Research classified by Journal of Economic Literature (JEL) codes

2018

• Cian O'Neill & Nicholas Vause, 2018, "Macroprudential margins: a new countercyclical tool?," Bank of England working papers, Bank of England, number 765, Sep.
• Yoshiyuki Nakazono & Maiko Koga & Tomohiro Sugo, 2018, "Private Information and Analyst Coverage: Evidence from Firm Survey Data," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-17, Oct.
• Hasan Murat Ertugrul & Pinar Fulya Gebesoglu & Burak Sencer Atasoy, 2018, "Mind the gap: Turkish case study of policy change in private pension schemes," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 2, pages 140-149, June.
• Recep Yorulmaz, 2018, "An analysis of constructing global financial inclusion indices," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 3, pages 248-258, September.
• Otilia MANTA, 2018, "Trends In The Concept Of The Financial Market In The Current Context Of Globalization," Contemporary Economy Journal, Constantin Brancoveanu University, volume 3, issue 4, pages 114-124.
• Alina Georgeta AILINCA & Catalin DRAGOI, 2018, "Credit Default Swaps And Macroeconomic Forecasts - How Can They Influence Each Other?," Contemporary Economy Journal, Constantin Brancoveanu University, volume 3, issue 4, pages 190-197.
• Ioana Pop-Radu & Mircea-Iosif Rus, 2018, "Analysis Of The Romanian Mutual Fund Market Performance Within Pre-Crisis, Crisis And Revival During 2008-2014," Management Strategies Journal, Constantin Brancoveanu University, volume 42, issue 4, pages 237-243.
• Nicolas Véron, 2018, "EU financial services policy since 2007- crisis, responses and prospects," Bruegel Working Papers, Bruegel, number 26425, Jun.
• Nathalie Duran, 2018, "Les rôles des acteurs dans la formation et le développement du crowdlending : analyse des liens et échanges sociaux," Innovations, De Boeck Université, volume 0, issue 2, pages 141-160.
• Faten Ben Slimane & Evelyne Rousselet, 2018, "Le financement participatif (ou le crowlending ) aux PME et TPE : mythes et réalités d’une innovation financière," Innovations, De Boeck Université, volume 0, issue 2, pages 15-39.
• Laurence Attuel-Mendes & Mihaela Bonescu & Silsa Raymond, 2018, "Modèle d’affaires de l’equity crowdfunding en France en 2016 : un état des lieux," Innovations, De Boeck Université, volume 0, issue 2, pages 89-116.
• Marianne Verdier, 2018, "La blockchain et l'intermédiation financière," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 67-87.
• Étienne Gentil, 2018, "Problématique des investisseurs. Finance et droit des sûretés," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 99-115.
• Dominique Plihon & Sandra Rigot, 2018, "Pourquoi manque-t-on d’investisseurs à long terme ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 113-128.
• Nicolas Bédu & Caroline Granier, 2018, "La gouvernance dans les LBO," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 129-144.
• Bertrand Jacquillat, 2018, "Styles de gestion de portefeuille et gouvernance des entreprises," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 145-160.
• Linh Tran Dieu, 2018, "L'impact de la taille de l'actif sous gestion sur la performance des fonds de placement collectif," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 285-316.
• Pascal Glémain, 2018, "Finances et financement des activités d'utilité sociale locales : point de vue à partir des finances citoyennes « situées »," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 249-265.
• Goodhead, Robert & Kolb, Benedikt, 2018, "Monetary Policy Communication Shocks and the Macroeconomy," Research Technical Papers, Central Bank of Ireland, number 15/RT/18, Dec.
• John Buchanan & Dominic H. Chai & Simon Deakin, 2018, "Unexpected Corporate Outcomes from Hedge Find Activism in Japan," Working Papers, Centre for Business Research, University of Cambridge, number wp494, Mar.
• Moritz Wagner & John Byong-Tek Lee & Dimitris Margaritis, 2018, "Mutual Fund Flows and Seasonalities in Stock Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/17, Oct.
• Woon K. Wong, 2018, "TThe Discount Rate Debate and Its Implications for Defined Benefit Pensions," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/12, Dec.
• Woon K. Wong, 2018, "The Discount Rate Debate and Its Implications for Defined Benefit Pensions," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/22, Nov.
• Arina Wischnewsky & Matthias Neuenkirch, 2018, "Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," CESifo Working Paper Series, CESifo, number 7118.
• Lars Hornuf & Milan F. Klus & Todor S. Lohwasser & Armin Schwienbacher, 2018, "How Do Banks Interact with Fintech Startups?," CESifo Working Paper Series, CESifo, number 7170.
• Friederike Niepmann & Tim Schmidt-Eisenlohr, 2018, "Global Investors, the Dollar, and U.S. Credit Conditions," CESifo Working Paper Series, CESifo, number 7288.
• Kristina Czura & Stefan Klonner, 2018, "Financial Market Responses to a Natural Disaster: Evidence from Local Credit Networks and the Indian Ocean Tsunami," CESifo Working Paper Series, CESifo, number 7354.
