Research classified by Journal of Economic Literature (JEL) codes

2016

• Andrea Morone & Simone Nuzzo, 2016, "Market efficiency, trading institutions and information mirages: Evidence from an experimental asset market," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/12.
• Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2016, "Incomplete financial markets with real assets and wealth-dependent credit limits," Journal of Economics, Springer, volume 117, issue 1, pages 1-36, January, DOI: 10.1007/s00712-015-0438-4.
• Roman V. Ivanov & Katsunori Ano, 2016, "On exact pricing of FX options in multivariate time-changed Lévy models," Review of Derivatives Research, Springer, volume 19, issue 3, pages 201-216, October, DOI: 10.1007/s11147-016-9120-4.
• Ela Mahdaleta & Iskandar Muda & Gusnardi Muhammad Nasir, 2016, "Effects of Capital Structure and Profitability on Corporate Value with Company Size as the Moderating Variable of Manufacturing Companies Listed on Indonesia Stock Exchange," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 3, pages 30-43, September.
• Shelly Midesia & Hasan Basri & M. Shabri Abd. Majid, 2016, "The Effects of Asset Management and Profitability on Stock Returns: A Comparative Study between Conventional and Islamic Stock Markets in Indonesia," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 3, pages 44-54, September.
• Muslich Lutfi & Jessi Arsitha, 2016, "The Analysis of Factors Affecting Price Earnings Ratio on the Company Shares Registered in Jakarta Islamic Index," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 3, pages 55-63, September.
• Bachar FAKHRY, 2016, "A Regime Switching Explanation of the Reactions of Market Participant during the Crisis," Journal of Economics Bibliography, KSP Journals, volume 3, issue 3, pages 434-449, September.
• Leleng KEBALO, 2016, "South African Exchange Rate After 2000s: An Econometric Investigation," Journal of Economics Bibliography, KSP Journals, volume 3, issue 3, pages 459-481, September.
• Kocher, Martin G. & Lucks, Konstantin E. & Schindler, David, 2016, "Unleashing Animal Spirits - Self-Control and Overpricing in Experimental Asset Markets," Discussion Papers in Economics, University of Munich, Department of Economics, number 27572, Feb.
• Stefano Bosi & Patrice Fontaine & Cuong Le Van, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16063, Apr.
• Gaetano Gaballo & Ramon Marimon, 2016, "Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 22006, Feb.
• Pablo Kurlat, 2016, "The Social Value of Financial Expertise," NBER Working Papers, National Bureau of Economic Research, Inc, number 22047, Feb.
• Weerachart T. Kilenthong & Robert M. Townsend, 2016, "A Market Based Solution for Fire Sales and Other Pecuniary Externalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 22056, Mar.
• George-Marios Angeletos & Fabrice Collard & Harris Dellas, 2016, "Public Debt as Private Liquidity: Optimal Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 22794, Nov.
• Laurent Frésard & Ulrich Hege & Gordon Phillips, 2016, "Extending Industry Specialization through Cross-Border Acquisitions," NBER Working Papers, National Bureau of Economic Research, Inc, number 22848, Nov.
• Leonardo Becchetti & Nazaria Solferino & Maria Elisabetta Tessitore, 2016, "Corporate social responsibility and profit volatility: theory and empirical evidence," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 25, issue 1, pages 49-89.
• Roberto Marfè, 2016, "Corporate Fraction and the Equilibrium Term Structure of Equity Risk," Review of Finance, European Finance Association, volume 20, issue 2, pages 855-905.
• Valentin Mihai Leoveanu, 2016, "Ways to Improve the Access to Finance of Romanian SME," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 532-537, February.
• Alcalde, Pilar & Vial, Bernardita, 2016, "Willingness to Pay for Firm Reputation: Paying for Risk Rating in the Annuity Market," MPRA Paper, University Library of Munich, Germany, number 68993, Jan.
• Lucks, Konstantin, 2016, "The Impact of Self-Control on Investment Decisions," MPRA Paper, University Library of Munich, Germany, number 73099, Jul.
• Effiong, Ekpeno L., 2016, "Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria," MPRA Paper, University Library of Munich, Germany, number 74336, Sep.
• Villarreal, Francisco G., 2016, "Monetary policy and inequality under household heterogeneity and incomplete markets," MPRA Paper, University Library of Munich, Germany, number 82780, Nov.
