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

2013

• 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.
• Md. Shahadath Hossain & A.B.M. Munibur Rahman & Md. Salah Uddin Rajib, 2013, "Dynamics of Mutual Funds in Relation to Stock Market: A Vector Autoregressive Causality Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 1, pages 191-201.
• Kamal A. El-Wassal, 2013, "The Development of Stock Markets: In Search of a Theory," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 606-624.
• Yen-Hsien Lee & Ya-Ling Huang & Shiuh-Sheng Hsu & Chien-Han Hung, 2013, "Measuring the Efficiency and the Effect of Corporate Governance on the Biotechnology and Medical Equipment Industries in Taiwan," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 662-672.
• HFrance Krizanic & Zan Jan Oplotnik, 2013, "Market Changes, Business Cycles and Fluctuations in Electricity Prices - EU Evidence from Germany and Slovenia," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 2, pages 118-126.
• Yen-Hsien Lee & Ya-Ling Huang & Chun-Yu Wu, 2013, "Conditional Jump Dynamics in the Stock Prices of Alternative Energy Companies," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 3, pages 288-296.
• Eduardo Borensztein & Kevin Cowan & Patricio Valenzuela, 2013, "Sovereign Ceilings “Lite”? The Impact of Sovereign Ratings on Corporate Ratings," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 299.
• Nina, Boyarchenko & Mario, Cerrato & John, Crosby & Stewart, Hodges, 2013, "No Good Deals - No Bad Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-20.
• Tantisantiwong, Nongnuch, 2013, "Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices via Offshore and Currency Hedging," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-116.
• Sharma, Susan Sunila & Thuraisamy, Kannan, 2013, "Oil price uncertainty and sovereign risk: Evidence from Asian economies," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 51-57, DOI: 10.1016/j.asieco.2013.06.001.
• Thuraisamy, Kannan S. & Sharma, Susan Sunila & Ali Ahmed, Huson Joher, 2013, "The relationship between Asian equity and commodity futures markets," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 67-75, DOI: 10.1016/j.asieco.2013.04.003.
• Duncan, Andrew S. & Kabundi, Alain, 2013, "Domestic and foreign sources of volatility spillover to South African asset classes," Economic Modelling, Elsevier, volume 31, issue C, pages 566-573, DOI: 10.1016/j.econmod.2012.11.016.
• Chevallier, Julien, 2013, "Variance risk-premia in CO2 markets," Economic Modelling, Elsevier, volume 31, issue C, pages 598-605, DOI: 10.1016/j.econmod.2012.12.017.
• Kaya, Huseyin, 2013, "The yield curve and the macroeconomy: Evidence from Turkey," Economic Modelling, Elsevier, volume 32, issue C, pages 100-107, DOI: 10.1016/j.econmod.2013.01.042.
• Benhmad, François, 2013, "Bull or bear markets: A wavelet dynamic correlation perspective," Economic Modelling, Elsevier, volume 32, issue C, pages 576-591, DOI: 10.1016/j.econmod.2013.02.031.
• Gençay, Ramazan & Gradojevic, Nikola, 2013, "Private information and its origins in an electronic foreign exchange market," Economic Modelling, Elsevier, volume 33, issue C, pages 86-93, DOI: 10.1016/j.econmod.2013.03.007.
• Hammoudeh, Shawkat & Araújo Santos, Paulo & Al-Hassan, Abdullah, 2013, "Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 318-334, DOI: 10.1016/j.najef.2012.06.012.
• Araújo Santos, Paulo & Fraga Alves, Isabel & Hammoudeh, Shawkat, 2013, "High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 487-496, DOI: 10.1016/j.najef.2013.02.017.
• Lo Prete, Anna, 2013, "Economic literacy, inequality, and financial development," Economics Letters, Elsevier, volume 118, issue 1, pages 74-76, DOI: 10.1016/j.econlet.2012.09.029.
• Hrazdil, Karel & Trottier, Kim & Zhang, Ray, 2013, "A comparison of industry classification schemes: A large sample study," Economics Letters, Elsevier, volume 118, issue 1, pages 77-80, DOI: 10.1016/j.econlet.2012.09.022.
• Sander, Harald & Kleimeier, Stefanie & Heuchemer, Sylvia, 2013, "E(M)U effects in global cross-border banking," Economics Letters, Elsevier, volume 118, issue 1, pages 91-93, DOI: 10.1016/j.econlet.2012.09.028.
• Schnytzer, Adi & Westreich, Sara, 2013, "A global index of riskiness," Economics Letters, Elsevier, volume 118, issue 3, pages 493-496, DOI: 10.1016/j.econlet.2012.12.018.
