Research classified by Journal of Economic Literature (JEL) codes

---

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

• Volker Bieta, 2015, "Signaling theory revisited: a very short insurance case," Annals of Operations Research, Springer, volume 235, issue 1, pages 75-84, December, DOI: 10.1007/s10479-015-1958-6.
• Paolo Coccorese & Damiano Silipo, 2015, "Growth without finance, finance without growth," Empirical Economics, Springer, volume 49, issue 1, pages 279-304, August, DOI: 10.1007/s00181-014-0844-4.
• S. Sudha, 2015, "Risk-return and Volatility analysis of Sustainability Index in India," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 17, issue 6, pages 1329-1342, December, DOI: 10.1007/s10668-014-9608-8.
• Konstantin Magin, 2015, "Equity risk premium and insecure property rights," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 3, issue 2, pages 213-222, October, DOI: 10.1007/s40505-014-0043-7.
• Arno Mong Daastøl, 2015, "Friedrich List’s “Great Nations”: Mobilising Capital for Quality Labour," The European Heritage in Economics and the Social Sciences, Springer, chapter 4, in: Jürgen Backhaus, "Great Nations at Peril", DOI: 10.1007/978-3-319-10055-5_4.
• Narendar Rao & K. Reddy, 2015, "The impact of the global financial crisis on cross-border mergers and acquisitions: a continental and industry analysis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 5, issue 2, pages 309-341, December, DOI: 10.1007/s40821-015-0028-y.
• Cecilia Mancini & Vanessa Mattiussi & Roberto Renò, 2015, "Spot volatility estimation using delta sequences," Finance and Stochastics, Springer, volume 19, issue 2, pages 261-293, April, DOI: 10.1007/s00780-015-0255-1.
• Alma Hales, 2015, "Liquidity and price discovery in Latin America: evidence from American depositary receipts," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 4, pages 661-678, October, DOI: 10.1007/s12197-013-9270-2.
• Yuri Biondi & Pierpaolo Giannoccolo, 2015, "Share price formation, market exuberance and financial stability under alternative accounting regimes," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 10, issue 2, pages 333-362, October, DOI: 10.1007/s11403-014-0131-7.
• Haijun Yang & Harry Wang & Gui Sun & Li Wang, 2015, "A comparison of U.S and Chinese financial market microstructure: heterogeneous agent-based multi-asset artificial stock markets approach," Journal of Evolutionary Economics, Springer, volume 25, issue 5, pages 901-924, November, DOI: 10.1007/s00191-015-0424-6.
• Yishen Liu & Shijie Ren & Jiarui Yang, 2015, "Performance Evaluation of Rural Construction Standards System Based on the“Addition” Integrated Method and BP Neural Network," Springer Books, Springer, in: Zhenji Zhang & Zuojun Max Shen & Juliang Zhang & Runtong Zhang, "Liss 2014", DOI: 10.1007/978-3-662-43871-8_59.
• Philippe Askenazy & Aida Caldera & Guillaume Gaulier & Delphine Irac, 2015, "Financial constraints and foreign market entries or exits: firm-level evidence from France," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 151, issue 2, pages 231-253, May, DOI: 10.1007/s10290-014-0206-5.
• Sören Prehn & Thomas Glauben & Tebbe Dannemann & Bernhard Brümmer & Jens-Peter Loy, 2015, "Keine erhöhte Volatilität auf Agrarmärkten durch Optionshandel," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 95, issue 4, pages 280-283, April, DOI: 10.1007/s10273-015-1819-6.
• Mariana Mazzucato & L. Randall Wray, 2015, "Financing the Capital Development of the Economy: A Keynes-Schumpeter-Minsky Synthesis," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/14, Oct.
• Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015, "Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/33, 12.
• Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2015, "Are there long-run diversification gains from the Dow Jones Islamic finance index?," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 12, pages 945-950, August, DOI: 10.1080/13504851.2014.990613.
• Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2015, "Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test," Applied Economics, Taylor & Francis Journals, volume 47, issue 46, pages 4996-5011, October, DOI: 10.1080/00036846.2015.1039705.
• Annastiina Silvennoinen & Timo Ter�svirta, 2015, "Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 1-2, pages 174-197, February, DOI: 10.1080/07474938.2014.945336.
• Nawar Hashem & Larry Su, 2015, "Industry Concentration and the Cross-Section of Stock Returns: Evidence from the UK," Journal of Business Economics and Management, Taylor & Francis Journals, volume 16, issue 4, pages 769-785, August, DOI: 10.3846/16111699.2013.833547.
• Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2015, "Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 5, pages 889-900, May, DOI: 10.1080/14697688.2014.943273.
• Yavuz Arslan & Birol Kanik & Bulent Koksal, 2015, "Anticipated vs. Unanticipated House Price Movements and Transaction Volume," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1511.
• Anne Haubo Dyhrberg, 2015, "Hedging Capabilities of Bitcoin. Is it the virtual gold?," Working Papers, School of Economics, University College Dublin, number 201521, Oct.
• Magomet Yandiev, 2015, "Absence Of Interbank Loan Market And Banking Short-Term Liquidity Management Mechanisms: The Most Pressing Problems Of The Islamic Finance Model," Working Papers, Moscow State University, Faculty of Economics, number 0015, Feb.
• Magomet Yandiev, 2015, "The Theory of Finance: A novel finance model being formed on the Internet," Working Papers, Moscow State University, Faculty of Economics, number 0016, Feb.
• Mordecai Kurz & M. Motolese & G. Piccillo & H. Hu, 2015, "Monetary Policy with Diverse Private Expectations," Working Papers, Utrecht School of Economics, number 15-03.
• Fengler, Matthias R. & Herwartz, Helmut, 2015, "Measuring spot variance spillovers when (co)variances are time-varying – the case of multivariate GARCH models," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1517, Jul.
• Andreea Röthig & Andreas Röthig & Carl Chiarella, 2015, "On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 362, Aug.
• LAI, Ping-fu (Brian) & WONG , Wing Ka, 2015, "An Empirical Study Of Relationship Between Share Price And Intrinsic Value Of Company," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 4, pages 65-92.
• TIMUŞ, Angela & IORDACHI, Victoria & FALA, Victoria, 2015, "Regulation Of Institutional Investors’ Activity In The Republic Of Moldova: Problems And New Challenges For The Development Of Domestic Capital Market," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 2, issue 1, pages 104-109.
• Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre‐Olivier Weill, 2015, "Entry and Exit in OTC Derivatives Markets," Econometrica, Econometric Society, volume 83, issue , pages 2231-2292, November.
• Gara Afonso & Ricardo Lagos, 2015, "Trade Dynamics in the Market for Federal Funds," Econometrica, Econometric Society, volume 83, issue , pages 263-313, January.
• Chad Cotti & Richard A. Dunn & Nathan Tefft, 2015, "The Dow is Killing Me: Risky Health Behaviors and the Stock Market," Health Economics, John Wiley & Sons, Ltd., volume 24, issue 7, pages 803-821, July, DOI: 10.1002/hec.3062.
• Yanan Li & David E. Giles, 2015, "Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 20, issue 2, pages 155-177, March.
• Jonas D.M. Fisher, 2015, "On the Structural Interpretation of the Smets–Wouters “Risk Premium” Shock," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 2-3, pages 511-516, March, DOI: 10.1111/jmcb.12184.
• Gara Afonso & Ricardo Lagos, 2015, "The Over‐the‐Counter Theory of the Fed Funds Market: A Primer," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue S2, pages 127-154, June, DOI: 10.1111/jmcb.12216.
• Shouyong Shi & Christine Tewfik, 2015, "Financial Frictions, Investment Delay, and Asset Market Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue S2, pages 155-196, June, DOI: 10.1111/jmcb.12217.
• Benjamin Lester & Guillaume Rocheteau & Pierre‐Olivier Weill, 2015, "Competing for Order Flow in OTC Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue S2, pages 77-126, June, DOI: 10.1111/jmcb.12215.
• Oghenovo Adewale Obrimah & Chidinma Edith Ebere, 2015, "Consolidation Within The Banking Sector And Savings Deposits: Effects On Liquidity, Output, And Profitability Within The Nigerian Economy," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-29, DOI: 10.1142/S2010495215500013.
• Xuejie Chen & Asheber Abebe & Kehao Zhang & John S. Jahera, 2015, "Country Banking Crisis Prediction Using Transvariation Analysis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-21, DOI: 10.1142/S0219091515500010.
• Tsai-Ling Liao & Chih-Jen Huang & Hsiao-Chi Liu, 2015, "Earnings Management During Lockup in Explaining IPO Operating Underperformance," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-21, DOI: 10.1142/S0219091515500022.
• Mohammad Reza Tavakoli Baghdadabad, 2015, "Maximum Drawdown and Risk Tolerances," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-27, DOI: 10.1142/S0219091515500034.
