Research classified by Journal of Economic Literature (JEL) codes

2019

• Wong, Alfred, 2019, "Currency jumps, Euribor-OIS spreads and the volatility skew: A study on the dollar-euro crash risk of 2007–2015," Finance Research Letters, Elsevier, volume 29, issue C, pages 7-16, DOI: 10.1016/j.frl.2019.03.001.
• Chu, Xiaojun & Gu, Zherong & Zhou, Haigang, 2019, "Intraday momentum and reversal in Chinese stock market," Finance Research Letters, Elsevier, volume 30, issue C, pages 83-88, DOI: 10.1016/j.frl.2019.04.002.
• Kaiser, Lars, 2019, "Seasonality in cryptocurrencies," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.007.
• Geuder, Julian & Kinateder, Harald & Wagner, Niklas F., 2019, "Cryptocurrencies as financial bubbles: The case of Bitcoin," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.011.
• Lim, Kian Guan & Chen, Ying & Yap, Nelson K.L., 2019, "Intraday information from S&P 500 Index futures options," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 29-55, DOI: 10.1016/j.finmar.2018.10.001.
• BenSaïda, Ahmed, 2019, "Good and bad volatility spillovers: An asymmetric connectedness," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 78-95, DOI: 10.1016/j.finmar.2018.12.005.
• Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2019, "Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 91-118, DOI: 10.1016/j.finmar.2019.03.001.
• Lanfear, Matthew G. & Lioui, Abraham & Siebert, Mark G., 2019, "Market anomalies and disaster risk: Evidence from extreme weather events," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2018.10.003.
• Gonçalves, Rui & Ribeiro, Vitor Miguel & Pereira, Fernando Lobo & Rocha, Ana Paula, 2019, "Deep learning in exchange markets," Information Economics and Policy, Elsevier, volume 47, issue C, pages 38-51, DOI: 10.1016/j.infoecopol.2019.05.002.
• Kok, Christoffer & Mirza, Harun & Pancaro, Cosimo, 2019, "Macro stress testing euro area banks’ fees and commissions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 97-119, DOI: 10.1016/j.intfin.2019.02.005.
• Kinateder, Harald & Papavassiliou, Vassilios G., 2019, "Sovereign bond return prediction with realized higher moments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 53-73, DOI: 10.1016/j.intfin.2019.05.002.
• Daly, Kevin & Batten, Jonathan A. & Mishra, Anil V. & Choudhury, Tonmoy, 2019, "Contagion risk in global banking sector," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101136.
• Buncic, Daniel & Stern, Cord, 2019, "Forecast ranked tailored equity portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101138.
• Knotek, Edward S. & Zaman, Saeed, 2019, "Financial nowcasts and their usefulness in macroeconomic forecasting," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1708-1724, DOI: 10.1016/j.ijforecast.2018.10.012.
• Cont, Rama & Schaanning, Eric, 2019, "Monitoring indirect contagion," Journal of Banking & Finance, Elsevier, volume 104, issue C, pages 85-102, DOI: 10.1016/j.jbankfin.2019.04.007.
• Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa, 2019, "Implied volatility surface predictability: The case of commodity markets," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105657.
• Gupta, Jairaj & Chaudhry, Sajid, 2019, "Mind the tail, or risk to fail," Journal of Business Research, Elsevier, volume 99, issue C, pages 167-185, DOI: 10.1016/j.jbusres.2019.02.037.
• Lu, Zhongjin & Murray, Scott, 2019, "Bear beta," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 736-760, DOI: 10.1016/j.jfineco.2018.09.006.
• Jiang, Fuwei & Lee, Joshua & Martin, Xiumin & Zhou, Guofu, 2019, "Manager sentiment and stock returns," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 126-149, DOI: 10.1016/j.jfineco.2018.10.001.
• Pyun, Sungjune, 2019, "Variance risk in aggregate stock returns and time-varying return predictability," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 150-174, DOI: 10.1016/j.jfineco.2018.10.002.
• Jensen, Christian Skov & Lando, David & Pedersen, Lasse Heje, 2019, "Generalized recovery," Journal of Financial Economics, Elsevier, volume 133, issue 1, pages 154-174, DOI: 10.1016/j.jfineco.2018.12.003.
• Calomiris, Charles W. & Mamaysky, Harry, 2019, "How news and its context drive risk and returns around the world," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 299-336, DOI: 10.1016/j.jfineco.2018.11.009.
• Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng, 2019, "Average skewness matters," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 29-47, DOI: 10.1016/j.jfineco.2019.03.003.
• Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei), 2019, "The impact of the U.S. employment report on exchange rates," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 257-267, DOI: 10.1016/j.jimonfin.2018.10.003.
• Hollstein, Fabian & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2019, "International tail risk and World Fear," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 244-259, DOI: 10.1016/j.jimonfin.2019.01.004.
• Chen, Jian & Jiang, Fuwei & Xue, Shuyu & Yao, Jiaquan, 2019, "The world predictive power of U.S. equity market skewness risk," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 210-227, DOI: 10.1016/j.jimonfin.2019.05.003.
• Ornelas, José Renato Haas & Mauad, Roberto Baltieri, 2019, "Volatility risk premia and future commodity returns," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 341-360, DOI: 10.1016/j.jimonfin.2017.07.008.
• Cronin, David & Dunne, Peter G., 2019, "How effective are sovereign bond-backed securities as a spillover prevention device?," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 49-66, DOI: 10.1016/j.jimonfin.2019.05.001.
• Xu, Zhongxiang & Chevapatrakul, Thanaset & Li, Xiafei, 2019, "Return asymmetry and the cross section of stock returns," Journal of International Money and Finance, Elsevier, volume 97, issue C, pages 93-110, DOI: 10.1016/j.jimonfin.2019.06.005.
• Khan, Mostafa Saidur Rahim & Kato, Hideaki Kiyoshi & Bremer, Marc, 2019, "Short sales constraints and stock returns: How do the regulations fare?," Journal of the Japanese and International Economies, Elsevier, volume 54, issue C, DOI: 10.1016/j.jjie.2019.101049.
• Spelta, A. & Pecora, N. & Rovira Kaltwasser, P., 2019, "Identifying Systemically Important Banks: A temporal approach for macroprudential policies," Journal of Policy Modeling, Elsevier, volume 41, issue 1, pages 197-218, DOI: 10.1016/j.jpolmod.2018.06.004.
• Nassios, Jason & Giesecke, James A. & Dixon, Peter B. & Rimmer, Maureen T., 2019, "Mandated superannuation contributions and the structure of the financial sector in Australia," Journal of Policy Modeling, Elsevier, volume 41, issue 5, pages 859-881, DOI: 10.1016/j.jpolmod.2019.05.004.
• Pincheira Brown, Pablo & Hardy, Nicolás, 2019, "Forecasting base metal prices with the Chilean exchange rate," Resources Policy, Elsevier, volume 62, issue C, pages 256-281, DOI: 10.1016/j.resourpol.2019.02.019.
• Salisu, Afees A. & Isah, Kazeem O. & Raheem, Ibrahim D., 2019, "Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101520.
• Alqahtani, Abdullah & Klein, Tony & Khalid, Ali, 2019, "The impact of oil price uncertainty on GCC stock markets," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101526.
• Ma, Feng & Wahab, M.I.M. & Zhang, Yaojie, 2019, "Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets," Pacific-Basin Finance Journal, Elsevier, volume 54, issue C, pages 132-146, DOI: 10.1016/j.pacfin.2019.02.006.
• Bahrami, Afsaneh & Shamsuddin, Abul & Uylangco, Katherine, 2019, "Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 142-160, DOI: 10.1016/j.pacfin.2019.02.003.
• Lai, Van Son & Ye, Xiaoxia & Zhao, Lu, 2019, "Are market views on banking industry useful for forecasting economic growth?," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2018.10.011.
• Hoang, Khoa & Cannavan, Damien & Gaunt, Clive & Huang, Ronghong, 2019, "Is that factor just lucky? Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.101191.
• Fei, Tianlun & Liu, Xiaoquan & Wen, Conghua, 2019, "Cross-sectional return dispersion and volatility prediction," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101218.
• Shafique, Attayah & Ayub, Usman & Zakaria, Muhammad, 2019, "Don’t let the Greed catch you! Pleonexia rule applied to Pakistan stock exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 524, issue C, pages 157-168, DOI: 10.1016/j.physa.2019.04.048.
• Liu, Jing & Ma, Feng & Zhang, Yaojie, 2019, "Forecasting the Chinese stock volatility across global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 525, issue C, pages 466-477, DOI: 10.1016/j.physa.2019.03.097.
• Efremidze, Levan & Stanley, Darrol J. & Park, Abraham & Wasilewski, Nikolai, 2019, "Empirical implementation of entropy risk factor model: A test on Chilean peso," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 532, issue C, DOI: 10.1016/j.physa.2019.121836.
• Xiao, Binqing & Yang, Ye & Peng, Xuerong & Fang, Libing, 2019, "Measuring the connectedness of European electricity markets using the network topology of variance decompositions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122279.
