardo A. & Fernández-Arias, Eduardo & Marzani, Matías, 2017, "Making International Financial Integration Work for Low-Saving Countries," IDB Publications (Working Papers), Inter-American Development Bank, number 8508, Jul, DOI: http://dx.doi.org/10.18235/0011806.
• Linda Karlina Sari & Noer Azam Achsani & Bagus Sartono, 2017, "Volatility Transmission of the Main Global Stock Return Towards Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 2, pages 229-256, October, DOI: https://doi.org/10.21098/bemp.v20i2.
• Anatoly A. Peresetsky & Ruslan I. Yakubov, 2017, "Autocorrelation in an unobservable global trend: does it help to forecast market returns?," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 7, issue 1/2, pages 152-169.
• Dorina Clichici, 2017, "The European Central Bank And The Federal Reserve: A Comparative Analysis," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 9, issue 2, pages 19-35.
• Oskar Kowalewksi & Pawel Pisany, 2017, "What is driving the corporate bond market development in Asia?," Working Papers, IESEG School of Management, number 2017-ACF-03, May.
• Petra Palic & Petra Posedel Simovic & Maruska Vizek, 2017, "The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 19, issue 1, pages 37-66, June.
• Muhammad Nurul Houqe, 2017, "IFRS Adoption and Audit Fees-Evidence from New Zealand," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 16, issue 1, pages 75-100, June.
• Jon Frost & Jakob de Haan & Neeltje van Horen, 2017, "International Banking and Cross-Border Effects of Regulation: Lessons from the Netherlands," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 2, pages 293-313, March.
• Jose M Berrospide & Ricardo Correa & Linda S Goldberg & Friederike Niepmann, 2017, "International Banking and Cross-Border Effects of Regulation: Lessons from the United States," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 2, pages 435-476, March.
• Rodrigo Alfaro Alfaro & Carlos A. Medel & Carola Moreno, 2017, "An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 32, issue 2, pages 131-153, October.
• Seung Jung Lee & Lucy Qian Liu & Viktors Stebunovs, 2017, "Risk Taking and Interest Rates: Evidence from Decades in the Global Syndicated Loan Market," IMF Working Papers, International Monetary Fund, number 2017/016, Jan.
• Mr. Eugenio M Cerutti & Mr. Stijn Claessens & Mr. Andrew K. Rose, 2017, "How Important is the Global Financial Cycle? Evidence from Capital Flows," IMF Working Papers, International Monetary Fund, number 2017/193, Sep.
• Sebastian Dullien, 2017, "Risk sharing by financial markets in federal systems: What do we really measure?," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 02-2017.
• Leopoldo Sánchez Cantú & Carlos Arturo Soto Campos & Oswaldo Morales Matamoros & Alba Lucero García Pérez, 2017, "Ley de potencia en caídas de precios mayores a un nivel crítico en series de tiempo financieras," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 1, pages 63-89, Enero-Mar.
• Aggarwal, Nidhi & Susan Thomas, 2017, "Response of firms to listing: Evidence from SME exchanges," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2017-022, Nov.
• David Kohn, 2017, "Addicted to Debt: Foreign Purchases of U.S. Treasuries and the Term Premium," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 480.
• Luka Sikic & Mislav Sagovac, 2017, "An international integration history of the Zagreb Stock Exchange," Public Sector Economics, Institute of Public Finance, volume 41, issue 2, pages 227-257, DOI: 10.3326/pse.41.2.4.
• Katarina Durdenic, 2017, "Crowdfunding - Croatian legal perspective and comparison to other sources of financing," Public Sector Economics, Institute of Public Finance, volume 41, issue 2, pages 259-287, DOI: 10.3326/pse.41.2.5.
• Miranda-Reyna, Montserrat & Carrillo-Urbina, Gilberto Jaime, 2017, "Impacto de los indicadores financieros en el desempeño de las instituciones microfinancieras en México: un estudio de panel desbalanceado," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 46, pages 41-60, Primer se.