• Karel Zeman, 2016, "Analýza vývoje ekonomické kondice a efektivnosti privatizačního procesu bank v České republice
  [Analysis of the Development of the Economic Condition and Efficiency of the Privatization Process of Banks in the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 7, pages 804-832, DOI: 10.18267/j.polek.1092.
• Amanda Bayer & Cecilia Elena Rouse, 2016, "Diversity in the Economics Profession: A New Attack on an Old Problem," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 597, Jul.
• James Hansen & Angus Moore, 2016, "The Efficiency of Central Clearing: A Segmented Markets Approach," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2016-07, Oct.
• Yicheng Wang, 2016, "Online Appendix to "Debt-Market Friction, Firm-specific Knowledge Capital Accumulation and Macroeconomic Implications"," Online Appendices, Review of Economic Dynamics, number 16-19.
• Yicheng Wang, 2016, "Code and data files for "Debt-Market Friction, Firm-specific Knowledge Capital Accumulation and Macroeconomic Implications"," Computer Codes, Review of Economic Dynamics, number 16-19, revised .
• Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier, 2016, "Heterogeneity in decentralized asset markets," 2016 Meeting Papers, Society for Economic Dynamics, number 1014.
• Semih Uslu, 2016, "Pricing and Liquidity in Decentralized Asset Markets," 2016 Meeting Papers, Society for Economic Dynamics, number 128.
• Jan Werner, 2016, "Speculative Trade under Ambiguity," 2016 Meeting Papers, Society for Economic Dynamics, number 1607.
• Bruno Sultanum & Zachary Bethune, 2016, "Decentralized Trade with Private Values," 2016 Meeting Papers, Society for Economic Dynamics, number 1630.
• Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016, "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers, Society for Economic Dynamics, number 417.
• Elisabeta Jaba & Ioan-Bogdan Robu & Costel Istrate & Christiana Brigitte Balan & Mihai Roman, 2016, "Statistical Assessment of the Value Relevance of Financial Information Reported by Romanian Listed Companies," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 27-42, June.
• Pawe³ Kliber, 2016, "A puzzle of excessive equity risk premium and the case of Poland," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 1, pages 1-11, June.
• Joanna Cichorska & Monika Klimontowicz, 2016, "Financialisation As A Result Of The Network Economy’S Development," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 2, pages 1-12, October.
• Edoardo Gaffeo & Massimo Molinari, 2016, "Taxing financial transactions in fundamentally heterogeneous markets," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 175, Oct.
• Selcuk Kendirli & Muhammet Emin Elmali, 2016, "The Effects of Right Offering Announcements on Returns of Shares of Deposit Banks Traded in Ä°stanbul Stock-Exchange," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, volume 5, issue 1, March.
• Stéphane Crépey & Shiqi Song, 2016, "Counterparty risk and funding: immersion and beyond," Finance and Stochastics, Springer, volume 20, issue 4, pages 901-930, October, DOI: 10.1007/s00780-016-0305-3.
• Paolo Coccorese & Giovanni Ferri & Punziana Lacitignola & Juan Lopez, 2016, "Market structure, outer versus inner competition: the case of Italy’s credit coop banks," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 63, issue 3, pages 259-279, September, DOI: 10.1007/s12232-016-0254-3.
• Hervé Crès & Tobias Markeprand & Mich Tvede, 2016, "Incomplete financial markets and jumps in asset prices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 62, issue 1, pages 201-219, June, DOI: 10.1007/s00199-015-0884-9.
• Elyès Jouini & Clotilde Napp, 2016, "Live fast, die young," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 62, issue 1, pages 265-278, June, DOI: 10.1007/s00199-015-0894-7.
• Michael Zierhut, 2016, "Partially revealing rational expectations equilibrium with real assets and binding constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 62, issue 3, pages 495-516, August, DOI: 10.1007/s00199-015-0910-y.
• Alberto Montagnoli & Mirko Moro & Robert Wright, 2016, "Financial literacy and attitudes to redistribution," Working Papers, University of Strathclyde Business School, Department of Economics, number 1605, Mar.
• Chia-Lin Chang & Michael McAleer & Yanghuiting Wang, 2016, "Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-047/III, Jun.
• Chia-Lin Chang & Michael McAleer & Jiarong Tian, 2016, "Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-053/III, Jul.
