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

• Onali, Enrico & Ginesti, Gianluca, 2015, "Sins of Omission in Value Relevance Empirical Studies," MPRA Paper, University Library of Munich, Germany, number 64265, Apr.
• Onali, Enrico & Ginesti, Gianluca, 2015, "New Accounting Rules for Loan Loss Provisions in Europe: Much Ado about Nothing?," MPRA Paper, University Library of Munich, Germany, number 64266, Jan, revised 10 May 2015.
• Reinhart, Carmen & Reinhart, Vincent, 2015, "Financial Crises, Development, and Growth: A Long-term Perspective," MPRA Paper, University Library of Munich, Germany, number 64488, Feb.
• Ali, Muhammad & Syed ali, Raza & Chin-Hong, Puah, 2015, "Factors affecting intention to use Islamic personal financing in Pakistan: Evidence from the modified TRA model," MPRA Paper, University Library of Munich, Germany, number 66023, Aug.
• Altunok, Fatih & Mitchell, Karlyn & Pearce, Douglas, 2015, "The trade credit channel and monetary policy transmission: empirical evidence from U.S. panel data," MPRA Paper, University Library of Munich, Germany, number 66273, Aug.
• Mehta, Deepshikha, 2015, "Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices," MPRA Paper, University Library of Munich, Germany, number 66494, Aug.
• Rhodes, Kevin M, 2015, "Impacts on investors sentiments of financial crisis- A study with references of recent financial crisis," MPRA Paper, University Library of Munich, Germany, number 66595, Sep.
• Hasan, Zubair, 2015, "Risk-sharing: the sole basis of Islamic finance? It is time for a serious rethink," MPRA Paper, University Library of Munich, Germany, number 66895.
• Ali, Muhammad & Raza, Syed Ali & Chin-Hong, Puah, 2015, "Islamic home financing in Pakistan: A SEM based approach using modified TPB model," MPRA Paper, University Library of Munich, Germany, number 67877, Sep, revised 02 Sep 2015.
• Bhaduri, Saumitra & Gupta, Saurabh, 2015, "Understanding Investor behavior and it's implications on Capital Markets - The Indian Context," MPRA Paper, University Library of Munich, Germany, number 67948, Nov.
• Bornah, Mathew, 2015, "The approach of the host cities to the issue of managing the stadiums following Euro 2012," MPRA Paper, University Library of Munich, Germany, number 68204, Dec.
• Wang, Danli & Chong, Terence Tai Leung, 2015, "Political Turnover and the Stock Performance of SOEs in China," MPRA Paper, University Library of Munich, Germany, number 68459, Nov.
• Gabrisch, Hubert, 2015, "Cross-border finance, trade imbalances and competitiveness in the euro area," MPRA Paper, University Library of Munich, Germany, number 68518, Dec.
• Chatziantoniou, Ioannis & Filis, George & Floros, Christos, 2015, "Asset prices regime-switching and the role of inflation targeting monetary policy," MPRA Paper, University Library of Munich, Germany, number 68666.
• Uddin, Md Akther & Sultan, Yousuf & Hosen, Mosharrof & Ullah, Nazim, 2015, "A critical analysis of Islamic bond: A case study on Sunway Treasury Sukuk," MPRA Paper, University Library of Munich, Germany, number 68785, Nov.
• Hirshleifer, David & Daniel, Kent, 2015, "Overconfident investors, predictable returns, and excessive trading," MPRA Paper, University Library of Munich, Germany, number 69002, Oct.
• Gordon, Leo-Rey, 2015, "The Absorption Ratio as an Indicator for Macro-prudential Monitoring in Jamaica," MPRA Paper, University Library of Munich, Germany, number 69966.
• Ghouse, Ghulam & Khan, Saud Ahmed & Arshad, Muhammad, 2015, "Time Varying Volatility Modeling of Pakistani and leading foreign stock markets," MPRA Paper, University Library of Munich, Germany, number 70080, Dec.
• Ghouse, Ghulam & Khan, Saud Ahmed & Arshad, Muhammad, 2015, "Time Varying Volatility Modeling of Pakistani and leading foreign stock markets," MPRA Paper, University Library of Munich, Germany, number 70117, Dec.
• Bouoiyour, Jamal & Selmi, Refk & Miftah, Amal, 2015, "“Every cloud has a silver lining”; to what extent does the Arab Spring accelerate the integration among Arab monarchies?," MPRA Paper, University Library of Munich, Germany, number 70942, Dec.
• Liu, Jia & Maheu, John M, 2015, "Improving Markov switching models using realized variance," MPRA Paper, University Library of Munich, Germany, number 71120, Sep.
• Fengler, Matthias R. & Herwartz, Helmut, 2015, "Measuring spot variance spillovers when (co)variances are time-varying - the case of multivariate GARCH models," MPRA Paper, University Library of Munich, Germany, number 72197, Mar, revised 10 Jun 2016.
• Bell, Peter N, 2015, "Effects of Long Cycles in Cash Flows on Present Value," MPRA Paper, University Library of Munich, Germany, number 72681, Nov.
• Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Salah Uddin, Gazi, 2015, "Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets," MPRA Paper, University Library of Munich, Germany, number 73397, Sep, revised Feb 2016.
• Uslu, Semih, 2015, "Pricing and Liquidity in Decentralized Asset Markets," MPRA Paper, University Library of Munich, Germany, number 73901, Nov, revised 21 Sep 2016.
• SK, Shanthi & Nangia, Vinay Kumar & Sircar, Sanjoy & Reddy, Kotapati Srinivasa, 2015, "Banking and Financial Regulation in Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 74289, revised 2015.
• Bekiros, Stelios & Boubaker, Sabri & Nguyen, Duc Khuong & Uddin, Gazi Salah, 2015, "Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 75740, Oct, revised Nov 2016.