• Isah, Kazeem O. & Raheem, Ibrahim D., 2019, "The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.04.268.
• Stoupos, Nikolaos & Kiohos, Apostolos, 2019, "Scandinavia: Towards the European Monetary Union?," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 278-291, DOI: 10.1016/j.qref.2019.01.006.
• Balcilar, Mehmet & Gupta, Rangan & Kim, Won Joong & Kyei, Clement, 2019, "The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 150-163, DOI: 10.1016/j.iref.2018.08.016.
• Chevapatrakul, Thanaset & Xu, Zhongxiang & Yao, Kai, 2019, "The impact of tail risk on stock market returns: The role of market sentiment," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 289-301, DOI: 10.1016/j.iref.2018.09.005.
• Gebka, Bartosz & Wohar, Mark E., 2019, "Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 1-25, DOI: 10.1016/j.iref.2018.12.002.
• Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & Maasoumi, Esfandiar & McAleer, Michael & Pérez-Amaral, Teodosio, 2019, "Choosing expected shortfall over VaR in Basel III using stochastic dominance," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 95-113, DOI: 10.1016/j.iref.2018.12.016.
• Yen, Yu-Min, 2019, "Forward-looking information on growth and uncertainty implied by derivative securities: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 240-266, DOI: 10.1016/j.iref.2019.03.008.
• Miwa, Kotaro, 2019, "Trading hours extension and intraday price behavior," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 572-585, DOI: 10.1016/j.iref.2019.07.007.
• Kusen, Alex & Rudolf, Markus, 2019, "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 438-463, DOI: 10.1016/j.ribaf.2019.01.013.
• Pönkä, Harri & Zheng, Yi, 2019, "The role of oil prices on the Russian business cycle," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 70-78, DOI: 10.1016/j.ribaf.2019.04.011.
• Chaker, Selma, 2019, "The signal and the noise volatilities," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 79-105, DOI: 10.1016/j.ribaf.2019.04.008.
• Qadan, Mahmoud & Zoua’bi, Maher, 2019, "Financial attention and the demand for information," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 82, issue C, DOI: 10.1016/j.socec.2019.101450.
• Landini, S. & Uberti, M. & Casellina, S., 2019, "Credit risk migration rates modelling as open systems II: A simulation model and IFRS9-baseline principles," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 175-189, DOI: 10.1016/j.strueco.2019.06.013.
• Wei Han & Yushi Jiang, 2019, "Economic validity analysis of housing reverse mortgages in China," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 4, pages 498-520, August, DOI: 10.1108/CFRI-07-2018-0111.
• Nurwahida Yaakub & Mohamed Sherif, 2019, "Performance of initial public offerings (IPOs): the case of Shariah-compliant companies," Islamic Economic Studies, Emerald Group Publishing Limited, volume 27, issue 1, pages 65-76, August, DOI: 10.1108/IES-06-2019-0012.
• Nader Trabelsi, 2019, "Dynamic and frequency connectedness across Islamic stock indexes, bonds, crude oil and gold," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 3, pages 306-321, June, DOI: 10.1108/IMEFM-02-2018-0043.
• Salman Ahmed Shaikh & Mohd Adib Ismail & Abdul Ghafar Ismail & Shahida Shahimi & Muhammad Hakimi Mohd. Shafiai, 2019, "Cross section of stock returns onShari’ah-compliant stocks: evidence from Pakistan," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 2, pages 282-302, June, DOI: 10.1108/IMEFM-04-2017-0100.
• Guglielmo Maria Caporale & Alex Plastun, 2019, "Price overreactions in the cryptocurrency market," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 5, pages 1137-1155, August, DOI: 10.1108/JES-09-2018-0310.
• Ya Qian & Wolfgang Härdle & Cathy Yi-Hsuan Chen, 2019, "Modelling industry interdependency dynamics in a network context," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 1, pages 50-70, December, DOI: 10.1108/SEF-07-2019-0272.
• Cicilia A. Harun & Raquela Renanda Nattan, 2019, "Non-core deposit of Indonesian banking," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 2, pages 207-226, August, DOI: 10.1108/SEF-10-2018-0311.
• Vovchenko N.G. & Andreeva O.V. & Orobinsky A.S. & Sichev R.A., 2019, "Risk Control in Modeling Financial Management Systems of Large Corporations in the Digital Economy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue Special 1, pages 3-15.
• Michael Peng & Dongkai Jiang & Yingjie Wang, 2019, "Forecasting Chinese Corporate Bond Defaults: Comparative Study of Market- vs. Accounting-Based Models," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 14, issue 4, pages 536-582, December.
