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

2014

• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014, "Nonparametric estimation and inference for conditional density based Granger causality measures," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 251-264, DOI: 10.1016/j.jeconom.2014.03.001.
• Basso, Antonella & Funari, Stefania, 2014, "Constant and variable returns to scale DEA models for socially responsible investment funds," European Journal of Operational Research, Elsevier, volume 235, issue 3, pages 775-783, DOI: 10.1016/j.ejor.2013.11.024.
• Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip & Chan, Eric, 2014, "Exchange rate fluctuations and international portfolio rebalancing," Emerging Markets Review, Elsevier, volume 18, issue C, pages 34-44, DOI: 10.1016/j.ememar.2013.11.004.
• Jin, Xisong & Nadal De Simone, Francisco, 2014, "A framework for tracking changes in the intensity of investment funds' systemic risk," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 343-368, DOI: 10.1016/j.jempfin.2014.09.002.
• Morana, Claudio, 2014, "Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 64-79, DOI: 10.1016/j.jempfin.2014.06.001.
• Medina, Vicente & Pardo, Ángel & Pascual, Roberto, 2014, "The timeline of trading frictions in the European carbon market," Energy Economics, Elsevier, volume 42, issue C, pages 378-394, DOI: 10.1016/j.eneco.2014.01.008.
• Brigida, Matthew, 2014, "The switching relationship between natural gas and crude oil prices," Energy Economics, Elsevier, volume 43, issue C, pages 48-55, DOI: 10.1016/j.eneco.2014.01.014.
• Charlot, Philippe & Marimoutou, Vêlayoudom, 2014, "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Energy Economics, Elsevier, volume 44, issue C, pages 456-467, DOI: 10.1016/j.eneco.2014.04.021.
• Arreola Hernandez, Jose, 2014, "Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization," Energy Economics, Elsevier, volume 45, issue C, pages 528-536, DOI: 10.1016/j.eneco.2014.08.015.
• Alhaj-Yaseen, Yaseen S. & Lam, Eddery & Barkoulas, John T., 2014, "Price discovery for cross-listed firms with foreign IPOs," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 80-87, DOI: 10.1016/j.irfa.2013.09.006.
• Bo, Hong & Driver, Ciaran & Lin, Hsiang-Chun Michael, 2014, "Corporate investment during the financial crisis: Evidence from China," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 1-12, DOI: 10.1016/j.irfa.2014.07.002.
• Choudhry, Taufiq & Jayasekera, Ranadeva, 2014, "Returns and volatility spillover in the European banking industry during global financial crisis: Flight to perceived quality or contagion?," International Review of Financial Analysis, Elsevier, volume 36, issue C, pages 36-45, DOI: 10.1016/j.irfa.2014.05.003.
• Smales, Lee A., 2014, "News sentiment and the investor fear gauge," Finance Research Letters, Elsevier, volume 11, issue 2, pages 122-130, DOI: 10.1016/j.frl.2013.07.003.
• Todorova, Neda & Souček, Michael, 2014, "Overnight information flow and realized volatility forecasting," Finance Research Letters, Elsevier, volume 11, issue 4, pages 420-428, DOI: 10.1016/j.frl.2014.07.001.
• Jin, Xisong & Nadal De Simone, Francisco de A., 2014, "Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach," Journal of Financial Stability, Elsevier, volume 14, issue C, pages 81-101, DOI: 10.1016/j.jfs.2013.12.004.
• Tasca, Paolo & Mavrodiev, Pavlin & Schweitzer, Frank, 2014, "Quantifying the impact of leveraging and diversification on systemic risk," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 43-52, DOI: 10.1016/j.jfs.2014.08.006.
• Fonseka, M.M. & Colombage, Sisira R.N. & Tian, Gao-Liang, 2014, "Effects of regulator's announcements, information asymmetry and ownership changes on private equity placements: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 126-149, DOI: 10.1016/j.intfin.2013.11.008.
• Ye, George L., 2014, "The interactions between China and US stock markets: New perspectives," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 331-342, DOI: 10.1016/j.intfin.2014.04.008.
• Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2014, "Does central bank transparency affect stock market volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 362-377, DOI: 10.1016/j.intfin.2014.05.002.
