Research classified by Journal of Economic Literature (JEL) codes

2016

• Reboredo, Juan C. & Ugolini, Andrea, 2016, "The impact of downward/upward oil price movements on metal prices," Resources Policy, Elsevier, volume 49, issue C, pages 129-141, DOI: 10.1016/j.resourpol.2016.05.006.
• Singhal, Shelly & Ghosh, Sajal, 2016, "Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models," Resources Policy, Elsevier, volume 50, issue C, pages 276-288, DOI: 10.1016/j.resourpol.2016.10.001.
• Linnenluecke, Martina K. & Chen, Xiaoyan & Ling, Xin & Smith, Tom & Zhu, Yushu, 2016, "Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda," Pacific-Basin Finance Journal, Elsevier, volume 36, issue C, pages 66-76, DOI: 10.1016/j.pacfin.2015.12.002.
• Gerlach, Jeffrey R. & Yook, Youngsuk, 2016, "Political conflict and foreign portfolio investment: Evidence from North Korean attacks," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 178-196, DOI: 10.1016/j.pacfin.2016.05.009.
• Smales, Lee A., 2016, "Order aggressiveness of different broker-types in response to monetary policy news," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PB, pages 367-383, DOI: 10.1016/j.pacfin.2016.02.005.
• Sharma, Prateek & Vipul,, 2016, "Forecasting stock market volatility using Realized GARCH model: International evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 222-230, DOI: 10.1016/j.qref.2015.07.005.
• Arnold, Eva A. & Größl, Ingrid & Koziol, Philipp, 2016, "Market discipline across bank governance models: Empirical evidence from German depositors," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 126-138, DOI: 10.1016/j.qref.2015.12.002.
• Auer, Benjamin R. & Hoffmann, Andreas, 2016, "Do carry trade returns show signs of long memory?," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 201-208, DOI: 10.1016/j.qref.2016.02.007.
• Kiesel, Florian & Kolaric, Sascha & Schiereck, Dirk, 2016, "Market integration and efficiency of CDS and equity markets," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 209-229, DOI: 10.1016/j.qref.2016.02.010.
• Le, Van & Zurbruegg, Ralf, 2016, "The impact of short sale restrictions on informed trading in the stock and options markets," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 262-273, DOI: 10.1016/j.iref.2015.08.007.
• Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016, "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 88-102, DOI: 10.1016/j.iref.2015.11.001.
• Feng, Shih-Ping & Hung, Mao-Wei & Wang, Yaw-Huei, 2016, "The importance of stock liquidity on option pricing," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 457-467, DOI: 10.1016/j.iref.2016.01.008.
• Chung, Kee H. & Park, Seongkyu “Gilbert” & Ryu, Doojin, 2016, "Trade duration, informed trading, and option moneyness," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 395-411, DOI: 10.1016/j.iref.2016.02.003.
• Liu, Hsiang-Hsi & Chuang, Wen-I & Huang, Jih-Jeng & Chen, Yu-Hao, 2016, "The overconfident trading behavior of individual versus institutional investors," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 518-539, DOI: 10.1016/j.iref.2016.07.016.
• Smales, Lee A., 2016, "Trading behavior in S&P 500 index futures," Review of Financial Economics, Elsevier, volume 28, issue C, pages 46-55, DOI: 10.1016/j.rfe.2015.11.001.
• Atanasov, Victoria, 2016, "Conditional interest rate risk and the cross-section of excess stock returns," Review of Financial Economics, Elsevier, volume 30, issue C, pages 23-32, DOI: 10.1016/j.rfe.2016.02.003.
• Li, Bob & Ee, Mong Shan & Rashid, Mamunur, 2016, "Is momentum trading profitable from Shari'ah compliant stocks?," Review of Financial Economics, Elsevier, volume 31, issue C, pages 56-63, DOI: 10.1016/j.rfe.2016.08.002.
• Urquhart, Andrew & Hudson, Robert, 2016, "Investor sentiment and local bias in extreme circumstances: The case of the Blitz," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 340-350, DOI: 10.1016/j.ribaf.2015.09.010.
