Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

2015

• Wen-Ming Szu & Yi-Chen Wang & Wan-Ru Yang, 2015, "How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-35, DOI: 10.1142/S0219091515500101.
• Pervaiz Alam & Min Liu & Zhefeng Liu & Xiaofeng Peng, 2015, "Stock Options, Idiosyncratic Volatility, and Earnings Quality," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-30, DOI: 10.1142/S0219091515500113.
• Xinwei Zheng, 2015, "Initiation of Trades on the Chinese Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-14, DOI: 10.1142/S0219091515500125.
• Yin Hua Yeh & Pei Gi Shu & Ming Sung Kao, 2015, "Corporate Governance and Private Equity Placements," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-31, DOI: 10.1142/S0219091515500137.
• Tian Yuan & Rakesh Gupta & Robert J. Bianchi, 2015, "The Pre-Holiday Effect in China: Abnormal Returns or Compensation for Risk?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 03, pages 1-28, DOI: 10.1142/S0219091515500149.
• Chu-Chun Cheng & Yen-Sheng Huang, 2015, "Differences of Opinion and Price Reversals: Evidence from the Taiwan Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 03, pages 1-23, DOI: 10.1142/S0219091515500150.
• Tze Chuan Chewie ANG, 2015, "Are Firms with Negative Book Equity in Financial Distress?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 03, pages 1-41, DOI: 10.1142/S0219091515500162.
• Deng-Yuan Ji & Cheng-Few Lee & Hsiao-Yin Chen, 2015, "Forecast Performance of the Taiwan Weighted Stock Index," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 03, pages 1-16, DOI: 10.1142/S0219091515500174.
• Natalia Lazzati & Amilcar A. Menichini, 2015, "A Dynamic Approach to the Dividend Discount Model," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 03, pages 1-36, DOI: 10.1142/S0219091515500186.
• William Forbes & George Giannopoulos, 2015, "Post-Earnings Announcement Drift in Greece," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 03, pages 1-20, DOI: 10.1142/S0219091515500198.
• Wen Yang & Yi-Cheng Liu & Shin-Ying Mai & Chao-Cheng Mai, 2015, "Regional Performance of China's Banks: Evidence from Industrial and Commercial Bank of China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 03, pages 1-25, DOI: 10.1142/S0219091515500204.
• Peter Wilson, 2015, "Monetary Policy And Financial Sector Development," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 03, pages 1-25, DOI: 10.1142/S0217590815500319.
• F. Gulcin Ozkan & D. Filiz Unsal, 2015, "Get ready for the Fed lift-off: The role of macroprudential policy," Discussion Papers, Department of Economics, University of York, number 15/25, Oct.
• Prehn, Sören & Glauben, Thomas & Dannemann, Tebbe & Brümmer, Bernhard & Loy, Jens-Peter, 2015, "Keine erhöhte Volatilität auf Agrarmärkten durch Optionshandel," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 95, issue 4, pages 280-283, DOI: 10.1007/s10273-015-1819-6.
• Okhrin, Ostap & Ristig, Alexander & Sheen, Jeffrey R. & Trück, Stefan, 2015, "Conditional systemic risk with penalized copula," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-038.
• Ulrich Hounyo & Rasmus T. Varneskov, 2015, "A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-26, May.
• Wei Wei & Denis Pelletier, 2015, "A Jump-Diffusion Model with Stochastic Volatility and Durations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-34, Aug.
• Prehn, S. & Glauben, T. & Loy, J.-P. & Pies, I. & Will, M.G., None, "Der Einfluss von long-only-Indexfonds auf die Preisbildung und das Marktergebnis an landwirtschaftlichen Warenterminmärkten," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), volume 50, DOI: 10.22004/ag.econ.261708.
• Hans Föllmer & Stefan Weber, 2015, "The Axiomatic Approach to Risk Measures for Capital Determination," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 301-337, December, DOI: 10.1146/annurev-financial-111914-04.
• Dimitri O. Ledenyov & Viktor O. Ledenyov, 2015, "Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities," Papers, arXiv.org, number 1502.02537, Feb.
• Dominique Pepin, 2015, "Intertemporal Substitutability, Risk Aversion and Asset Prices," Papers, arXiv.org, number 1505.07210, May, revised Nov 2015.