• Beyer, Max & de Meza, David & Reyniers, Diane, 2013, "Do financial advisor commissions distort client choice?," Economics Letters, Elsevier, volume 119, issue 2, pages 117-119, DOI: 10.1016/j.econlet.2013.01.026.
• Manganelli, Simone & Popov, Alexander, 2013, "Financial dependence, global growth opportunities, and growth revisited," Economics Letters, Elsevier, volume 120, issue 1, pages 123-125, DOI: 10.1016/j.econlet.2013.04.001.
• Xu, Zheng, 2013, "Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data," Economics Letters, Elsevier, volume 120, issue 3, pages 369-373, DOI: 10.1016/j.econlet.2013.05.017.
• Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2013, "A Markov-switching multifractal inter-trade duration model, with application to US equities," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 320-342, DOI: 10.1016/j.jeconom.2013.04.016.
• Joseph, Kissan & Wintoki, M. Babajide, 2013, "Advertising investments, information asymmetry, and insider gains," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2013.02.004.
• Li, Ziran & Sun, Jiajing & Wang, Shouyang, 2013, "An information diffusion-based model of oil futures price," Energy Economics, Elsevier, volume 36, issue C, pages 518-525, DOI: 10.1016/j.eneco.2012.10.009.
• Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael, 2013, "Risk spillovers in oil-related CDS, stock and credit markets," Energy Economics, Elsevier, volume 36, issue C, pages 526-535, DOI: 10.1016/j.eneco.2012.10.010.
• Murphy, Frederic & Oliveira, Fernando S., 2013, "Pricing option contracts on the strategic petroleum reserve," Energy Economics, Elsevier, volume 40, issue C, pages 242-250, DOI: 10.1016/j.eneco.2013.06.016.
• Souček, Michael & Todorova, Neda, 2013, "Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach," Energy Economics, Elsevier, volume 40, issue C, pages 586-597, DOI: 10.1016/j.eneco.2013.08.011.
• Gupta, Rangan & Modise, Mampho P., 2013, "Does the source of oil price shocks matter for South African stock returns? A structural VAR approach," Energy Economics, Elsevier, volume 40, issue C, pages 825-831, DOI: 10.1016/j.eneco.2013.10.005.
• Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2013, "On the short- and long-run efficiency of energy and precious metal markets," Energy Economics, Elsevier, volume 40, issue C, pages 832-844, DOI: 10.1016/j.eneco.2013.10.004.
• Jouvet, Pierre-André & Solier, Boris, 2013, "An overview of CO2 cost pass-through to electricity prices in Europe," Energy Policy, Elsevier, volume 61, issue C, pages 1370-1376, DOI: 10.1016/j.enpol.2013.05.090.
• Amini, Shima & Gebka, Bartosz & Hudson, Robert & Keasey, Kevin, 2013, "A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations," International Review of Financial Analysis, Elsevier, volume 26, issue C, pages 1-17, DOI: 10.1016/j.irfa.2012.04.002.
• Maher, Daniela & Parikh, Anokhi, 2013, "The turn of the month effect in India: A case of large institutional trading pattern as a source of higher liquidity," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 57-69, DOI: 10.1016/j.irfa.2013.02.011.
• Baradarannia, M. Reza & Peat, Maurice, 2013, "Liquidity and expected returns—Evidence from 1926–2008," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 10-23, DOI: 10.1016/j.irfa.2013.03.007.
• Arshanapalli, Bala & Fabozzi, Frank J. & Nelson, William, 2013, "The role of jump dynamics in the risk–return relationship," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 212-218, DOI: 10.1016/j.irfa.2012.11.004.
• Gorton, Gary & Metrick, Andrew, 2013, "Securitization," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-453594-8.00001-X.
• Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2013, "Financial Risk Measurement for Financial Risk Management," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-459406-8.00017-2.
• Agliardi, Elettra & Koussis, Nicos, 2013, "Optimal capital structure and the impact of time-to-build," Finance Research Letters, Elsevier, volume 10, issue 3, pages 124-130, DOI: 10.1016/j.frl.2013.02.002.
• Aboura, Sofiane & Chevallier, Julien, 2013, "Leverage vs. feedback: Which Effect drives the oil market?," Finance Research Letters, Elsevier, volume 10, issue 3, pages 131-141, DOI: 10.1016/j.frl.2013.05.003.
• Menkveld, Albert J. & Wang, Ting, 2013, "How do designated market makers create value for small-caps?," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 571-603, DOI: 10.1016/j.finmar.2012.12.003.
• Carrion, Allen, 2013, "Very fast money: High-frequency trading on the NASDAQ," Journal of Financial Markets, Elsevier, volume 16, issue 4, pages 680-711, DOI: 10.1016/j.finmar.2013.06.005.
• Disli, Mustafa & Schoors, Koen & Meir, Jos, 2013, "Political connections and depositor discipline," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 804-819, DOI: 10.1016/j.jfs.2013.04.005.
