Research classified by Journal of Economic Literature (JEL) codes

2019

• Bu, Hui & Tang, Wenjin & Wu, Junjie, 2019, "Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method," Economic Modelling, Elsevier, volume 81, issue C, pages 181-204, DOI: 10.1016/j.econmod.2019.03.002.
• Arango, Ignacio & Agudelo, Diego A., 2019, "How does information disclosure affect liquidity? Evidence from an emerging market," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100997.
• Sarwar, Suleman & Shahbaz, Muhammad & Anwar, Awais & Tiwari, Aviral Kumar, 2019, "The importance of oil assets for portfolio optimization: The analysis of firm level stocks," Energy Economics, Elsevier, volume 78, issue C, pages 217-234, DOI: 10.1016/j.eneco.2018.11.021.
• Zhou, Hao & Elliott, Robert J. & Kalev, Petko S., 2019, "Information or noise: What does algorithmic trading incorporate into the stock prices?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 27-39, DOI: 10.1016/j.irfa.2019.02.006.
• Chang, Sanders S. & Albert Wang, F., 2019, "Informed contrarian trades and stock returns," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 75-93, DOI: 10.1016/j.finmar.2018.08.002.
• Demir, Müge & Önder, Zeynep, 2019, "Financial connectivity and excessive liquidity: Benefit or risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 203-221, DOI: 10.1016/j.intfin.2019.07.004.
• Li, Xiangwen & Wu, Wenfeng, 2019, "Portfolio pumping and fund performance ranking: A performance-based compensation contract perspective," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 94-106, DOI: 10.1016/j.jbankfin.2019.05.020.
• Gemmill, Gordon & Marra, Miriam, 2019, "Explaining CDS prices with Merton’s model before and after the Lehman default," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 93-109, DOI: 10.1016/j.jbankfin.2019.05.013.
• Umar, Zaghum & Hussain Shahzad, Syed Jawad & Kenourgios, Dimitris, 2019, "Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals," Resources Policy, Elsevier, volume 63, issue C, pages 1-1, DOI: 10.1016/j.resourpol.2019.101472.
• Zhou, Hao & Kalev, Petko S., 2019, "Algorithmic and high frequency trading in Asia-Pacific, now and the future," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 186-207, DOI: 10.1016/j.pacfin.2018.10.006.
• Chaim, Pedro & Laurini, Márcio P., 2019, "Is Bitcoin a bubble?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 517, issue C, pages 222-232, DOI: 10.1016/j.physa.2018.11.031.
• Xing, Kai & Yang, Xiaoguang, 2019, "How to detect crashes before they burst: Evidence from Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 528, issue C, DOI: 10.1016/j.physa.2019.121392.
• Merediz-Solà, Ignasi & Bariviera, Aurelio F., 2019, "A bibliometric analysis of bitcoin scientific production," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 294-305, DOI: 10.1016/j.ribaf.2019.06.008.
• Halil Kiymaz, 2019, "Factors influencing SRI fund performance," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 3, issue 1, pages 68-81, June, DOI: 10.1108/JCMS-04-2019-0016.
• Selma Izadi & Abdullah Noman, 2020, "Absence of the weekend effect and industry-style portfolios," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 12, issue 4, pages 463-475, January, DOI: 10.1108/JFEP-04-2019-0066.
• Henryk Gurgul & Robert Syrek, 2019, "Dependence Structure of Volatility and Illiquidity on Vienna and Warsaw Stock Exchanges," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 3, pages 298-321, June.
• Nina Boyarchenko & Anna M. Costello & Or Shachar, 2019, "The Long and Short of It: The Post-Crisis Corporate CDS Market," Staff Reports, Federal Reserve Bank of New York, number 879, Feb.
• Roberto Joaquín Santillán-Salgado & Humberto Valencia-Herrera, 2019, "The Real Estate Investment Trust Industry and the Financial Crisis: Modeling Volatility (1985-2016)," 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 169-188, Abril-Jun.
• Takuji Matsumoto & Yuji Yamada, 2019, "Cross Hedging Using Prediction Error Weather Derivatives for Loss of Solar Output Prediction Errors in Electricity Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 2, pages 211-227, June, DOI: 10.1007/s10690-018-9264-3.
• Robert W. Włodarczyk & Magdalena Sikorska, 2019, "The importance of swap transactions in the evolution of the Polish currency market and the OTC interest rate derivatives market," International Entrepreneurship Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 5, issue 4, pages 109-122.
• Ayesha Afzal & Aiman Asif, 2019, "Cryptocurrencies, Block chain and Regulation: A Review," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 24, issue 1, pages 103-130, Jan-June.
• Ivelin Elenchev & Aleksandar Vasilev, 2019, "Forecasting the Success Rate of Reward Based Crowdfunding Projects," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 17, issue 1 (Spring, pages 51-77, DOI: 10.26493/1854-6935.17.51-77.
• Ikhlaas Gurrib & Qian Long Kweh & Mohammad Nourani & Irene Wei Kiong Ting, 2019, "Are Cryptocurrencies Affected by Their Asset Class Movements or News Announcements?," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 56, issue 2, pages 201-225, December, DOI: 10.22452/MJES.vol56no2.2.