• Drakos, Anastassios A., 2016, "Does the relationship between small and large portfolios’ returns confirm the lead–lag effect? Evidence from the Athens Stock Exchange," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 546-561, DOI: 10.1016/j.ribaf.2015.05.002.
• Ben Omrane, Walid & Welch, Robert, 2016, "Tick test accuracy in foreign exchange ECN markets," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 135-152, DOI: 10.1016/j.ribaf.2015.10.001.
• Alhassan, Abdul Latif & Biekpe, Nicholas, 2016, "Determinants of life insurance consumption in Africa," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 17-27, DOI: 10.1016/j.ribaf.2015.10.016.
• Tissaoui, Kais & Ftiti, Zied, 2016, "Liquidity, liquidity risk, and information flow: Lessons from an emerging market," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 28-48, DOI: 10.1016/j.ribaf.2015.09.028.
• Carrazedo, Tiago & Curto, José Dias & Oliveira, Luís, 2016, "The Halloween effect in European sectors," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 489-500, DOI: 10.1016/j.ribaf.2016.01.003.
• Chkili, Walid, 2016, "Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 22-34, DOI: 10.1016/j.ribaf.2016.03.005.
• Mathias Hoffmann & Iryna Stewen, 2016, "Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-06, Feb.
• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2016, "Global Uncertainty and the Global Economy: Decomposing the Impact of Uncertainty Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-39, Jun.
• Oehmke, Martin & Zawadowski, Adam, 2016, "The anatomy of the CDS market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118964, Nov.
• Kondor, Peter & Zawadowski, Adam, 2016, "Learning in crowded markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118972, May.
• Axelson, Ulf & Makarov, Igor, 2016, "Informational black holes in financial markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118982, Apr.
• Vayanos, Dimitri & Woolley, Paul, 2016, "Curse of the benchmarks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118990, Mar.
• Martin, Ian, 2016, "What is the expected return on the market?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119013, Mar.
• Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016, "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65548, Jan.
• Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2016, "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66046, Feb.
• Ergun, Lerby M., 2016, "Disaster and fortune risk in asset returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66194, Mar.
• Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016, "Model risk of risk models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66365, Feb.
• Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016, "Can we prove a bank guilty of creating systemic risk? A minority report," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66721, Jun.
• Chen, Huaizhi & Cohen, Lauren & Lou, Dong, 2016, "Industry window dressing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70650, Dec.
• Nadeem Aftab & Tehreem Husain, 2016, "The Great War and evolution of Central Bank in India," Working Papers, Economic History Society, number 16012, Apr.
• Sainan Huang & Songlin Zeng, 2016, "Information updating and the bounce-back effect of stock market returns," China Finance Review International, Emerald Group Publishing Limited, volume 6, issue 1, pages 96-107, February, DOI: 10.1108/CFRI-06-2015-0100.
• Narain & Narander Kumar Nigam & Piyush Pandey, 2016, "Behaviour and determinants of implied volatility in Indian market," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 13, issue 3, pages 271-291, November, DOI: 10.1108/JAMR-09-2015-0062.
• Richard J. Cebula & Fabrizio Rossi & Fiorentina Dajci & Maggie Foley, 2016, "Financial market determinants of the real cost of funds to public corporations in the US," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 8, issue 1, pages 2-12, April, DOI: 10.1108/JFEP-09-2015-0048.
• Michael Jacobs Jr & Ahmet K. Karagozoglu & Dina Naples Layish, 2016, "Credit risk signals in CDS market vs agency ratings," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 2, pages 194-217, March, DOI: 10.1108/JRF-07-2015-0070.
• Bart Frijns & Alireza Tourani-Rad, 2016, "The long-run performance of the New Zealand stock markets: 1899-2013," Pacific Accounting Review, Emerald Group Publishing Limited, volume 28, issue 1, pages 59-70, February, DOI: 10.1108/PAR-11-2014-0039.
• Farley Grubb, 2016, "Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775," Research in Economic History, Emerald Group Publishing Limited, "Research in Economic History", DOI: 10.1108/S0363-326820160000032003.
• Georges Hübner, 2016, "Option replication and the performance of a market timer," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 2-25, March, DOI: 10.1108/SEF-01-2015-0012.