• Oleksandr Trofimchuk & Mykhailo Trofimchuk, 2015, "Evaluation Of The Modern Tendencies In The Ukrainian Stock Market Development," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 1, issue 2, DOI: 10.30525/2256-0742/2015-1-2-148-153.
• Sharon Kozicki & Eric Santor & Lena Suchanek, 2015, "Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects," Staff Working Papers, Bank of Canada, number 15-21, DOI: 10.34989/swp-2015-21.
• Bruno Feunou & Mohammad R. Jahan-Parvar & Cédric Okou, 2015, "Downside Variance Risk Premium," Staff Working Papers, Bank of Canada, number 15-36, DOI: 10.34989/swp-2015-36.
• Peter Christoffersen & Bruno Feunou & Yoontae Jeon, 2015, "Option Valuation with Observable Volatility and Jump Dynamics," Staff Working Papers, Bank of Canada, number 15-39, DOI: 10.34989/swp-2015-39.
• Celso Brunetti & Bahattin Buyuksahin & Jeffrey H. Harris, 2015, "Speculators, Prices and Market Volatility," Staff Working Papers, Bank of Canada, number 15-42, DOI: 10.34989/swp-2015-42.
• Gustavo Silva Araujo & Sérgio Leão, 2015, "OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector," Working Papers Series, Central Bank of Brazil, Research Department, number 379, Mar.
• Xisong Jin & Francisco Nadal De Simone, 2015, "Investment funds? vulnerabilities: A tail-risk dynamic CIMDO approach," BCL working papers, Central Bank of Luxembourg, number 95, Jul.
• Davide Dottori & Michele Manna, 2015, "Strategy and tactics in public debt management," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1005, Mar.
• Hernández del Valle Gerardo, 2015, "On the pricing of defaultable bonds and Hitting times of Ito processes," Working Papers, Banco de México, number 2015-21, Nov.
• Raquel Fernández & Alberto Martin, 2015, "The Long and the Short of It: Sovereign Debt Crises and Debt Maturity," Working Papers, Barcelona School of Economics, number 818, Sep.
• John Fender, 2015, "Towards a General Theory of the Stock Market," Discussion Papers, Department of Economics, University of Birmingham, number 15-15, Oct.
• Jamal Ibrahim Haidar, 2015, "Can the Euro Survive?," The World Economy, Wiley Blackwell, volume 38, issue 3, pages 553-567, March.
• Junior Maih, 2015, "Efficient perturbation methods for solving regime-switching DSGE models," Working Paper, Norges Bank, number 2015/01, Jan.
• Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega, 2015, "Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?," Boston College Working Papers in Economics, Boston College Department of Economics, number 874, Feb, revised 23 Apr 2015.
• Takashi Isogai, 2015, "An Empirical Study of the Dynamic Correlation of Japanese Stock Returns," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-7, Jul.
• Kyoungsoo Yoon & Jayoung Kim, 2015, "Costs of Foreign Capital Flows in Emerging Market Economies: Unexpected Economic Growth and Increased Financial Market Volatility," Working Papers, Economic Research Institute, Bank of Korea, number 2015-21, Jul.
• Esin Cakan & Nadia Doytch & Kamal P. Upadhyaya, 2015, "Does U.S. macroeconomic news make emerging financial markets riskier," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 1, pages 37-43, March.
• Kaouthar Gazdar & Mondher Cherif, 2015, "Institutions and the financeegrowth nexus: Empirical evidence from MENA countries," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 3, pages 137-160, September.
• Avni Onder Hanedar & Erdost Torun & Elmas Yaldiz Hanedar, 2015, "War-related risks and the Ýstanbul bourse on the eve of the First World War," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 3, pages 205-212, September.
• Alex Sandro Monteiro De Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle, 2015, "Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 3, pages 394-437.
• José Gabriel Palma, 2015, "Why corporations in developing countries are likely to be even more susceptible to the vicissitudes of international finance than their counterparts in the developed world: A Tribute to Ajit Singh," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1539, Dec.
• Briana Chang & Shengxing Zhang, 2015, "Endogenous Market Making and Network Formation," Discussion Papers, Centre for Macroeconomics (CFM), number 1534, Nov.
• Thomas Grjebine & Urszula Szczerbowicz & Fabien Tripier, 2015, "Le financement obligataire accélère-t-il les reprises ?," La Lettre du CEPII, CEPII research center, issue 351.
