Badshah,I., Frijns, B., Knif, J. and Tourani-Rad, A. (2017). Asymmetries of the Intraday Return-Volatility Relation: International Review of Financial Analysis, Vol. 48. 182-192.

Chen, J. and Chen, Y., Frijns, B. (2017). Evaluating the Tracking Performance and Tracking Error of New Zealand Exchange Traded Funds: Pacific Accounting Review, forthcoming.

Da Fonseca, J and Xu, Y (2017) Higher Moment Risk Premiums for the Crude Oil Market: A Downside and Upside Conditional Decomposition: Energy Economics, Volume 67, 410-422. DOI:10.1016/j.eneco.2017.08.024

Da Fonseca, J and Zaatour, R. “Correlation and Lead-Lag Relationships in a Hawkes Microstructure Model”, Journal of Futures Markets, Volume 37, Issue 3, 260-285, (2017). DOI: 10.1002/fut.21800

Fernandez-Perez, A., Frijns, B. and Tourani-Rad, A. (2017). Precious Metals, Oil and the Exchange Rate: Contemporaneous Spillovers: Applied Economics, forthcoming.

Fernandez-Perez, A., Fuertes A.-M., and Miffre, J. (2017). Commodity Markets, Long-Horizon Predictability and Intertemporal Pricing: Review of Finance, Vol. 21, pp. 1159-1188. [FT50 Research Rank; A* in ABDC]

Finta, M., Frijns, B. and Tourani-Rad, A. (2017) Contemporaneous Spillover Effects between the US and the UK Equity Markets: Financial Review, 52, 145-166.

Frijns, B., Verschoor, W. and Zwinkels, R. (2017). Excess Stock Return Comovements and the Role of Investor Sentiment Journal of International Financial Markets: Institutions & Money, forthcoming.

Garel, A. and Petit-Romec, A. (2017). Bank capital in the crisis: It's not just how much you have but who provides it: Journal of Banking & Finance, Vol 75, pp 152-166.

Garel, A. (2017). When ownership structure matters: A review of the effects of investor horizon on corporate policies: Journal of Economic Surveys, Forthcoming (2017).

Gilbert, A., and Scott, A. (2017). Short and Sweet or Just Short? The Readability of Product Disclosure Statements Applied Finance Letters 6, 27-37.

Dye, J., Gilbert, A., and Pacheco, G., (2017). Does integration lead to lower costs of equity? Australian Journal of Management 42, 86-112.

Lehnert, T., Bams, D. and Blanchard, G. (2017). Volatility Measures and Value-at-Risk: International Journal of Forecasting, 33 (4), 848-863

Lehnert, T. and Lin, Y. (2017).  Skewness Term Structure Tests: Applied Mathematical Finance, 23 (6), 484-504.

Lehnert, T. and Abed Masrorkhah, S. (2017).  Press Freedom and Jumps in Stock Markets: Economic Systems, 41 (1), 151-162.

Lehnert, T., Kräussl, R. and Rinne, K. (2017) The Search for Yield: Implications to Alternative Investments: Journal of Empirical Finance, 44, 227-236.

Lehnert, T., Bams, D., Blanchard, G. and I. Honarvar,  (2017) Does Oil and Gold Price Uncertainty matter for the Stock Market?: Journal of Empirical Finance, 44, 270-285.

Wang, T., Ma, C. and Sun, Q. (2017) The interaction between security lending market and security trading market: Pacific Basin Finance Journal, 46(B): 309-322.

Webb, R.I., Frino, A., Mollica, V. and Zhang, T. (2017). “The Impact of Latency Sensitive Trading on High Frequency Arbitrage Opportunities,” Pacific Basin Finance Journal, Vol., 45, October 2017, pp. 91-102.--SSCI

Webb, R.I., Fung, J. and Chan, W. (2017) . “Do Derivative Markets Contain Useful Information for Signaling ‘Hot Money’ Flows?” Asia-Pacific Journal of Financial Studies, Vol. 46, Issue 3, June 2017, pages 491-527.--SSCI