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

2016

• Gaowang Wang & Juanjuan Yan, 2016, "Robustness, the Spirit of Capitalism and Asset Pricing," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 1892-1903.
• Valeriya V. Lakshina & Andrey M. Silaev, 2016, "Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2368-2380.
• Francesco Cesarone & Jacopo Moretti & Fabio Tardella, 2016, "Optimally chosen small portfolios are better than large ones," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 1876-1891.
• Syed jawad hussain Shahzad & Saba Ameer & Muhammad Shahbaz, 2016, "Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach," Economics Bulletin, AccessEcon, volume 36, issue 4, pages 2465-2473.
• Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016, "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series, European Central Bank, number 1882, Feb.
• Blattner, Tobias Sebastian & Joyce, Michael A. S., 2016, "Net debt supply shocks in the euro area and the implications for QE," Working Paper Series, European Central Bank, number 1957, Sep.
• Monira Essa Aloud, 2016, "Time Series Analysis Indicators under Directional Changes: The Case of Saudi Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 55-64.
• Liana Holanda N. Nobre & John E. Grable & Wesley Vieira da Silva & Claudimar Pereira da Veiga, 2016, "A Cross Cultural Test of Financial Risk Tolerance Attitudes: Brazilian and American Similarities and Differences," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 314-322.
• Massimo Mariani & Paola Amoruso, 2016, "The Effectiveness of Catastrophe Bonds in Portfolio Diversification," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1760-1767.
• Mubanga Mpundu, 2016, "A Dynamic Model Approach of Securitization and the Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1873-1883.
• Xanthi Partalidou & Apostolos Kiohos & Grigoris Giannarakis & Nikolaos Sariannidis, 2016, "The Impact of Gold, Bond, Currency, Metals and Oil Markets on the USA Stock Market," International Journal of Energy Economics and Policy, Econjournals, volume 6, issue 1, pages 76-81.
• Cox, Raymond A.K. & Dayanandan, Ajit & Donker, Han, 2016, "The Ricochet Effect of Bad News," The International Journal of Accounting, Elsevier, volume 51, issue 3, pages 385-401, DOI: 10.1016/j.intacc.2016.07.004.
• Pak, Tae-Young & Chatterjee, Swarn, 2016, "Aging, overconfidence, and portfolio choice," Journal of Behavioral and Experimental Finance, Elsevier, volume 12, issue C, pages 112-122, DOI: 10.1016/j.jbef.2016.10.003.
• Ivanov, Ivan T. & Santos, João A.C. & Vo, Thu, 2016, "The transformation of banking: Tying loan interest rates to borrowers' CDS spreads," Journal of Corporate Finance, Elsevier, volume 38, issue C, pages 150-165, DOI: 10.1016/j.jcorpfin.2016.01.005.
• Caglio, Cecilia & Hanley, Kathleen Weiss & Marietta-Westberg, Jennifer, 2016, "Going public abroad," Journal of Corporate Finance, Elsevier, volume 41, issue C, pages 103-122, DOI: 10.1016/j.jcorpfin.2016.07.004.
• Hemche, Omar & Jawadi, Fredj & Maliki, Samir B. & Cheffou, Abdoulkarim Idi, 2016, "On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach," Economic Modelling, Elsevier, volume 52, issue PA, pages 292-299, DOI: 10.1016/j.econmod.2014.09.004.
• Bohl, Martin T. & Reher, Gerrit & Wilfling, Bernd, 2016, "Short selling constraints and stock returns volatility: Empirical evidence from the German stock market," Economic Modelling, Elsevier, volume 58, issue C, pages 159-166, DOI: 10.1016/j.econmod.2016.05.025.
• Yang, Chunpeng & Zhou, Liyun, 2016, "Individual stock crowded trades, individual stock investor sentiment and excess returns," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 39-53, DOI: 10.1016/j.najef.2016.06.001.
• Sobreiro, Vinicius Amorim & Cruz Cacique da Costa, Thiago Raymon & Farias Nazário, Rodolfo Toríbio & Lima e Silva, Jéssica & Moreira, Eduardo Alves & Lima Filho, Marcius Correia & Kimura, Herbert & Ar, 2016, "The profitability of moving average trading rules in BRICS and emerging stock markets," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 86-101, DOI: 10.1016/j.najef.2016.08.003.
• Ersal-Kiziler, Eylem, 2016, "International portfolio flows with growth shocks," Economics Letters, Elsevier, volume 141, issue C, pages 84-86, DOI: 10.1016/j.econlet.2016.02.008.