• Jungho Baek & Ji-Yong Seo, 2015, "A Study on Unobserved Structural Innovations of Oil Price: Evidence from Global Stock, Bond, Foreign Exchange, and Energy Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-17, DOI: 10.1142/S0219091515500046.
• Parmendra Sharma & Neelesh Gounder & Dong Xiang, 2015, "Level and Determinants of Foreign Bank Efficiency in a Pacific Island Country," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-26, DOI: 10.1142/S0219091515500058.
• Jimmy E. Hilliard & Jitka Hilliard, 2015, "A Comparison of Rebalanced and Buy and Hold Portfolios: Does Monetary Policy Matter?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-18, DOI: 10.1142/S021909151550006X.
• Cheng-Few Lee & Yasuo Hoshino & Mohd Fazli Mohd Sam, 2015, "Recap of the 22nd Annual Conference on Pacific Basin Finance, Economics, Accounting and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-15, DOI: 10.1142/S0219091515960016.
• Alan Rai, 2015, "Stock Market Illiquidity's Predictive Role Over Economic Growth: The Australian Evidence," 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/S0219091515500071.
• Yu-Cheng Chen & Chia-Hao Lee & Pei-I Chou, 2015, "Stock-Based Compensation and Earnings Management Behaviors," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-33, DOI: 10.1142/S0219091515500083.
• Susan Sunila Sharma & Paresh Narayan & Kannan Thuraisamy, 2015, "Time-Varying Herding Behavior, Global Financial Crisis, and the Chinese Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-31, DOI: 10.1142/S0219091515500095.
• 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.

2014

• Anil V. Mishra & Umaru B. Conteh, 2014, "Australia's Bond Home Bias," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-30, DOI: 10.1142/S0219091514500015.
• Charles Chang & Emily Lin, 2014, "On the Determinants of Basis Spread for Taiwan Index Futures and the Role of Speculators," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-30, DOI: 10.1142/S0219091514500027.
• Bart Frijns & Qiang Lai & Alireza Tourani-Rad, 2014, "Institutional Trading and Stock Returns: Evidence from China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-26, DOI: 10.1142/S0219091514500039.
• Ming-Chang Cheng & Zuwei-Ching Tzeng, 2014, "Effect of Leverage on Firm Market Value and How Contextual Variables Influence this Relationship," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-63, DOI: 10.1142/S0219091514500040.
• Youngtae Yoo & Jaehong Lee & Jinho Chang, 2014, "Distinctive Features of BBB- and BB-Graded Firms Using Earnings Management and Conservatism: Evidence from the Korean Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-31, DOI: 10.1142/S0219091514500052.
• Hsing-Hua Huang & Chia-Fan Lin, 2014, "The Relationship Between Competition and the Fraction of Firms Using Stock-Based Compensation in an Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-18, DOI: 10.1142/S0219091514500064.
• Cheng-Few Lee & Michael Chng & Ed Lin, 2014, "Recap of the 21st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-12, DOI: 10.1142/S0219091514960010.
• William Cheung & Kejing Liu, 2014, "A Comparison of China's Main Board and Growth Enterprise Market Board — Market Microstructure Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-29, DOI: 10.1142/S0219091514500076.
• George Batta & Ananda Ganguly & Joshua George Rosett, 2014, "Disclosure-Derived Financial Statement Adjustments in Equity Valuation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-39, DOI: 10.1142/S0219091514500088.
• Lee-Young Cheng & Ming-Chang Wang & Kung-Chi Chen, 2014, "Institutional Investment Horizons and the Stock Performance of Private Equity Placements: Evidence from the Taiwanese Listed Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-30, DOI: 10.1142/S021909151450009X.
• Nusret Cakici & Kudret Topyan & Chia-Jane Wang, 2014, "Cross-Sectional Return Predictability in Taiwan Stock Exchange: An Empirical Investigation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-44, DOI: 10.1142/S0219091514500106.
• Chia-Jung Tu & Wen-Ling Chen & Tyrone T. Lin, 2014, "Applying DEA on Operating Performance Analysis: Comparison Between Urban and Rural Operating Areas of a Case Telecom Company," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-18, DOI: 10.1142/S0219091514500118.
• Jinlan Ni & Wikil Kwak & Xiaoyan Cheng & Guan Gong, 2014, "The Determinants of Bankruptcy for Chinese Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-22, DOI: 10.1142/S021909151450012X.
• Chiao Yi Chang & Andy Chien & Ya-Ting Hsu, 2014, "Relationship Between Market Orders and Stock Returns: Evidence from Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-23, DOI: 10.1142/S0219091514500131.