• Imad Chahboun & Nathaniel Hoover, 2019, "Variable Annuities: Underlying Risks and Sensitivities," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 19-1, Apr.
• Jens H. E. Christensen & Mark M. Spiegel, 2019, "Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-15, Oct, DOI: 10.24148/wp2019-15.
• Gary S. Anderson & Alena Audzeyeva, 2019, "A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-074, Oct, DOI: 10.17016/FEDS.2019.074.
• Gabriele Fiorentini & Enrique Sentana, 2019, "New testing approaches for mean-variance predictability," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_01, Jan.
• Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2019, "Realized variance modeling: decoupling forecasting from estimation," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_05, Jul.
• Marcin Dec, 2019, "From point through density valuation to individual risk assessment in the discounted cash flows method," GRAPE Working Papers, GRAPE Group for Research in Applied Economics, number 35.
• Alexander M. Karminsky & Ekaterina V. Seryakova, 2019, "Assessment of Cross-Border Transmission of Systemic Financial Risk in EU Countries," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 119-129, October, DOI: 10.31107/2075-1990-2019-5-119-129.
• Căpățînă Adrian-Nicolae, 2019, "Optimizarea portofoliului de actiuni pe piața de capital," Journal of Financial Studies, Institute of Financial Studies, volume 7, issue 4, pages 216-232, June.
• Dorin Alexandru Badea, 2019, "Managementul portofoliului individual al investitorului în condițiile specifice piețelor românești," Journal of Financial Studies, Institute of Financial Studies, volume 7, issue 4, pages 245-249, June.
• Anders Eriksson & Daniel P. A. Preve & Jun Yu, 2019, "Forecasting Realized Volatility Using a Nonnegative Semiparametric Model," JRFM, MDPI, volume 12, issue 3, pages 1-23, August.
• Fabien Le Floc’h & Cornelis W. Oosterlee, 2019, "Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II," Risks, MDPI, volume 7, issue 1, pages 1-21, March.
• Ioannis Kyriakou & Parastoo Mousavi & Jens Perch Nielsen & Michael Scholz, 2019, "Machine Learning for Forecasting Excess Stock Returns The Five-Year-View," Graz Economics Papers, University of Graz, Department of Economics, number 2019-06, Aug.
• Enno Mammen & Jens Perch Nielsen & Michael Scholz & Stefan Sperlich, 2019, "Conditional variance forecasts for long-term stock returns," Graz Economics Papers, University of Graz, Department of Economics, number 2019-08, Aug.
• Karlsson, Sune & Österholm, Pär, 2019, "The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?," Working Papers, Örebro University, School of Business, number 2019:7, Sep.
• Kladivko, Kamil & Österholm, Pär, 2019, "Market Participants’ Forecasts of Financial Variables – Can Survey Data Outperform the Random Walk?," Working Papers, Örebro University, School of Business, number 2019:10, Nov.
• Mikhail Stolbov, 2019, "Constructing a Financial Stress Index for Russia: New Approaches," HSE Economic Journal, National Research University Higher School of Economics, volume 23, issue 1, pages 32-60.
• Valeria V. Lakshina, 2019, "Do Portfolio Investors Need To Consider The Asymmetry Of Returns On The Russian Stock Market?," HSE Working papers, National Research University Higher School of Economics, number WP BRP 75/FE/2019.
• Nataliia Vygovska & Andriy Polchanov, 2019, "Estimation of the Losses of the Ukraine's Financial Potential from Military Conflict," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 70-77, December.
• Shahid Anjum & Naveeda Qaseem, 2019, "Big Data Algorithms And Prediction: Bingos And Risky Zones In Sharia Stock Market Index," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 5, issue 3, pages 475-490, November, DOI: https://doi.org/10.21098/jimf.v5i3..
• Dinh Hoang Bach Phan & Thi Thao Nguyen Nguyen & Dat Thanh Nguyen, 2019, "A Study Of Indonesia’S Stock Market: How Predictable Is It?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 12th BMEB, pages 465-476, January, DOI: https://doi.org/10.21098/bemp.v0i0..
• Carlo A. Favero & Alessandro Melone, 2019, "Asset Pricing vs Asset Expected Returning in Factor Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 651.
• Scott A. Brave & Jose A. Lopez, 2019, "Calibrating Macroprudential Policy to Forecasts of Financial Stability," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 1, pages 1-59, March.
• Mehmet Ziya Gorpe & Giovanni Covi & Christoffer Kok, 2019, "CoMap: Mapping Contagion in the Euro Area Banking Sector," IMF Working Papers, International Monetary Fund, number 2019/102, May.