• Ni, Xiaoran & Zhu, Weikang, 2016, "Short-sales and stock price crash risk: Evidence from an emerging market," Economics Letters, Elsevier, volume 144, issue C, pages 22-24, DOI: 10.1016/j.econlet.2016.04.029.
• Cai, Weixing & Xu, Fangming & Zeng, Cheng, 2016, "Geographical diversification and bank performance: Evidence from China," Economics Letters, Elsevier, volume 147, issue C, pages 96-98, DOI: 10.1016/j.econlet.2016.08.022.
• Tanaka, Katsuyuki & Kinkyo, Takuji & Hamori, Shigeyuki, 2016, "Random forests-based early warning system for bank failures," Economics Letters, Elsevier, volume 148, issue C, pages 118-121, DOI: 10.1016/j.econlet.2016.09.024.
• Guastaroba, G. & Mansini, R. & Ogryczak, W. & Speranza, M.G., 2016, "Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem," European Journal of Operational Research, Elsevier, volume 251, issue 3, pages 938-956, DOI: 10.1016/j.ejor.2015.11.037.
• Stocker, Marshall L., 2016, "The price of freedom: A Fama–French freedom factor," Emerging Markets Review, Elsevier, volume 26, issue C, pages 1-19, DOI: 10.1016/j.ememar.2016.02.004.
• Yang, Ann Shawing, 2016, "Calendar trading of Taiwan stock market: A study of holidays on trading detachment and interruptions," Emerging Markets Review, Elsevier, volume 28, issue C, pages 140-154, DOI: 10.1016/j.ememar.2016.08.004.
• Westerlund, Joakim & Thuraisamy, Kannan, 2016, "Panel multi-predictor test procedures with an application to emerging market sovereign risk," Emerging Markets Review, Elsevier, volume 28, issue C, pages 44-60, DOI: 10.1016/j.ememar.2016.06.003.
• Bee, Marco & Dupuis, Debbie J. & Trapin, Luca, 2016, "Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 86-99, DOI: 10.1016/j.jempfin.2016.01.006.
• Smales, Lee A., 2016, "News sentiment and bank credit risk," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 37-61, DOI: 10.1016/j.jempfin.2016.05.002.
• Ji, Qiang & Fan, Ying, 2016, "Evolution of the world crude oil market integration: A graph theory analysis," Energy Economics, Elsevier, volume 53, issue C, pages 90-100, DOI: 10.1016/j.eneco.2014.12.003.
• Maghyereh, Aktham I. & Awartani, Basel & Bouri, Elie, 2016, "The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes," Energy Economics, Elsevier, volume 57, issue C, pages 78-93, DOI: 10.1016/j.eneco.2016.04.010.
• Ahmadi, Maryam & Bashiri Behmiri, Niaz & Manera, Matteo, 2016, "How is volatility in commodity markets linked to oil price shocks?," Energy Economics, Elsevier, volume 59, issue C, pages 11-23, DOI: 10.1016/j.eneco.2016.07.006.
• Nazlioglu, Saban & Gormus, N. Alper & Soytas, Uğur, 2016, "Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis," Energy Economics, Elsevier, volume 60, issue C, pages 168-175, DOI: 10.1016/j.eneco.2016.09.009.
• Mason, Andrew & Agyei-Ampomah, Sam & Skinner, Frank, 2016, "Realism, skill, and incentives: Current and future trends in investment management and investment performance," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 31-40, DOI: 10.1016/j.irfa.2015.10.003.
• Murray, Hamish & Pham, Thu Phuong & Singh, Harminder, 2016, "Latency reduction and market quality: The case of the Australian Stock Exchange," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 257-265, DOI: 10.1016/j.irfa.2015.09.001.
• Grout, Paul A. & Zalewska, Anna, 2016, "Stock market risk in the financial crisis," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 326-345, DOI: 10.1016/j.irfa.2015.11.012.
• Fry, John & Cheah, Eng-Tuck, 2016, "Negative bubbles and shocks in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 343-352, DOI: 10.1016/j.irfa.2016.02.008.
• Sim, Nicholas, 2016, "Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 31-45, DOI: 10.1016/j.irfa.2016.09.004.
• Byström, Hans, 2016, "Credit-implied forward volatility and volatility expectations," Finance Research Letters, Elsevier, volume 16, issue C, pages 132-138, DOI: 10.1016/j.frl.2015.10.027.