• Lei, Xiaoyan & Zhou, Yuegang & Zhu, Xiaoneng, 2014, "Capital gains and trading," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 167-183, DOI: 10.1016/j.intfin.2014.06.002.
• Smales, Lee A., 2014, "Political uncertainty and financial market uncertainty in an Australian context," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 415-435, DOI: 10.1016/j.intfin.2014.07.002.
• Manahov, Viktor & Hudson, Robert & Linsley, Philip, 2014, "New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 299-316, DOI: 10.1016/j.intfin.2014.08.007.
• Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong, 2014, "Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 354-366, DOI: 10.1016/j.intfin.2014.09.003.
• Bradrania, M. Reza & Peat, Maurice, 2014, "Characteristic liquidity, systematic liquidity and expected returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 78-98, DOI: 10.1016/j.intfin.2014.07.013.
• Bhanot, Karan & Burns, Natasha & Hunter, Delroy & Williams, Michael, 2014, "News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 51-63, DOI: 10.1016/j.jbankfin.2013.09.015.
• Tolikas, Konstantinos, 2014, "Unexpected tails in risk measurement: Some international evidence," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 476-493, DOI: 10.1016/j.jbankfin.2013.07.022.
• Liu, Chunping & Minford, Patrick, 2014, "How important is the credit channel? An empirical study of the US banking crisis," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 119-134, DOI: 10.1016/j.jbankfin.2013.12.017.
• Hutson, Elaine & Laing, Elaine, 2014, "Foreign exchange exposure and multinationality," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 97-113, DOI: 10.1016/j.jbankfin.2014.03.002.
• Huang, Lin & Wang, Zijun, 2014, "Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 219-232, DOI: 10.1016/j.jbankfin.2014.04.016.
• Guo, Hui & Qiu, Buhui, 2014, "Options-implied variance and future stock returns," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 93-113, DOI: 10.1016/j.jbankfin.2014.04.002.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2014, "The spillover effects of unremunerated reserve requirements: Evidence from Thailand," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 338-351, DOI: 10.1016/j.jbankfin.2014.03.021.
• Belghitar, Yacine & Clark, Ephraim & Deshmukh, Nitin, 2014, "Does it pay to be ethical? Evidence from the FTSE4Good," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 54-62, DOI: 10.1016/j.jbankfin.2014.06.027.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2014, "Does relationship matter? The choice of financial advisors," Journal of Economics and Business, Elsevier, volume 73, issue C, pages 22-47, DOI: 10.1016/j.jeconbus.2013.12.002.
• Bayraktar, Nihal, 2014, "Fixed investment/fundamental sensitivities under financial constraints," Journal of Economics and Business, Elsevier, volume 75, issue C, pages 25-59, DOI: 10.1016/j.jeconbus.2014.05.001.
• Camargo, Braz & Lester, Benjamin, 2014, "Trading dynamics in decentralized markets with adverse selection," Journal of Economic Theory, Elsevier, volume 153, issue C, pages 534-568, DOI: 10.1016/j.jet.2014.07.013.
• Gnabo, Jean-Yves & Hvozdyk, Lyudmyla & Lahaye, Jérôme, 2014, "System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 147-174, DOI: 10.1016/j.jimonfin.2014.07.002.
• Choudhry, Taufiq & Jayasekera, Ranadeva, 2014, "Market efficiency during the global financial crisis: Empirical evidence from European banks," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 299-318, DOI: 10.1016/j.jimonfin.2014.03.008.
• Adcock, Christopher & Hua, Xiuping & Mazouz, Khelifa & Yin, Shuxing, 2014, "Does the stock market reward innovation? European stock index reaction to negative news during the global financial crisis," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 470-491, DOI: 10.1016/j.jimonfin.2014.06.004.
• Todorova, Neda & Worthington, Andrew & Souček, Michael, 2014, "Realized volatility spillovers in the non-ferrous metal futures market," Resources Policy, Elsevier, volume 39, issue C, pages 21-31, DOI: 10.1016/j.resourpol.2013.10.008.
• Dana, R.A. & Le Van, C., 2014, "Efficient allocations and equilibria with short-selling and incomplete preferences," Journal of Mathematical Economics, Elsevier, volume 53, issue C, pages 101-105, DOI: 10.1016/j.jmateco.2014.06.003.