• Santiago Carbó Valverde & Sujit Chakravorti & Francisco Rodríguez Fernández, 2016, "The Role of Interchange Fees in Two-Sided Markets: An Empirical Investigation on Payment Cards," The Review of Economics and Statistics, MIT Press, volume 98, issue 2, pages 367-381, May.
• Edoardo Gaffeo & Massimo Molinari, 2016, "Taxing financial transactions in fundamentally heterogeneous markets," DEM Working Papers, Department of Economics and Management, number 2016/07.
• Luigi Bonatti & Lorenza Lorenzetti, 2016, "The co-evolution of tax evasion, social capital and policy responses: A theoretical approach," DEM Working Papers, Department of Economics and Management, number 2016/08.
• Fresard, Laurent & Hege, Ulrich & Phillips, Gordon, 2016, "Extending Industry Specialization through Cross-Border Acquisitions," TSE Working Papers, Toulouse School of Economics (TSE), number 16-745, Dec.
• Chia-Lin Chang & Michael McAleer & Jiarong Tian, 2016, "Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-09, Jun.
• Chia-Lin Chang & Michael McAleer & Yanghuiting Wang, 2016, "Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2016-10, Jun.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2016, "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-03, Dec.
• Dana C. Andersen, 2016, "Credit Constraints, Technology Upgrading, and the Environment," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, volume 3, issue 2, pages 283-319, DOI: 10.1086/684509.
• Chao Gu & Han Han & Randall Wright, 2016, "The Effects of Monetary Policy and Other Announcements," Working Papers, Department of Economics, University of Missouri, number 1621, Dec.
• Xue-Zhong He & Huanhuan Zheng, 2016, "Trading Heterogeneity Under Information Uncertainty," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 373, Jul.
• Ekemini Usuah & John Odozi & Oluwatosin Adeniyi, 2016, "Financial Liberalization And Small Medium Scale Enterprises Growth In Nigeria," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 16, issue 1, pages 97-117, June.
• Feixue Gong & Gregory Phelan, 2016, "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers, Department of Economics, Williams College, number 2016-06, Mar, revised Aug 2017.
• Johannes C. Buggle & Steven Nafziger, 2016, "Long-Run Consequences of Labor Coercion: Evidence from Russian Serfdom," Department of Economics Working Papers, Department of Economics, Williams College, number 2016-07, Oct.
• Yulei Luo & Eric R. Young, 2016, "Long‐Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 2-3, pages 325-362, March, DOI: 10.1111/jmcb.12302.
• Knut K. Aase, 2016, "Recursive utility using the stochastic maximum principle," Quantitative Economics, Econometric Society, volume 7, issue 3, pages 859-887, November.
• Tim Leung & Xin Li, 2016, "Optimal Mean Reversion Trading:Mathematical Analysis and Practical Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9839, ISBN: ARRAY(0x5e6927a0), September.
• Aurora MURGEA, 2016, "Mercury retrograde effect in capital markets: truth or illusion?," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 9, issue 1, pages 49-61, June.
• Lavelle, Sean, 2016, "Market dynamics when participants rely on relative valuation," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-42.
• Morone, Andrea & Nuzzo, Simone, 2016, "Asset markets in the lab: A literature review," Kiel Working Papers, Kiel Institute for the World Economy, number 2060.
• Kreiser, Swetlana & Kick, Thomas & Merkl, Christian & Ruprecht, Benedikt, 2016, "Banking and the Macroeconomy: A Micro-Macro Linkage," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145921.

2015

• Aloisio Araujo & Pietro da Silva & José Heleno Faro, 2015, "Ambiguity Aversion in the Long Run: "To Disagree, We Must Also Agree"," Business and Economics Working Papers, Unidade de Negocios e Economia, Insper, number 222.
• Francisco J. Buera & Joseph P. Kaboski & Yongseok Shin, 2015, "Entrepreneurship and Financial Frictions: A Macrodevelopment Perspective," Annual Review of Economics, Annual Reviews, volume 7, issue 1, pages 409-436, August.
• Jonathan Witmer & Jing Yang, 2015, "Estimating Canada’s Effective Lower Bound," Staff Analytical Notes, Bank of Canada, number 15-2, DOI: 10.34989/san-2015-2.
• Erdinc ALTAY, 2015, "Knightian Uncertainty: The Effects of Risk and Ambiguity on Excess Returns of Borsa Istanbul," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 9, issue 2, pages 45-72.