• Radostina Emilova Yuleva, 2019, "State And Development Of Theoretical Knowledge About Innovation," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 16, issue 2, pages 157-166.
• Harvey, Campbell R., 2019, "Editorial: Replication in Financial Economics," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 1-9, December, DOI: 10.1561/104.00000080.
• Kudryavtsev, Andrey, 2019, "Abnormal Trading Volumes around Large Stock Price Moves and Subsequent Price Dynamics," Review of Behavioral Economics, now publishers, volume 6, issue 3, pages 283–311-2, August, DOI: 10.1561/105.00000109.
• ADEGBOYEGA R. Raymond, 2019, "Financial Development And Inclusive Rural Financial System In Nigeria," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 301-315, July.
• Ilie Răscolen & Ileana – Sorina Rakos, 2019, "Bankruptcy Risk Analysis Based on the Patrimonial Balance Sheet," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 869-878, December.
• Zvezdin, Nikolay, 2019, "Tranched Value Securities," MPRA Paper, University Library of Munich, Germany, number 92302, Feb.
• Dumitriu, Ramona & Stefanescu, Răzvan, 2019, "The extended Friday the 13th Effect in the US stock returns," MPRA Paper, University Library of Munich, Germany, number 95296, Jul, revised 22 Jul 2019.
• Batchimeg Sambalaibat, 2019, "Endogenous Specialization and Dealer Networks," Working Papers, Princeton University. Economics Department., number 2019-18, Jul.
• Saim Kilic, 2019, "Geleceğe Yönelik Değerlendirmelere İlişkin Özel Durum Açıklamalarının Pay Senedi Fiyatları Üzerindeki Etkisi: Borsa İstanbul Örneği (Impact of Forward Looking Disclosures on Stock Prices: Evidence fro," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 833-844.
• Abdulnasser Hatemi-J, 2019, "The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 72, issue 2, pages 171-184.
• Monzer Kahf & Eman Mohammed Al-Hajjaji, 2019, "Analysis of Sharī‘ah Based Equity Screenings: Developing a Sharī‘ah-Compliant Index for Qatar Stock Exchange," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 26, pages 1-41.
• Mahdi Sadeghi Shahdani & Hossein Mohseni, 2019, "Exchange Rate Volatility Spillovers to Iran Capital Market," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 1, pages 77-96.
• Tsoukalas Asterios & Drimpetas Evaggelos & Geronikolaou George, 2019, "Identifying Black Swans in the Athens Stock Exchange," Bulletin of Applied Economics, Risk Market Journals, volume 6, issue 1, pages 111-122.
• N. Asadova & Н. Асадова, 2019, "Перспективные криптовалютные проекты, поддерживаемые Китаем // Perspective Cryptocurrency Projects Supported by China," Review of Business and Economics Studies // Review of Business and Economics Studies, Финансовый Университет // Financial University, volume 7, issue 2, pages 37-44.
• Sh. J. Asadova & Ш. Д. Асадова, 2019, "Перспективы и риски развития японской криптовалюты (монакоин) // Prospects and Risks of the Development of Japanese Cryptocurrency (monacoin)," Review of Business and Economics Studies // Review of Business and Economics Studies, Финансовый Университет // Financial University, volume 7, issue 2, pages 45-47.
• Colin Murphy & Chris Cloete, 2019, "Debt Capital Markets As A Funding Source For Listed Property Funds In South Africa," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9011564, Jun.
• Takanobu Mizuta & Sadayuki Horie, 2019, "Mechanism by which active funds make market efficient investigated with agent-based model," Evolutionary and Institutional Economics Review, Springer, volume 16, issue 1, pages 43-63, June, DOI: 10.1007/s40844-018-0102-0.
• Shin Kobayashi & Takuya Arai, 2019, "A Characterization of Optimum Fee Schemes for Delegated Portfolio Management," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1910, Jun.
• Johann, Thomas & Putnins, Talis & Sagade, Satchit & Westheide, Christian, 2019, "Quasi-dark trading: The effects of banning dark pools in a world of many alternatives," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 253, DOI: 10.2139/ssrn.3365994.

2018

• María Victoria Landaberry, 2018, "Restricción de crédito y probabilidad de no pago de los hogares uruguayos," Documentos de trabajo, Banco Central del Uruguay, number 2018001.
• María Victoria Landaberry, 2018, "Sensibilidad de la deuda de los hogares uruguayos ante un choque en el ingreso," Documentos de trabajo, Banco Central del Uruguay, number 2018002.
• Tatiana PETROVA & Corina GRIBINCEA, 2018, "External Economic Threats Of The Financial Stability Of The Republic Of Moldova," Contemporary Economy Journal, Constantin Brancoveanu University, volume 3, issue 1, pages 142-151.
• Ludmila PROFIR, 2018, "Analysis Of Financial Performance Based On The Relationship Between Investments And Cash-Flow," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 40, pages 33-38, June.
• María Victoria Landaberry, 2018, "Determinants of Households’ Default Probability in Uruguay," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 14, in: María José Roa García & Diana Mejía, "Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean".