• Dyhrberg, Anne Haubo, 2016, "Hedging capabilities of bitcoin. Is it the virtual gold?," Finance Research Letters, Elsevier, volume 16, issue C, pages 139-144, DOI: 10.1016/j.frl.2015.10.025.
• Smales, L.A., 2016, "Risk-on/Risk-off: Financial market response to investor fear," Finance Research Letters, Elsevier, volume 17, issue C, pages 125-134, DOI: 10.1016/j.frl.2016.03.010.
• Li, Leon & Chen, Carl R., 2016, "Analysts' forecast dispersion and stock returns: a panel threshold regression analysis based on conditional limited market participation hypothesis," Finance Research Letters, Elsevier, volume 18, issue C, pages 100-107, DOI: 10.1016/j.frl.2016.04.006.
• Bade, Marco & Hirth, Hans, 2016, "Liquidity cost vs. real investment efficiency," Journal of Financial Markets, Elsevier, volume 28, issue C, pages 70-90, DOI: 10.1016/j.finmar.2015.10.001.
• Fernández, Ana I. & González, Francisco & Suárez, Nuria, 2016, "Banking stability, competition, and economic volatility," Journal of Financial Stability, Elsevier, volume 22, issue C, pages 101-120, DOI: 10.1016/j.jfs.2016.01.005.
• Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2016, "Non-linearities in financial bubbles: Theory and Bayesian evidence from S&P500," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 61-70, DOI: 10.1016/j.jfs.2016.04.007.
• Félix, Luiz & Kräussl, Roman & Stork, Philip, 2016, "The 2011 European short sale ban: A cure or a curse?," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 115-131, DOI: 10.1016/j.jfs.2015.10.002.
• Araujo, Gustavo Silva & Leão, Sérgio, 2016, "OTC derivatives: Impacts of regulatory changes in the non-financial sector," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 132-149, DOI: 10.1016/j.jfs.2015.11.002.
• Heath, Alexandra & Kelly, Gerard & Manning, Mark & Markose, Sheri & Shaghaghi, Ali Rais, 2016, "CCPs and network stability in OTC derivatives markets," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 217-233, DOI: 10.1016/j.jfs.2015.12.004.
• Ewing, Bradley T. & Malik, Farooq, 2016, "Volatility spillovers between oil prices and the stock market under structural breaks," Global Finance Journal, Elsevier, volume 29, issue C, pages 12-23, DOI: 10.1016/j.gfj.2015.04.008.
• Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2016, "Bubble thy neighbour: Portfolio effects and externalities from capital controls," Journal of International Economics, Elsevier, volume 99, issue C, pages 85-104, DOI: 10.1016/j.jinteco.2015.12.010.
• Delong, Łukasz & Chen, An, 2016, "Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting," Insurance: Mathematics and Economics, Elsevier, volume 71, issue C, pages 342-352, DOI: 10.1016/j.insmatheco.2016.10.002.
• Banerjee, Anurag & Hung, Chi-Hsiou Daniel & Lo, Kai Lisa, 2016, "An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 41, issue C, pages 102-120, DOI: 10.1016/j.intfin.2015.12.007.
• Luintel, Kul B. & Khan, Mosahid & Leon-Gonzalez, Roberto & Li, Guangjie, 2016, "Financial development, structure and growth: New data, method and results," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 95-112, DOI: 10.1016/j.intfin.2016.04.002.
• Ben Omrane, Walid & Savaşer, Tanseli, 2016, "The sign switch effect of macroeconomic news in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 45, issue C, pages 96-114, DOI: 10.1016/j.intfin.2016.07.002.
• Li, Oliver Zhen & Lin, Yupeng & Robinson, John R., 2016, "The effect of capital gains taxes on the initial pricing and underpricing of IPOs," Journal of Accounting and Economics, Elsevier, volume 61, issue 2, pages 465-485, DOI: 10.1016/j.jacceco.2015.10.004.
• Fontana, Alessandro & Scheicher, Martin, 2016, "An analysis of euro area sovereign CDS and their relation with government bonds," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 126-140, DOI: 10.1016/j.jbankfin.2015.10.010.
• Tsai, Feng-Tse & Lu, Hsin-Min & Hung, Mao-Wei, 2016, "The impact of news articles and corporate disclosure on credit risk valuation," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 100-116, DOI: 10.1016/j.jbankfin.2016.03.018.
• Silva Buston, Consuelo, 2016, "Active risk management and banking stability," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 203-215, DOI: 10.1016/j.jbankfin.2015.02.004.