• Arias-Rodríguez, Fernando & Gaitán-Maldonado, Celina & López-Velandia, Johanna, 2015, "Las entidades financieras a lo largo del ciclo de negocios: ¿Es el ciclo financiero sensible al ciclo de negocios?," Chapters, Banco de la Republica de Colombia, chapter 5, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N., "Política monetaria y estabilidad financiera en economías pequeñas y abiertas", DOI: 10.32468/Ebook.664-314-6.
• Bernal-R., Joaquín, 2015, "Infraestructuras del mercado financiero : lecciones de la crisis para los bancos centrales," Chapters, Banco de la Republica de Colombia, chapter 16, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N., "Política monetaria y estabilidad financiera en economías pequeñas y abiertas", DOI: 10.32468/Ebook.664-314-6.
• Freddy Cepeda L. & Fabio Ortega C., 2015, "A dynamic approach to intraday liquidity needs," Borradores de Economia, Banco de la Republica de Colombia, number 877, Mar, DOI: 10.32468/be.877.
• Dumičić Ksenija & Žmuk Berislav, 2015, "Statistical Control Charts: Performances of Short Term Stock Trading in Croatia," Business Systems Research, Sciendo, volume 6, issue 1, pages 22-35, March, DOI: 10.1515/bsrj-2015-0002.
• Fany Declerck & Laurence Lescourret, 2015, "Dark pools et trading haute fréquence : une évolution utile ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 113-126.
• Roberto Marfè, 2015, "Income Insurance and the Equilibrium Term-Structure of Equity," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 407.
• Roberto Marfè, 2015, "Survey Expectations and the Equilibrium Risk-Return Trade Off," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 408.
• Roberto Marfè, 2015, "Corporate Fraction and the Equilibrium Term-Structure of Equity Risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 409.
• Kilian Huber, 2015, "The Persistence of a Banking Crisis," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1389, Nov.
• Eric Smith, 2015, "High and Low Activity Spells in Housing Markets," CESifo Working Paper Series, CESifo, number 5601.
• Kilian Huber, 2015, "The Persistence of a Banking Crisis," Discussion Papers, Centre for Macroeconomics (CFM), number 1532, Nov.
• Freddy Cepeda L. & Fabio Ortega C., 2015, "A dynamic approach to intraday liquidity needs," Borradores de Economia, Banco de la Republica, number 12686, Mar.
• Gromb, Denis & Vayanos, Dimitri, 2015, "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10436, Feb.
• Grüner, Hans Peter & Siemroth, Christoph, 2015, "Cutting out the Middleman: Crowdinvesting, Efficiency, and Inequality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10488, Mar.
• Vayanos, Dimitri & Rabin, Matthew & Eyster, Erik, 2015, "Financial Markets where Traders Neglect the Informational Content of Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10629, May.
• Colliard, Jean-Edouard, 2015, "Optimal supervisory architecture and financial integration in a banking union," Working Paper Series, European Central Bank, number 1786, Apr.
• Anthony Orji & Jonathan E. Ogbuabor & Onyinye I. Anthony-Orji, 2015, "Financial Liberalization and Economic Growth in Nigeria: An Empirical Evidence," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 663-672.
• Greg Ekpung Edame & Okoiarikpo Benjamin Okoi, 2015, "Fiscal Deficits and Economic Growth in Nigeria: A Chow Test Approach," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 748-752.
• Rafiq Bhuyan & James Kuhle & Talla Mohammed Al-Deehani & Munir Mahmood, 2015, "Portfolio Diversification Benefits Using Real Estate Investment Trusts An Experiment with US Common Stocks, Equity Real Estate Investment Trusts, and Mortgage Real Estate Investment Trusts," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 4, pages 922-928.
• Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim, 2015, "Endogenous leverage and asset pricing in double auctions," Journal of Economic Dynamics and Control, Elsevier, volume 53, issue C, pages 144-160, DOI: 10.1016/j.jedc.2015.02.004.
• Jouini, Elyès & Napp, Clotilde, 2015, "Gurus and belief manipulation," Economic Modelling, Elsevier, volume 49, issue C, pages 11-18, DOI: 10.1016/j.econmod.2015.03.013.
• Zhang, Jin-Liang & Zhang, Yue-Jun & Zhang, Lu, 2015, "A novel hybrid method for crude oil price forecasting," Energy Economics, Elsevier, volume 49, issue C, pages 649-659, DOI: 10.1016/j.eneco.2015.02.018.