• Bhattacharjee, Kaushik & Bang, Nupur Pavan & Mamidanna, Sravya, 2014, "Transmission of pricing information between level III ADRs and their underlying domestic stocks: Empirical evidence from India," Journal of Multinational Financial Management, Elsevier, volume 24, issue C, pages 43-59, DOI: 10.1016/j.mulfin.2013.12.001.
• Hammoudeh, Shawkat & Mensi, Walid & Reboredo, Juan Carlos & Nguyen, Duc Khuong, 2014, "Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 189-206, DOI: 10.1016/j.pacfin.2014.10.001.
• Siougle, Georgia & Spyrou, Spyros I. & Tsekrekos, Andrianos E., 2014, "Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 148-172, DOI: 10.1016/j.ribaf.2013.07.003.
• Al-Shboul, Mohammad & Anwar, Sajid, 2014, "Pricing of the currency risk in the Canadian equity market," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 173-194, DOI: 10.1016/j.ribaf.2013.07.002.
• Tihomir Domazet, 2014, "Investicije kao uzrok krize i investicije u novoj ekonomici rasta i pune zaposlenosti," Ekonomija Economics, Rifin d.o.o., volume 21, issue 1, pages 1-26.
• Gerald Epstein, 2014, "Restructuring finance to promote productive employment," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 11, issue 2, pages 161-170, September.
• Michael Donadelli, 2014, "Measuring Financial Integration: Evidence from Ten Industries in a “US-Emerging World”," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096005.
• Jonathan A. Batten & Niklas F. Wagner, 2014, "Introduction to Risk Management Post Financial Crisis: A Period of Monetary Easing," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096019.
• Stavros Degiannakis & Apostolos Kiohos, 2014, "Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices," Journal of Economic Studies, Emerald Group Publishing Limited, volume 41, issue 2, pages 216-232, March, DOI: 10.1108/JES-06-2012-0082.
• Xin Shen & Mark J. Holmes, 2014, "Are stock prices stationary? Some new evidence from a panel data approach," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 31, issue 4, pages 387-405, September, DOI: 10.1108/SEF-09-2012-0106.
• van Dijk, M.A., 2014, "The Social Value of Finance," ERIM Inaugural Address Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam., number EIA-2014-055-F&A, Mar.
• Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014, "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-20.
• Ikram ul Haq & Kashif Rashid, 2014, "Stock Market Efficiency and Size of the Firm: Empirical Evidence from Pakistan," Oeconomics of Knowledge, Saphira Publishing House, volume 6, issue 1, pages 10-31, March.
• Özgür Orhangazi, 2014, "Financial deregulation and the 2007-08 US financial crisis," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper49, Aug.
• Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2014, "Perturbation methods for Markov-switching DSGE models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-16, Aug.
• Canlin Li & Min Wei, 2014, "Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-07, Mar.
• Li Lin & Dimitrios P. Tsomocos & Alexandros Vardoulakis, 2014, "Debt Deflation Effects of Monetary Policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-37, May.
• Jonas D. M. Fisher, 2014, "On the Structural Interpretation of the Smets-Wouters “Risk Premium” Shock," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-8, Oct.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014, "Momentum Trading, Return Chasing and Predictable Crashes," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-27, Nov.
• YiLi Chien & Harold L. Cole & Hanno Lustig, 2014, "Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy," Working Papers, Federal Reserve Bank of St. Louis, number 2014-14, Jul, DOI: 10.20955/wp.2014.014.
• Javier Bianchi & Saki Bigio, 2014, "Banks, Liquidity Management, and Monetary Policy," Staff Report, Federal Reserve Bank of Minneapolis, number 503, Sep.
• Gara M. dup Afonso & Ricardo Lagos, 2014, "The over-the-counter theory of the fed funds market: a primer," Staff Reports, Federal Reserve Bank of New York, number 660, Dec.
• Benjamin Lester & Guillaume Rocheteau & Pierre-Olivier Weill, 2014, "Competing for order flow in OTC markets," Working Papers, Federal Reserve Bank of Philadelphia, number 14-9, Mar.