• Buss, Ginters, 2015, "Financial frictions in a DSGE model for Latvia," Dynare Working Papers, CEPREMAP, number 42, May.
• Buss, Ginters, 2015, "Search-and-matching frictions and labor market dynamics in Latvia," Dynare Working Papers, CEPREMAP, number 45, Sep.
• Copaciu, Mihai & Nalban, Valeriu & Bulete, Cristian, 2015, "R.E.M. 2.0, An estimated DSGE model for Romania," Dynare Working Papers, CEPREMAP, number 48, Nov.
• Cukierman, Alex, 2015, "The Political Economy of US Bailouts, Unconventional Monetary Policy, Credit Arrest and Inflation during the Financial Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10349, Jan.
• Massa, Massimo, 2015, "Short-Sale Constraints and the Pricing of Managerial Skills," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10447, Mar.
• Philippon, Thomas & Martinez, Joseba & Faria e castro, Miguel, 2015, "Runs versus Lemons: Information Disclosure and Fiscal Capacity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10614, May.
• Martin, Ian, 2015, "What is the Expected Return on the Market?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10715, Jul.
• Caballero, Ricardo & Gourinchas, Pierre-Olivier & Farhi, Emmanuel, 2015, "Global Imbalances and Currency Wars at the ZLB," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10905, Oct.
• Jappelli, Tullio & Padula, Mario, 2015, "Investment in financial literacy, social security, and portfolio choice," Journal of Pension Economics and Finance, Cambridge University Press, volume 14, issue 4, pages 369-411, October.
• Westerlund, Joakim & Narayan, Paresh & Zheng, Xinwei, 2015, "Testing for stock return predictability in a large Chinese panel," Working Papers, Deakin University, Department of Economics, number fe_2015_11, Jan, DOI: 10.1016/j.ememar.2015.05.004.
• Kutluk KaÄŸan SÃœMER, 2015, "An Early Warning Model For Technical Trading Indicators," Eurasian Academy Of Sciences Social Sciences Journal, Eurasian Academy Of Sciences, volume 1, issue 1, pages 1-20, March, DOI: 10.17740/eas.soc.2015-V1-01.
• Franck Martin & Mai lan Nguyen, 2015, "Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?," Economics Bulletin, AccessEcon, volume 35, issue 4, pages 2110-2125.
• Prateek Sharma & Swati Sharma, 2015, "Forecasting gains of robust realized variance estimators: evidence from European stock markets," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 61-69.
• Ran Shao & Na Wang, 2015, "Effects of Aging on Gender Differences in Financial Markets," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 834-840.
• Gaetano Lisi, 2015, "Hedonic prices, capitalization rate and real estate appraisal," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 783-787.
• Dimitrios P. Louzis, 2015, "The economic value of flexible dynamic correlation models," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 774-782.
• Svein olav Krakstad & Peter Molnar, 2015, "Characteristics of Norwegian Rights Issues," Economics Bulletin, AccessEcon, volume 35, issue 1, pages 764-773.
• Omar Farooq & Imad Jabbouri, 2015, "Ownership structure and portfolio performance: Pre- and post-crisis evidence from the Casablanca Stock Exchange," Economics Bulletin, AccessEcon, volume 35, issue 3, pages 1661-1668.
• Dominique Pépin, 2015, "Intertemporal Substitutability, Risk aversion and Asset Prices," Economics Bulletin, AccessEcon, volume 35, issue 4, pages 2233-2241.
• Wael Louhichi & Ousayna Zreik, 2015, "Corporate Risk Reporting: A study of The Impact of Risk Disclosure on Firms Reputation," Economics Bulletin, AccessEcon, volume 35, issue 4, pages 2395-2408.
• Zhao Han, 2015, "A Dynamic Asset Pricing Model with Non-myopic Traders," Economics Bulletin, AccessEcon, volume 35, issue 3, pages 1788-1794.
• Langfield, Sam & Pagano, Marco, 2015, "Bank bias in Europe: effects on systemic risk and growth," Working Paper Series, European Central Bank, number 1797, May.