• María Victoria Landaberry, 2018, "Factores determinantes de la probabilidad de no pago de deudas de los hogares uruguayos," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 14, in: María José Roa García & Diana Mejía, "Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe".
• María José Roa García & Diana Mejía (ed.), 2018, "Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 7en, edition 1, ISBN: ARRAY(0x7037cbf8), December.
• María José Roa García & Diana Mejía (ed.), 2018, "Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 7sp, edition 1, ISBN: ARRAY(0x7147ea70), December.
• Takanori Hisada, 2018, "The Effect of Investor Sentiment toward an Exchange Merger on Liquidity," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 315-318.
• Pham, Huy Nguyen Anh & Ramiah, Vikash & Moosa, Nisreen & Huynh, Tam & Pham, Nhi, 2018, "The financial effects of Trumpism," Economic Modelling, Elsevier, volume 74, issue C, pages 264-274, DOI: 10.1016/j.econmod.2018.05.020.
• Gebka, Bartosz & Wohar, Mark E., 2018, "The predictive power of the yield spread for future economic expansions: Evidence from a new approach," Economic Modelling, Elsevier, volume 75, issue C, pages 181-195, DOI: 10.1016/j.econmod.2018.06.018.
• Dimpfl, Thomas & Peter, Franziska J., 2018, "Analyzing volatility transmission using group transfer entropy," Energy Economics, Elsevier, volume 75, issue C, pages 368-376, DOI: 10.1016/j.eneco.2018.08.008.
• Curti, Filippo & Mihov, Atanas, 2018, "Fraud recovery and the quality of country governance," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 446-461, DOI: 10.1016/j.jbankfin.2017.11.009.
• Henderson, Vicky & Hobson, David & Tse, Alex S.L., 2018, "Probability weighting, stop-loss and the disposition effect," Journal of Economic Theory, Elsevier, volume 178, issue C, pages 360-397, DOI: 10.1016/j.jet.2018.10.002.
• Song, Wonho & Park, Sung Y. & Ryu, Doojin, 2018, "Dynamic conditional relationships between developed and emerging markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 507, issue C, pages 534-543, DOI: 10.1016/j.physa.2018.05.007.
• Walter Amedzro St-Hilaire & Patrick Boisselier, 2018, "Evaluating profitability strategies and the determinants of the risk performance of sectoral and banking institutions," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 34, issue 3, pages 174-186, October, DOI: 10.1108/JEAS-08-2017-0078.
• Maria Eug?nia Mata & Jos? Rodrigues da Costa & David Justino, 2018, "Finance, a New Old Science," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, volume 2018, issue 2, pages 75-93.
• Izryadnova Olga, 2018, "The macrostructure of production in 2017," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2018-326, revised 2018.
• Izryadnova Olga, 2018, "The dynamics and pattern of Russia’s economic growth in 2018," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2019-971, revised 2018.
• Saptono, 2018, "Does The Stock of Indonesian Provider Tower Industry Have a Fair Value?," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number gjbssr520, Dec.
• Hafinaz Hasniyanti Hassan, 2018, "Conceptual Framework for the Determinants of Mutual Fund Performance in Malaysia," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr146, Dec.
• Chong Choy Yoke, 2018, "Non-linear Effect of Debt on the Economic Performance of Trans-Pacific Partnership Countries," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr147, Dec.
• Prince T. Medina, 2018, "Equity Analysis in Buying Company Shares on the Philippine Stock Exchange," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr148, Dec.
• Riko Hendrawan, 2018, "Assessing Banking Profit Efficiency Using Stochastic Frontier Analysis," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr149, Dec.
• Abraham Sanchez Gil & Omar Ernesto Teran Varela, 2018, "Criptomonedas, As A Business Opportunity For Microenterprise Of The Tourism Sector In The South East Zone Of The State Of Mexico, Criptomonedas, Como Oportunidad De Negocio De Microempresas Del Sector," Revista Global de Negocios, The Institute for Business and Finance Research, volume 6, issue 1, pages 93-104.
• Hamdi Furkan GÃœNAY & Veli KARGI, 2018, "Assestment Of Taxation Of Cryptocurrency In Terms Of Fiscal Perspective," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 5, issue 3, pages 61-76, July, DOI: 10.15637/jlecon.253.
• Jae Woo Lee & Ashadun Nobi, 2018, "State and Network Structures of Stock Markets Around the Global Financial Crisis," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 2, pages 195-210, February, DOI: 10.1007/s10614-017-9672-x.
• Robert Jarrow & Scott Fung & Shih-Chuan Tsai, 2018, "An empirical investigation of large trader market manipulation in derivatives markets," Review of Derivatives Research, Springer, volume 21, issue 3, pages 331-374, October, DOI: 10.1007/s11147-018-9143-0.
• Lauren A. Cooper & Jimmy F. Downes & Ramesh P. Rao, 2018, "Short term real earnings management prior to stock repurchases," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 95-128, January, DOI: 10.1007/s11156-017-0624-2.