• V. Mau & I. Kiyutsevskaya & P. Trunin & A. Mamedov & S. Belev & M. Dechko & A. Alaev & I. Arlashkin & A. Deryugin & V. Nazarov & A. Abramov & M. Khromov & A. Shadrin & O. Izryadnova & S. Tsukhlo & E. , 2014, "Раздел 3. Финансовые Рынки И Финансовые Институты," Book Chapters, Gaidar Institute for Economic Policy, chapter 3, in: S. Sinelnikov-Murylev & A. Radygin & L. Freikman & N. Glavatskaya, "Российская Экономика В 2013 Году. Тенденции И Перспективы (Выпуск 35)".
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets in Russia in December 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 12-14, January.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets in Russia in February 2013," Russian Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 9-12, February.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets in Russia in January 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 12-15, January.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets In March 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 11-14, April.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "FINANCIAL MARKET IN March 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 9-12, May.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets In May 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 9-12, June.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets In June2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 7, pages 10-13, July.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Market In July 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 9-12, August.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Market In August 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 9, pages 10-13, September.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Financial Markets In September 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 11-14, September.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "FINANCIAL MARKETS IN October 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 10-13, November.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "FINANCIAL MARKET IN October 2014," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 10-13, December.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 12-15, январь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 11-14, Февраль.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 3, pages 10-13, Март.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 11-13, Апрель.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 10-13, Май.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 10-13, Июнь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 7, pages 11-14, Июль.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 8, pages 9-12, Август.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 9, pages 10-13, Сентябрь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 11-14, Октябрь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 11, pages 9-12, Ноябрь.
• Nikita Andrievskiy & Elizaveta Khudko, 2014, "Финансовые Рынки," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 11-14, Декабрь.

2013

• Christian Walter, 2013, "Ethics and Finance: A Shift to Performation الأخلاقيات والمالية: التحول إلى التصور," Chapters of books published by the Islamic Economics Institute, KAAU or its faculty members., King Abdulaziz University, Islamic Economics Institute., chapter 15, in: Islamic Economics Institute, "Lectures in Islamic Economics and Finance, Selected From Wednesday Seminars-08 محاضرات في الاقتصاد والتمويل الإسلامي ، مختارة من حوارات الأربعاء - 08".
• Shane, Mathew & Roe, Terry, 2013, "What the Eurozone Problem Means for U.S. Agricultural Exports," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, volume 28, issue 2, pages 1-6, DOI: 10.22004/ag.econ.151493.
• Revoredo-Giha, C. & Zuppiroli, M., 2013, "Commodity futures markets: are they an effective price risk management tool for the European wheat supply chain ?," 2013 Second Congress, June 6-7, 2013, Parma, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 149773, Jun, DOI: 10.22004/ag.econ.149773.
• Prehn, Sören & Glauben, Thomas & Loy, Jens-Peter & Pies, Ingo & Will, Matthias Georg, 2013, "Der Einfluss von Long-only-Indexfonds auf die Preisfindung und das Marktergebnis an landwirtschaftlichen Warenterminmärkten," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 161078, DOI: 10.22004/ag.econ.161078.
• Amosson, Stephen H. & Anderson, David P. & Bevers, Stanley J. & Hogan, Robert J., Jr. & McCorkle, Dean A. & Robinson, John R.C. & Smith, Jackie & Waller, Mark L. & Welch, Mark & Williams, Emmy, , "Have Farmers and Ranchers Lost Confidence in Futures Markets?," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 142998, DOI: 10.22004/ag.econ.142998.
• Almánzar, Miguel & Torero, Máximo & Grebmer, Klaus von, 2013, "Futures Commodities Prices and Media Coverage," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 149414, May, DOI: 10.22004/ag.econ.149414.
• Cotti, Chad & Dunn, Richard A. & Tefft, Nathan, , "The Dow is Killing Me: Risky Health Behaviors and the Stock Market," Working Paper series, University of Connecticut, Charles J. Zwick Center for Food and Resource Policy, number 159976, DOI: 10.22004/ag.econ.159976.
• Suresh Sundaresan, 2013, "A Review of Merton’s Model of the Firm’s Capital Structure with Its Wide Applications," Annual Review of Financial Economics, Annual Reviews, volume 5, issue 1, pages 21-41, November.
• Paolo Tasca & Pavlin Mavrodiev & Frank Schweitzer, 2013, "Quantifying the Impact of Leveraging and Diversification on Systemic Risk," Papers, arXiv.org, number 1303.5552, Mar.