• Nelson Camanho & Harald Hau & Hélène Rey, 2018, "Global Portfolio Rebalancing and Exchange Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-03, Jan, revised Jun 2018.
• Semyon Malamud & Andreas Schrimpf, 2018, "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-14, Mar, revised Jun 2018.
• Nataliya Gerasimova & Eric Jondeau, 2018, "Strategic Interaction between Hedge Funds and Prime Brokers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-54, Aug.
• Maxime Couvert, 2018, "What Are the Shareholder Value Implications of Non-Voted Shareholder Proposals?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-79, Dec.
• David Martinez-Miera & Rafael Repullo, 2018, "Markets, Banks, and Shadow Banks," Working Papers, CEMFI, number wp2018_1811, Oct.
• Martin Hodula, 2018, "Off the Radar: Exploring the Rise of Shadow Banking in the EU," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/16, Dec.
• Luis-Miguel Ramírez-Herrera & Mar�a-Jos� Palac�n-S�nchez, 2018, "El estado del arte sobre la teoría de la estructura de capital de la empresa," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 37, issue 73.
• Susana Luna-Ramírez & Diego A. Agudelo, 2018, "Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16958, Oct.
• Oscar Manco López & Santiago Medina Hurtado & Oscar Botero & Fran�ois Legendre, 2018, "Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk," Estudios Gerenciales, Universidad Icesi, volume 34, issue 146, pages 34-41.
• Gabriela Pesce & Juan Ignacio Redondo & Gast�n S. Milanesi & Joaqu�n Menna & Ricardo Amarilla, 2018, "Índice multifactorial para la evaluación del desempeno financiero de fondos comunes," Estudios Gerenciales, Universidad Icesi, volume 34, issue 147, pages 200-215.
• Luis Alberto Merchán Benavides, 2018, "¿Afecta la distancia de residencia a los centros urbanos la calidad en la cartera de creditos? Caso aplicado a una entidad financiera de Colombia," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-53.
• Mercedes Alda & Isabel Marco & Adri�n Marzo, 2018, "La reforma del sistema público de pensiones espanol: el factor de sostenibilidad," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 25-43.
• Mercedes Alda* & Isabel Marco** & Adri�n Marzo***, 2018, "The reform of the Spanish public pension system: The sustainability factor," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 45-63.
• Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 16200, Apr.
• Marcela Eslava & Xavier Freixas, 2018, "Public Development Banks and Credit Market Imperfections," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 16726, Sep.
• CANDELON Bertrand, & HASSE Jean-Baptiste, & LAJAUNIE Quentin,, 2018, "SRI: Truths and lies," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018034, Dec.
• Kosowski, Robert & Joenväärä, Juha & Tolonen, Pekka, 2018, "The Effect of Investment Constraints on Hedge Fund Investor Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12599, Jan.
• Burkart, Mike & Lee, Samuel, 2018, "Activism and Takeovers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12616, Jan.
• Lettau, Martin & Madhavan, Ananth, 2018, "Exchange Traded Funds 101 For Economists," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12629, Jan.
• Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12664, Jan.
• Manconi, Alberto & Braggion, Fabio & Zhu, Haikun, 2018, "Can Technology Undermine Macroprudential Regulation? Evidence from Peer-to-Peer Credit in China," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12668, Jan.
• Ellul, Andrew & Pagano, Marco & Scognamiglio, Annalisa, 2018, "Career Risk and Market Discipline in Asset Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12851, Apr.
• Uhlig, Harald & Ospina, Juan, 2018, "Mortgage-Backed Securities and the Financial Crisis of 2008: a Post Mortem," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12852, Apr.
• Allen, Franklin & Qian, Yiming & Tu, Guoqian & Yu, Frank, 2018, "Entrusted Loans: A Close Look at China’s Shadow Banking System," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12864, Apr.
• Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita, 2018, "Investor Sophistication and Capital Income Inequality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12870, Apr.
• Buss, Adrian & Breugem, Matthijs, 2018, "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12900, Apr.
• Irani, Rustom M & Iyer, Rajkamal & Meisenzahl, Ralf R & Peydró, José-Luis, 2018, "The Rise of Shadow Banking: Evidence from Capital Regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12913, May.
• Schnabl, Philipp & Vickery, James & Plosser, Matthew, 2018, "The Role of Technology in Mortgage Lending," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12961, May.
• Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018, "International Currencies and Capital Allocation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12973, Jun.
• Weber, Martin & Germann, Maximilian & Loos, Benjamin, 2018, "Trust and Delegated Investing: A Money Doctors Experiment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12984, Jun.
• Basak, Suleyman & Atmaz, Adem, 2018, "Option Prices and Costly Short-Selling," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13029, Jul.
• Plantin, Guillaume & Acharya, Viral, 2018, "Monetary Easing, Investment and Financial Instability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13072, Jul.