• Yasean A. Tahat & Ahmed H. Ahmed & Mohammad M. Alhadab, 2018, "The impact of intangibles on firms’ financial and market performance: UK evidence," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1147-1168, May, DOI: 10.1007/s11156-017-0657-6.
• Kuti, Mónika & Galambosné Tiszberger, Mónika & Czigler, Enikő, 2018, "Magyarországról indított közösségi finanszírozású kampányok. A Kickstarter-platform esete
  [Kick-starter campaigns launched from Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 206-225, DOI: 10.18414/KSZ.2018.2.206.
• Volkova, O., 2018, "Fair Value in Finance: Fifty Shades of Fairness," Journal of the New Economic Association, New Economic Association, volume 39, issue 3, pages 85-109.
• Steffen Westermann & Scott Niblock & Michael Kortt, 2018, "Corporate social responsibility and the performance of Australian REITs: a rolling regression approach," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 4, pages 222-234, July, DOI: 10.1057/s41260-018-0079-6.
• Bozena Chovancova & Michaela Dorocakova & Viera Malacka, 2018, "Changes in the industrial structure of GDP and stock indices also with regard to industry 4.0," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 2, pages 402-414, April, DOI: 10.15208/beh.2018.29.
• Condorelli, Stefano, 2018, "Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets," MPRA Paper, University Library of Munich, Germany, number 89888, Sep.
• Tumasyan, Hovik, 2018, "A Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money Accounts and Collateral," MPRA Paper, University Library of Munich, Germany, number 90806, Dec.
• Hakkı Öztürk, 2018, "Cointegration Analysis of BIST 30 Index and MSCI Emerging Markets Index: Pre and Post Global Financial Crisis," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 1, pages 109-121.
• Maham Ejaz & Rubeena Tashfeen & Kinza Younas & Abubaker Naeem, 2018, "Economic Value Added or Earnings per Share? An Incremental Content Analysis," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 1, issue 2, pages 63-90.
• Dohyun CHUN & Hoon CHO & Doojin RYU, 2018, "Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 22-42, December.
• Chena, Pablo-Ignacio & Roig, Alexandre, 2018, "L’exploitation financière des secteurs populaires argentins," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 22.
• Takayasu Ito, 2018, "Different Property Sectors of Japanese REIT Market: Comparative Analysis of Determinants under Non-Traditional Monetary Policy Regimes," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7309364, Nov.
• Orcun Morali & Neslihan Yilmaz, 2018, "Analysis of Spatial Dependence in Real Estate Prices: Evidence from an Emerging Market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8209533, Jul.
• Bhanu Pratap Singh Thakur & M. Kannadhasan & Vinay Goyal, 2018, "Determinants of corporate credit spread: evidence from India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 45, issue 1, pages 59-73, March, DOI: 10.1007/s40622-018-0179-7.
• Suman Gupta & Vinay Goyal & Vinay Kumar Kalakbandi & Sankarshan Basu, 2018, "Overconfidence, trading volume and liquidity effect in Asia’s Giants: evidence from pre-, during- and post-global recession," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 45, issue 3, pages 235-257, September, DOI: 10.1007/s40622-018-0185-9.
• Kotaro Miwa, 2018, "Effective extension of trading hours," Evolutionary and Institutional Economics Review, Springer, volume 15, issue 1, pages 139-166, June, DOI: 10.1007/s40844-018-0092-y.
• Laurence E. Blose & Vijay Gondhalekar & Alan Kort, 2018, "Overnight versus day returns in gold and gold related assets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 3, pages 526-549, July, DOI: 10.1007/s12197-017-9403-0.
• Chueh-Yung Tsao & Ya-Chi Huang, 2018, "Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 3, pages 537-560, October, DOI: 10.1007/s11403-017-0192-5.
• Santiago Velásquez & Juho Kanniainen & Saku Mäkinen & Jaakko Valli, 2018, "Layoff announcements and intra-day market reactions," Review of Managerial Science, Springer, volume 12, issue 1, pages 203-228, January, DOI: 10.1007/s11846-016-0219-7.
• Ngozi Adeleye & Evans Osabuohien & Ebenezer Bowale & Oluwatoyin Matthew & Emmanuel Oduntan, 2018, "Financial reforms and credit growth in Nigeria: empirical insights from ARDL and ECM techniques," International Review of Applied Economics, Taylor & Francis Journals, volume 32, issue 6, pages 807-820, November, DOI: 10.1080/02692171.2017.1375466.
• Jonas Löher & Stefan Schneck & Arndt Werner, 2018, "A research note on entrepreneurs’ financial commitment and crowdfunding success," Venture Capital, Taylor & Francis Journals, volume 20, issue 3, pages 309-322, July, DOI: 10.1080/13691066.2018.1480864.
• Peter Temin, 2018, "Finance in Economic Growth: Eating the Family Cow," Working Papers Series, Institute for New Economic Thinking, number 86, Dec, DOI: 10.2139/ssrn.3346750.
• Sonia Benito Muela & Mª Ángeles Navarro, 2018, "Assessing the importance of the choice threshold in quantifying market risk under the POT method (EVT)," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-20, Sep.