• António Afonso & André Albuquerque, 2017, "Sovereign Credit Rating Mismatches," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/02, Jan.
• Dickinson, David L. & Chaudhuri, Ananish & Greenaway-McGrevy, Ryan, 2017, "Trading While Sleepy? Circadian Mismatch and Excess Volatility in a Global Experimental Asset Market," IZA Discussion Papers, IZA Network @ LISER, number 10984, Sep.
• K. Kiran Kumar & Bhawna Sahu, 2017, "Dynamic Linkages Between Macroeconomic Factors and Islamic Stock Indices in a Non-Islamic Country India," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 193-205, January-M.
• Rizwan Ali Author-Name: Yanping Liu Author-Name: Ramiz Ur Rehman & Youyuan Zheng, 2017, "Does U.S. Sub-Prime Crisis Impede Asian Equity Indices Integration Strengthens? An Ardl-Bounds Testing Approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 259-293, January-M.
• Wasim K. Al-Shattarat & Basiem K. Al-Shattarat, 2017, "The Relationship Between Cumulative Abnormal Returns And Earnings: Evidence From Emerging Markets," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 2, pages 357-368, April-Jun.
• Lika Ba, Farid Gasmi, and Paul Noumba Um, 2017, "The Relationship between Financial Development and Private Investment Commitments in Energy Projects," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 42, issue 3, pages 17-40, September.
• Gina Christelle Pieters, 2017, "Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls," 2017 Papers, Job Market Papers, number ppi307, Nov.
• Chune Young Chung & Yunjae Lee & Doojin Ryu, 2017, "Do Domestic Institutional Trades Exacerbate Information Asymmetry? Evidence from the Korean Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 4, pages 309-322, December, DOI: 10.1007/s10690-017-9235-0.
• Wei Zhou, 2017, "Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis," Computational Economics, Springer;Society for Computational Economics, volume 50, issue 2, pages 207-230, August, DOI: 10.1007/s10614-016-9606-z.
• Karin Haldrup, 2017, "On security of collateral in Danish mortgage finance: a formula of property rights, incentives and market mechanisms," European Journal of Law and Economics, Springer, volume 43, issue 1, pages 1-29, February, DOI: 10.1007/s10657-014-9448-x.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2017, "International stock return predictability: Is the role of U.S. time-varying?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 121-146, February, DOI: 10.1007/s10663-015-9313-3.
• Hubert Gabrisch, 2017, "Monetary policy independence reconsidered: evidence from six non-euro members of the European Union," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 3, pages 567-584, August, DOI: 10.1007/s10663-016-9337-3.
• Evan Gatev & Mingxin Li, 2017, "Hedge funds as international liquidity providers: evidence from convertible bond arbitrage in Canada," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 2, pages 117-136, May, DOI: 10.1007/s11408-017-0285-0.
• Thomas Poufinas & Dimitrios Zygiotis, 2017, "How transparency affects investment-linked insurance products," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 23, issue 4, pages 405-418, November, DOI: 10.1007/s11294-017-9661-9.
• Manuel Hoffmann & Matthias Neuenkirch, 2017, "The pro-Russian conflict and its impact on stock returns in Russia and the Ukraine," International Economics and Economic Policy, Springer, volume 14, issue 1, pages 61-73, January, DOI: 10.1007/s10368-015-0321-3.
• Krishna Prasanna & Subramaniam Sowmya, 2017, "Yield curve in India and its interactions with the US bond market," International Economics and Economic Policy, Springer, volume 14, issue 2, pages 353-375, April, DOI: 10.1007/s10368-016-0340-8.
• Diego Valiante, 2017, "The ‘Visible Hand’ of the ECB’s first quantitative easing," International Economics and Economic Policy, Springer, volume 14, issue 4, pages 601-624, October, DOI: 10.1007/s10368-016-0356-0.
• Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa, 2017, "Income inequality, fiscal stimuli and political (in)stability," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 24, issue 3, pages 484-511, June, DOI: 10.1007/s10797-016-9428-x.