• Chiang, Shu-Mei & Chen, Hsin-Fu & Lin, Chi-Tai, 2013, "The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets," Global Finance Journal, Elsevier, volume 24, issue 1, pages 30-43, DOI: 10.1016/j.gfj.2013.03.001.
• Ciner, Cetin, 2013, "Oil and stock returns: Frequency domain evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 1-11, DOI: 10.1016/j.intfin.2012.09.002.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2013, "The perils of a central bank's capital control: How substantial is the effect on firm value?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 111-135, DOI: 10.1016/j.intfin.2012.09.006.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2013, "Unremunerated reserve requirements, exchange rate volatility, and firm value," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 358-378, DOI: 10.1016/j.intfin.2012.10.004.
• Papavassiliou, Vassilios G., 2013, "A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 184-197, DOI: 10.1016/j.intfin.2012.12.003.
• Smales, Lee A., 2013, "Bond futures and order imbalance," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 113-132, DOI: 10.1016/j.intfin.2013.05.006.
• Degiannakis, Stavros & Filis, George & Floros, Christos, 2013, "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 175-191, DOI: 10.1016/j.intfin.2013.05.007.
• Chen, Haojun & Maher, Daniela, 2013, "On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 177-201, DOI: 10.1016/j.intfin.2013.09.004.
• Awartani, Basel & Maghyereh, Aktham I. & Shiab, Mohammad Al, 2013, "Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 224-242, DOI: 10.1016/j.intfin.2013.08.002.
• Roychowdhury, Sugata & Martin, Xiumin, 2013, "Understanding discretion in conservatism: An alternative viewpoint," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 134-146, DOI: 10.1016/j.jacceco.2013.11.001.
• Dimitriou, Dimitrios & Simos, Theodore, 2013, "Testing purchasing power parity for Japan and the US: A structural-break approach," Japan and the World Economy, Elsevier, volume 28, issue C, pages 53-59, DOI: 10.1016/j.japwor.2013.07.001.
• Borensztein, Eduardo & Cowan, Kevin & Valenzuela, Patricio, 2013, "Sovereign ceilings “lite”? The impact of sovereign ratings on corporate ratings," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4014-4024, DOI: 10.1016/j.jbankfin.2013.07.006.
• Chou, Pin-Huang & Huang, Tsung-Yu & Yang, Hung-Jeh, 2013, "Arbitrage risk and the turnover anomaly," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4172-4182, DOI: 10.1016/j.jbankfin.2013.07.011.
• Qin, Zhenjiang, 2013, "Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4675-4694, DOI: 10.1016/j.jbankfin.2013.07.045.
• Bregantini, Daniele, 2013, "Moment-based estimation of stochastic volatility," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4755-4764, DOI: 10.1016/j.jbankfin.2013.08.008.
• Gradojevic, Nikola & Gençay, Ramazan, 2013, "Fuzzy logic, trading uncertainty and technical trading," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 578-586, DOI: 10.1016/j.jbankfin.2012.09.012.
• Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2013, "Estimating non-linear serial and cross-interdependence between financial assets," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 837-846, DOI: 10.1016/j.jbankfin.2012.10.016.
• Ramiah, Vikash & Martin, Belinda & Moosa, Imad, 2013, "How does the stock market react to the announcement of green policies?," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1747-1758, DOI: 10.1016/j.jbankfin.2013.01.012.
• Jain, Bharat A. & Li, Joanne & Shao, Yingying, 2013, "Governance, product market competition and cash management in IPO firms," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2052-2068, DOI: 10.1016/j.jbankfin.2013.01.032.
• Reboredo, Juan C., 2013, "Is gold a safe haven or a hedge for the US dollar? Implications for risk management," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2665-2676, DOI: 10.1016/j.jbankfin.2013.03.020.
• Jappelli, Tullio & Padula, Mario, 2013, "Investment in financial literacy and saving decisions," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2779-2792, DOI: 10.1016/j.jbankfin.2013.03.019.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013, "ETF arbitrage: Intraday evidence," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3486-3498, DOI: 10.1016/j.jbankfin.2013.05.014.
• Deck, Cary & Lin, Shengle & Porter, David, 2013, "Affecting policy by manipulating prediction markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 48-62, DOI: 10.1016/j.jebo.2012.10.017.
• Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2013, "Overconfidence, experience, and professionalism: An experimental study," Journal of Economic Behavior & Organization, Elsevier, volume 86, issue C, pages 92-101, DOI: 10.1016/j.jebo.2012.12.022.
• Krieger, Kevin & Fodor, Andy, 2013, "Price movements and the prevalence of informed traders: The case of line movement in college basketball," Journal of Economics and Business, Elsevier, volume 68, issue C, pages 70-82, DOI: 10.1016/j.jeconbus.2013.04.002.