• LUPU, Iulia, 2018, "Analysis Of How The European Stock Markets Perceive The Dynamics Of Macroeconomic Indicators Through The Sentiment Index And The Purchasing Managers' Index," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 1, pages 32-52.
• EROGLU, Abdullah & ERDAS, Mehmet Levent, 2018, "Development Of Periodic Loan Repayment Models Considering Rhythmic Skips," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 1, pages 6-19.
• STEFANOVA, Julia, 2018, "High-Speed Technology Trading Innovations And Capital Market Performance In Bulgaria," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 2, pages 6-37, June.
• AROSKAR, Rajarshi (Raj) & OGDEN, A. William, 2018, "A Comparative Study Of The Volatility And Efficiency Of Commodity Futures Index Roll Methods," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 3, pages 27-40, September.
• Lesmeister, Simon & Limbach, Peter & Goergen, Marc, 2022, "Trust and monitoring," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 18-02, revised 2022.
• Löher, Jonas & Schneck, Stefan & Werner, Arndt, 2018, "A research note on entrepreneurs' financial commitment and crowdfunding success," Working Papers, Institut für Mittelstandsforschung (IfM) Bonn, number 03/18.

2017

• Husnu Tekin & Burak Sencer Atasoy & Hasan Murat Ertugrul, 2017, "The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات الأرباح الإسلامية: تحليل للقطاع المصرفي ," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 30, issue SI, pages 103-117, April, DOI: 10.4197/Islec.30-SI.7.
• Hakkı Öztürk, 2017, "An Analysis of EV/EBITDA and P/E Multiples in Borsa Istanbul," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 32, issue 108, pages 87-103, October, DOI: https://doi.org/10.33203/mfy.357668.
• Baah Aye Kusi & Agyapomaa Gyeke-Dako & Elikplimi Komla Agbloyor, 2017, "Bank Profitability Determination in Income Brackets in Africa: A Shareholder versus Stakeholder Perspective," The African Finance Journal, Africagrowth Institute, volume 19, issue 2, pages 29-46.
• Cheung, Ka Chun & Denuit, Michel & Dhaene, Jan, 2017, "Tail mutual exclusivity and Tail-VaR lower bounds," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2017004, Jan.
• Tom Roberts, 2017, "A Counterfactual Valuation of the Stock Index as a Predictor of Crashes," Staff Working Papers, Bank of Canada, number 17-38, DOI: 10.34989/swp-2017-38.
• María Victoria Landaberry, 2017, "Factores determinantes de la probabilidad de no pago de deuda de los hogares uruguayos," Documentos de trabajo, Banco Central del Uruguay, number 2017011.
• Yuliya Baranova & Jamie Coen & Joseph Noss & Pippa Lowe & Laura Silvestri, 2017, "Simulating stress across the financial system: the resilience of corporate bond markets and the role of investment funds," Bank of England Financial Stability Papers, Bank of England, number 42, Jul.
• Kazutoshi Sugimura & Masaru Itatani & Masaki Bessho, 2017, "Scope of Re-hypothecation Regulation (Report of Workshops (3))," Bank of Japan Research Laboratory Series, Bank of Japan, number 17-E-3, Mar.
• Habib Hussain Khan & Iram Naz & Fiza Qureshi & Abdul Ghafoor, 2017, "Heuristics and stock buying decision: Evidence from Malaysian and Pakistani stock markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 2, pages 97-110, June.
• Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017, "A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation," CESifo Working Paper Series, CESifo, number 6579.
• Ludmila PROFIR, 2017, "Financial Performance Analysis Based On The Profit And Loss Statement," Law, Society & Organisations, Romanian Foundation for Business Intelligence, Editorial Department, issue 2 (1/2017, pages 47-51, July.
• Ricardo Laborda & Ramiro Losada, 2017, "Why is investors'mutual fund market allocation far from the optimum?," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Diego A. Agudelo & Ignacio Arango, 2017, "How does information disclosure affect liquidity? Evidence from an Emerging Market," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16944, Dec.
• Umar, Zaghum, 2017, "The demand of energy from an optimal portfolio choice perspective," Economic Modelling, Elsevier, volume 61, issue C, pages 478-494, DOI: 10.1016/j.econmod.2016.12.027.
• Ryu, Doojin & Yang, Heejin, 2017, "Price disagreements and adjustments in index derivatives markets," Economics Letters, Elsevier, volume 151, issue C, pages 104-106, DOI: 10.1016/j.econlet.2016.12.016.
• Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017, "Heavy tails and asymmetry of returns in the Russian stock market," Emerging Markets Review, Elsevier, volume 32, issue C, pages 200-219, DOI: 10.1016/j.ememar.2017.08.005.
• Li, Wei-Xuan & French, Joseph J. & Chen, Clara Chia-Sheng, 2017, "Informed trading in S&P index options? Evidence from the 2008 financial crisis," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 40-65, DOI: 10.1016/j.jempfin.2017.01.001.
• Laborda, Ricardo & Laborda, Juan, 2017, "Can tree-structured classifiers add value to the investor?," Finance Research Letters, Elsevier, volume 22, issue C, pages 211-226, DOI: 10.1016/j.frl.2017.06.002.
