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

• 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.
• Ichiue, Hibiki & Shimizu, Yuhei, 2015, "Determinants of long-term yields: A panel data analysis of major countries," Japan and the World Economy, Elsevier, volume 34, issue , pages 44-55, DOI: 10.1016/j.japwor.2015.04.001.
• Alanis, Emmanuel & Beladi, Hamid & Quijano, Margot, 2015, "Uninsured deposits as a monitoring device: Their impact on bond yields of banks," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 77-88, DOI: 10.1016/j.jbankfin.2014.11.015.
• Duong, Truong X. & Huszár, Zsuzsa R. & Yamada, Takeshi, 2015, "The costs and benefits of short sale disclosure," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 124-139, DOI: 10.1016/j.jbankfin.2014.12.014.
• Baldeaux, Jan & Grasselli, Martino & Platen, Eckhard, 2015, "Pricing currency derivatives under the benchmark approach," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 34-48, DOI: 10.1016/j.jbankfin.2014.11.018.
• Longarela, Iñaki R. & Mayoral, Silvia, 2015, "Quote inefficiency in options markets," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 23-36, DOI: 10.1016/j.jbankfin.2014.11.003.
• Palandri, Alessandro, 2015, "Do negative and positive equity returns share the same volatility dynamics?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 486-505, DOI: 10.1016/j.jbankfin.2015.05.017.
• Agyei-Ampomah, Sam & Clare, Andrew & Mason, Andrew & Thomas, Stephen, 2015, "On luck versus skill when performance benchmarks are style-consistent," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 127-145, DOI: 10.1016/j.jbankfin.2015.05.013.
• Bartram, Söhnke M. & Wang, Yaw-Huei, 2015, "European financial market dependence: An industry analysis," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 146-163, DOI: 10.1016/j.jbankfin.2015.06.002.
• Mitchener, Kris James & Oosterlinck, Kim & Weidenmier, Marc D. & Haber, Stephen, 2015, "Victory or repudiation? Predicting winners in civil wars using international financial markets," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 310-319, DOI: 10.1016/j.jbankfin.2015.07.009.
• Jondeau, Eric & Lahaye, Jérôme & Rockinger, Michael, 2015, "Estimating the price impact of trades in a high-frequency microstructure model with jumps," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 205-224, DOI: 10.1016/j.jbankfin.2015.09.005.
• Brzeszczyński, Janusz & Kutan, Ali M., 2015, "Public information arrival and investor reaction during a period of institutional change: An episode of early years of a newly independent central bank," Journal of Comparative Economics, Elsevier, volume 43, issue 3, pages 727-753, DOI: 10.1016/j.jce.2014.07.004.
• Ebert, Sebastian, 2015, "On skewed risks in economic models and experiments," Journal of Economic Behavior & Organization, Elsevier, volume 112, issue C, pages 85-97, DOI: 10.1016/j.jebo.2015.01.003.
• Deck, Cary & Hao, Li & Porter, David, 2015, "Do prediction markets aid defenders in a weak-link contest?," Journal of Economic Behavior & Organization, Elsevier, volume 117, issue C, pages 248-258, DOI: 10.1016/j.jebo.2015.06.019.
• Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2015, "A comparison of Expected Shortfall estimation models," Journal of Economics and Business, Elsevier, volume 78, issue C, pages 14-47, DOI: 10.1016/j.jeconbus.2014.11.002.
• Motelle, Sephooko & Biekpe, Nicholas, 2015, "Financial integration and stability in the Southern African development community," Journal of Economics and Business, Elsevier, volume 79, issue C, pages 100-117, DOI: 10.1016/j.jeconbus.2015.01.002.
• Rondina, Giacomo & Shim, Myungkyu, 2015, "Financial prices and information acquisition in large Cournot markets," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 769-786, DOI: 10.1016/j.jet.2014.12.004.
• Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2015, "Equilibrium fast trading," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 292-313, DOI: 10.1016/j.jfineco.2015.03.004.