• Stoyu I. Ivanov, 2016, "Analysis of the factors impacting ETFs net fund flow changes," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 244-261, June, DOI: 10.1108/SEF-06-2014-0114.
• Albuquerque de Sousa, J.A. & Beck, T. & van Bergeijk, P.A.G. & van Dijk, M.A., 2016, "Nascent markets: Understanding the success and failure of new stock markets," ISS Working Papers - General Series, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague, number 623, Dec.
• Janusz Brzeszczynski & Binam Ghimire & Tooraj Jamasb & Graham McIntosh, 2016, "Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1605, Feb.
• Stefano BOSI & Cuong LE VAN & Ngoc-Sang PHAM, 2016, "Asset bubbles and efficiency in a generalized two-sector model," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 16-04.
• Bing XIAO, 2016, "Conditional Relationship Between Beta and Return in the US Stock Market," Expert Journal of Business and Management, Sprint Investify, volume 4, issue 1, pages 46-55.
• Cosmin Octavian Cepoi & Filip Mihai Toma, 2016, "Estimating Probability of Informed Trading on the Bucharest Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 2, pages 140-160, April.
• Ana C. Santos & Claudia Lopes & Vânia Costa, 2016, "FESSUD Finance and Well-being Survey; Report," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper130, Jan.
• I. Anthopoulos & C. Pitelis & C. Liakou, 2016, "The Nature, Performance and Economic Impact of Sovereign Wealth Funds," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper135, Jan.
• Jesus Ferreiro, 2016, "Macroeconomic and financial sector policies to better serve the economy and society," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper165, Jun.
• Falk Bräuning & Falko Fecht, 2016, "Relationship lending in the interbank market and the price of liquidity," Working Papers, Federal Reserve Bank of Boston, number 16-7, Jul.
• Andra C. Ghent & Marianna Kudlyak, 2016, "Intergenerational Linkages in Household Credit," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-31, Dec, DOI: 10.24148/wp2016-31.
• Zheng Sun & Ashley W. Wang & Lu Zheng, 2016, "Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-030, Mar, DOI: 10.17016/FEDS.2016.030.
• Albert S. Kyle & Anna A. Obizhaeva & Tugkan Tuzun, 2016, "Microstructure Invariance in U.S. Stock Market Trades," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-034, Apr, DOI: 10.17016/FEDS.2016.034.
• Matt Darst & Ehraz Refayet, 2016, "Credit Default Swaps in General Equilibrium: Spillovers, Credit Spreads, and Endogenous Default," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-042, Apr, DOI: 10.17016/FEDS.2016.042r1.
• Jón Daníelsson & Marcela Valenzuela & Ilknur Zer, 2016, "Learning from History : Volatility and Financial Crises," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-093, Oct, DOI: 10.17016/FEDS.2016.093.
• Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen, 2016, "Trends in credit market arbitrage," Staff Reports, Federal Reserve Bank of New York, number 784, Jul.
• Viktoria Baklanova & Cecilia R. Caglio & Frank M. Keane & Burt Porter, 2016, "A pilot survey of agent securities lending activity," Staff Reports, Federal Reserve Bank of New York, number 790, Aug.
• Tobias Adrian & Fernando M. Duarte, 2016, "Financial vulnerability and monetary policy," Staff Reports, Federal Reserve Bank of New York, number 804, Dec.
• Yuliya S. Evlakhova, 2016, "Research of Network Interactions of Financial Institutions in the Russian Financial Market," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 110-120, December.
• Adam Marszk & Ewa Lechman, 2016, "Tracing Financial Innovations Diffusion And Substitution Trajectories. Recent Evidence On Exchange Traded Funds In Japan And South Korea," GUT FME Working Paper Series A, Faculty of Management and Economics, Gdansk University of Technology, number 32, Jun.
• Alexandros Kontonikas & Paulo Maio & Zivile Zekaite, 2016, "Monetary Policy and Corporate Bond Returns," Working Papers, Business School - Economics, University of Glasgow, number 2016_05, Jan.