• Petrella, Giovanni & Resti, Andrea, 2017, "What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 297-310, DOI: 10.1016/j.jfs.2016.07.018.
• Benlagha, Noureddine & Chargui, Sana, 2017, "Range-based and GARCH volatility estimation: Evidence from the French asset market," Global Finance Journal, Elsevier, volume 32, issue C, pages 149-165, DOI: 10.1016/j.gfj.2016.04.001.
• Jain, Pankaj K. & Kuvvet, Emre & Pagano, Michael S., 2017, "Corruption’s impact on foreign portfolio investment," International Business Review, Elsevier, volume 26, issue 1, pages 23-35, DOI: 10.1016/j.ibusrev.2016.05.004.
• McAndrews, James & Sarkar, Asani & Wang, Zhenyu, 2017, "The effect of the term auction facility on the London interbank offered rate," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 135-152, DOI: 10.1016/j.jbankfin.2016.12.011.
• Li, Sile & Lucey, Brian M., 2017, "Reassessing the role of precious metals as safe havens–What colour is your haven and why?," Journal of Commodity Markets, Elsevier, volume 7, issue C, pages 1-14, DOI: 10.1016/j.jcomm.2017.05.003.
• Umar, Zaghum, 2017, "Islamic vs conventional equities in a strategic asset allocation framework," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 1-10, DOI: 10.1016/j.pacfin.2015.10.006.
• Liao, Li & Zhang, Xueyong & Zhang, Yeqing, 2017, "Mutual fund managers' timing abilities," Pacific-Basin Finance Journal, Elsevier, volume 44, issue C, pages 80-96, DOI: 10.1016/j.pacfin.2017.06.003.
• Gerig, Austin & Michayluk, David, 2017, "Automated liquidity provision," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 1-13, DOI: 10.1016/j.pacfin.2016.05.006.
• Chen, Fan & Zhong, Zhuo, 2017, "Pre-trade transparency in over-the-counter bond markets," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 14-33, DOI: 10.1016/j.pacfin.2016.08.001.
• Park, Sung Y. & Ryu, Doojin & Song, Jeongseok, 2017, "The dynamic conditional relationship between stock market returns and implied volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 482, issue C, pages 638-648, DOI: 10.1016/j.physa.2017.04.023.
• Rannou, Yves, 2017, "Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 779-808, DOI: 10.1016/j.ribaf.2014.09.008.
• Armendáriz, Thelma & Ramírez, Claudia, 2017, "Estimación de un índice de condiciones financieras para México," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 336, pages .899-946, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v84i.
• Chihiro Shimizu, 2017, "Microstructure of asset prices, property income and discount rates in the Tokyo residential market," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 10, issue 4, pages 552-571, July, DOI: 10.1108/IJHMA-12-2016-0082.
• Daniel Perez Liston, 2017, "Internet gambling stock returns: empirical evidence from the UK," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 1, pages 36-49, February, DOI: 10.1108/IJMF-10-2015-0176.
• Petar Pierre Matek & Masa Galic, 2017, "The Impact of Minimum Return Guarantees on Management of Mandatory Pension Funds in Croatia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 4, pages 342-369, August.
• Yves Rannou, 2017, "Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets," Post-Print, HAL, number hal-01650533, Jan, DOI: 10.1016/j.ribaf.2014.09.008.
• Elena Chirkova & Vladislav Petrov, 2017, "Testing for Insider Trading in the Depositary Receipts and Common Shares of the Russian Public Companies," HSE Economic Journal, National Research University Higher School of Economics, volume 21, issue 3, pages 482-514.
• 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.
• Griselda Dávila-Aragón & Salvador Rivas-Aceves & Francisco Ortiz-Arango, 2017, "Operational Risk Measured by Bayesian Networks with a Poisson-Gamma Joint Distribution in a Financial Firm," 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 4, pages 351-363, Octubre-D.
• Takashi Isogai, 2017, "Analysis of Dynamic Correlation of Japanese Stock Returns with Network Clustering," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 3, pages 193-220, September, DOI: 10.1007/s10690-017-9230-5.
• Miriam Marra, 2017, "Explaining co-movements between equity and CDS bid-ask spreads," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 811-853, October, DOI: 10.1007/s11156-016-0609-6.
• Daryaei, Abbas Ali & Haghighat, Hamid, 2017, "Financial Freedom and Socially Responsible Market Economy: An Analysis from Rawls’s Theory of Justice," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 3, pages 251-275, July.
• 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.
• 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.
• Mónika Kuti & Zsolt Bedõ & Dorottya Geiszl, 2017, "Equity-based Crowdfunding," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 16, issue 4, pages 187-200.
• Rafael Franco, 2017, "Del patrimonio virtual al patrimonio potencial Patterns in Neighboring Areas: Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 18, pages 90-109, Septiembr.
• Juan Benjamin Duarte Duarte & Leonardo Hernán Talero Sarmiento & Katherine Julieth Sierra Suárez, 2017, "Evaluación del efecto de la psicología del inversionista en un mercado bursátil artificial mediante su grado de eficiencia," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1345-1360, Octubre-D.