• Nyholm, Ken, 2015, "A rotated Dynamic Nelson-Siegel model with macro-financial applications," Working Paper Series, European Central Bank, number 1851, Sep.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2015, "Assessing Asset Pricing Models Using Revealed Preference," Research Papers, Stanford University, Graduate School of Business, number 3130, Mar.
• Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2015, "Capital Controls and the Cost of Debt," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 307.
• Elton Dusha, 2015, "Reputational Concerns in Directed Search Markets with Adverse Selection," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 318.
• Lu, Lizheng, 2015, "A note on curvature variation minimizing cubic Hermite interpolants," Applied Mathematics and Computation, Elsevier, volume 259, issue C, pages 596-599, DOI: 10.1016/j.amc.2014.11.113.
• Danbolt, Jo & Siganos, Antonios & Vagenas-Nanos, Evangelos, 2015, "Investor sentiment and bidder announcement abnormal returns," Journal of Corporate Finance, Elsevier, volume 33, issue C, pages 164-179, DOI: 10.1016/j.jcorpfin.2015.06.003.
• Bian, Baojun & Zheng, Harry, 2015, "Turnpike property and convergence rate for an investment model with general utility functions," Journal of Economic Dynamics and Control, Elsevier, volume 51, issue C, pages 28-49, DOI: 10.1016/j.jedc.2014.09.025.
• Kovaleva, Polina & Iori, Giulia, 2015, "The impact of reduced pre-trade transparency regimes on market quality," Journal of Economic Dynamics and Control, Elsevier, volume 57, issue C, pages 145-162, DOI: 10.1016/j.jedc.2015.05.011.
• Cebiroğlu, Gökhan & Horst, Ulrich, 2015, "Optimal order display in limit order markets with liquidity competition," Journal of Economic Dynamics and Control, Elsevier, volume 58, issue C, pages 81-100, DOI: 10.1016/j.jedc.2015.05.004.
• Sévi, Benoît, 2015, "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Economic Modelling, Elsevier, volume 44, issue C, pages 243-251, DOI: 10.1016/j.econmod.2014.10.026.
• Koulakiotis, Athanasios & Babalos, Vasillios & Papasyriopoulos, Nicholas, 2015, "Liquidity matters after all: Asymmetric news and stock market volatility before and after the global financial crisis," Economics Letters, Elsevier, volume 127, issue C, pages 58-60, DOI: 10.1016/j.econlet.2014.12.021.
• Oikonomidis, Anastasios & Bruce, Alistair C. & Johnson, Johnnie E.V., 2015, "Does transparency imply efficiency? The case of the European soccer betting market," Economics Letters, Elsevier, volume 128, issue C, pages 59-61, DOI: 10.1016/j.econlet.2015.01.015.
• Pan, Zhiyuan & Zheng, Xu & Gong, Yuting, 2015, "A model-free test for contagion between crude oil and stock markets," Economics Letters, Elsevier, volume 130, issue C, pages 1-4, DOI: 10.1016/j.econlet.2015.02.023.
• Cheah, Eng-Tuck & Fry, John, 2015, "Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin," Economics Letters, Elsevier, volume 130, issue C, pages 32-36, DOI: 10.1016/j.econlet.2015.02.029.
• Li, Xiao-Ming & Zhang, Bing & Gao, Ruzhao, 2015, "Economic policy uncertainty shocks and stock–bond correlations: Evidence from the US market," Economics Letters, Elsevier, volume 132, issue C, pages 91-96, DOI: 10.1016/j.econlet.2015.04.013.
• Atesagaoglu, Orhan Erem & Carceles-Poveda, Eva, 2015, "On the irrelevance of financial policy under market incompleteness and trading constraints," Economics Letters, Elsevier, volume 136, issue C, pages 125-128, DOI: 10.1016/j.econlet.2015.09.007.
• Caporale, Tony, 2015, "Regime changes and interest rate risk," Economics Letters, Elsevier, volume 136, issue C, pages 204-206, DOI: 10.1016/j.econlet.2015.08.015.
• Han, Liyan & Zheng, Qingqing & Li, Lei & Yin, Libo, 2015, "Do foreign institutional investors stabilize the capital market?," Economics Letters, Elsevier, volume 136, issue C, pages 73-75, DOI: 10.1016/j.econlet.2015.09.008.
• Scharfenaker, Ellis & dos Santos, Paulo L., 2015, "The distribution and regulation of Tobin’s q," Economics Letters, Elsevier, volume 137, issue C, pages 191-194, DOI: 10.1016/j.econlet.2015.11.008.