• Tracey West & Andrew C Worthington, 2016, "The impact of major life events on Australian household financial decision-making and portfolio rebalancing," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201602, Feb.
• Baybars Karacaovali, 2016, "Access to Finance in Turkey," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201618, Sep.
• Cuong Le Van & Ngoc-Sang Pham, 2016, "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302382, DOI: 10.1007/s00199-015-0881-z.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016, "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01316876, Mar.
• Julien Pinter & Charles Boissel, 2016, "The Eurozone deposit rates' puzzle: choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01379284, Aug.
• Julien Pinter & Charles Boissel, 2016, "The Eurozone deposit rates' puzzle: Choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01388502, DOI: 10.1016/j.econlet.2016.09.005.
• Cuong Le Van & Ngoc-Sang Pham, 2016, "Intertemporal equilibrium with financial asset and physical capital," Post-Print, HAL, number hal-01302382, DOI: 10.1007/s00199-015-0881-z.
• Anthony Miloudi & Mondher Bouattour & Ramzi Benkraiem, 2016, "Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market," Post-Print, HAL, number hal-01363700, Sep.
• Marlene Haas & Marius Andrei Zoican, 2016, "Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets," Post-Print, HAL, number hal-01484805, May.
• Sofiane Aboura & Eser Arisoy, 2016, "Does Aggregate Uncertainty Explain Size and Value Anomalies?," Post-Print, HAL, number hal-01488305, DOI: 10.1080/00036846.2016.1257107.
• Relwende Sawadogo & Samuel Guérineau, 2016, "Does Insurance Development Affect Financial Market in Developing Countries?," Post-Print, HAL, number hal-01687498, Jan, DOI: 10.5296/ifb.v3i1.9533.
• Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski & Paulina Roszkowska, 2016, "Issuing bonds, shares or staying private? Determinants of going public in an emerging economy," Post-Print, HAL, number hal-01744583, Nov, DOI: 10.1080/14631377.2016.1226771.
• Bertrand Candelon & Sessi Tokpavi, 2016, "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Post-Print, HAL, number hal-03528203, Apr, DOI: 10.1080/07350015.2015.1026774.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016, "Asset bubbles and efficiency in a generalized two-sector model," Post-Print, HAL, number halshs-01316876, Mar.
• Saqib Aziz & Michael Dowling & Jean-Jacques Lilti, 2016, "Bank Acquisitiveness and Financial Crisis Vulnerability," Post-Print, HAL, number halshs-01360952, Aug.
• Julien Pinter & Charles Boissel, 2016, "The Eurozone deposit rates' puzzle: choosing the right benchmark," Post-Print, HAL, number halshs-01379284, Aug.
• Julien Pinter & Charles Boissel, 2016, "The Eurozone deposit rates' puzzle: Choosing the right benchmark," Post-Print, HAL, number halshs-01388502, DOI: 10.1016/j.econlet.2016.09.005.
• Cuong Le Van & Ngoc-Sang Pham, 2016, "Intertemporal equilibrium with financial asset and physical capital," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01302382, DOI: 10.1007/s00199-015-0881-z.
• Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2016, "Corporate disclosure: a review of its (direct and indirect) benefits and costs," Working Papers, HAL, number hal-01391688, Nov.
• Lauren Stagnol, 2016, "The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread," Working Papers, HAL, number hal-04141582.
• Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2016, "Should dark PoolS be banned from regulated exchangeS?," Working Papers, HAL, number halshs-01254447, Jan.
• Jamal Bouoiyour & Refk Selmi, 2016, "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working papers of CATT, HAL, number hal-01880322, Oct.
• Peter Csoka & P. Jean-Jacques Herings, 2016, "Decentralized Clearing in Financial Networks," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1603, Jan.
• Benes, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2016, "Interactions among High-Frequency Traders," Working Papers in Economics, University of Gothenburg, Department of Economics, number 680, Dec.
• Byström, Hans, 2016, "The Currency Composition of Firms' Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements," Working Papers, Lund University, Department of Economics, number 2016:1, Jan.
• Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger, 2016, "Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets," Working Papers, Lund University, Department of Economics, number 2016:2, Jan, revised 11 Oct 2017.