• Juan Benjamin Duarte Duarte & Leonardo Hernán Talero Sarmiento & Katherine Julieth Sierra Suárez, 2017, "Evaluation of the effect of investor psychology on an artificial stock market through its degree of efficiency," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1361-1376, Octubre-D.
• Guthrie, Katherine & Sokolowsky, Jan, 2017, "Obesity and Household Financial Distress," Critical Finance Review, now publishers, volume 7, issue 1, pages 133-178, March, DOI: 10.1561/104.00000034.
• Avram Costin Daniel, 2017, "Some Considerations on The Role of Financial Communication Within Corporate Governance," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 398-402, June.
• Avram Costin Daniel & Avram Marioara & Dragomir Isabela, 2017, "Annual Financial Statements as a Financial Communication Support," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 403-406, June.
• Anna Wisniewska, 2017, "Waluty wirtualne w kontekscie teorematu regresji Ludwiga von Misesa
  [Virtual currencies in the context of the Ludwig von Mises regression theorem]," Catallaxy, Institute of Economic Research, volume 2, issue 1, pages 37-45, June, DOI: 10.24136/cxy.v2i1.4.
• Adeleye, Ngozi & Osabuohien, Evans & Bowale, Ebenezer & Matthew, Oluwatoyin & Oduntan, Emmanuel, 2017, "Financial reforms and credit growth in Nigeria: Empirical insights from ARDL and ECM techniques," MPRA Paper, University Library of Munich, Germany, number 85351.
• Andrey Kudryavtsev, 2017, "The Effect of Preceding Sequences on Stock Returns," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2017, issue 4, pages 83-96, DOI: 10.18267/j.efaj.202.
• Andrei Ankudinov & Rustam Ibragimov & Oleg Lebedev, 2017, "Extreme movements of the Russian stock market and their consequences for management and economic modeling," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 45, pages 75-92.
• Emrah Şahin & Fatih Konak & S. Serdar Karaca, 2017, "Impact of “Aircraft Crisis” Between Turkey and Russia on Borsa Istanbul Food, Beverage and Tourism Indexes," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 3, pages 473-485.
• Atanu Saha & Alex Rinaudo, 2017, "Downside Risk Protection of Retirement Assets: A New Approach," Journal of Financial Transformation, Capco Institute, volume 45, pages 111-120.
• Doojin RYU & Hyein SHIM, 2017, "Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 45-61, June.
• Manuel Ammann & Christian Ehmann, 2017, "Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 153, issue III, pages 293-339, September.
• Álvarez Echeverria, Francisco A., 2017, "Valuación de la viabilidad de un cambio tecnológico en México utilizando opciones reales / Valuation of the Feasibility of a Technological Change Using Real Options," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 1, pages 89-121, enero-jun.
• Igor Kravchuk, 2017, "Indeks stresu na rynku zbywalnych instrumentow finansowych w Polsce," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 15, issue 66, pages 193-206.
• Karolina Ludzinska, 2017, "Spo³eczna odpowiedzialnosc a wartosc przedsiebiorstw na rynku kapitalowym," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 15, issue 66, pages 207-220.
• Raslan Alzubi & Mustafa Caglayan & Kostas Mouratidis, 2017, "The Risk-Taking Channel in the US: A GVAR Approach," Working Papers, The University of Sheffield, Department of Economics, number 2017009, Mar.
• Hakan Er & Adnan Hushmat, 2017, "The application of technical trading rules developed from spot market prices on futures market prices using CAPM," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 7, issue 3, pages 313-353, December, DOI: 10.1007/s40821-016-0056-2.
• Ray R. Sturm, 2017, "Schwab’s equity ratings: value added or old news?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 257-275, April, DOI: 10.1007/s12197-015-9347-1.
• Manuel Ammann & Christian Ehmann, 2017, "Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 153, issue 3, pages 293-339, July, DOI: 10.1007/BF03399510.
• Brenda López Cabrera & Franziska Schulz, 2017, "Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 517, pages 127-136, January, DOI: 10.1080/01621459.2016.1219259.
• Maria Cristina Recchioni & Yu Sun & Gabriele Tedeschi, 2017, "Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 8, pages 1257-1275, August, DOI: 10.1080/14697688.2016.1272763.
• Ka Chun Cheung & Michel Denuit & Jan Dhaene, 2017, "Tail mutual exclusivity and Tail-VaR lower bounds," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2017, issue 1, pages 88-104, January, DOI: 10.1080/03461238.2015.1084945.
• Chowdhury, Biplob & Jeyasreedharan, Nagaratnam & Dungey, Mardi, 2017, "Quantile relationships between standard, diffusion and jump betas across Japanese banks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-10.
• Nila Firdausi Nuzula & Chitra Sriyani De Silva Lokuwaduge, 2017, "Do ownership structures really matter? A study of companies listed on the Indonesia Stock Exchange," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 24, issue 1, pages 55-82, June.
• LUPU, Iulia, 2017, "Central Banks And Financial Markets. Adjustments To A New Reality," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 4, issue 1, pages 211-216.