• van Horen, Neeltje & Kotidis, Antonios, 2018, "Repo market functioning: The role of capital regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13090, Jul.
• Cujean, Julien, 2018, "Idea Sharing and the Performance of Mutual Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13111, Aug.
• Malamud, Semyon & Schrimpf, Paul, 2018, "An Intermediation-Based Model of Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13182, Sep.
• Vuillemey, Guillaume, 2018, "Completing Markets with Contracts: Evidence from the First Central Clearing Counterparty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13230, Oct.
• Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2018, "Global Investors, the Dollar, and U.S. Credit Conditions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13237, Oct.
• Repullo, Rafael & Martinez-Miera, David, 2018, "Markets, Banks, and Shadow Banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13248, Oct.
• Monnet, Eric & Baubeau, Patrice & Riva, Angelo & Ungaro, Stefano, 2018, "Flight-to-safety and the Credit Crunch: A new history of the banking crisis in France during the Great Depression," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13287, Oct.
• Pavlova, Anna & Kashyap, Anil & Kovrijnykh, Natalia & ,, 2018, "The Benchmark Inclusion Subsidy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13356, Dec.
• Brunnermeier, Markus & Huang, Lunyang, 2018, "A Global Safe Asset for and from Emerging Market Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13387, Dec.
• Servaes, Henri & Sigurdsson, Kari, 2018, "The costs and benefits of performance fees in mutual funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13399, Dec.
• Maggiori, Matteo & Neiman, Brent & Schreger, Jesse, 2018, "The Rise of the Dollar and Fall of the Euro as International Currencies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13410, Dec.
• Baghai, Ramin & Becker, Bo & Pitschner, Stefan, 2018, "The Private Use of Credit Ratings: Evidence from Mutual Fund Investment Mandates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13418, Dec.
• George APOSTOLAKIS & Gert VAN DIJK, 2018, "Retirement concerns and planning of cooperative members: A study in the Dutch healthcare sector," CIRIEC Working Papers, CIRIEC - Université de Liège, number 1803, Mar.
• Claudio Morana & Giacomo Sbrana, 2018, "“Some financial implications of global warming: An empirical assessment"," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 175, Jan.
• Newham, M. & Seldeslachts, J. & Banal-Estanol, A., 2018, "Common Ownership and Market Entry: Evidence from the Pharmaceutical Industry," Working Papers, Department of Economics, City St George's, University of London, number 18/03.
• Afees A. Salisu, 2018, "United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 049, Mar.
• Afees A. Salisu & Taofeek O. Ayinde, 2018, "Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 050, Mar.
• De Haan, Leo, 2018, "Recovery measures of underfunded pension funds: higher contributions, no indexation or pension cuts?," Journal of Pension Economics and Finance, Cambridge University Press, volume 17, issue 4, pages 437-468, October.
• Omid TORABI & Abbas MIRAKHOR, 2018, "Controlling information asymmetry in equity crowdfunding," Journal of Economic and Social Thought, EconSciences Journals, volume 5, issue 1, pages 32-41, March.
• Schiereck, D. & Freytag, A. & Grimm, M. & Bretschneider, W. H., 2018, "Public Corporations in Africa – A Continental Survey on Stock Exchanges and Capital Market Performance," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 109715, Nov.
• Andreas Knabe & Joachim Weimann, 2018, "Die Deutschlandrente: Wirksamkeit und Legitimität eines Nudges," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 2, pages 33-46.
• Felix Rutkowski & Alexander Schäfer & Isabel Schnabel, 2018, "Zehn Jahre nach Ausbruch der Finanzkrise – viel erreicht, noch viel zu tun," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 9-25, DOI: 10.3790/vjh.87.3.9.
• Melissa Newham & Jo Seldeslachts & Albert Banal-Estanol, 2018, "Common Ownership and Market Entry: Evidence from Pharmaceutical Industry," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1738.
• Li Wang & Lukas Menkhoff & Michael Schröder & Xian Xu, 2018, "Politicians' Promotion Incentives and Bank Risk Exposure," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1771.
• Pierre Durand, 2018, "Impact du financement par fonds de pension sur la performance des entreprises du CAC 40," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-4.
• Besancenot, Damien & Vranceanu, Radu, 2018, "Crowdfunding with overenthusiastic investors : a global game model," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1802, Feb.
• Colliard, Jean-Edouard & Demange, Gabrielle, 2018, "Asset Dissemination Through Dealer Markets," HEC Research Papers Series, HEC Paris, number 1296, Jul.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi, 2018, "Capital Market Anomalies and Quantitative Research," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-07, Mar.
• Chernenko, Sergey & Erel, Isil & Prilmeier, Robert, 2018, "Nonbank Lending," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-13, Mar.
• Boyer, Brian & Nadauld, Taylor D. & Vorkink, Keith P. & Weisbach, Michael S., 2018, "Private Equity Indices Based on Secondary Market Transactions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-21, Oct.
• Duffie, Darrell & Andersen, Leif & Song, Yang, 2018, "Funding Value Adjustments," Research Papers, Stanford University, Graduate School of Business, number 3571, Mar.