• Gourène, Grakolet Arnold Zamereith & Mendy, Pierre, 2015, "Oil Prices and African Stock Markets Co-movement: A Time and Frequency Analysis," MPRA Paper, University Library of Munich, Germany, number 75852, Dec.
• Harefa, Meilinda Stefani, 2015, "Pengaruh Good Corporate Governance (GCG) dan Struktur Modal Terhadap Nilai Perusahaan dengan kinerja Keuangan Sebagai Variabel Mediasi (Studi Pada Perusahaan Manufaktur yang Terdaftar di Bursa Efek Indonesia)
  [Analysis The Influence of Good Corpor," MPRA Paper, University Library of Munich, Germany, number 77038, Feb.
• Heidari, Hassan & Ebrahimi Torki, Mahyar & Babaei Balderlou, Saharnaz, 2015, "How Do Different Oil Price Shocks Affect the Relationship Between Oil and Stock Markets?," MPRA Paper, University Library of Munich, Germany, number 80273, Jan, revised 24 Dec 2016.
• Khan, Muhammad Kamran & Nouman, Mohammad & Imran, Muhammad, 2015, "Determinants of financial performance of financial sectors (An assessment through economic value added)," MPRA Paper, University Library of Munich, Germany, number 81281, Oct.
• Jaffery, Ada & Mamoon, Dawood, 2015, "Socio-economic Perspective of Microfinance as a poverty reduction tool," MPRA Paper, University Library of Munich, Germany, number 81485, Jan.
• Sani Ibrahim, Saifullahi & Tanimu, Nuruddeen, 2015, "The Linkages between Trade Openness, Financial Openness and Economic Growth in Nigeria," MPRA Paper, University Library of Munich, Germany, number 87494, Sep, revised 06 Aug 2016.
• Katuka, Blessing & Dzingirai, Canicio, 2015, "Micro and Macro Drivers of Credit Risk: The Case of Zimbabwean Banking Industry (2009-2013)," MPRA Paper, University Library of Munich, Germany, number 92688, revised 2018.
• Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta, 2015, "Identifying Asymmetries between Socially Responsible and Conventional Investments," Working Papers, University of Pretoria, Department of Economics, number 201537, Jun.
• Felipe Rezende, 2015, "Why does Brazil’s banking sector need public banks? What should BNDES do?," PSL Quarterly Review, Economia civile, volume 68, issue 274, pages 239-275.
• Charnchai Leuwattanachotinan & Casper G. de Vries, 2015, "Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 2, Sep.
• Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2016, "Global Imbalances and Currency Wars at the ZLB," Working Paper, Harvard University OpenScholar, number 344401, Jan.
• Thomas Philippon & Joseba Martinez & Miguel de Faria e Castro, 2015, "Runs versus Lemons: Information Disclosure and Fiscal Capacity," 2015 Meeting Papers, Society for Economic Dynamics, number 1146.
• Kaiji Chen, 2015, "Trends and Cycles in China's Macroeconomy," 2015 Meeting Papers, Society for Economic Dynamics, number 145.
• Anna Costello & Nina Boyarchenko, 2015, "Counterparty Risk in Material Supply Contracts," 2015 Meeting Papers, Society for Economic Dynamics, number 235.
• Guillermo Ordonez & Gary Gorton, 2015, "Good Booms, Bad Booms," 2015 Meeting Papers, Society for Economic Dynamics, number 292.
• Josip Arneric & Zdravka Aljinovic & Tea Poklepovic, 2015, "Extraction of market expectations from risk-neutral density," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 33, issue 2, pages 235-256.
• Co-Pierre Georg & Silvia Gabrieli, 2015, "A Network View on Interbank Market Freezes," ERSA Working Paper Series, Economic Research Southern Africa, number 488, Jan.
• Audrey N. Bekale & Cobus Vermeulen & Erika Botha, 2015, "Institutionalisation of Derivatives Trading and Economic Growth: Evidence from South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 505, Mar.
• Michalis Makrominas, 2015, "The impact of analyst-investor disagreement on the cross-section of implied cost of capital," Australian Journal of Management, Australian School of Business, volume 40, issue 2, pages 224-244, May, DOI: 10.1177/0312896214528185.
• Lorraine D’Mello & Sheeja Sivaprasad, 2015, "An Investment Strategy Based on Leverage: Evidence from BSE 500," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 3, pages 210-238, December, DOI: 10.1177/0972652715601910.
• Claudio Sardoni, 2015, "The functions of money and the demand for liquidity," Working Papers, Sapienza University of Rome, DISS, number 3/15, Aug.
• Asif Mahmood, 2015, "Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 71, Dec.
• Sam Langfield & Marco Pagano, 2015, "Bank Bias in Europe: Effects on Systemic Risk and Growth," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 408, Jun.
• Fabien Mercier, 2015, "The validity and time-horizon of the Fed model for equity valuation: a co-integration approach," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 3, pages 24-49, May, DOI: 10.7172/2353-6845.jbfe.2015.1.2.
• Carmen M. Reinhart & Kenneth S. Rogoff, 2015, "Financial and Sovereign Debt Crises: Some Lessons Learned and Those Forgotten," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 4, pages 5-17, June, DOI: 10.7172/2353-6845.jbfe.2015.2.1.
• Tomasz Michalski & Adam Sliwinski, 2015, "The Paradigm of Finance and New Risks as Drivers of Systemic Risk (Paradygmat finansow i nowe rodzaje ryzyka jako nosniki ryzyka systemowego)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 13, issue 55, pages 9-18.
• Michele Bernini & Alberto Montagnoli, 2015, "Competition and financial constraints: a two-sided story," Working Papers, The University of Sheffield, Department of Economics, number 2015018, Aug.
• 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.