• Scheuer, Florian, 2013, "Adverse selection in credit markets and regressive profit taxation," Journal of Economic Theory, Elsevier, volume 148, issue 4, pages 1333-1360, DOI: 10.1016/j.jet.2013.04.010.
• Spiegel, Matthew & Zhang, Hong, 2013, "Mutual fund risk and market share-adjusted fund flows," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 506-528, DOI: 10.1016/j.jfineco.2012.05.018.
• Massa, Massimo & Yasuda, Ayako & Zhang, Lei, 2013, "Supply uncertainty of the bond investor base and the leverage of the firm," Journal of Financial Economics, Elsevier, volume 110, issue 1, pages 185-214, DOI: 10.1016/j.jfineco.2013.04.011.
• Akkoyun, H. Cagri & Arslan, Yavuz & Kanik, Birol, 2013, "Housing prices and transaction volume," Journal of Housing Economics, Elsevier, volume 22, issue 2, pages 119-134, DOI: 10.1016/j.jhe.2013.02.001.
• Reboredo, Juan C., 2013, "Is gold a hedge or safe haven against oil price movements?," Resources Policy, Elsevier, volume 38, issue 2, pages 130-137, DOI: 10.1016/j.resourpol.2013.02.003.
• Paciorek, Andrew, 2013, "Supply constraints and housing market dynamics," Journal of Urban Economics, Elsevier, volume 77, issue C, pages 11-26, DOI: 10.1016/j.jue.2013.04.001.
• Fan, Joseph P.H. & Gillan, Stuart L. & Yu, Xin, 2013, "Innovation or imitation?," Journal of Multinational Financial Management, Elsevier, volume 23, issue 3, pages 208-234, DOI: 10.1016/j.mulfin.2013.03.001.
• Ewing, Bradley T. & Malik, Farooq, 2013, "Volatility transmission between gold and oil futures under structural breaks," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 113-121, DOI: 10.1016/j.iref.2012.06.008.
• He, Yan & Wang, Junbo & Wu, Chunchi, 2013, "Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 465-481, DOI: 10.1016/j.iref.2013.01.002.
• Hood, Matthew & Malik, Farooq, 2013, "Is gold the best hedge and a safe haven under changing stock market volatility?," Review of Financial Economics, Elsevier, volume 22, issue 2, pages 47-52, DOI: 10.1016/j.rfe.2013.03.001.
• Karmakar, Madhusudan, 2013, "Estimation of tail-related risk measures in the Indian stock market: An extreme value approach," Review of Financial Economics, Elsevier, volume 22, issue 3, pages 79-85, DOI: 10.1016/j.rfe.2013.05.001.
• Arturo Lorenzo Valdés & Ricardo Massa Roldán, 2013, "Measuring dependence in financial crisis: A copula approach for Mexico and Brazil," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 2, pages 341-355, July-Dece.
• Rangan Gupta & Monique Reid, 2013, "Macroeconomic surprises and stock returns in South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 30, issue 3, pages 266-282, July, DOI: 10.1108/SEF-Apr-2012-0049.
• Morten Balling & Peter Egger & Ernest Gnan (ed.), 2013, "States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/2, ISBN: ARRAY(0x74883620), May.
• Dawa Sherpa, 2013, "Critical Evaluation of Basel III as Prudential Regulation and its Consequences in Developing Countries’ Credit Needs," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 253.
• Andrew Foerster & Juan Rubio-Ramirez & Dan Waggoner & Ta Zha, 2013, "Perturbation Methods for Markov-Switching DSGE Models," Working Papers, FEDEA, number 2013-22, Dec.
• Giorgos Argitis & Stella Michopoulou, 2013, "Studies in Financial Systems No 4 Financialization and the Greek Financial System," FESSUD studies, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number fstudy04, Apr.
• Tobias Adrian & Michael J. Fleming & Jonathan Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu, 2013, "Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2013-10-16, Oct, DOI: 10.17016/2380-7172.0004.
• Stefania D'Amico & Roger Fan & Yuriy Kitsul, 2013, "The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-22, Nov.
• Dan Bernhardt & Ed Nosal, 2013, "Gambling for Dollars: Strategic Hedge Fund Manager Investment," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-23, Nov.
• Andrew T. Foerster & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2013, "Perturbation methods for Markov-switching DSGE model," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 13-01.
• Joseph P. Hughes & Loretta J. Mester, 2013, "Measuring the performance of banks: theory, practice, evidence, and some policy implications," Working Papers, Federal Reserve Bank of Philadelphia, number 13-31.
• Grigore BELOSTECINIC, 2013, "Through Financial Stability To Sustainable Economic Growth," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 18, issue 2, pages 20-37, November.