• Andonov, Aleksandar & Rauh, Joshua D., 2018, "The Return Expectations of Institutional Investors," Research Papers, Stanford University, Graduate School of Business, number 3659, Feb.
• Andonov, Aleksandar & Kraussl, Roman & Rauh, Joshua D., 2018, "The Subsidy to Infrastructure as an Asset Class," Research Papers, Stanford University, Graduate School of Business, number 3737, Sep.
• Bassam Jaara & Hikmat Alashhab & Osama Omarali Jaara, 2018, "The Determinants of Dividend Policy for Non-Financial Companies in Jordan," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 198-209.
• Anas Alhifni & Nurul Huda & Muslich Anshori & Biyati Ahwarumi, 2018, "Product Design Mall of Islamic Microfinance Institutions Supporting Economic Empowerment Islamic Boarding School Indonesia (Case Study Islamic Boarding School Abdussalam)," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 4, pages 250-255.
• Peter Sika & Jarmila Vidov, 2018, "The Pension System and its Financing as an Important Part of Public Finances in the Slovak Republic," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 45-51.
• Albert Gamot Malau & Jan Hotman, 2018, "Impact of Government Policy on Fisheries Production, Number of Fleet Fisheries, Investment, Fisheries Household in Batam City," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 6, pages 110-114.
• Zhang, Yiyang & Perols, Johan & Robinson, Dahlia & Smith, Thomas, 2018, "Earnings management strategies to maintain a string of meeting or beating analyst expectations," Advances in accounting, Elsevier, volume 43, issue C, pages 46-55, DOI: 10.1016/j.adiac.2018.09.001.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2018, "Timing of advertising and the MAX effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 105-114, DOI: 10.1016/j.jbef.2018.09.001.
• Jiang, Xuanyu & Yuan, Qingbo, 2018, "Institutional investors' corporate site visits and corporate innovation," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 148-168, DOI: 10.1016/j.jcorpfin.2017.09.019.
• Brooks, Chris & Chen, Zhong & Zeng, Yeqin, 2018, "Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 187-216, DOI: 10.1016/j.jcorpfin.2017.11.003.
• Eom, Chanyoung, 2018, "Institutional bidding behaviors during IPO bookbuilding: Evidence from Korea," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 413-427, DOI: 10.1016/j.jcorpfin.2017.09.024.
• Ward, Charles & Yin, Chao & Zeng, Yeqin, 2018, "Institutional investor monitoring motivation and the marginal value of cash," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 49-75, DOI: 10.1016/j.jcorpfin.2017.10.017.
• Harford, Jarrad & Kecskés, Ambrus & Mansi, Sattar, 2018, "Do long-term investors improve corporate decision making?," Journal of Corporate Finance, Elsevier, volume 50, issue C, pages 424-452, DOI: 10.1016/j.jcorpfin.2017.09.022.
• Cumming, Douglas & Groh, Alexander Peter, 2018, "Entrepreneurial finance: Unifying themes and future directions," Journal of Corporate Finance, Elsevier, volume 50, issue C, pages 538-555, DOI: 10.1016/j.jcorpfin.2018.01.011.
• Deng, Baijun & Li, Zhongfei & Li, Yong, 2018, "Foreign institutional ownership and liquidity commonality around the world," Journal of Corporate Finance, Elsevier, volume 51, issue C, pages 20-49, DOI: 10.1016/j.jcorpfin.2018.04.005.
• Hu, Gang & Jo, Koren M. & Wang, Yi Alex & Xie, Jing, 2018, "Institutional trading and Abel Noser data," Journal of Corporate Finance, Elsevier, volume 52, issue C, pages 143-167, DOI: 10.1016/j.jcorpfin.2018.08.005.
• Zhao, Li & Huang, Wenli & Ba, Shusong, 2018, "Optimal effort under high-water mark contracts," Economic Modelling, Elsevier, volume 68, issue C, pages 599-610, DOI: 10.1016/j.econmod.2017.03.029.
• Chen, Xiao & Huang, Bihong & Ye, Dezhu, 2018, "The role of punctuation in P2P lending: Evidence from China," Economic Modelling, Elsevier, volume 68, issue C, pages 634-643, DOI: 10.1016/j.econmod.2017.05.007.
• Parida, Sitikantha & Tang, Zhenyang, 2018, "Price competition in the mutual fund industry," Economic Modelling, Elsevier, volume 70, issue C, pages 29-39, DOI: 10.1016/j.econmod.2017.10.005.
• Hettihewa, Samanthala & Saha, Shrabani & Zhang, Hanxiong, 2018, "Does an aging population influence stock markets? Evidence from New Zealand," Economic Modelling, Elsevier, volume 75, issue C, pages 142-158, DOI: 10.1016/j.econmod.2018.06.017.
• Leaño, Miguel & Pedraza, Alvaro, 2018, "Ownership concentration and market liquidity: Evidence from a natural experiment," Economics Letters, Elsevier, volume 167, issue C, pages 56-59, DOI: 10.1016/j.econlet.2018.02.024.
