Andrada-Félix, J., Fernandez-Perez, A., and Sosvilla-Rivero, S. (2018) “Fear connectedness among asset classes”. Applied Economics, Vol. 50, pp. 4234-4249.
Baule, R., Frijns, B. and Tieves, M. (2018). “Volatility Discovery and Volatility Quoting on Markets for Options and Warrants”, Journal of Futures Markets 38, 758-774.
Byun, S.-J., Frijns, B. and Roh, T.-Y. (2018). “A Comprehensive Look at the Return Predictability of Variance Risk Premia”, Journal of Futures Markets 38, 425-445 (ABDC – A).
Chen, H., Chen J., Frijns, B., and Indriawan, I. (2018). “Turn of the Month Effect in the New Zealand Stock Market”, New Zealand Economic Papers, forthcoming.
Da Fonseca, J., and Gottschalk, K. (2018): "The Co-movement of Credit Default Swap Spreads, Stock Market Returns and Volatilities: Evidence from Asia-Pacific Markets", International Review of Finance. DOI: 10.1111/irfi.12237.
Da Fonseca, J and Ignatieva, K. (2018) “Volatility Spillovers and Connectedness Among Credit Default Swap Sector Indexes”, Applied Economics, Volume 50, Issue 36, 3923-3936, 2018. DOI: 10.1080/00036846.2018.1430344
Dutta, A., J. Knif, J. Kolari, and S. Pynnönen, (2018). A robust and powerful test of abnormal stock returns in long-horizon event studies, Journal of Empirical Finance, Vol. 47, 1-24. http://ssrn.com/abstract=2292356
Dodd, O. and Frijns, B. (2018). “NYSE Closure and Global Equity Trading: The Case of Cross-listed Stocks”, International Review of Financial Analysis, forthcoming.
Fernandez-Perez, A., Frijns, B., Indriawan, I., and Tourani-Rad, A. (2018). “Surprise and Dispersion: Informational Impact of USDA Announcements”. Agricultural Economics, forthcoming.
Fernandez-Perez, A., Frijns, B., Gallatullina, I., and Tourani-Rad, A. (2018) “Determinants of Intraday Price Discovery in VIX Exchange Traded Notes”. Journal of Futures Markets, Vol. 38, pp. 535–548 [A in ABDC]
Fernandez-Perez, A., Frijns, B., Fuertes A.-M., and Miffre, J. (2018). “The Skewness of Commodity Futures Returns”. Journal of Banking and Finance, Vol. 86, pp. 143–158. [A* in ABDC]
Finta, M., Frijns, B. and Tourani-Rad, A. (2018). “Volatility spillovers among oil and stock markets in the US and Saudi Arabia”, Applied Economics, forthcoming.
Finta, M., Frijns, B. and Tourani-Rad, A. (2018). “Time-varying Contemporaneous Spillovers during the European Debt Crisis”, Empirical Economics, forthcoming.
Frijns, B., Indriawan, I., Otsubo, Y. and Tourani-Rad, A. (2018). "The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks". International Review of Economics and Finance, forthcoming.
Frijns, B. and Indriawan, I. (2018). “On the Ability of New Zealand Actively Managed Funds to Generate Outperformance in their Domestic Equity Allocations”, Pacific Accounting Review, forthcoming.
Frijns, B. and Huynh, T. (2018). “Herding in analysts' recommendations: The role of media”, Journal of Banking and Finance 91, 1-18.
Frijns, B. and Zwinkels, R. (2018). “Time-Varying Arbitrage and Dynamic Price Discovery”. Journal of Economic Dynamics and Control 91, 485-502.
Frijns, B., Indriawan, I., Tourani-Rad, A. and Tse, Y. (2018). “Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets”, International Review of Finance, forthcoming.
Frijns, B., Huynh, T., Tourani-Rad, A. and Westerholm, J. (2018). “Institutional Trading and Asset Pricing”, Journal of Banking and Finance 89, 59-77.
Frijns, B. and Indriawan, I. (2018). “Behavioural Heterogeneity in the New Zealand Stock Market”, New Zealand Economic Papers 52, 53-71.
Frijns, B., Indriawan, I. and Tourani-Rad, A. (2018). “The Interactions between Price Discovery, Liquidity and Algorithmic Trading for US-Canadian Cross-Listed Shares”, International Review of Financial Analysis 56, 136-152.
Högholm, K., J. Knif, G. Koutmos, and S. Pynnönen (2018). Asymmetric performance characteristics of US and European large- cap mutual funds, Multinational Finance Journal, (Forthcoming)
Song, S., Sun, Q. and Zhang, X. (2018). Do IPOs Affect the Market Price? Evidence from China. Journal of Financial and Quantitative Analysis 53(3): 1-26.
Tang, X., Hu, F., Wang, P. , (2018). “Out‐of‐sample equity premium prediction: A scenario analysis approach”, Journal of Forecasting, Volume 37, Issue 5, 604 – 626.
Webb, R.I., Song, W. and Ryu, D. (2018). “Volatility Dynamics under an Endogenous Markov-Switching Framework: A Cross-Market Approach,” Quantitative Finance, Vol. 18, No. 9, 2018, pp.1559-1571.--SSCI
Yuanpeng, L., Sun, Q. and Tian, S. (2018). The Impact of IPO Approval on the Price of Existing Stocks, Journal of Corporate Finance 50: 109-127.