• Byström, Hans, 2016, "Stock Return Expectations in the Credit Market," Working Papers, Lund University, Department of Economics, number 2016:26, Oct.
• Jankensgård, Håkan & Vilhelmsson, Anders, 2016, "Ownership Determinants of Stock Return Volatility," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2016/3, May.
• Valseth, Siri, 2016, "Likviditeten i det norske statsobligasjonsmarkedet," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/14, Nov.
• Meling, Tom Grimstvedt & Odegaard, Bernt Arne, 2016, "Tick Size Wars," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/15, Nov.
• Ødegaard, Bernt Arne, 2016, "Bond Liquidity at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/16, Nov.
• Alexander Porshnev & Valeria Lakshina & Ilya Redkin, 2016, "Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model," HSE Working papers, National Research University Higher School of Economics, number WP BRP 54/FE/2016.
• BHATTACHARYA, Debarati & LI, Wei-Hsien & RHEE, S. Ghon, 2016, "Does Better Corporate Governance Encourage Higher Payout? : Risk, Agency Cost, and Dividend Policy," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-20, Mar.
• Svitlana Denga & Akansha Jain, 2016, "Definition, Classification and Use of Derivative Financial Instruments," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 90-99, March.
• Jeffry Haber, 2016, "Spliced Correlation: Theory Development," Global Journal of Business Research, The Institute for Business and Finance Research, volume 10, issue 1, pages 65-69.
• Mohamad Jais & Chandana Gunathilaka, 2016, "Illiquidity Exposure Of Size And Value In Malaysian Equity Returns," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 2, pages 81-90.
• Yang-Chao Wang & Jui-Jung Tsai & Yi Lin, 2016, "The Influence Of Shanghai-Hong Kong Stock Connect On The Mainland China And Hong Kong Stock Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 3, pages 1-10.
• Renato Balbontín, 2016, "Minimum Return Constrain, Its Impact On Chilean Pension Funds 2003-2014, Restriccion De Retorno Minimo, Su Impacto En Los Fondos De Pensiones En Chile 2003-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 1, pages 1-13.
• Philipp Kallerhoff, 2016, "Style Investing with Machine Learning," International Business Research, Canadian Center of Science and Education, volume 9, issue 12, pages 13-22, December.
• Frances N. Obafemi & Chukwuedo S. Oburota & Chukwunonso V. Amoke, 2016, "Financial Deepening and Domestic Investment in Nigeria," International Journal of Economics and Finance, Canadian Center of Science and Education, volume 8, issue 3, pages 40-54, March.
• Ozge KORKMAZ & Esref Savas BASCI & SuleymanSerdar KARACA, 2016, "Macroeconomic Variables Affecting Bist30 Index Value in Turkey," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 3, issue 1, pages 201-207, October.
• Chrysovalantis Gaganis, 2016, "Assessing the overall performance of microfinance institutions," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 7, issue 1, pages 52-83.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP12/16, Mar.
• Irum Saba & Kausar Abbas, 2016, "Human Capital, Trade and Economic Growth: A Comparative Study of OIC Countries," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 4, issue 7, pages 348-354, July.
• Alejandro Jara & Nestor Romero, 2016, "International Synchronicity of Housing Prices," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 31, issue 2, pages 115-134, October.
• Sami Ben Naceur & RuiXin Zhang, 2016, "Financial Development, Inequality and Poverty: Some International Evidence," IMF Working Papers, International Monetary Fund, number 2016/032, Feb.
• Janko Cizel & Jon Frost & Aerdt G. F. J. Houben & Peter Wierts, 2016, "Effective Macroprudential Policy: Cross-Sector Substitution from Price and Quantity Measures," IMF Working Papers, International Monetary Fund, number 2016/094, Apr.
• Jacopo Cimadomo & Peter Claeys & Mr. Marcos Poplawski Ribeiro, 2016, "How do Experts Forecast Sovereign Spreads?," IMF Working Papers, International Monetary Fund, number 2016/100, May.
• Guillermo Benavides Perales, 2016, "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 11, issue 1, pages 55-77, Enero-Jun.