• Erhan Bayraktar & Yuchong Zhang & Zhou Zhou, 2013, "A note on the Fundamental Theorem of Asset Pricing under model uncertainty," Papers, arXiv.org, number 1309.2728, Sep, revised Sep 2014.
• Marc Busse & Michel Dacorogna & Marie Kratz, 2013, "The impact of systemic risk on the diversification benefits of a risk portfolio," Papers, arXiv.org, number 1312.0506, Dec.
• Yuri Biondi & Simone Righi, 2013, "What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary," Papers, arXiv.org, number 1312.7460, Dec.
• Carlo Altavilla & Riccardo Costantini & Raffaella Giacomini, 2013, "Bond returns and market expectations," CeMMAP working papers, Institute for Fiscal Studies, number 20/13, May, DOI: 10.1920/wp.cem.2013.2013.
• Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2013, "Anchoring the yield curve using survey expectations," CeMMAP working papers, Institute for Fiscal Studies, number 52/13, Oct, DOI: 10.1920/wp.cem.2013.5213.
• Noureddine Benlagha, 2013, "The Long-run Relationship among Index-linked Bonds and Conventional Bonds," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 15-24, February.
• Cornelia Pop & Cristina Balint, 2013, "The Presence Of Smes At Bucharest Stock Exchange," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Carlos De Resende & Ali Dib & René Lalonde & Nikita Perevalov, 2013, "Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules," Staff Working Papers, Bank of Canada, number 13-8, DOI: 10.34989/swp-2013-8.
• Xisong Jin & Francisco Nadal De Simone, 2013, "Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach," BCL working papers, Central Bank of Luxembourg, number 82, Jan.
• Luis Lanteri, 2013, "Stock Market Development and Economic Growth. Some Evidence for Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201360, Jan.
• Marco Taboga, 2013, "What is a prime bank? A Euribor � OIS spread perspective," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 895, Jan.
• Alessandro Girardi & Claudio Impenna, 2013, "Price discovery in the Italian sovereign bonds market: the role of order flow," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 906, Apr.
• Francesco Caselli & Nicola Gennaioli, 2013, "Dynastic Management," Economic Inquiry, Western Economic Association International, volume 51, issue 1, pages 971-996, January, DOI: j.1465-7295.2012.00467.x.
• Thierry Theurillat & Olivier Crevoisier, 2013, "The Sustainability of a Financialized Urban Megaproject: The Case of Sihlcity in Zurich," International Journal of Urban and Regional Research, Wiley Blackwell, volume 37, issue 6, pages 2052-2073, November.
• Ricardo J. Caballero & Alp Simsek, 2013, "Fire Sales in a Model of Complexity," Journal of Finance, American Finance Association, volume 68, issue 6, pages 2549-2587, December, DOI: 10.1111/jofi.12087.
• Avanidhar Subrahmanyam, 2013, "Algorithmic trading, the Flash Crash, and coordinated circuit breakers," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 3, pages 4-9, September.
• Michael McAleer & John Suen & Wing Keung Wong, 2013, "Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/20, Jun.
• James C. Cox & Maroš Servátka & Radovan Vadovič, 2013, "Status Quo Effects in Fairness Games: Reciprocal Responses to Acts of Commission vs. Acts of Omission," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/25, Aug.
• Alfred V Guender & Bernard Tolan, 2013, "The Centre Matters for the Periphery of Europe: The Predictive Ability of a GZ-Type Spread for Economic Activity in Europe," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/29, Sep.
• Copeland, Laurence & Lu, Wenna, 2013, "Dodging the Steamroller: Fundamentals versus the Carry Trade," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2013/11, Nov, revised Dec 2013.
• Youssouf KIENDREBEOGO, 2013, "How Do Banking Crises Affect Bilateral Exports?," Working Papers, CERDI, number 201313.
• Jean-Louis COMBES & Alexandru MINEA & Mousse Ndoye SOW, 2013, "Crises and Exchange Rate Regimes: Time to break down the bipolar view?," Working Papers, CERDI, number 201326.
• Tasca, Paolo & Mavrodiev, Pavlin & Schweitzer, Frank, 2013, "Quantifying the Impact of Leveraging and Diversification on Systemic Risk," Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley, number qt7s57834n, Mar.
• Lorenzo Camponovo & O. Scaillet & Fabio Trojani, 2013, "Predictability Hidden by Anomalous Observations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-05, Mar.