• Wolfgang Breuer & Moritz Felde & Bertram I. Steininger, 2017, "The Financial Impact of Firm Withdrawals from “State Sponsor of Terrorism” Countries," Journal of Business Ethics, Springer, volume 144, issue 3, pages 533-547, September, DOI: 10.1007/s10551-015-2814-y.
• Gbenga Ibikunle & Tom Steffen, 2017, "European Green Mutual Fund Performance: A Comparative Analysis with their Conventional and Black Peers," Journal of Business Ethics, Springer, volume 145, issue 2, pages 337-355, October, DOI: 10.1007/s10551-015-2850-7.
• N. Kundan Kishor & Hardik A. Marfatia, 2017, "The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 2, pages 237-268, February, DOI: 10.1007/s11146-015-9546-8.
• Geoffrey M. Ngene & Daniel P. Sohn & M. Kabir Hassan, 2017, "Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 4, pages 482-514, May, DOI: 10.1007/s11146-016-9552-5.
• Ralf Meyer, 2017, "Profitability patterns in the interest rate derivatives market," Review of Derivatives Research, Springer, volume 20, issue 3, pages 231-254, October, DOI: 10.1007/s11147-017-9129-3.
• Vincent Xiang & Michael T. Chng & Victor Fang, 2017, "The economic significance of CDS price discovery," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 1-30, January, DOI: 10.1007/s11156-015-0540-2.
• Chen-Yu Chen & Jian-Hsin Chou & Hung-Gay Fung & Yiuman Tse, 2017, "Setting the futures margin with price limits: the case for single-stock futures," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 219-237, January, DOI: 10.1007/s11156-015-0548-7.
• Ning Jia, 2017, "Diversification of pre-IPO ownership and foreign IPO performance," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 4, pages 1031-1061, May, DOI: 10.1007/s11156-016-0577-x.
• Sunil S. Poshakwale & Anandadeep Mandal, 2017, "Sources of time varying return comovements during different economic regimes: evidence from the emerging Indian equity market," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 4, pages 859-892, May, DOI: 10.1007/s11156-016-0580-2.
• Chaoshin Chiao & Zi-May Wang & Shiau-Yuan Tong, 2017, "Order cancellations across investor groups: evidence from an emerging order-driven market," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 4, pages 1167-1193, November, DOI: 10.1007/s11156-017-0620-6.
• Stijn Claessens & M. Ayhan Kose, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1718, Nov.
• Stijn Claessens & M. Ayhan Kose, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1719, Dec.
• Kentaro Iwatsubo & Clinton Watkins & Tao Xu, 2017, "Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York," Discussion Papers, Graduate School of Economics, Kobe University, number 1722, Nov.
• Tóth, József & Zéman, Zoltán, 2017, "Az Európai Unió bankrendszerének piaci koncentrációja
  [Market concentration among the banks in the European Union]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 852-871, DOI: 10.18414/KSZ.2017.7-8.852.
• Ahmed KHATTAB & Abid IHADIYAN, 2017, "Financial gradualism and banking crises in North Africa region: an investigation by a panel logit model," Journal of Economics and Political Economy, KSP Journals, volume 4, issue 4, pages 343-355, December.
• Madjid Hatefi MADJUMERD & Omolbanin JALALI & Mohamad Esmaeel ASHRAFI, 2017, "Democracy: An opportunity or a threat to Iran's economic structure," Turkish Economic Review, KSP Journals, volume 4, issue 3, pages 326-333, September.
• Katarina Juselius, 2017, "Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge," Discussion Papers, University of Copenhagen. Department of Economics, number 17-07, Apr.
• Katarina Juselius, 2017, "A CVAR scenario for a standard monetary model using theory-consistent expectations," Discussion Papers, University of Copenhagen. Department of Economics, number 17-08, Apr.
• Jozef Barunik & Evzen Kocenda & Lukas Vacha, 2017, "Asymmetric volatility connectedness on the forex market," KIER Working Papers, Kyoto University, Institute of Economic Research, number 956, Jan.