• Goodell, John W. & McGroarty, Frank & Urquhart, Andrew, 2015, "Political uncertainty and the 2012 US presidential election: A cointegration study of prediction markets, polls and a stand-out expert," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 162-171, DOI: 10.1016/j.irfa.2015.05.003.
• Aymanns, Christoph & Georg, Co-Pierre, 2015, "Contagious synchronization and endogenous network formation in financial networks," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 273-285, DOI: 10.1016/j.jbankfin.2014.06.030.
• Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2015, "Costs and benefits of financial regulation: Short-selling bans and transaction taxes," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 103-118, DOI: 10.1016/j.jbankfin.2014.10.014.
• He, Xue-Zhong & Li, Kai, 2015, "Profitability of time series momentum," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 140-157, DOI: 10.1016/j.jbankfin.2014.12.017.
• Lambert, Nicolas S. & Langford, John & Wortman Vaughan, Jennifer & Chen, Yiling & Reeves, Daniel M. & Shoham, Yoav & Pennock, David M., 2015, "An axiomatic characterization of wagering mechanisms," Journal of Economic Theory, Elsevier, volume 156, issue C, pages 389-416, DOI: 10.1016/j.jet.2014.03.012.
• Gersbach, Hans & Haller, Hans & Müller, Jürg, 2015, "The macroeconomics of Modigliani–Miller," Journal of Economic Theory, Elsevier, volume 157, issue C, pages 1081-1113, DOI: 10.1016/j.jet.2015.02.003.
• Bianchi, Milo & Jehiel, Philippe, 2015, "Financial reporting and market efficiency with extrapolative investors," Journal of Economic Theory, Elsevier, volume 157, issue C, pages 842-878, DOI: 10.1016/j.jet.2015.02.009.
• Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2015, "Reprint of: Information percolation in segmented markets," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 838-869, DOI: 10.1016/j.jet.2014.11.014.
• Steiner, Jakub & Stewart, Colin, 2015, "Price distortions under coarse reasoning with frequent trade," Journal of Economic Theory, Elsevier, volume 159, issue PA, pages 574-595, DOI: 10.1016/j.jet.2015.07.011.
• Hellmann, Thomas & Thiele, Veikko, 2015, "Friends or foes? The interrelationship between angel and venture capital markets," Journal of Financial Economics, Elsevier, volume 115, issue 3, pages 639-653, DOI: 10.1016/j.jfineco.2014.10.009.
• Dow, James & Han, Jungsuk, 2015, "Contractual incompleteness, limited liability and asset price bubbles," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 383-409, DOI: 10.1016/j.jfineco.2015.02.002.
• House, Christopher L. & Masatlioglu, Yusufcan, 2015, "Managing markets for toxic assets," Journal of Monetary Economics, Elsevier, volume 70, issue C, pages 84-99, DOI: 10.1016/j.jmoneco.2014.10.001.
• Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2015, "Margin regulation and volatility," Journal of Monetary Economics, Elsevier, volume 75, issue C, pages 54-68, DOI: 10.1016/j.jmoneco.2014.12.007.
• Dam, Lammertjan & Scholtens, Bert, 2015, "Toward a theory of responsible investing: On the economic foundations of corporate social responsibility," Resource and Energy Economics, Elsevier, volume 41, issue C, pages 103-121, DOI: 10.1016/j.reseneeco.2015.04.008.
• Chang, Charles & Lin, Emily, 2015, "Cash-futures basis and the impact of market maturity, informed trading, and expiration effects," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 197-213, DOI: 10.1016/j.iref.2014.09.003.
• Aljosa Sestanovic, 2015, "SME Stock Exchanges - Should They Have a Greater Role?," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 4, issue 1, pages 59-74.
• Aljosa Sestanovic, 2015, "SME Stock Exchanges – Should They Have a Greater Role?," Effectus - Working Paper Series, Effectus - University College for Law and Finance, number 0008, Jun.
• Chabakauri, Georgy, 2015, "Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119001, Mar.
• Gromb, Denis & Vayanos, Dimitri, 2015, "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119012, Feb.
• Chabakauri, Georgy, 2015, "Dynamic equilibrium with rare events and heterogeneous Epstein-Zin investors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60737, Jan.
• Chabakauri, Georgy, 2015, "Dynamic equilibrium with rare events and heterogeneous epstein-zin investors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62003, Mar.