• Arslan, Yavuz & Kanık, Birol & Köksal, Bülent, 2015, "Anticipated vs. unanticipated house price movements and transaction volume," Journal of Housing Economics, Elsevier, volume 28, issue C, pages 121-129, DOI: 10.1016/j.jhe.2015.04.003.
• Zhu, Xiaoneng, 2015, "Out-of-sample bond risk premium predictions: A global common factor," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 155-173, DOI: 10.1016/j.jimonfin.2014.11.004.
• Choi, Jongmoo Jay & Kedar-Levy, Haim & Yoo, Sean Sehyun, 2015, "Are individual or institutional investors the agents of bubbles?," Journal of International Money and Finance, Elsevier, volume 59, issue C, pages 1-22, DOI: 10.1016/j.jimonfin.2015.09.004.
• Choi, Hyung Sun, 2015, "Monetary policy, endogenous transactions, and financial market segmentation," Journal of Macroeconomics, Elsevier, volume 44, issue C, pages 234-251, DOI: 10.1016/j.jmacro.2015.03.005.
• Pennings, Steven & Ramayandi, Arief & Tang, Hsiao Chink, 2015, "The impact of monetary policy on financial markets in small open economies: More or less effective during the global financial crisis?," Journal of Macroeconomics, Elsevier, volume 44, issue C, pages 60-70, DOI: 10.1016/j.jmacro.2015.01.001.
• Shi, Shouyong, 2015, "Liquidity, assets and business cycles," Journal of Monetary Economics, Elsevier, volume 70, issue C, pages 116-132, DOI: 10.1016/j.jmoneco.2014.10.002.
• 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.
• Berndt, Antje & Yeltekin, Şevin, 2015, "Monetary policy, bond returns and debt dynamics," Journal of Monetary Economics, Elsevier, volume 73, issue C, pages 119-136, DOI: 10.1016/j.jmoneco.2015.03.001.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2015, "The effect of firm size on the leverage–performance relationship during the financial crisis of 2007–2009," Journal of Multinational Financial Management, Elsevier, volume 29, issue C, pages 1-29, DOI: 10.1016/j.mulfin.2014.11.001.
• Dewandaru, Ginanjar & Bacha, Obiyathulla Ismath & Masih, A. Mansur M. & Masih, Rumi, 2015, "Risk-return characteristics of Islamic equity indices: Multi-timescales analysis," Journal of Multinational Financial Management, Elsevier, volume 29, issue C, pages 115-138, DOI: 10.1016/j.mulfin.2014.11.006.
• Filoso, Valerio & Papagni, Erasmo, 2015, "Fertility choice and financial development," European Journal of Political Economy, Elsevier, volume 37, issue C, pages 160-177, DOI: 10.1016/j.ejpoleco.2014.11.004.
• Maghyereh, Aktham I. & Awartani, Basel & Hilu, Khalil Al, 2015, "Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 123-138, DOI: 10.1016/j.qref.2014.08.005.
• Olson, Dennis & Mossman, Charles & Chou, Nan-Ting, 2015, "The evolution of the weekend effect in US markets," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 56-63, DOI: 10.1016/j.qref.2015.01.005.
• 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.
• Chang, Shu-Chen, 2015, "Effects of financial developments and income on energy consumption," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 28-44, DOI: 10.1016/j.iref.2014.08.011.
• Lin, Tsung-Te & Chou, Jian-Hsin, 2015, "Trade credit and bank loan: Evidence from Chinese firms," International Review of Economics & Finance, Elsevier, volume 36, issue C, pages 17-29, DOI: 10.1016/j.iref.2014.11.004.
• Wang, Chengyang & Nishiyama, Yoshihiko, 2015, "Volatility forecast of stock indices by model averaging using high-frequency data," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 324-337, DOI: 10.1016/j.iref.2015.02.014.
• Ciner, Cetin, 2015, "Are equities good inflation hedges? A frequency domain perspective," Review of Financial Economics, Elsevier, volume 24, issue C, pages 12-17, DOI: 10.1016/j.rfe.2014.12.001.