• Evans, Jocelyn D. & Robertson, Mari L., 2018, "The effects of the Fed’s monetary tightening campaign on nonbank mortgage lending," Economics Letters, Elsevier, volume 171, issue C, pages 164-168, DOI: 10.1016/j.econlet.2018.07.017.
• Cortina, Juan J. & Ismail, Soha & Schmukler, Sergio L., 2018, "Firm financing and growth in the Arab region," Economic Systems, Elsevier, volume 42, issue 2, pages 361-383, DOI: 10.1016/j.ecosys.2017.09.002.
• Cumming, Douglas & Fleming, Grant & Liu, Zhangxin (Frank), 2018, "Shadow banking in Asia: Foreign versus domestic lending to real estate projects," Emerging Markets Review, Elsevier, volume 35, issue C, pages 137-147, DOI: 10.1016/j.ememar.2018.02.007.
• Tran, Ly Thi Hai & Hoang, Thao Thi Phuong & Tran, Hoa Xuan, 2018, "Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market," Emerging Markets Review, Elsevier, volume 37, issue C, pages 114-133, DOI: 10.1016/j.ememar.2018.07.001.
• Sherrill, D. Eli & Stark, Jeffrey R., 2018, "ETF liquidation determinants," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 357-373, DOI: 10.1016/j.jempfin.2018.07.007.
• Chen, Qinhua & Chi, Yeguang, 2018, "Smart beta, smart money," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 19-38, DOI: 10.1016/j.jempfin.2018.08.002.
• Scarcioffolo, Alexandre Ribeiro & Perobelli, Fernanda Finotti Cordeiro & Chimeli, Ariaster Baumgratz, 2018, "Counterfactual comparisons of investment options for wind power and agricultural production in the United States: Lessons from Northern Ohio," Energy Economics, Elsevier, volume 74, issue C, pages 299-309, DOI: 10.1016/j.eneco.2018.06.011.
• Casavecchia, Lorenzo & Hulley, Hardy, 2018, "Are mutual fund investors paying for noise?," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 8-23, DOI: 10.1016/j.irfa.2018.04.002.
• Auer, Benjamin R., 2018, "A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio," Finance Research Letters, Elsevier, volume 24, issue C, pages 289-290, DOI: 10.1016/j.frl.2017.09.023.
• Ekinci, Cumhur & Ersan, Oguz, 2018, "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, volume 24, issue C, pages 313-320, DOI: 10.1016/j.frl.2017.09.020.
• Liu, Ningyue & Laing, Elaine & Cao, Yue & Zhang, Xiaofei, 2018, "Institutional ownership and corporate transparency in China," Finance Research Letters, Elsevier, volume 24, issue C, pages 328-336, DOI: 10.1016/j.frl.2017.12.001.
• Debata, Byomakesh & Dash, Saumya Ranjan & Mahakud, Jitendra, 2018, "Investor sentiment and emerging stock market liquidity," Finance Research Letters, Elsevier, volume 26, issue C, pages 15-31, DOI: 10.1016/j.frl.2017.11.006.
• Yan, Wei & Hamill, Philip & Li, Youwei & Vigne, Samuel A. & Waterworth, James, 2018, "An analysis of liquidity skewness for European sovereign bond markets," Finance Research Letters, Elsevier, volume 26, issue C, pages 274-280, DOI: 10.1016/j.frl.2018.02.027.
• Zhu, Zongyuan, 2018, "Safety promise, moral hazard and financial supervision: Evidence from peer-to-peer lending," Finance Research Letters, Elsevier, volume 27, issue C, pages 1-5, DOI: 10.1016/j.frl.2018.07.002.
• Krishnamurthy, Srinivasan & Pelletier, Denis & Warr, Richard S., 2018, "Inflation and equity mutual fund flows," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 52-69, DOI: 10.1016/j.finmar.2017.12.001.
• Kim, Donghan & Kim, Jun Sik & Seo, Sung Won, 2018, "What options to trade and when: Evidence from seasoned equity offerings," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 70-96, DOI: 10.1016/j.finmar.2016.09.006.
• Dumitrescu, Ariadna & Gil-Bazo, Javier, 2018, "Market frictions, investor sophistication, and persistence in mutual fund performance," Journal of Financial Markets, Elsevier, volume 40, issue C, pages 40-59, DOI: 10.1016/j.finmar.2018.01.001.
• Mazur, Mieszko & Salganik-Shoshan, Galla & Walker, Thomas & Wang, Jun, 2018, "Proximity and litigation: Evidence from the geographic location of institutional investors," Journal of Financial Markets, Elsevier, volume 40, issue C, pages 60-74, DOI: 10.1016/j.finmar.2018.05.002.
• Ivanov, Ivan T. & Lenkey, Stephen L., 2018, "Do leveraged ETFs really amplify late-day returns and volatility?," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 36-56, DOI: 10.1016/j.finmar.2018.09.001.