• Ñíguez, Trino-Manuel & Perote, Javier, 2016, "Multivariate moments expansion density: Application of the dynamic equicorrelation model," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 216-232, DOI: 10.1016/j.jbankfin.2015.12.012.
• Donner, Herman & Song, Han-Suck & Wilhelmsson, Mats, 2016, "Forced sales and their impact on real estate prices," Journal of Housing Economics, Elsevier, volume 34, issue C, pages 60-68, DOI: 10.1016/j.jhe.2016.08.002.
• Procasky, William J. & Ujah, Nacasius U., 2016, "Terrorism and its impact on the cost of debt," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 253-266, DOI: 10.1016/j.jimonfin.2015.04.007.
• Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng, 2016, "Hot money in bank credit flows to emerging markets during the banking globalization era," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 29-52, DOI: 10.1016/j.jimonfin.2014.10.002.
• Banerjee, Ryan & Devereux, Michael B. & Lombardo, Giovanni, 2016, "Self-oriented monetary policy, global financial markets and excess volatility of international capital flows," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 275-297, DOI: 10.1016/j.jimonfin.2016.02.007.
• Yan, Cheng & Phylaktis, Kate & Fuertes, Ana-Maria, 2016, "On cross-border bank credit and the U.S. financial crisis transmission to equity markets," Journal of International Money and Finance, Elsevier, volume 69, issue C, pages 108-134, DOI: 10.1016/j.jimonfin.2016.06.014.
• Evans, Martin D.D. & Rime, Dagfinn, 2016, "Order flow information and spot rate dynamics," Journal of International Money and Finance, Elsevier, volume 69, issue C, pages 45-68, DOI: 10.1016/j.jimonfin.2016.06.018.
• Holmes, Mark J. & Maghrebi, Nabil, 2016, "Financial market impact on the real economy: An assessment of asymmetries and volatility linkages between the stock market and unemployment rate," The Journal of Economic Asymmetries, Elsevier, volume 13, issue C, pages 1-7, DOI: 10.1016/j.jeca.2015.10.003.
• Leiser, David & Benita, Rinat & Bourgeois-Gironde, Sacha, 2016, "Differing conceptions of the causes of the economic crisis: Effects of culture, economic training, and personal impact," Journal of Economic Psychology, Elsevier, volume 53, issue C, pages 154-163, DOI: 10.1016/j.joep.2016.02.002.
• Dottori, Davide & Manna, Michele, 2016, "Strategy and tactics in public debt management," Journal of Policy Modeling, Elsevier, volume 38, issue 1, pages 1-25, DOI: 10.1016/j.jpolmod.2015.12.003.
• Singhal, Shelly & Ghosh, Sajal, 2016, "Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models," Resources Policy, Elsevier, volume 50, issue C, pages 276-288, DOI: 10.1016/j.resourpol.2016.10.001.
• Angeletos, G.-M. & Lian, C., 2016, "Incomplete Information in Macroeconomics," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.011.
• Wieland, V. & Afanasyeva, E. & Kuete, M. & Yoo, J., 2016, "New Methods for Macro-Financial Model Comparison and Policy Analysis," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.004.
• Piazzesi, M. & Schneider, M., 2016, "Housing and Macroeconomics," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.06.003.
• Magni, Carlo Alberto, 2016, "Capital depreciation and the underdetermination of rate of return: A unifying perspective," Journal of Mathematical Economics, Elsevier, volume 67, issue C, pages 54-79, DOI: 10.1016/j.jmateco.2016.09.007.
• Ha-Huy, Thai & Le Van, Cuong & Nguyen, Manh-Hung, 2016, "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Mathematical Social Sciences, Elsevier, volume 79, issue C, pages 30-39, DOI: 10.1016/j.mathsocsci.2015.10.007.
• Pástor, Lˇuboš & Veronesi, Pietro, 2016, "Income inequality and asset prices under redistributive taxation," Journal of Monetary Economics, Elsevier, volume 81, issue C, pages 1-20, DOI: 10.1016/j.jmoneco.2016.03.004.
• Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2016, "Risks for the long run: Estimation with time aggregation," Journal of Monetary Economics, Elsevier, volume 82, issue C, pages 52-69, DOI: 10.1016/j.jmoneco.2016.07.003.
• Vithessonthi, Chaiporn & Racela, Olimpia C., 2016, "Short- and long-run effects of internationalization and R&D intensity on firm performance," Journal of Multinational Financial Management, Elsevier, volume 34, issue C, pages 28-45, DOI: 10.1016/j.mulfin.2015.12.001.