• Luchtenberg, Kimberly F. & Vu, Quang Viet, 2015, "The 2008 financial crisis: Stock market contagion and its determinants," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 178-203, DOI: 10.1016/j.ribaf.2014.09.007.
• Cartwright, Phillip A. & Riabko, Natalija, 2015, "Measuring the effect of oil prices on wheat futures prices," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 355-369, DOI: 10.1016/j.ribaf.2014.04.002.
• Smales, Lee A., 2015, "Better the devil you know: The influence of political incumbency on Australian financial market uncertainty," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 59-74, DOI: 10.1016/j.ribaf.2014.06.002.
• Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine, 2015, "Large scale analysis of Islamic equity funds using a meta-frontier approach with data envelopment analysis," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 324-337, DOI: 10.1016/j.ribaf.2015.02.014.
• 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 62007, Feb.
• Valenzuela, Marcela & Zer, Ilknur & Fryzlewicz, Piotr & Rheinlander, Thorsten, 2015, "Relative liquidity and future volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62181.
• Saguato, Paolo, 2015, "The liquidity dilemma and the repo market: a two-step policy option to address the regulatory void," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64884.
• Chang, Briana & Zhang, Shengxing, 2015, "Endogenous market making and network formation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65105, Nov.
• Chang, Briana & Zhang, Shengxing, 2015, "Endogenous market making and network formation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86275, Nov.
• Moawia Alghalith & Christos Floros & Ricardo Lalloo, 2015, "A note on dynamic hedging," Journal of Risk Finance, Emerald Group Publishing Limited, volume 16, issue 2, pages 190-196, March, DOI: 10.1108/JRF-10-2014-0143.
• Mahmoud Qadan & Joseph Yagil, 2015, "Are international economic and financial co-movements characterized by asymmetric co-integration?," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 398-412, November, DOI: 10.1108/RAF-02-2015-0026.
• Silviu Carstina & Marian Siminica & Daniel Circiumaru & Anca Bandoi, 2015, "Country Risk Decision-Maker in Applying the Yield Cash-Flow Estimate," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 1-79–89.
• Silviu Carstina & Marian Siminica & Daniel Circiumaru & Anca Tanasie, 2015, "Correlation Analysis of the Indicators of Asset Management and Profitability," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 3-21.
• Kentaro KAWASAKI & Zhiqian WANG, 2015, "Is Economic Development Promoting Monetary Integration in East Asia?," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 15052, Apr.
• Keqiang Hou & Luke Chan & Xin Zeng, 2015, "Information Linkages between Chinese and World Copper Futures Markets," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 10, issue 2, pages 272-300, June.
• Maryam Ahmad & Matteo Manera & Mehdi Sadeghzadeh, 2015, "Global Oil Market and the U.S. Stock Returns," Working Papers, Fondazione Eni Enrico Mattei, number 2015.91, Oct.
• W. Scott Frame & Andreas Fuster & Joseph Tracy & James Vickery, 2015, "The rescue of Fannie Mae and Freddie Mac," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-2, Mar.
• Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015, "Trends and cycles in China's macroeconomy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-5, Jun.
• J. Scott Davis, 2015, "The cyclicality of (bilateral) capital inflows and outflows," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 247, Aug, DOI: 10.24149/gwp247.
• Minchul Shin & Molin Zhong, 2015, "Does Realized Volatility Help Bond Yield Density Prediction?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-115, Dec, DOI: 10.17016/FEDS.2015.115.
• Sewin Chan & Andrew F. Haughwout & Andrew Hayashi & Wilbert Van der Klaauw, 2015, "Determinants of mortgage default and consumer credit use: the effects of foreclosure laws and foreclosure delays," Staff Reports, Federal Reserve Bank of New York, number 732, Jun.
• 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.
• E.Gorbatikov & E.Khudko, 2015, "Russian Financial Market In May 2015," Russian Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 11-14, June.