• Huber, Kilian, 2015, "The persistence of a banking crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65010, Nov.
• Charles Noussair & Yilong Xu, 2015, "Information mirages and financial contagion in an asset market experiment," Journal of Economic Studies, Emerald Group Publishing Limited, volume 42, issue 6, pages 1029-1055, November, DOI: 10.1108/JES-08-2015-0147.
• Lyudmila N. Rodionova & Olga G. Kantor & Natalia O. Ruhlyada & Svetlana A. Karpovskaya, 2015, "Optimization of Shareholders's Incomes with Investments into Production Reforming," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 101-114.
• Smith, E, 2015, "High and Low Activity Spell in Housing Markets," Economics Discussion Papers, University of Essex, Department of Economics, number 15620.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends, and borrowing constraints," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 15-05.
• Marco Wölfle, 2015, "Information-Based Trade in German Real Estate and Equity Markets," Risks, MDPI, volume 3, issue 4, pages 1-26, December.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01223969, Mar.
• Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2015, "Competing for Order Flow in OTC Markets," Post-Print, HAL, number hal-04149211, DOI: 10.1111/jmcb.12215.
• Milo Bianchi & Philippe Jehiel, 2015, "Financial reporting and market efficiency with extrapolative investors," Post-Print, HAL, number halshs-01156413, May, DOI: 10.1016/j.jet.2015.02.009.
• Elyes Jouini & Clotilde Napp, 2015, "Live fast, die young," Post-Print, HAL, number halshs-01250247, DOI: 10.1007/s00199-015-0894-7.
• Elyes Jouini & Clotilde Napp, 2015, "Gurus and belief manipulation," Post-Print, HAL, number halshs-01250251, Sep, DOI: 10.1016/j.econmod.2015.03.013.
• Fany Declerck & Laurence Lescourret, 2015, "Dark pools et trading haute-fréquence : une évolution utile ?," Post-Print, HAL, number halshs-01398632, Dec.
• Milo Bianchi & Philippe Jehiel, 2015, "Financial reporting and market efficiency with extrapolative investors," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01156413, May, DOI: 10.1016/j.jet.2015.02.009.
• Aase, Knut K., 2015, "Recursive utility and jump-diffusions," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/6, Jan.
• Aase, Knut K., 2015, "The equity premium in a production economy; A new perspective involving recursive utility," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/15, Apr.
• Elena Afanasyeva & Jochen Guntner, 2015, "Lending Standards, Credit Booms, and Monetary Policy," Economics Working Papers, Hoover Institution, Stanford University, number 15115, Dec.
• Oziengbe Scott AIGHEYISI, 2015, "Determinants of Loans and Advances Extended by Microfinance Banks in Nigeria," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 3, issue 4, pages 23-32, December.
• A. Garcia-Bernabeu & F. Mayor-Vitoria & F. Mas-Verdu, 2015, "Project Finance Recent Applications and Future Trends: The State of the Art," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 14, issue 2, pages 159-178, December.
• Enisse Kharroubi, 2015, "Liquidity Hoarding and Inefficient Abundant Funding," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 3, pages 303-327, June.
• Kannyiri Thadious Banyen & Joseph Kofi Nkuah, 2015, "Limited Stock Market Participation in Ghana: A Behavioral Explanation," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 6, pages 286-305, June.
• Waseemullah & Adnan Sohail, 2015, "IPO Performance in Short Run and Long Run: A Case of Karachi Stock Exchange Listed Firms in Pakistan," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 7, pages 320-326, July.
• Katsumasa Nishide & Yuan Tian, 2015, "Auction versus Dealership Markets: Impact of Proprietary Trading with Transaction Fees," KIER Working Papers, Kyoto University, Institute of Economic Research, number 922, Apr.
• Jan Palczewsk & Klaus Reiner Schenk-Hoppé & Tongya Wang, 2015, "Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market," Economics Discussion Paper Series, Economics, The University of Manchester, number 1507.
• Meisami, Hossein & mousavian, Abbas & Nadri, Kamran, 2015, "Deriving and Ranking the Fiqhi -Economic Challenges of the Central Bank’s Musharakah Sukuk Based on the Expert Views," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 8, issue 24, pages 191-222, July.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and borrowing constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15067, Sep.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15067r, Sep, revised Feb 2017.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15067rr, Sep, revised Mar 2018.