• Michael Razen & Jürgen Huber & Michael Kirchler, 2016, "Cash Inflow and Trading Horizon in Asset Markets," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-06, Mar.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013, "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers, Department of Research, Ipag Business School, number 2013-4, Jan.
• Ikechukwu Kelikume, 2016, "New evidence from the efficient market hypothesis for the Nigerian stock index using the wavelet unit root test approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 5, pages 185-197, Special I.
• Dilip B. Madan, 2016, "Benchmarking in two price financial markets," Annals of Finance, Springer, volume 12, issue 2, pages 201-219, May, DOI: 10.1007/s10436-016-0278-4.
• Dilip B. Madan, 2016, "Adapted hedging," Annals of Finance, Springer, volume 12, issue 3, pages 305-334, December, DOI: 10.1007/s10436-016-0282-8.
• Rudra P. Pradhan & Mak B. Arvin & Sara E. Bennett & Mahendhiran Nair & John H. Hall, 2016, "Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 23, issue 2, pages 175-201, June, DOI: 10.1007/s10690-016-9214-x.
• Virginia Magda Luisa Minni, 2016, "Can Greater Bank Capital Lead to Less Bank Lending?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 44, issue 1, pages 135-137, March, DOI: 10.1007/s11293-016-9485-7.
• Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016, "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 44, issue 3, pages 377-386, September, DOI: 10.1007/s11293-016-9508-4.
• Jürgen Huber & Michael Kirchler & Thomas Stöckl, 2016, "The influence of investment experience on market prices: laboratory evidence," Experimental Economics, Springer;Economic Science Association, volume 19, issue 2, pages 394-411, June, DOI: 10.1007/s10683-015-9445-0.
• Nicholas Apergis & Alexandros Gabrielsen & Lee A. Smales, 2016, "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 1, pages 63-94, February, DOI: 10.1007/s11408-016-0262-z.
• Nicholas Apergis & Alexandros Gabrielsen & Lee Smales, 2016, "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 1, pages 63-94, February, DOI: 10.1007/s11408-016-0262-z.
• Isaac Otchere & Sana Mohsni, 2016, "Changing organizational form in the stock exchange industry and risk-taking," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 4, pages 427-451, November, DOI: 10.1007/s11408-016-0276-6.
• Laetitia Pozniak & Sabrina Bellanca & Francesco Vullo, 2016, "Determinants of Internet Financial Communication: Evidence from AIM Italia," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 22, issue 1, pages 111-112, February, DOI: 10.1007/s11294-015-9555-7.
• Michael P. Hughes & Karl Rogers, 2016, "Zero Lower Bound Monetary Policy’s Effect on Financial Asset’s Correlations," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 22, issue 2, pages 151-170, May, DOI: 10.1007/s11294-016-9572-1.
• Christos Kollias & Stephanos Papadamou, 2016, "Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis," Journal of Business Ethics, Springer, volume 138, issue 3, pages 493-505, October, DOI: 10.1007/s10551-015-2608-2.
• Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2016, "Incomplete financial markets with real assets and wealth-dependent credit limits," Journal of Economics, Springer, volume 117, issue 1, pages 1-36, January, DOI: 10.1007/s00712-015-0438-4.
• Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Mehmet Balcilar, 2016, "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, volume 52, issue 3, pages 226-243, April, DOI: 10.1007/s11146-015-9512-5.
• Heng An & Qun Wu & Zhonghua Wu, 2016, "REIT Crash Risk and Institutional Investors," The Journal of Real Estate Finance and Economics, Springer, volume 53, issue 4, pages 527-558, November, DOI: 10.1007/s11146-015-9527-y.
• Tsung-Wu Ho & Wan-Shin Mo, 2016, "Testing the Persistence of the Forward Premium: Structural Changes or Misspecification?," Open Economies Review, Springer, volume 27, issue 1, pages 119-138, February, DOI: 10.1007/s11079-015-9365-9.
• Yubin Li & Chen Zhao & Zhaodong Zhong, 2016, "Migrate or not? The effects of regulation SHO on options trading activities," Review of Derivatives Research, Springer, volume 19, issue 2, pages 113-146, July, DOI: 10.1007/s11147-015-9117-4.