• Evgeniy Gorbatikov & Elizaveta Khudko, 2015, "Russian Financial Markets In May 2015," Russian Economic Development, Gaidar Institute for Economic Policy, issue 7, pages 10-13, July.
• E. Gorbatikov & E. Khudko, 2015, "Russia’s financial markets in October 2015," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 17-21, November.
• Nataliya Polezhaeva, 2015, "Self-Regulatory Organizations In The Financial Marketplace," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 110-115, December.
• Ye. Goryunov & P. Trunin, 2015, "The Rf Central Bank’S Course Is To Achieve Medium-Run Stability," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 9-12, December.
• E. Gorbatikov & E. Khudko, 2015, "Financial markets in October 2015," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 13-19, December.
• Nikita Andrievskiy, 2015, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 12-15, Январь.
• Nikita Andrievskiy & Elizaveta Khudko, 2015, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 11-15, Февраль.
• Nikita Andrievskiy & Elizaveta Khudko, 2015, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 3, pages 13-17, Март.
• Elizaveta Khudko, 2015, "Рынок Корпоративных Облигаций," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 9-11, Апрель.
• Elizaveta Khudko & E. Gorbatikov, 2015, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 7-11, Май.
• E. Gorbatikov & Elizaveta Khudko, 2015, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 11-15, Июнь.
• E. Gorbatikov & Elizaveta Khudko, 2015, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 7, pages 9-13, Июль.
• E. Gorbatikov & E. Khudko, 2015, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 9, pages 9-13, Сентябрь.
• E. Gorbatikov & Elizaveta Khudko, 2015, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 15-19, Октябрь.
• E. Gorbatikov & Elizaveta Khudko, 2015, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 11, pages 19-23, Ноябрь.
• Anna Kiyutsevskaya & Pavel Trunin, 2015, "Турбулентность На Мировых Финансовых Рынках: Причины И Риски1," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 11, pages 16-18, Ноябрь.
• Evgeniy Gorbatikov & Elizaveta Khudko, 2015, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 14-20, Декабрь.
• N. Polezhaeva, 2015, "Саморегулируемые Организации В Сфере Финансового Рынка," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 116-121, Декабрь.
• Kentaro Kawasaki & Zhi-Qian Wang, 2015, "Is Economic Development Promoting Monetary Integration in East Asia?," IJFS, MDPI, volume 3, issue 4, pages 1-31, October.
• Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015, "The Financial Stress Index: Identification of Systemic Risk Conditions," Risks, MDPI, volume 3, issue 3, pages 1-25, September.
• Georges Dionne & Marc Santugini, 2015, "Production Flexibility and Hedging," Risks, MDPI, volume 3, issue 4, pages 1-10, December.
• Piotr Giruæ, 2015, "Hedging strategies of derivatives instruments for commodity trading entities," GUT FME Conference Publications, Faculty of Management and Economics, Gdansk University of Technology, chapter 2, in: Blazej Prusak, "ENTERPRISES IN UNSTABLE ECONOMY".
• Martin Evans & Dagfinn Rime, 2015, "Order Flow Information and Spot Rate Dynamics," Working Papers, Georgetown University, Department of Economics, number gueconwpa~15-15-02, Apr.
• Nathalie Oriol & Iryna Veryzhenko, 2015, "Market Structure or Traders' Behaviour? An Assessment of Flash Crash Phenomena and their Regulation based on a Multi-agent Simulation," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2015-16, Apr.
• Jean-Louis Combes & Alexandru Minea & Mousse Ndoye Sow, 2015, "Crises and Exchange Rate Regimes: Time to break down the bipolar view?," CERDI Working papers, HAL, number halshs-00944372, Jun.
• Dominique Pepin, 2015, "Intertemporal Substitutability, Risk Aversion and Asset Prices," Post-Print, HAL, number hal-01154266, Oct.
• Guillaume Plantin, 2015, "Shadow Banking and Bank Capital Regulation," Post-Print, HAL, number hal-01168494, Jan, DOI: 10.1093/rfs/hhu055.