• M. Barigozzi & M. Hallin & S. Soccorsi, 2017, "Identification of global and local shocks in international financial markets via general dynamic factor models," Working Papers, Lancaster University Management School, Economics Department, number 445490638.
• Husni Charif & Ata Assaf, 2017, "Market Efficiency in the MENA Equity Markets: Evidence from Newly Developed Tests and Regime Change," Journal of Reviews on Global Economics, Lifescience Global, volume 6, pages 15-32.
• Zohaib Aziz & Javed Iqbal, 2017, "Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 22, issue 2, pages 89-116, July-Dec.
• Raouf Boucekkine & Benteng Zou, 2017, "A note on risk sharing versus instability in international financial integration: When Obstfeld meets Stiglitz," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 17-19.
• Valentina Milano, 2017, "Risk Sharing in the Euro Zone: the Role of European Institutions," Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1701.
• Ghasemi Ali Abadi, Mehdi & Shakeri, Abbas & Nassiri Aghdam, Ali, 2017, "Introducing a Model to Measure the Corporate Governance Index in Usury-Free Banking," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 1, pages 55-71, January.
• Fegheh Majidi, Ali & Mohammadi, Ahmad & Nanvay Sabegh, Behnaz, 2017, "An Investigation of Convergence Hypothesis of Price Index in Asian Stock Markets," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 1, pages 73-88, January.
• Argha, Leila & Mowlaei, Mohammad & Khezri, Mohsen & Shahabadi, Abolfazl, 2017, "Impact of the Selected Domestic and Foreign Markets Returns on Stock Price in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 4, pages 481-489, October.
• Eliska Hrabalova & Eva Vavrova & David Hampel, 2017, "New approaches to regulating insurance markets in the European Union in the aftermath of the financial crisis," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2017-72, Dec.
• Ryota Nakatani, 2017, "The Effects of Productivity Shocks, Financial Shocks, and Monetary Policy on Exchange Rates: An Application of the Currency Crisis Model and Implications for Emerging Market Crises," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 53, issue 11, pages 2545-2561, November, DOI: 10.1080/1540496X.2016.1216836.
• Shangkari V. Anusakumar & Ruhani Ali, 2017, "Momentum and Investor Sentiment: Evidence from Asian Stock Markets," Capital Markets Review, Malaysian Finance Association, volume 25, issue 1, pages 26-42.
• Ahmad Fawwaz Mohd Nasarudin & Bany Ariffin Amin Noordin & Siong Hook Law & Mohd Hisham Yahya, 2017, "Investigation of Herding Behaviour in Developed and Developing Countries: Does Country Governance Factor Matters?," Capital Markets Review, Malaysian Finance Association, volume 25, issue 2, pages 1-14.
• Jyri Kinnunen & Minna Martikainen, 2017, "Dynamic Autocorrelation and International Portfolio Allocation," Multinational Finance Journal, Multinational Finance Journal, volume 21, issue 1, pages 21-48, March.
• Samit Paul & Madhusudan Karmakar, 2017, "Relative Efficiency of Component GARCH-EVT Approach in Managing Intraday Market Risk," Multinational Finance Journal, Multinational Finance Journal, volume 21, issue 4, pages 247-283, December.
• Silvia Marchesi & Tania Masi, 2017, "Life after default: Private vs. official sovereign debt restructurings," Working Papers, University of Milano-Bicocca, Department of Economics, number 370, Sep, revised Feb 2019.
• Peh Ying Qian & John Francis Diaz, 2017, "Volatility Integration of Global Stock Markets with the Malaysian Stock Market: A Multivariate GARCH Approach," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 54, issue 1, pages 83-117, June, DOI: 10.22452/MJES.vol54no1.5.
• Marcell Béli & Kata Váradi, 2017, "A possible methodology for determining the initial margin," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 16, issue 2, pages 119-147.
• 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.
• Syed Abul Basher & Alfred Haug & Perry Sadorsky, 2017, "The impact of oil-market shocks on stock returns in major oil-exporting countries: A Markov-switching approach," Working Papers, University of Otago, Department of Economics, number 1710, Oct, revised Oct 2017.