• Denis Gromb & Dimitri Vayanos, 2015, "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 20968, Feb.
• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2015, "Financial Markets where Traders Neglect the Informational Content of Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 21224, May.
• Nicolae B. Gârleanu & Lasse H. Pedersen, 2015, "Efficiently Inefficient Markets for Assets and Asset Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 21563, Sep.
• Pablo Kurlat & Johannes Stroebel, 2015, "Testing for Information Asymmetries in Real Estate Markets," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 8, pages 2429-2461.
• Murgea Aurora, 2015, "Capital Market and Happiness in United States," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 842-847, May.
• Adam P. Balcerzak & Marcin Faldzinski & Michal Bernard Pietrzak & Tomas Meluzin & Marek Zineker, 2015, "Analiza powiazan pomiedzy rynkami kapitalowymi wybranych krajow grupy wyszehradzkiej," Working Papers, Institute of Economic Research, number 167/2015, Dec, revised Dec 2015.
• Mandiefe Piabuo, Serge & Menjo Baye, Francis & Chupezi Tieguhong, Julius, 2015, "Effects of credit constraints on the productivity of small and medium-sized enterprises in Cameroon," MPRA Paper, University Library of Munich, Germany, number 67135, Jun, revised 28 Jul 2015.
• Uslu, Semih, 2015, "Pricing and Liquidity in Decentralized Asset Markets," MPRA Paper, University Library of Munich, Germany, number 73901, Nov, revised 21 Sep 2016.
• Deng, Binbin, 2015, "Regime Learning and Asset Prices in A Long-run Model: Theory," MPRA Paper, University Library of Munich, Germany, number 79960.
• Alexis Akira Toda & Kieran Walsh, 2015, "Asset Pricing and the One Percent," 2015 Meeting Papers, Society for Economic Dynamics, number 858.
• Afzal Ahmad, 2015, "European Sovereign Debt Crisis and its Impact on Financial Markets and Institutions," American Journal of Trade and Policy, Asian Business Consortium, volume 2, issue 3, pages 113-120.
• Dana C. Andersen, 2015, "Credit Constraints, Technology Upgrading, and the Environment," Working Papers, University of Alberta, Department of Economics, number 2015-04, Apr.
• Tsang-Yao CHANG & Hao FANG & Yen-Hsien LEE, 2015, "Nonlinear A Djustment To The Long-Run Equilibrium Between The Reit And The Stock Markets In Japan And Singapore," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 27-38, September.
• Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2015, "Convex Incentives in Financial Markets: an Agent-Based Analysis," CEIS Research Paper, Tor Vergata University, CEIS, number 337, Apr, revised 08 Apr 2015.
• Frank Riedel, 2015, "Financial economics without probabilistic prior assumptions," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 1, pages 75-91, April, DOI: 10.1007/s10203-014-0159-0.
• Dmitry Kramkov, 2015, "Existence of an endogenously complete equilibrium driven by a diffusion," Finance and Stochastics, Springer, volume 19, issue 1, pages 1-22, January, DOI: 10.1007/s00780-014-0250-y.
• Andrey Krishenik & Andreea Minca & Johannes Wissel, 2015, "When do creditors with heterogeneous beliefs agree to run?," Finance and Stochastics, Springer, volume 19, issue 2, pages 233-259, April, DOI: 10.1007/s00780-015-0259-x.
• Roman Ivanov, 2015, "The distribution of the maximum of a variance gamma process and path-dependent option pricing," Finance and Stochastics, Springer, volume 19, issue 4, pages 979-993, October, DOI: 10.1007/s00780-015-0277-8.
• Aloisio Araujo, 2015, "General equilibrium, preferences and financial institutions after the crisis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 58, issue 2, pages 217-254, February, DOI: 10.1007/s00199-014-0840-0.
• Florin Bidian & Camelia Bejan, 2015, "Martingale properties of self-enforcing debt," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 60, issue 1, pages 35-57, September, DOI: 10.1007/s00199-014-0832-0.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015, "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/29, 11.
• Pietro Dindo, 2015, "Survival in Speculative Markets," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/32, 12.
• Peter C. Dawson, 2015, "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, volume 47, issue 6, pages 569-598, February, DOI: 10.1080/00036846.2014.975333.
• Sungyong Park & Wendun Wang & Naijing Huang, 2015, "Testing for Stock Market Contagion: A Quantile Regression Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-040/III, Mar.