• 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.
• Franck Martin & Mai Lan Nguyen, 2015, "Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?," Post-Print, HAL, number halshs-01184048, May.
• Franck Martin & Mai Lan Nguyen, 2015, "Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?," Post-Print, HAL, number halshs-01184072.
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• François Legrand & Xavier Ragot, 2015, "Incomplete markets and derivative assets," Sciences Po Economics Publications (main), HAL, number halshs-01513312, DOI: 10.1007/s00199-015-0912-9.
• Nathalie Oriol & Iryna Veryzhenko, 2015, "Market structure or traders’ behavior? An assessment of flash crash phenomena and their regulation based on a multi-agent simulation," Working Papers, HAL, number halshs-01254435, May.
• Schock, Matthias, 2015, "Predicting Economic Activity via Eurozone Yield Spreads: Impact of Credit Risk," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-542, Jan.
• Amod Choudhary, 2015, "Second Time Is A Charm? Rehiring The Ex-Ceo," Global Journal of Business Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 97-104.
• Ya-Hui Wang, 2015, "Does Investment Experience Influence Fund Investors’ Perceived Value And Purchase Intention?," Global Journal of Business Research, The Institute for Business and Finance Research, volume 9, issue 2, pages 87-93.
• Mike Siew Wei Leong & Sheela Devi Sundarasen, 2015, "Ipo Initial Returns And Volatility: A Study In An Emerging Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 3, pages 71-82.
• Ya-Hui Wang, 2015, "Does Winning An Award Affect Investors’ Brand Preference And Purchase Intention?," International Journal of Management and Marketing Research, The Institute for Business and Finance Research, volume 8, issue 1, pages 57-64.
• Ya-Hui Wang, 2015, "Does Internet Information Influence Fund Investors’ Purchase Intention?," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 6, issue 2, pages 11-19.
• Ahmed El Ghini & Youssef Saidi, 2015, "Financial market contagion during the global financial crisis: evidence from the Moroccan stock market," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, volume 4, issue 1, pages 78-95.
• Syed Jawad Hussain Shahzad, 2015, "Multiscale Systematic Risk: Empirical Evidence from Pakistan," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 12, pages 605-615, December.
• Guillermo Einar Moreno Quezada & José Antonio Núñez Mora, 2015, "Aplicación de Procesos Poisson-Gaussianos a los Rendimientos de los Activos en El: New York Stock Ex," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 2, pages 131-144, Julio-Dic.
• Jitendra Aswani, 2015, "Analyzing the impact of global financial crisis on the interconnectedness of Asian stock markets using network science," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-020, Jul.
• Sengupta, Rajeswari & Anjali Sharma, 2015, "Corporate Insolvency Resolution in India: Lessons from a cross-country comparison," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-029, Dec.
• Heo, Deung-Yong & Tesfatsion, Leigh, 2015, "Standardized contracts with swing for the market-supported procurement of energy and reserve: illustrative examples," ISU General Staff Papers, Iowa State University, Department of Economics, number 201506160700001052, Jun.
• Algia Hammami & Ameni Ghenimi & Abdelfattah Bouri, 2015, "Relation Between Risk And Return In Tunisian’S Stock Market After The Revolution (During Political Instability)," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, volume 6, issue 1, December.
• Nor Asma Lode & Mohd Atef Md Yusof*, 2015, "Pension accounting disclosures and stock market reactions," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 3, pages 407-416, July-Sepe.
• Florian Hauser & Jürgen Huber & Bob Kaempff, 2015, "Costly Information in Markets with Heterogeneous Agents: A Model with Genetic Programming," Computational Economics, Springer;Society for Computational Economics, volume 46, issue 2, pages 205-229, August, DOI: 10.1007/s10614-014-9439-6.
• Paolo Caro, 2015, "Risk, ambiguity, and sovereign rating," International Economics and Economic Policy, Springer, volume 12, issue 1, pages 41-57, March, DOI: 10.1007/s10368-014-0279-6.