• Eugenio Cerutti & Stijn Claessens & Lev Ratnovski, 2017, "Global liquidity and cross-border bank flows," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 32, issue 89, pages 81-125.
• Dariusz Wójcik & Duncan MacDonald-Korth & Simon X. Zhao, 2017, "The political–economic geography of foreign exchange trading," Journal of Economic Geography, Oxford University Press, volume 17, issue 2, pages 267-286.
• Andreas Fuchs & Kai Gehring, 2017, "The Home Bias in Sovereign Ratings," Journal of the European Economic Association, European Economic Association, volume 15, issue 6, pages 1386-1423.
• Matthew Baron & Wei Xiong, 2017, "Credit Expansion and Neglected Crash Risk," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 2, pages 713-764.
• Christian Walkshäusl, 2017, "Expectation Errors in European Value-Growth Strategies," Review of Finance, European Finance Association, volume 21, issue 2, pages 845-870.
• Richard Evans & Miguel A. Ferreira & Melissa Porras Prado, 2017, "Fund Performance and Equity Lending: Why Lend What You Can Sell?," Review of Finance, European Finance Association, volume 21, issue 3, pages 1093-1121.
• Athina Georgopoulou & Jiaguo (George) Wang, 2017, "The Trend Is Your Friend: Time-Series Momentum Strategies across Equity and Commodity Markets," Review of Finance, European Finance Association, volume 21, issue 4, pages 1557-1592.
• Bruno Solnik & Luo Zuo, 2017, "Relative Optimism and the Home Bias Puzzle," Review of Finance, European Finance Association, volume 21, issue 5, pages 2045-2074.
• Christian Finke & Florian Weigert, 2017, "Does Foreign Information Predict the Returns of Multinational Firms Worldwide?," Review of Finance, European Finance Association, volume 21, issue 6, pages 2199-2248.
• Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2017, "Currency Value," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 416-441.
• Michael Katz & Hanno Lustig & Lars Nielsen, 2017, "Are Stocks Real Assets? Sticky Discount Rates in Stock Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 539-587.
• Valentina Bruno & Hyun Song Shin, 2017, "Global Dollar Credit and Carry Trades: A Firm-Level Analysis," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 703-749.
• Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2017, "Differences of Opinion and International Equity Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 750-800.
• Chun Chang & Yao-Min Chiang & Yiming Qian & Jay R. Ritter, 2017, "Pre-market Trading and IPO Pricing," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 835-865.
• Tobias Berg & Anthony Saunders & Sascha Steffen & Daniel Streitz, 2017, "Mind the Gap: The Difference between U.S. and European Loan Rates," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 948-987.
• Chunxin Jia & Yaping Wang & Wei Xiong, 2017, "Market Segmentation and Differential Reactions of Local and Foreign Investors to Analyst Recommendations," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 9, pages 2972-3008.
• Belascu Lucian, 2017, "A Comparative Analysis in the Field of the Economic Exposure to Currency Risk," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 413-418, June.
• Munteanu Bogdan, 2017, "European Sovereign Bond-Backed Securities – a Proposal to Mitigate Risks Arisen from the Lack of an Euro Area Common Fiscal Policy," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 57-62, June.
• Munteanu Bogdan, 2017, "Speaking of Securitization of Financial Assets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 611-615, June.
• MiÅ£ac Mirela Claudia, 2017, "The Importance of European Capital Markets Union for the Romanian Companies," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 99-104, June.
• Gabriel, Vítor & Saraiva, Helena, 2017, "Links between the Eurozone Stock Markets: A New Perspective, Considering the Capitalization Level || Relación entre los índices bursátiles europeos: una nueva perspectiva a partir de los niveles de capitalización," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 23, issue 1, pages 194-209, Junio.
• Michael Ludwig & Herbert G. Mayer & Andreas W. Rathgeber & Christina Spriegel & Florian Vogg, 2017, "A truly market-value weighted commodity index," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 3, pages 222-242, May, DOI: 10.1057/s41260-016-0038-z.