• Eric Jondeau & Jérôme Lahaye & Michael Rockinger, 2013, "Estimating the Price Impact of Trades in an High-Frequency Microstructure Model with Jumps," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 13-47, Oct, revised Feb 2016.
• Cary Deck & Li Hao & David Porter, 2013, "Do Prediction Markets Aid Defenders in a Weak-Link Contest?," Working Papers, Chapman University, Economic Science Institute, number 13-27.
• Javier Orlando Pantoja Robayo & Kelly Maradey Angarita & Alfredo Trespalacios Carrasquilla, 2013, "Evaluación de los márgenes requeridos en un mercado de derivados de energía eléctrica," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 11996, Jul.
• Sultan Mehmood, 2013, "Access to External Finance and Innovation: A Macroeconomic Perspective," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 218, Feb.
• Jappelli, Tullio & Padula, Mario, 2013, "Consumption Growth, the Interest Rate, and Financial Literacy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9406, Mar.
• Nyborg, Kjell & Wang, Zexi, 2013, "Stock Liquidity and Corporate Cash Holdings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9535, Jul.
• Beck, Thorsten, 2013, "Finance, Growth and Fragility: The Role of Government," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9597, Aug.
• Giannetti, Mariassunta & Braggion, Fabio, 2013, "Public Debate and Stock Prices: Evidence from the Voting Premium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9619, Sep.
• Cooley, Thomas & Marimon, Ramon & Quadrini, Vincenzo, 2013, "Risky Investments with Limited Commitment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9725, Nov.
• Giacomini, Raffaella & Ragusa, Giuseppe & Altavilla, Carlo, 2013, "Anchoring the Yield Curve Using Survey Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9738, Nov.
• Rogoff, Kenneth & Reinhart, Carmen, 2013, "Financial and Sovereign Debt Crises: Some Lessons Learned and Those Forgotten," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9750, Nov.
• Benedikt Rotermann & Bernd Wilfling, 2013, "Periodically collapsing Evans bubbles and stock-price volatility," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2813, Nov.
• Roman Kraussl & Arthur Korteweg & Patrick Verwijmeren, 2013, "Does it Pay to Invest in Art? A Selection-corrected Returns Perspective," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-7.
• Claudio Morana, 2013, "Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 138, Dec.
• Gonzalo, Jesús & Olmo, José, 2013, "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1205, Jul.
• Jizheng Huang & Heng-fu Zou, 2013, "Asset Pricing, Capital Structure and the Spirit of Capitalism in a Production Economy," Annals of Economics and Finance, Society for AEF, volume 14, issue 2, pages 367-384, November.
• Marcel Fratzscher & Philipp König & Claudia Lambert, 2013, "TARGET Balances - An Anchor of Stability," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 3, issue 11/12, pages 3-11.
• Jörg Rocholl, 2013, "Eigentum und Haftung zusammenbringen," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 82, issue 2, pages 149-156, DOI: 10.3790/vjh.82.2.149.
• Marcel Fratzscher & Philipp König & Claudia Lambert, 2013, "Liquiditätsmanagement des Eurosystems im Zeichen der Krise," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 80, issue 44, pages 3-17.
• Marcel Fratzscher & Philipp König & Claudia Lambert, 2013, "Target-Salden - ein Anker der Stabilität," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 80, issue 44, pages 19-28.
• Guglielmo Maria Caporale & Stefano Di Colli & Juan Sergio Lopez, 2013, "Bank Lending Procyclicality and Credit Quality during Financial Crises," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1309.
• Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2013, "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1333.
• Kristin Forbes & Marcel Fratzscher & Roland Straub, 2013, "Capital Controls and Macroprudential Measures: What Are They Good For?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1343.
• Nongnuch Tantisantiwong, 2013, "Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices via Offshore and Currency Hedging," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 278, Oct.
• Peter Molnár, 2013, "Uniform price auctions with profit maximizing seller," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 1840-1846.
• Edward W. Sun & Timm Kruse, 2013, "Economic Modeling for Optimal Trading of Financial Asset in Volatile Market," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 1788-1795.
• Elie I Bouri, 2013, "Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications," Economics Bulletin, AccessEcon, volume 33, issue 2, pages 1575-1593.