• Jean Arcand & Enrico Berkes & Ugo Panizza, 2015, "Too much finance?," Journal of Economic Growth, Springer, volume 20, issue 2, pages 105-148, June, DOI: 10.1007/s10887-015-9115-2.
• Jean-Guy Simonato, 2015, "New Warrant Issues Valuation with Leverage and Equity Model Errors," Journal of Financial Services Research, Springer;Western Finance Association, volume 47, issue 2, pages 247-272, April, DOI: 10.1007/s10693-013-0183-1.
• David Downs & Pisun (Tracy) Xu, 2015, "Commercial Real Estate, Distress and Financial Resolution: Portfolio Lending Versus Securitization," The Journal of Real Estate Finance and Economics, Springer, volume 51, issue 2, pages 254-287, August, DOI: 10.1007/s11146-014-9471-2.
• Farooq Malik, 2015, "Revisiting the relationship between risk and return," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 1, pages 25-40, January, DOI: 10.1007/s11156-013-0397-1.
• Taufiq Choudhry & Ranadeva Jayasekera, 2015, "Level of efficiency in the UK equity market: empirical study of the effects of the global financial crisis," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 2, pages 213-242, February, DOI: 10.1007/s11156-013-0404-6.
• Shibo Liu & Tom Weyman-Jones & Karligash Glass, 2015, "Statistical Inference and Efficient Portfolio Investment Performance," Discussion Paper Series, Department of Economics, Loughborough University, number 2015_01, Jan, revised Jan 2015.
• Felipe Rezende, 2015, "Why Does Brazil's Banking Sector Need Public Banks? What Should BNDES Do?," Economics Working Paper Archive, Levy Economics Institute, number wp_825, Jan.
• Mariana Mazzucato & L. Randall Wray, 2015, "Financing the Capital Development of the Economy: A Keynes-Schumpeter-Minsky Synthesis," Economics Working Paper Archive, Levy Economics Institute, number wp_837, May.
• Edirisinghe U. C & Nimal P.D, 2015, "Stock Price Reaction to Announcements of Right Issues and Debenture Issues: Evidence from Colombo Stock Exchange," International Journal of Business and Social Research, LAR Center Press, volume 5, issue 2, pages 67-76, February.
• Ginters Buss, 2015, "Search-and-Matching Frictions and Labour Market Dynamics in Latvia," Working Papers, Latvijas Banka, number 2015/04, Dec.
• Homburg Stefan, 2015, "What Caused the Great Recession?," Review of Economics, De Gruyter, volume 66, issue 1, pages 1-12, April, DOI: 10.1515/roe-2015-0102.
• Nicky J. Ferguson & Dennis Philip & Herbert Y. T. Lam & Jie Michael Guo, 2015, "Media Content and Stock Returns: The Predictive Power of Press," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 1, pages 1-31, March.
• Edirisinghe U. C & Nimal P.D, 2015, "Stock Price Reaction to Announcements of Right Issues and Debenture Issues: Evidence from Colombo Stock Exchange," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, volume 5, issue 2, pages 67-76, February.
• Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015, "Trends and Cycles in China's Macroeconomy," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2015, Volume 30".
• Kristin Forbes & Marcel Fratzscher & Roland Straub, 2015, "Capital Flow Management Measures: What Are They Good For?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20860, Jan.
• Karen K. Lewis, 2015, "Do Foreign Firm Betas Change During Cross-listing?," NBER Working Papers, National Bureau of Economic Research, Inc, number 21054, Mar.
• Geetesh Bhardwaj & Gary Gorton & Geert Rouwenhorst, 2015, "Facts and Fantasies about Commodity Futures Ten Years Later," NBER Working Papers, National Bureau of Economic Research, Inc, number 21243, Jun.
• Chun Chang & Kaiji Chen & Daniel F. Waggoner & Tao Zha, 2015, "Trends and Cycles in China's Macroeconomy," NBER Working Papers, National Bureau of Economic Research, Inc, number 21244, Jun.