• Li, Fuchun & Perez-Saiz, Hector, 2018, "Measuring systemic risk across financial market infrastructures," Journal of Financial Stability, Elsevier, volume 34, issue C, pages 1-11, DOI: 10.1016/j.jfs.2017.08.003.
• Hałaj, Grzegorz & Peltonen, Tuomas A. & Scheicher, Martin, 2018, "How did the Greek credit event impact the credit default swap market?," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 136-158, DOI: 10.1016/j.jfs.2016.10.009.
• Lagziel, David & Lehrer, Ehud, 2018, "Reward schemes," Games and Economic Behavior, Elsevier, volume 107, issue C, pages 21-40, DOI: 10.1016/j.geb.2017.10.019.
• Bravo, Jorge Miguel & El Mekkaoui de Freitas, Najat, 2018, "Valuation of longevity-linked life annuities," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 212-229, DOI: 10.1016/j.insmatheco.2017.09.009.
• Tang, Mei-Ling & Chen, Son-Nan & Lai, Gene C. & Wu, Ting-Pin, 2018, "Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 87-104, DOI: 10.1016/j.insmatheco.2017.11.004.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2018, "Do liquidity proxies measure liquidity accurately in ETFs?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 94-111, DOI: 10.1016/j.intfin.2018.02.011.
• Pereira, John & Sorwar, Ghulam & Nurullah, Mohamed, 2018, "What drives corporate CDS spreads? A comparison across US, UK and EU firms," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 188-200, DOI: 10.1016/j.intfin.2018.02.002.
• Junttila, Juha & Pesonen, Juho & Raatikainen, Juhani, 2018, "Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 255-280, DOI: 10.1016/j.intfin.2018.01.002.
• Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2018, "Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 231-247, DOI: 10.1016/j.intfin.2018.09.001.
• Sutherland, Andrew, 2018, "Does credit reporting lead to a decline in relationship lending? Evidence from information sharing technology," Journal of Accounting and Economics, Elsevier, volume 66, issue 1, pages 123-141, DOI: 10.1016/j.jacceco.2018.03.002.
• Gao, Yu & Liao, Scott & Wang, Xue, 2018, "Capital markets’ assessment of the economic impact of the Dodd–Frank Act on systemically important financial firms," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 204-223, DOI: 10.1016/j.jbankfin.2016.03.016.
• Chen, Fan & Qian, Meifen & Sun, Ping-Wen & Yu, Bin, 2018, "In search for managerial skills beyond common performance measures," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 224-239, DOI: 10.1016/j.jbankfin.2015.12.008.
• Parida, Sitikantha & Teo, Terence, 2018, "The impact of more frequent portfolio disclosure on mutual fund performance," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 427-445, DOI: 10.1016/j.jbankfin.2015.01.018.
• Cici, Gjergji & Dahm, Laura K. & Kempf, Alexander, 2018, "Trading efficiency of fund families: Impact on fund performance and investment behavior," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 1-14, DOI: 10.1016/j.jbankfin.2017.11.004.
• Zheng, Yao & Osmer, Eric & Zhang, Ruiyi, 2018, "Sentiment hedging: How hedge funds adjust their exposure to market sentiment," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 147-160, DOI: 10.1016/j.jbankfin.2017.11.016.
• Goncalves-Pinto, Luis & Sotes-Paladino, Juan & Xu, Jing, 2018, "The invisible hand of internal markets in mutual fund families," Journal of Banking & Finance, Elsevier, volume 89, issue C, pages 105-124, DOI: 10.1016/j.jbankfin.2018.02.001.
• Baghdadi, Ghasan A. & Bhatti, Ishaq M. & Nguyen, Lily H.G. & Podolski, Edward J., 2018, "Skill or effort? Institutional ownership and managerial efficiency," Journal of Banking & Finance, Elsevier, volume 91, issue C, pages 19-33, DOI: 10.1016/j.jbankfin.2018.04.002.
• Dewenter, Kathryn L. & Riddick, Leigh A., 2018, "What's the value of a TBTF guaranty? Evidence from the G-SII designation for insurance companies✰," Journal of Banking & Finance, Elsevier, volume 91, issue C, pages 70-85, DOI: 10.1016/j.jbankfin.2018.03.005.
• Ongena, Steven & (Ania) Zalewska, Anna, 2018, "Institutional and individual investors: Saving for old age," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 257-268, DOI: 10.1016/j.jbankfin.2017.10.012.
• Boes, Mark-Jan & Siegmann, Arjen, 2018, "Intergenerational risk sharing under loss averse preferences," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 269-279, DOI: 10.1016/j.jbankfin.2016.08.001.
• Boubaker, Sabri & Gounopoulos, Dimitrios & Nguyen, Duc Khuong & Paltalidis, Nikos, 2018, "Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 340-357, DOI: 10.1016/j.jbankfin.2018.03.003.