• Devinaga Rasiah & David Yoon Kin Tong & Peong Kwee Kim, 2014, "Profitability and Firm Size–Growth Relationship in Construction Companies in Malaysia From 2003 to 2010," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-19, DOI: 10.1142/S0219091514500143.
• Pornchai Chunhachinda & Li Li, 2014, "Income Structure, Competitiveness, Profitability, and Risk: Evidence from Asian Banks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-23, DOI: 10.1142/S0219091514500155.
• Surenderrao Komera & Jijo Lukose P. J., 2014, "Corporate Bankruptcy, Soft Budget Constraints, and Business Group Affiliation: Evidence from Indian Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-28, DOI: 10.1142/S0219091514500167.
• Junmao Chiu & Huimin Chung & Keng-Yu Ho, 2014, "Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-25, DOI: 10.1142/S0219091514500179.
• Zhuo Qiao & Thomas C. Chiang & Lin Tan, 2014, "Empirical Investigation of the Causal Relationships Among Herding, Stock Market Returns, and Illiquidity: Evidence from Major Asian Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-27, DOI: 10.1142/S0219091514500180.
• Chih-Hsiang Chang & Wen-Shan Chiang, 2014, "Conditioned Responses towards Measures Relating to the Capital Cost of Short Sellers: Evidence from Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-27, DOI: 10.1142/S0219091514500192.
• Min Maung, 2014, "Security Issuances in Hot and Cold Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 03, pages 1-45, DOI: 10.1142/S0219091514500209.
• Bharat Kolluri & Susan Machuga & Mahmoud Wahab, 2014, "Co-Movements of US and Asian Equity Markets: Evidence from Asymmetric and Time-Varying Coefficients," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-44, DOI: 10.1142/S0219091514500210.
• M. Monica Hussein & Zhong-Guo Zhou, 2014, "The Initial Return and Its Conditional Return Volatility: Evidence from the Chinese IPO Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-32, DOI: 10.1142/S0219091514500222.
• Thomas A. Thiele, 2014, "Multiscaling and Stock Market Efficiency in China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-22, DOI: 10.1142/S0219091514500234.
• Robin Zorzi & Bettina Friedl, 2014, "The Optimal Hedge Ratio — An Analytical Decision Model Considering Periodical Accounting Constraints," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-36, DOI: 10.1142/S0219091514500246.
• Karen Jingrong Lin & Khondkar Karim & Clairmont Carter, 2014, "Stock Price Informativeness and Idiosyncratic Return Volatility in Emerging Markets: Evidence from China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-28, DOI: 10.1142/S0219091514500258.
• Yu Chuan Huang & Shu Hui Chan, 2014, "The Trading Behavior of Attention Securities with Different Closing Mechanisms: Evidence from Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-16, DOI: 10.1142/S021909151450026X.
• Min Maung & Reza H. Chowdhury, 2014, "Credit Rating Changes and Leverage Adjustments: Concurrent or Continual?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-29, DOI: 10.1142/S0219091514500271.
• Michael Wickens, 2014, "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," Discussion Papers, Department of Economics, University of York, number 14/17, Sep.
• Josip Tica & Mate Rosan, 2014, "Čimbenici kretanja funkcije realne potrošnje kućanstava," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1408, Nov.
• Eichfelder, Sebastian & Lau, Mona, 2014, "Capital gains taxes and asset prices: The impact of tax awareness and procrastination," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 170.
• Gabrieli, Silvia & Georg, Co-Pierre, 2014, "A network view on interbank market freezes," Discussion Papers, Deutsche Bundesbank, number 44/2014.
• Carroll, Christopher D. & Parker, Jonathan A. & Souleles, Nicholas S., 2014, "The benefits of panel data in consumer expenditure surveys," CFS Working Paper Series, Center for Financial Studies (CFS), number 465.
• Sakınç, İlker, 2014, "Using Grey Relational Analysis to Determine the Financial Performance of Turkish Football Clubs," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 1, issue 1, pages 22-33.
• Finger, Karl & Lux, Thomas, 2014, "Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 1.
• Prehn, Sören & Glauben, Thomas & Loy, Jens-Peter & Pies, Ingo & Will, Matthias Georg, 2014, "The impact of long-only index funds on price discovery and market performance in agricultural futures markets
  [Der Einfluss von Long-only-Indexfonds auf die Preisfindung und das Marktergebnis an landwirtschaftlichen Warenterminmärkten]," IAMO Discussion Papers, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), number 147.