• Oleksy Paweł & Zyguła Andrzej, 2017, "The Effect of Ownership Structure on Dividend Policy and Shareholder Value: A Financialisation Perspective on Construction Companies in Poland," Central European Economic Journal, Sciendo, volume 3, issue 50, pages 41-52, December, DOI: 10.1515/ceej-2017-0016.
• Altgelt, Friederike & Koetter, Michael, 2017, "Too connected to fail? Wie die Vernetzung der Banken staatliche Rettungsmaßnahmen vorhersagen kann," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 23, issue 4, pages 75-78.

2016

• Abdelhalim Ammar Gherbi, 2016, "Purification of Sharīʿah: Compliant Stocks: Problems and Solutions التطهير المالي للأسهم المتوافقة مع الشريعة: إشكالات وحلول," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 29, issue 3, pages 57-101, October, DOI: 10.4197/Islec.29-3.3.
• Vlasta Kašparovská & Jana Laštůvková & Luboš Střelec, 2016, "Is the Exchange Rate a Factor of Bank Liquidity Changes? Study of the Czech Republic," Society and Economy, Akadémiai Kiadó, Hungary, volume 38, issue 3, pages 359-374, September.
• Giovanni Petrella & Andrea Resti, 2016, "An empirical analysis of Eurozone government bonds liquidity: Determinants, predictability and implications for the new bank prudential rules," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1645.
• Radoslav Raykov, 2016, "To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse," Staff Working Papers, Bank of Canada, number 16-4, DOI: 10.34989/swp-2017-4.
• Ikpefan Ochei Ailemen & Ikwuetoghu Ogochukwu Cynthia & Okafor Tochukwu & Isibor Areghan, 2016, "An Investigative Analysis Into Capital Market And Economic Growth In Nigeria," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 23, pages 65-83, December.
• Rodrigo Alfaro & Carlos Medel & Carola Moreno, 2016, "An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies," Working Papers Central Bank of Chile, Central Bank of Chile, number 795, Dec.
• Giovanni Barone-Adesi & Chiara Legnazzi & Antonietta Mira, 2016, "A Bayesian Estimate of the Pricing Kernel," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-14, Feb.
• Lilián Victoria Morales Carrasco & Alexandra Tatiana Valle �lvarez & Alva Ver�nica Freire Torres & Paola Karina Silva Ortiz, 2016, "El crecimiento de las empresas establecidas. Un caso de estudio del sector de fabricación de carrocerías en Ecuador abordado desde la perspectiva financiera," Revista Equidad y Desarrollo, Universidad de la Salle, issue 27, pages 55-71, DOI: 10.19052/ed.3816.
• Melody Nyangara & Davis Nyangara & Godfrey Ndlovu & Takawira Tyavambiza, 2016, "An Empirical Test of the Validity of the Capital Asset Pricing Model on the Zimbabwe Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 365-379.
• Omar Durrah & Abdul Aziz Abdul Rahman & Syed Ahsan Jamil & Nour Aldeen Ghafeer, 2016, "Exploring the Relationship between Liquidity Ratios and Indicators of Financial Performance: An Analytical Study on Food Industrial Companies Listed in Amman Bursa," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 435-441.
• Sulaiman Mouselli & Hazem Al-Samman, 2016, "An Examination of the Month-of-the-year Effect at Damascus Securities Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 573-577.
• Azher, Sara & Iqbal, Javed, 2016, "Pricing of foreign exchange risk and market segmentation: Evidence from Pakistan's equity market," Journal of Asian Economics, Elsevier, volume 43, issue C, pages 37-48, DOI: 10.1016/j.asieco.2016.03.001.
• Bukovina, Jaroslav, 2016, "Social media big data and capital markets—An overview," Journal of Behavioral and Experimental Finance, Elsevier, volume 11, issue C, pages 18-26, DOI: 10.1016/j.jbef.2016.06.002.
• Choi, Sujung, 2016, "Herding among local individual investors: Evidence from online and offline trading," Economics Letters, Elsevier, volume 144, issue C, pages 4-6, DOI: 10.1016/j.econlet.2016.04.030.
• Ryu, Doojin, 2016, "Considering all microstructure effects: The extension of a trade indicator model," Economics Letters, Elsevier, volume 146, issue C, pages 107-110, DOI: 10.1016/j.econlet.2016.07.025.
• Singh, Ranjodh B. & Gould, John & Chan, Felix & Yang, Joey Wenling, 2016, "Liquidation discount—a novel application of ARFIMA–GARCH," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 151-161, DOI: 10.1016/j.jempfin.2016.01.012.
• Rannou, Yves & Barneto, Pascal, 2016, "Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets," Energy Economics, Elsevier, volume 53, issue C, pages 159-174, DOI: 10.1016/j.eneco.2014.10.010.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2016, "Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk," Energy Economics, Elsevier, volume 54, issue C, pages 159-172, DOI: 10.1016/j.eneco.2015.11.003.
• Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo, 2016, "A consistent two-factor model for pricing temperature derivatives," Energy Economics, Elsevier, volume 55, issue C, pages 112-126, DOI: 10.1016/j.eneco.2015.12.020.