• Pelster, Matthias & Hofmann, Annette, 2018, "About the fear of reputational loss: Social trading and the disposition effect," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 75-88, DOI: 10.1016/j.jbankfin.2018.07.003.
• Ordu, Beyza Mina & Oran, Adil & Soytas, Ugur, 2018, "Is food financialized? Yes, but only when liquidity is abundant," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 82-96, DOI: 10.1016/j.jbankfin.2017.06.001.
• Kim, Tae-Nyun & Kim, Kihun, 2018, "External cost of leverage adjustment: Evidence from defined benefit pension plans," Journal of Economics and Business, Elsevier, volume 96, issue C, pages 1-14, DOI: 10.1016/j.jeconbus.2018.01.001.
• Baig, Ahmed & Winters, Drew B., 2018, "A preferred habitat for liquidity in term repos: Before, during and after the financial crisis," Journal of Economics and Business, Elsevier, volume 99, issue C, pages 1-14, DOI: 10.1016/j.jeconbus.2018.07.002.
• Donaldson, Jason Roderick & Piacentino, Giorgia, 2018, "Contracting to compete for flows," Journal of Economic Theory, Elsevier, volume 173, issue C, pages 289-319, DOI: 10.1016/j.jet.2017.10.003.
• Dimmock, Stephen G. & Gerken, William C. & Ivković, Zoran & Weisbenner, Scott J., 2018, "Capital gains lock-in and governance choices," Journal of Financial Economics, Elsevier, volume 127, issue 1, pages 113-135, DOI: 10.1016/j.jfineco.2017.11.001.
• Boguth, Oliver & Simutin, Mikhail, 2018, "Leverage constraints and asset prices: Insights from mutual fund risk taking," Journal of Financial Economics, Elsevier, volume 127, issue 2, pages 325-341, DOI: 10.1016/j.jfineco.2017.12.002.
• Akbas, Ferhat & Markov, Stanimir & Subasi, Musa & Weisbrod, Eric, 2018, "Determinants and consequences of information processing delay: Evidence from the Thomson Reuters Institutional Brokers’ Estimate System," Journal of Financial Economics, Elsevier, volume 127, issue 2, pages 366-388, DOI: 10.1016/j.jfineco.2017.11.005.
• Li, Xindan & Subrahmanyam, Avanidhar & Yang, Xuewei, 2018, "Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 38-65, DOI: 10.1016/j.jfineco.2018.01.010.
• Kolasinski, Adam C. & Yang, Nan, 2018, "Managerial myopia and the mortgage meltdown," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 466-485, DOI: 10.1016/j.jfineco.2017.03.010.
• Del Guercio, Diane & Genç, Egemen & Tran, Hai, 2018, "Playing favorites: Conflicts of interest in mutual fund management," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 535-557, DOI: 10.1016/j.jfineco.2017.04.012.
• La Spada, Gabriele, 2018, "Competition, reach for yield, and money market funds," Journal of Financial Economics, Elsevier, volume 129, issue 1, pages 87-110, DOI: 10.1016/j.jfineco.2018.04.006.
• Timmer, Yannick, 2018, "Cyclical investment behavior across financial institutions," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 268-286, DOI: 10.1016/j.jfineco.2018.04.012.
• Harris, Robert S. & Jenkinson, Tim & Kaplan, Steven N. & Stucke, Ruediger, 2018, "Financial intermediation in private equity: How well do funds of funds perform?," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 287-305, DOI: 10.1016/j.jfineco.2018.04.013.
• Bessembinder, Hendrik, 2018, "Do stocks outperform Treasury bills?," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 440-457, DOI: 10.1016/j.jfineco.2018.06.004.
• Phalippou, Ludovic & Rauch, Christian & Umber, Marc, 2018, "Private equity portfolio company fees," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 559-585, DOI: 10.1016/j.jfineco.2018.05.010.
• Zhu, Min, 2018, "Informative fund size, managerial skill, and investor rationality," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 114-134, DOI: 10.1016/j.jfineco.2018.06.002.
• Bao, Jack & O’Hara, Maureen & (Alex) Zhou, Xing, 2018, "The Volcker Rule and corporate bond market making in times of stress," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 95-113, DOI: 10.1016/j.jfineco.2018.06.001.
• Brav, Alon & Jiang, Wei & Ma, Song & Tian, Xuan, 2018, "How does hedge fund activism reshape corporate innovation?," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 237-264, DOI: 10.1016/j.jfineco.2018.06.012.
• O’ Hara, Maureen & Wang, Yihui & (Alex) Zhou, Xing, 2018, "The execution quality of corporate bonds," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 308-326, DOI: 10.1016/j.jfineco.2018.06.009.
• Goetzmann, William N. & Huang, Simon, 2018, "Momentum in Imperial Russia," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 579-591, DOI: 10.1016/j.jfineco.2018.07.008.
• Rud, Olga A. & Rabanal, Jean Paul & Horowitz, John, 2018, "Does competition aggravate moral hazard? A Multi-Principal-Agent experiment," Journal of Financial Intermediation, Elsevier, volume 33, issue C, pages 115-121, DOI: 10.1016/j.jfi.2017.09.001.