• Wang, Kuan-Min & Lee, Yuan-Ming, 2016, "Hedging exchange rate risk in the gold market: A panel data analysis," Journal of Multinational Financial Management, Elsevier, volume 35, issue C, pages 1-23, DOI: 10.1016/j.mulfin.2016.02.001.
• Kwabi, Frank & Faff, Robert & Marshall, Andrew & Thapa, Chandra, 2016, "Sub-optimal international portfolio allocations and the cost of capital," Journal of Multinational Financial Management, Elsevier, volume 35, issue C, pages 41-58, DOI: 10.1016/j.mulfin.2016.04.001.
• Guidi, Francesco & Savva, Christos S. & Ugur, Mehmet, 2016, "Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets," Journal of Multinational Financial Management, Elsevier, volume 35, issue C, pages 59-78, DOI: 10.1016/j.mulfin.2016.04.002.
• Smales, Lee A., 2016, "Order aggressiveness of different broker-types in response to monetary policy news," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PB, pages 367-383, DOI: 10.1016/j.pacfin.2016.02.005.
• Kaya, Orcun & Wang, Lulu, 2016, "The role of bank lending tightening on corporate bond issuance in the eurozone," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 1-11, DOI: 10.1016/j.qref.2015.10.005.
• Simmons-Süer, Banu, 2016, "Cost of capital and US investment: Does financing matter after all?," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 86-93, DOI: 10.1016/j.qref.2015.11.008.
• Boubaker, Sabri & Jouini, Jamel & Lahiani, Amine, 2016, "Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 14-28, DOI: 10.1016/j.qref.2015.11.001.
• Liu, De-Chih & Liu, Chih-Yun, 2016, "The source of stock return fluctuation in Taiwan," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 77-88, DOI: 10.1016/j.qref.2015.11.006.
• Srivastava, Sasha & Lin, Hai & Premachandra, Inguruwatte M. & Roberts, Helen, 2016, "Global risk spillover and the predictability of sovereign CDS spread: International evidence," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 371-390, DOI: 10.1016/j.iref.2015.10.047.
• Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2016, "Continuous wavelet transform and rolling correlation of European stock markets," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 237-256, DOI: 10.1016/j.iref.2015.12.002.
• Chang, Kuang-Liang, 2016, "Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 72-87, DOI: 10.1016/j.iref.2015.10.018.
• Apostolakis, George, 2016, "Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 542-551, DOI: 10.1016/j.iref.2016.02.002.
• Cui, Jin & In, Francis & Maharaj, Elizabeth Ann, 2016, "What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 358-375, DOI: 10.1016/j.iref.2016.04.002.
• Alam, Nafis & Arshad, Shaista & Rizvi, Syed Aun R., 2016, "Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency," Review of Financial Economics, Elsevier, volume 31, issue C, pages 108-114, DOI: 10.1016/j.rfe.2016.06.003.
• Yang, Ann Shawing & Pangastuti, Airin, 2016, "Stock market efficiency and liquidity: The Indonesia Stock Exchange merger," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 28-40, DOI: 10.1016/j.ribaf.2015.09.002.
• Kundu, Srikanta & Sarkar, Nityananda, 2016, "Return and volatility interdependences in up and down markets across developed and emerging countries," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 297-311, DOI: 10.1016/j.ribaf.2015.09.023.
• Du, Kai & Sim, Nicholas, 2016, "Mergers, acquisitions, and bank efficiency: Cross-country evidence from emerging markets," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 499-510, DOI: 10.1016/j.ribaf.2015.10.005.
• Drakos, Anastassios A., 2016, "Does the relationship between small and large portfolios’ returns confirm the lead–lag effect? Evidence from the Athens Stock Exchange," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 546-561, DOI: 10.1016/j.ribaf.2015.05.002.
• Teplova, Tamara V. & Rodina, Victoria A., 2016, "Does stock exchange consolidation improve market liquidity? A study of stock exchange acquisition in Russia," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 375-390, DOI: 10.1016/j.ribaf.2016.01.016.
• Walter, Christian, 2016, "The financial Logos: The framing of financial decision-making by mathematical modelling," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 597-604, DOI: 10.1016/j.ribaf.2016.01.022.
• Yarovaya, Larisa & Lau, Marco Chi Keung, 2016, "Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 605-619, DOI: 10.1016/j.ribaf.2016.01.023.
• Maghyereh, Aktham I. & Awartani, Basel, 2016, "Dynamic transmissions between Sukuk and bond markets," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 246-261, DOI: 10.1016/j.ribaf.2016.04.016.