• Aymen Ben Rejeb, 2013, "Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility," Economics Bulletin, AccessEcon, volume 33, issue 1, pages 56-71.
• Terence t. l. Chong & Xiaolei Wang, 2013, "Can analyst predict stock market crashes?," Economics Bulletin, AccessEcon, volume 33, issue 1, pages 158-166.
• Baotai Wang & D. Ajit, 2013, "Stock Market and Economic Growth in China," Economics Bulletin, AccessEcon, volume 33, issue 1, pages 95-103.
• Francisca Beer & Fabrice Hervé & Mohamed Zouaoui, 2013, "Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market," Economics Bulletin, AccessEcon, volume 33, issue 1, pages 454-466.
• Jean-yves Filbien & Fabien Labondance & Yann Echinard, 2013, "Macroeconomic, financial and institutional determinants of Eurozone sovereign crisis - Evidence from daily data," Economics Bulletin, AccessEcon, volume 33, issue 2, pages 1170-1176.
• Pascal Nguyen, 2013, "The role of firm performance in the market reaction to divestiture announcements," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 1723-1728.
• Jani Saastamoinen & Niko Suhonen, 2013, "Were the European short selling bans of 2011 effective?," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 1847-1851.
• Renato Bruni & Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2013, "No arbitrage and a linear portfolio selection model," Economics Bulletin, AccessEcon, volume 33, issue 2, pages 1247-1258.
• Philippe Bernard & Michel Blanchard, 2013, "The performance of amateur traders on a public internet site: a case of a stock-exchange contest," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 1729-1737.
• Diogo de Prince & Alexandre Monte, 2013, "What market (spot or future) reflects news first? An analysis in the frequency domain for Brazilian stock market," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 1780-1787.
• Enzo Dia & Fabrizio Casalin, 2013, "Security issuance and the business cycle," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 1751-1761.
• Gueorgui I. Kolev, 2013, "Two gold return puzzles," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 1762-1770.
• M. Hossein Partovi, 2013, "Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model," Economics Bulletin, AccessEcon, volume 33, issue 4, pages 2930-2937.
• Paulo Sergio Ceretta & Alexandre Silva da Costa & Marcelo Brutti Righi & Fernanda Maria Müller, 2013, "A 10 min tick volatility analysis between the Ibovespa and the S&P500," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 2169-2176.
• Sandrine Jacob Leal, 2013, "Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists," Economics Bulletin, AccessEcon, volume 33, issue 4, pages 3102-3116.
• Luca Pennacchio, 2013, "The role of venture capital in Italian IPOs," Economics Bulletin, AccessEcon, volume 33, issue 4, pages 2528-2539.
• Nahoko Mitsuyama & Satoshi Shimizutani, 2013, "Stock market response to women's active participation in Japan: an event study analysis on a disclosing policy," Economics Bulletin, AccessEcon, volume 33, issue 4, pages 2596-2606.
• Kim man Lui & Terence T. L. Chong, 2013, "Do Technical Analysts Outperform Novice Traders: Experimental Evidence," Economics Bulletin, AccessEcon, volume 33, issue 4, pages 3080-3087.
• Fratzscher, Marcel & Straub, Roland, 2009, "Asset prices and current account fluctuations in G7 economies," Working Paper Series, European Central Bank, number 1014, Feb.
• Fratzscher, Marcel, 2009, "What explains global exchange rate movements during the financial crisis?," Working Paper Series, European Central Bank, number 1060, Jun.
• Fratzscher, Marcel & Saborowski, Christian & Straub, Roland, 2009, "Monetary Policy Shocks and Portfolio Choice," Working Paper Series, European Central Bank, number 1122, Dec.
• Christoffel, Kai & Kilponen, Juha & Jaccard, Ivan, 2011, "Government bond risk premia and the cyclicality of fiscal policy," Working Paper Series, European Central Bank, number 1411, Dec.
• Jaccard, Ivan, 2012, "Asset pricing and housing supply in a production economy," Working Paper Series, European Central Bank, number 1454, Jul.
• Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2012, "Bubble thy neighbor: portfolio effects and externalities from capital controls," Working Paper Series, European Central Bank, number 1456, Aug.
• Hughes, Joseph P. & Mester, Loretta J., 2013, "Measuring the Performance of Banks: Theory, Practice, Evidence, and Some Policy Implications," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-28, Aug.