• Gustavo Cabrera González, 2019, "Modeling and Projection of the Mexican Exchange Rate (Peso/Dollar): a Bayesian Approach for Model Selection," 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 14, issue 2, pages 203-219, Abril-Jun.
• Araceli Matías González & María Teresa Verónica Martínez-Palacios & Ambrosio Ortiz-Ramírez, 2019, "Consumo e inversión óptimos y valuación de opciones asiáticas en un entorno estocástico con fundamentos microeconómicos y simulación Monte Carlo," 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 14, issue 3, pages 397-414, Julio - S.
• Oscar V. De la Torre-Torres & Dora Aguilasocho-Montoya & José Álvarez-García, 2019, "Active portfolio management in the Andean countries'' stock markets with Markov-Switching GARCH models," 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 14, issue PNEA, pages 601-616, Agosto 20.
• Renato Faccini & Eirini Konstantinidi & George Skiadopoulos & Sylvia Sarantopoulou-Chiourea, 2019, "A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion," Management Science, INFORMS, volume 65, issue 10, pages 4927-4949, October, DOI: 10.1287/mnsc.2018.3049.
• Antonio Gargano & Davide Pettenuzzo & Allan Timmermann, 2019, "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Management Science, INFORMS, volume 65, issue 2, pages 508-540, February, DOI: 10.1287/mnsc.2017.2829.
• Van Son Lai & Xiaoxia Ye, 2019, "How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?," Working Papers, Department of Research, Ipag Business School, number 2019-012, Jan.
• João Guerra & Manuel Guerra & Zachary Polaski, 2019, "Market Timing with Option-Implied Distributions in an Exponentially Tempered Stable Lévy Market," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/74, Feb.
• Raquel M. Gaspar & Paulo M. Silva, 2019, "Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/92, Sep.
• Kotaro Miwa, 2019, "Stock Futures of a Flawed Market Index," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 1, pages 1-21, March, DOI: 10.1007/s10690-018-9253-6.
• Stelios Bekiros & Nikolaos Loukeris & Nikolaos Matsatsinis & Frank Bezzina, 2019, "Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 2, pages 647-667, August, DOI: 10.1007/s10614-018-9842-5.
• Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2019, "Bitcoin fluctuations and the frequency of price overreactions," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 2, pages 109-131, June, DOI: 10.1007/s11408-019-00332-5.
• Riza Erdugan & Nada Kulendran & Riccardo Natoli, 2019, "Incorporating financial market volatility to improve forecasts of directional changes in Australian share market returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 4, pages 417-445, December, DOI: 10.1007/s11408-019-00338-z.
• Marzia De Donno & Riccardo Donati & Gino Favero & Paola Modesti, 2019, "Risk estimation for short-term financial data through pooling of stable fits," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 4, pages 447-470, December, DOI: 10.1007/s11408-019-00340-5.
• Evangelos C. Charalambakis & Ian Garrett, 2019, "On corporate financial distress prediction: What can we learn from private firms in a developing economy? Evidence from Greece," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 2, pages 467-491, February, DOI: 10.1007/s11156-018-0716-7.
• Patrick Bielstein & Matthias X. Hanauer, 2019, "Mean-variance optimization using forward-looking return estimates," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 3, pages 815-840, April, DOI: 10.1007/s11156-018-0727-4.
• Chen Su & Hanxiong Zhang & Kenbata Bangassa & Nathan Lael Joseph, 2019, "On the investment value of sell-side analyst recommendation revisions in the UK," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 1, pages 257-293, July, DOI: 10.1007/s11156-018-0749-y.
• Kamaldeen Ibraheem Nageri & Azeez Tunbosun Lawal & Falilat Ajoke Abdul, 2019, "Risk - Return Relationship: Nigerian Stock Market during Pre and Post 2007-2009 Financial Meltdown," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 2, pages 52-62, June.
• Simona David, 2019, "Assessing the Opportunities and Behaviors of Banking Clients in Romania: An Analysis of the Use of Online Banking Applications," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 2, pages 63-73, June.
• Kim Kaivanto & Peng Zhang, 2019, "Investor Sentiment as a Predictor of Market Returns," Working Papers, Lancaster University Management School, Economics Department, number 268005798.
• Kim Kaivanto & Peng Zhang, 2019, "Popular Music, Sentiment, and Noise Trading," Working Papers, Lancaster University Management School, Economics Department, number 279326509.
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• Adrian Besimi & Zamir Dika & Visar Shehu & Mubarek Selimi, 2019, "Applied Text-Mining Algorithms for Stock Price Prediction Based on Financial News Articles," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 17, issue 4 (Winter, pages 335-351, DOI: 10.26493/1854-6935.17.335-351.
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