• Igor Barhatov & Ekaterina Biruykova & Igor Afanasev, 2014, "Institutional Problems Of Financial Capital Mobilization In Modern Russian Economy," CBU International Conference Proceedings, ISE Research Institute, volume 2, issue 0, pages 65-74, July, DOI: 10.12955/cbup.v2.447.
• Prehn, Sören & Glauben, Thomas & Loy, Jens-Peter & Pies, Ingo & Will, Matthias Georg, 2014, "The impact of long-only index funds on price discovery and market performance in agricultural futures markets," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 169081, DOI: 10.22004/ag.econ.169081.
• Beteto Wegner, Danilo Lopomo, 2014, "Network Formation and Financial Fragility," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 179222, May, DOI: 10.22004/ag.econ.179222.
• Beteto Wegner, Danilo Lopomo, , "A Reinterpretation of the Gordon and Barro Model in Terms of Financial Stability," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 182483, DOI: 10.22004/ag.econ.182483.
• Marian Siminica & Mirela Ganea & Silviu Cârstina, 2014, "Subjective Nature Of Asset Valuation Yield Method," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 42, pages 7-12.
• Prof. Marian Siminica Ph. D & Lector. Mirela Ganea Ph. D & Stud. Silviu Carstina Ph.D Student, 2014, "Estimate Profitability Indicators In The Assessment Process," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 22, pages 172-176, APRIL.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014, "Nonparametric estimation and inference for conditional density based Granger causality measures," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2014025, Jan.
• Picorelli, Julieta, 2014, "Sovereign default risk and depositor behavior. The case of Greece," Revista de Economía Política de Buenos Aires, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), issue 13, pages 109-144, December.
• José Valentim Machado Vicente & Gustavo Silva Araújo & Paula Baião Fisher De Castro & Felipe Noronha Tavares, 2014, "Assessing Day-To-Day Volatility: Doesthe Trading Time Matter?," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 130.
• Chester Spatt, 2014, "Security Market Manipulation," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 405-418, December.
• Ing-Haw Cheng & Wei Xiong, 2014, "Financialization of Commodity Markets," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 419-441, December.
• Javier Bianchi & Saki Bigio, 2014, "Banks, Liquidity Management and Monetary Policy," Working Papers, Peruvian Economic Association, number 18, Sep.
• Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou, 2014, "Correlation structure and principal components in global crude oil market," Papers, arXiv.org, number 1405.5000, May.
• Ron Alquist & Gregory Bauer & Antonio Diez de los Rios, 2014, "What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?," Staff Working Papers, Bank of Canada, number 14-42, DOI: 10.34989/swp-2014-42.
• Jose Renato Haas Ornelas & Antonio Francisco de Almeida Silva Jr, 2014, "Testing the Liquidity Preference Hypothesis using Survey Forecasts," Working Papers Series, Central Bank of Brazil, Research Department, number 353, Apr.
• Hernández del Valle Gerardo & Pacheco-González Carlos, 2014, "Valuation of credit default swaps via Bessel bridges," Working Papers, Banco de México, number 2014-27, Dec.
• Karen Juliet Leiton Rodríguez & Juan Sebastián Rassa Robayo & Juan Sebastián Rojas Moreno, 2014, "Mercado de Deuda Corporativa en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 829, Jul, DOI: 10.32468/be.829.
• Nathali Cardozo Alvarado & Juan Sebastián Rassa Robayo & Juan Sebastián Rojas Moreno, 2014, "Caracterización del Mercado de Derivados Cambiarios en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 860, Dec, DOI: 10.32468/be.860.
• Silvia Gabrieli & C.-P. Georg, 2014, "A network view on interbank market freezes," Working papers, Banque de France, number 531.
• Fegar, G., 2014, "Les crédits nouveaux à l’habitat des ménages : les tendances à mi-2014," Bulletin de la Banque de France, Banque de France, issue 198, pages 1-8.
• G. Fegar., 2014, "New housing loans to households: trends up to mid-2014," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 36, pages 5-16, winter.
• Oliver Gloede & Lukas Menkhoff, 2014, "Financial Professionals' Overconfidence: Is It Experience, Function, or Attitude?," European Financial Management, European Financial Management Association, volume 20, issue 2, pages 236-269, March, DOI: 10.1111/j.1468-036X.2011.00636.x.
• Marco Taboga, 2014, "What Is a Prime Bank? A Euribor–OIS Spread Perspective," International Finance, Wiley Blackwell, volume 17, issue 1, pages 51-75, March.