• Lillo, Felipe & Valdés, Rodrigo, 2016, "Dynamics of financial markets and transaction costs: A graph-based study," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 455-465, DOI: 10.1016/j.ribaf.2016.07.024.
• Marcus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "ESBies - Safety in the tranches," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1614, revised Sep 2016.
• Martin Belvisi & Riccardo Pianeti & Giovanni Urga, 2016, "Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035008.
• Edgardo Cayon & Julio Sarmiento-Sabogal & Ravi Shukla, 2016, "The effects of the global financial crisis on the Colombian local currency bonds prices," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 624-645, September, DOI: 10.1108/JES-12-2014-0201.
• Aktham Maghyereh & Basel Awartani, 2016, "Oil price uncertainty and equity returns," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 8, issue 1, pages 64-79, April, DOI: 10.1108/JFEP-06-2015-0035.
• William E. Balson & Gordon Rausser, 2016, "Pretrade and risk-based clearing," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 8, issue 2, pages 228-247, May, DOI: 10.1108/JFEP-10-2015-0059.
• Vikash Ramiah & Thomas Morris & Imad Moosa & Michael Gangemi & Louise Puican, 2016, "The effects of announcement of green policies on equity portfolios," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 31, issue 2, pages 138-155, February, DOI: 10.1108/MAJ-08-2014-1065.
• Guangfeng Zhang & Ian Marsh & Ronald MacDonald, 2016, "A hybrid approach to exchange rates," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 50-68, March, DOI: 10.1108/SEF-10-2014-0185.
• Stella N. Spilioti, 2016, "Does the sentiment of investors explain differences between predicted and realized stock prices?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 3, pages 403-416, August, DOI: 10.1108/SEF-11-2014-0218.
• Jayati Sarkar & Subrata Sarkar, 2016, "Bank Ownership, Board Characteristics and Performance: Evidence from Commercial Banks in India," Working Papers, eSocialSciences, number id:11055, Jul.
• Asif Mahmood, 2016, "Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan," Working Papers, eSocialSciences, number id:8359, Jan.
• Marta Arespa & Diego Gruber, 2016, "Trade Finance Affects Trade Dynamics," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2016/341.
• Bing XIAO, 2016, "Conditional Relationship Between Beta and Return in the US Stock Market," Expert Journal of Business and Management, Sprint Investify, volume 4, issue 1, pages 46-55.
• Milan Ficura & Jiri Witzany, 2016, "Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 4, pages 278-301, August.
• Cecilia R. Caglio & Kathleen Weiss Hanley & Jennifer Marietta-Westberg, 2016, "What Does It Take to List Abroad? The Role of Global Underwriters," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-041, Mar, DOI: 10.17016/FEDS.2016.041.
• Yuriy Kitsul & Marcelo Ochoa, 2016, "Funding Liquidity Risk and the Cross-section of MBS Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-052, Jun, DOI: 10.17016/FEDS.2016.052.
• V. Mau & A. Bozhechkova & A. Kiyutsevskaya & P. Trunin & S. Belev & A. Alaev & A. Mamedov & E. Fomina & A. Abramov & A. Shadrin & O. Izriadnova & S. Drobyshevskiy & M. Kazakova & S. Tsukhlo & G. Idris, 2016, "Раздел 3. Финансовые Рынки И Финансовые Институты," Book Chapters, Gaidar Institute for Economic Policy, chapter 3, in: Sergey Sinelnikov-Murylev & Alexandr Radygin & Vladimir Mau, "Российская экономика в 2015 году. Тенденции и перспективы (Выпуск 37)".

2015

• 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, Centre for Economic Policy Research, number 10349, Jan.
• Massa, Massimo, 2015, "Short-Sale Constraints and the Pricing of Managerial Skills," CEPR Discussion Papers, Centre for Economic Policy Research, number 10447, Mar.
• Philippon, Thomas & Martinez, Joseba & Faria e castro, Miguel, 2015, "Runs versus Lemons: Information Disclosure and Fiscal Capacity," CEPR Discussion Papers, Centre for Economic Policy Research, number 10614, May.
• Martin, Ian, 2015, "What is the Expected Return on the Market?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10715, Jul.
• Caballero, Ricardo & Gourinchas, Pierre-Olivier & Farhi, Emmanuel, 2015, "Global Imbalances and Currency Wars at the ZLB," CEPR Discussion Papers, Centre for Economic Policy Research, 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.