• Gençay, Ramazan & Signori, Daniele, 2015, "Multi-scale tests for serial correlation," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 62-80, DOI: 10.1016/j.jeconom.2014.08.002.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2015, "The long and the short of the risk-return trade-off," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 580-592, DOI: 10.1016/j.jeconom.2015.02.040.
• Ornelas, Jose Renato Haas & Silva Jr., Antonio Francisco de Almeida, 2015, "Testing the liquidity preference hypothesis using survey forecasts," Emerging Markets Review, Elsevier, volume 23, issue C, pages 173-185, DOI: 10.1016/j.ememar.2015.04.006.
• Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan C. & Nguyen, Duc Khuong, 2015, "Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?," Emerging Markets Review, Elsevier, volume 24, issue C, pages 101-121, DOI: 10.1016/j.ememar.2015.05.007.
• Westerlund, Joakim & Narayan, Paresh Kumar & Zheng, Xinwei, 2015, "Testing for stock return predictability in a large Chinese panel," Emerging Markets Review, Elsevier, volume 24, issue C, pages 81-100, DOI: 10.1016/j.ememar.2015.05.004.
• Block, Alexander Souza & Righi, Marcelo Brutti & Schlender, Sérgio Guilherme & Coronel, Daniel Arruda, 2015, "Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks," Energy Economics, Elsevier, volume 49, issue C, pages 23-32, DOI: 10.1016/j.eneco.2015.01.011.
• Khalfaoui, R. & Boutahar, M. & Boubaker, H., 2015, "Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis," Energy Economics, Elsevier, volume 49, issue C, pages 540-549, DOI: 10.1016/j.eneco.2015.03.023.
• Lindner, Harry & Schneider, Erich, 2015, "Review of cost estimates for uranium recovery from seawater," Energy Economics, Elsevier, volume 49, issue C, pages 9-22, DOI: 10.1016/j.eneco.2015.01.016.
• Youssef, Manel & Belkacem, Lotfi & Mokni, Khaled, 2015, "Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach," Energy Economics, Elsevier, volume 51, issue C, pages 99-110, DOI: 10.1016/j.eneco.2015.06.010.
• Nazlioglu, Saban & Soytas, Ugur & Gupta, Rangan, 2015, "Oil prices and financial stress: A volatility spillover analysis," Energy Policy, Elsevier, volume 82, issue C, pages 278-288, DOI: 10.1016/j.enpol.2015.01.003.
• Vogel, Harold L. & Werner, Richard A., 2015, "An analytical review of volatility metrics for bubbles and crashes," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 15-28, DOI: 10.1016/j.irfa.2014.11.003.
• Narayan, Paresh Kumar & Sharma, Susan Sunila, 2015, "Does data frequency matter for the impact of forward premium on spot exchange rate?," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 45-53, DOI: 10.1016/j.irfa.2015.01.011.
• Metghalchi, Massoud & Chen, Chien-Ping & Hayes, Linda A., 2015, "History of share prices and market efficiency of the Madrid general stock index," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 178-184, DOI: 10.1016/j.irfa.2015.05.016.
• Ntim, Collins G. & English, John & Nwachukwu, Jacinta & Wang, Yan, 2015, "On the efficiency of the global gold markets," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 218-236, DOI: 10.1016/j.irfa.2015.03.013.
• Choudhry, Taufiq & Hassan, Syed S. & Shabi, Sarosh, 2015, "Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 247-256, DOI: 10.1016/j.irfa.2015.03.011.
• Ramiah, Vikash & Xu, Xiaoming & Moosa, Imad A., 2015, "Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 89-100, DOI: 10.1016/j.irfa.2015.05.021.
• Peltomäki, Jarkko & Äijö, Janne, 2015, "Cross-sectional anomalies and volatility risk in different economic and market cycles," Finance Research Letters, Elsevier, volume 12, issue C, pages 17-22, DOI: 10.1016/j.frl.2014.12.004.
• Acker, Daniella & Duck, Nigel W., 2015, "Political risk, investor attention and the Scottish Independence referendum," Finance Research Letters, Elsevier, volume 13, issue C, pages 163-171, DOI: 10.1016/j.frl.2015.01.008.