• Te Bao & Cars Hommes & Tomasz Makarewicz, 2015, "Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -optimise Experiments," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-107/II, Sep.
• Sandra M. Leitner, 2015, "Firm growth and financing constraints in the NMS-10 and the Western Balkan countries – a comparative analysis," wiiw Balkan Observatory Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 115, Oct.
• Gregory Phelan, 2015, "Collateralized Borrowing and Increasing Risk," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-03, Apr, revised Jun 2015.
• Philippe Wingender & Sara LaLumia, 2015, "Income Effects in Labor Supply: Evidence from Child-Related Tax Benefits," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-04, Apr.
• Gregory Phelan & Alexis Akira Toda, 2015, "On the Robustness of Theoretical Asset Pricing Models," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-10, Jul.
• David Love & Gregory Phelan, 2015, "Hyperbolic Discounting and Life-Cycle Portfolio Choice," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-11, Jul.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2015, "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-12, Jul, revised Feb 2017.
• Feixue Gong & Gregory Phelan, 2015, "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-13, Jul, revised Jul 2016.
• Gregory Phelan & Alexis Akira Toda, 2015, "Securitized Markets, International Capital Flows, and Global Welfare," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-14, Jul, revised Jul 2017.
• Feixue Gong & Gregory Phelan, 2019, "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-07, Jul, revised Jul 2019.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015, "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 1, pages 1-25, February, DOI: 10.1111/iere.12092.
• Benjamin Lester & Guillaume Rocheteau & Pierre‐Olivier Weill, 2015, "Competing for Order Flow in OTC Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue S2, pages 77-126, June, DOI: 10.1111/jmcb.12215.
• Adam Nowak & Amanda Ross & Christopher Yencha, 2015, "Small Business Borrowing and Peer-to-Peer Lending: Evidence from Lending Club," Working Papers, Department of Economics, West Virginia University, number 15-28, Jul.
• Laine, Tatu (ed.), 2015, "Quantitative analysis of financial market infrastructures: further perspectives on financial stability," Bank of Finland Scientific Monographs, Bank of Finland, number sm2015_050, December.
• Dimpfl, Thomas & Langen, Tobias, 2015, "A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112921.
• Siemroth, Christoph, 2015, "The impossibility of informationally efficient markets when forecasts are self-defeating," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113110.
• Posch, Peter N. & Löffler, Gunter & Kranz, Sebastian, 2015, "Predatory Short Sales and Bailouts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 114734.

2014

• Felix Kubler & Larry Selden & Xiao Wei, 2014, "When Is a Risky Asset "Urgently Needed"?," American Economic Journal: Microeconomics, American Economic Association, volume 6, issue 2, pages 131-162, May.
• Emilian Lucian NEACSU & Marcela Daniela TODONI, 2014, "A Way To Determine Chaotic Behaviour In Romanian Stock Market," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 207-214, December.
• Bao, T. & Hommes, C.H. & Makarewicz, T.A., 2014, "Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 14-01.
• Ana Fostel & John Geanakoplos, 2014, "Endogenous Collateral Constraints and the Leverage Cycle," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 771-799, August.
• Christoph Aymanns & Co-Pierre Georg, 2014, "Contagious Synchronization and Endogenous Network Formation in Financial Networks," Papers, arXiv.org, number 1408.0440, Aug.
• Catalin Drob, 2014, "Recent Evolution Of The Capital Markets In Romania," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 20.
• Ensar AGIRMAN & Muhammet OZCAN & Omer YILMAZ, 2014, "The Impact of Terrorism on Financial Markets: An Empirical Study," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 8, issue 2, pages 99-117.
• Taneli M�kinen, 2014, "Informed trading and stock market efficiency," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 992, Oct.
• Carlos León & Jhonatan Pérez & Luc Renneboog, 2014, "A multi-layer network of the sovereign securities market," Borradores de Economia, Banco de la Republica de Colombia, number 840, Aug, DOI: 10.32468/be.840.
• Carlos León & Ron J. Berndsen & Luc Renneboog, 2014, "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia, Banco de la Republica de Colombia, number 848, Oct, DOI: 10.32468/be.848.
• Jana Drutarovska, 2014, "The Status Of Ethics In The International Financial Markets (Postavenie Etiky Na Medzinárodných Finančných Trhoch)," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 12, issue 1, pages 85-96.