• Elliehausen, Gregory & Hannon, Simona M., 2018, "The Credit Card Act and consumer finance company lending," Journal of Financial Intermediation, Elsevier, volume 34, issue C, pages 109-119, DOI: 10.1016/j.jfi.2018.01.007.
• Kim, Sooji & Plosser, Matthew C. & Santos, João A.C., 2018, "Macroprudential policy and the revolving door of risk: Lessons from leveraged lending guidance," Journal of Financial Intermediation, Elsevier, volume 34, issue C, pages 17-31, DOI: 10.1016/j.jfi.2018.01.011.
• Allahrakha, Meraj & Cetina, Jill & Munyan, Benjamin, 2018, "Do higher capital standards always reduce bank risk? The impact of the Basel leverage ratio on the U.S. triparty repo market," Journal of Financial Intermediation, Elsevier, volume 34, issue C, pages 3-16, DOI: 10.1016/j.jfi.2018.01.008.
• Kay, Benjamin S. & Manuszak, Mark D. & Vojtech, Cindy M., 2018, "Competition and complementarities in retail banking: Evidence from debit card interchange regulation," Journal of Financial Intermediation, Elsevier, volume 34, issue C, pages 91-108, DOI: 10.1016/j.jfi.2018.02.001.
• Li, Suxiao & de Haan, Jakob & Scholtens, Bert, 2018, "Surges of international fund flows," Journal of International Money and Finance, Elsevier, volume 82, issue C, pages 97-119, DOI: 10.1016/j.jimonfin.2018.01.002.
• Chen, Hsien-Yi & Chen, Sheng-Syan, 2018, "Quality of government institutions and spreads on sovereign credit default swaps," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 82-95, DOI: 10.1016/j.jimonfin.2018.05.008.
• Carpantier, J.-F. & Vermeulen, W.N., 2018, "Emergence of sovereign wealth funds," Journal of Commodity Markets, Elsevier, volume 11, issue C, pages 1-21, DOI: 10.1016/j.jcomm.2018.01.002.
• Aslan, Hadiye & Kumar, Praveen, 2018, "The real effects of forced sales of corporate bonds," Journal of Monetary Economics, Elsevier, volume 95, issue C, pages 1-17, DOI: 10.1016/j.jmoneco.2018.02.004.
• Jouida, Sameh & Hellara, Slaheddine, 2018, "Diversification and target leverage of financial institutions," Journal of Multinational Financial Management, Elsevier, volume 46, issue C, pages 11-35, DOI: 10.1016/j.mulfin.2018.06.001.
• Yi, Li & Liu, Zilan & He, Lei & Qin, Zilong & Gan, Shunli, 2018, "Do Chinese mutual funds time the market?," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 1-19, DOI: 10.1016/j.pacfin.2017.11.002.
• Noman, Abu Hanifa Md. & Gee, Chan Sok & Isa, Che Ruhana, 2018, "Does bank regulation matter on the relationship between competition and financial stability? Evidence from Southeast Asian countries," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 144-161, DOI: 10.1016/j.pacfin.2018.02.001.
• Yuan, Rongli & Liu, Chao & Xiao, Jason Zezhong & Sun, Jian, 2018, "The determinants and effects of voluntary adoption of a cumulative voting system: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 251-266, DOI: 10.1016/j.pacfin.2018.07.004.
• Fianto, Bayu Arie & Gan, Christopher & Hu, Baiding & Roudaki, Jamal, 2018, "Equity financing and debt-based financing: Evidence from Islamic microfinance institutions in Indonesia," Pacific-Basin Finance Journal, Elsevier, volume 52, issue C, pages 163-172, DOI: 10.1016/j.pacfin.2017.09.010.
• Naqvi, Bushra & Rizvi, S.K.A. & Mirza, Nawazish & Reddy, Krishna, 2018, "Religion based investing and illusion of Islamic Alpha and Beta," Pacific-Basin Finance Journal, Elsevier, volume 52, issue C, pages 82-106, DOI: 10.1016/j.pacfin.2018.02.003.
• Ayadi, Mohamed A. & Kryzanowski, Lawrence & Mohebshahedin, Mahmood, 2018, "Impact of sponsorship on fixed-income fund performance," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 121-137, DOI: 10.1016/j.qref.2017.06.001.
• Romaniuk, Katarzyna, 2018, "A simple rule to determine the usefulness of the paygo system on diversification grounds," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 282-284, DOI: 10.1016/j.qref.2017.07.012.
• Zeidan, Rodrigo & Galil, Koresh & Shapir, Offer Moshe, 2018, "Do ultimate owners follow the pecking order theory?," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 45-50, DOI: 10.1016/j.qref.2017.04.008.
• Staer, Arsenio & Sottile, Pedro, 2018, "Equivalent volume and comovement," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 143-157, DOI: 10.1016/j.qref.2017.11.001.