• Malliaris, A.G. & Malliaris, Mary, 2015, "What drives gold returns? A decision tree analysis," Finance Research Letters, Elsevier, volume 13, issue C, pages 45-53, DOI: 10.1016/j.frl.2015.03.004.
• Chen, Ester & Gavious, Ilanit, 2015, "Does CSR have different value implications for different shareholders?," Finance Research Letters, Elsevier, volume 14, issue C, pages 29-35, DOI: 10.1016/j.frl.2015.07.001.
• Guan, Xian & Saxena, Konark, 2015, "Capital market seasonality: The curious case of large foreign stocks," Finance Research Letters, Elsevier, volume 15, issue C, pages 85-92, DOI: 10.1016/j.frl.2015.08.007.
• Valenzuela, Marcela & Zer, Ilknur & Fryzlewicz, Piotr & Rheinländer, Thorsten, 2015, "Relative liquidity and future volatility," Journal of Financial Markets, Elsevier, volume 24, issue C, pages 25-48, DOI: 10.1016/j.finmar.2015.03.001.
• Miller, Scott & Olson, Eric & Yeager, Timothy J., 2015, "The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 118-137, DOI: 10.1016/j.jfs.2015.01.001.
• Kim, Suk-Joong & Salem, Leith & Wu, Eliza, 2015, "The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 208-224, DOI: 10.1016/j.jfs.2015.04.008.
• Apostolakis, George & Papadopoulos, Athanasios P., 2015, "Financial stress spillovers across the banking, securities and foreign exchange markets," Journal of Financial Stability, Elsevier, volume 19, issue C, pages 1-21, DOI: 10.1016/j.jfs.2015.05.003.
• Lin, Li & Tsomocos, Dimitrios P. & Vardoulakis, Alexandros P., 2015, "Debt deflation effects of monetary policy," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 81-94, DOI: 10.1016/j.jfs.2015.10.005.
• Poshakwale, S. & Ganguly, G., 2015, "International shocks and growth in emerging markets," Global Finance Journal, Elsevier, volume 26, issue C, pages 29-46, DOI: 10.1016/j.gfj.2015.01.003.
• Bansal, Vipul K. & Marshall, John F., 2015, "A tracking error approach to leveraged ETFs: Are they really that bad?," Global Finance Journal, Elsevier, volume 26, issue C, pages 47-63, DOI: 10.1016/j.gfj.2015.01.004.
• Bansal, Vipul K. & Marshall, John F., 2015, "Tracking error decomposition and return attribution for leveraged exchange traded funds," Global Finance Journal, Elsevier, volume 28, issue C, pages 84-94, DOI: 10.1016/j.gfj.2015.11.006.
• Forbes, Kristin & Fratzscher, Marcel & Straub, Roland, 2015, "Capital-flow management measures: What are they good for?," Journal of International Economics, Elsevier, volume 96, issue S1, pages 76-97, DOI: 10.1016/j.jinteco.2014.11.004.
• Chau, Frankie & Kuo, Jing-Ming & Shi, Yukun, 2015, "Arbitrage opportunities and feedback trading in emissions and energy markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 36, issue C, pages 130-147, DOI: 10.1016/j.intfin.2015.02.002.
• Martin, Xiumin & Roychowdhury, Sugata, 2015, "Do financial market developments influence accounting practices? Credit default swaps and borrowers׳ reporting conservatism," Journal of Accounting and Economics, Elsevier, volume 59, issue 1, pages 80-104, DOI: 10.1016/j.jacceco.2014.09.006.
• Bloomfield, Matthew J. & Bloomfield, Robert, 2015, "Discussion of delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 104-109, DOI: 10.1016/j.jacceco.2015.09.001.
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• Li, Yuming, 2015, "The asymmetric house price dynamics: Evidence from the California market," Regional Science and Urban Economics, Elsevier, volume 52, issue C, pages 1-12, DOI: 10.1016/j.regsciurbeco.2015.02.002.
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• Nikita Andrievskiy & Elizaveta Khudko, 2015, "Financial Market In December 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 11-14, January.
• Nikita Andrievskiy & Elizaveta Khudko, 2015, "Financial Markets In January 2015," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 9-13, February.
• Nikita Andrievskiy & Elizaveta Khudko, 2015, "Financial Markets In February 2015," Russian Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 13-17, March.
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