• Junior Maih, 2014, "Efficient Perturbation Methods for Solving Regime-Switching DSGE Models," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 10/2014, Dec.
• Faidon Kalfaoglou, 2014, "European banking union: “Europeanising” banks’ financial safety net," Economic Bulletin, Bank of Greece, issue 39, pages 37-72, July.
• E. Agliardi & N. Koussis, 2014, "Debt Maturity Choices, Multi-stage Investments and Financing Constraints," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp980, Nov.
• Nihal Bayraktar, 2014, "Measuring relative development level of stock markets: Capacity and effort of countries," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 2, pages 74-95, June.
• Ulkem Basdas & Adil Oran, 2014, "Event studies in Turkey," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 3, pages 167-188, September.
• Shaista Arshad & Syed Aun R. Rizvi & Mansor H. Ibrahim, 2014, "Tripartite analysis across business cycles in Turkey: A multi-timescale inquiry of efficiency, volatility and integration," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 4, pages 224-235, December.
• Kollias Christos & Papadamou Stephanos & Psarianos Iacovos, 2014, "Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 20, issue 2, pages 267-292, April, DOI: 10.1515/peps-2013-0050.
• José Valentim Machado Vicente & Gustavo Silva Araujo & Paula Baião Fisher de Castro & Felipe Noronha Tavares, 2014, "Assessing Day-to-Day Volatility: Does the Trading Time Matter?," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 1, pages 41-66.
• Pedro Luiz Albertin Bono Milan & William Eid Junior, 2014, "High Portfolio Turnover And Performance Of Equity Mutual Funds," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 4, pages 469-497.
• Karl-Peter Schackmann-Fallis & Mirko Weiss, 2014, "Régulation des marchés financiers et financement des entreprises," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 209-232.
• Thomas Grjebine & Urszula Szczerbowicz & Fabien Tripier, 2014, "Corporate Debt Structure and Economic Recoveries," Working Papers, CEPII research center, number 2014-19, Nov.
• Fanny Warman D. & María José Roa, 2014, "Intermediarios financieros no bancarios en América Latina: ¿banca paralela?," Documentos de Investigación - Research Papers, CEMLA, number 16, Jun.
• Karen Juliet Leiton Rodr�guez & Juan Sebasti�n Rassa Robayo & Juan Sebasti�n Rojas Moreno, 2014, "Mercado de Deuda Corporativa en Colombia," Borradores de Economia, Banco de la Republica, number 11921, Jul.
• Nathali Cardozo Alvarado & Juan Sebasti�n Rassa Robayo & Juan Sebasti�n Rojas Moreno, 2014, "Caracterizaci�n del Mercado de Derivados Cambiarios en Colombia," Borradores de Economia, Banco de la Republica, number 12387, Dec.
• Gastón Silverio Milanesi, 2014, "Momentos estocásticos de orden superior y la estimación de lavolatilidad implícita: aplicación de la expansión de Edgeworth en elmodelo Black-Scholes," Estudios Gerenciales, Universidad Icesi.
• Juan Pablo Durán Ortiz, 2014, "Financialization: The AIDS of economic system," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 12299, Jul.
• Hassan, Tarek & Mertens, Thomas M., 2014, "The Social Cost of Near-Rational Investment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10007, Jun.
• Haber, Stephen H & Weidenmier, Marc & Oosterlinck, Kim & Mitchener, Kris, 2014, "Predicting Winners in Civil Wars," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10109, Aug.
• Veldkamp, Laura & Orlik, Anna, 2014, "Understanding Uncertainty Shocks and the Role of Black Swans," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10147, Sep.
• Wickens, Michael R., 2014, "How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10197, Oct.
• Ghysels, Eric & Jagannathan, Ravi & Chabot, Benjamin, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10234, Nov.
• Ghysels, Eric & Andreou, Elena, 2014, "Predicting the VIX and the Volatility Risk Premium: What's Credit and Commodity Volatility Risk Got To Do With It?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10236, Nov.
• Cukierman, Alex, 2014, "Euro-Area and US Banks Behavior, and ECB-Fed Monetary Policies during the Global Financial Crisis: A Comparison," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10289, Dec.
• Veronesi, Pietro & Nozawa, Yoshio & Culp, Christopher L., 2014, "Option-Based Credit Spreads," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10318, Dec.
• Fratzscher, Marcel & Forbes, Kristin & Straub, Roland, 2014, "Capital Controls and Macroprudential Measures: What Are They Good For?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9798, Jan.