• Paul McGuinness, 2016, "Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 2, pages 291-333, February, DOI: 10.1007/s11156-014-0470-4.
• Nianhang Xu & Kam C. Chan & Chih-Hsiang Chang, 2016, "A quality-based global assessment of financial research," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 3, pages 605-631, April, DOI: 10.1007/s11156-014-0480-2.
• Jesse Y. Chan & Kam C. Chan & Jamie Y. Tong & Feida (Frank) Zhang, 2016, "Using Google Scholar citations to rank accounting programs: a global perspective," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 1, pages 29-55, July, DOI: 10.1007/s11156-014-0493-x.
• Jinliang Li, 2016, "When noise trading fades, volatility rises," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 475-512, October, DOI: 10.1007/s11156-015-0508-2.
• Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016, "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 943-971, November, DOI: 10.1007/s11156-015-0526-0.
• Chung Baek, 2016, "Stock prices, dividends, earnings, and investor sentiment," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 1043-1061, November, DOI: 10.1007/s11156-015-0530-4.
• Charlie Charoenwong & David K. Ding & Tiong Yang Thong, 2016, "Decimalization, IPO aftermath, and liquidity," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 1303-1344, November, DOI: 10.1007/s11156-015-0539-8.
• Gokhan Sahin Gunes & Sumru Oz, 2016, "Response of Turkish Financial Markets to Negative Interest Rate Announcements of the ECB," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1614, Dec.
• Masahito Kato, 2016, "Analyst Recommendation Bias and Brokerage House Shareholding," Discussion Papers, Graduate School of Economics, Kobe University, number 1635, Oct.
• Havran, Dániel & Váradi, Kata, 2016, "A limitáras ajánlatok szerkezete és dinamikája a Budapesti Értéktőzsdén. Az OTP- és a Mol-részvények esete
  [The structure and dynamics of limit orders on the Budapest stock exchange: The cases of OTP and MOL shares]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 966-992, DOI: 10.18414/KSZ.2016.9.966.
• Gül YEÞÝLÇELEBÝ, 2016, "IX. European Conference on Social and Behavioral Sciences," Journal of Economics Library, KSP Journals, volume 3, issue 1, pages 163-164, March.
• Leroi RAPUTSOANE, 2016, "Financial Stress Indicator Variables and Monetary Policy in South Africa," Journal of Economics Bibliography, KSP Journals, volume 3, issue 2, pages 203-214, June.
• M. Akýn DOÐANAY, 2016, "The Twentieth Symposium of Finance," Journal of Economics Bibliography, KSP Journals, volume 3, issue 4, pages 644-645, December.
• Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai, 2016, "An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information," Discussion papers, Graduate School of Economics , Kyoto University, number e-15-013, Feb.
• Christophe J. GODLEWSKI, 2016, "Debt renegotiation and the design of financial contracts," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2016-03.
• Stephanía Mosquera & Natalia Restrepo & Jorge Uribe, 2016, "Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 155-178, Julio - D, DOI: 10.17533/udea.le.n85a05.
• Subir Bose & Daniel Ladley & Xin Li, 2016, "The Role of Hormones in Financial Markets," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/01, Mar.
• Cüneyt Akar, 2016, "Analyzing the Synchronization between the Financial and Business Cycles in Turkey," Journal of Reviews on Global Economics, Lifescience Global, volume 5, pages 25-35.
• Aysegul Ates, 2016, "Relation between ISE 30 index and ISE 30 index futures markets: Evidence from recursive and rolling cointegration," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 1, pages 35-42, February.
• Domingo Alberto Tarzia, 2016, "Properties of the Financial Break-Even Point in a Simple Investment Project As a Function of the Discount Rate," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 2, pages 31-45, April.
• Mohd Sollehudin Shuib & Azizi A. Bakar & Amirul F. Osman & Hydzulkifli Hashim & Aiman bin Fadzil, 2016, "Implementation of Al-Wadiah (saving instrument) Contract in Contemporary Gold Transaction," Journal of Business, LAR Center Press, volume 1, issue 4, pages 35-38, September.
• Davallou, Maryam & Sadrynia, Mostafa, 2016, "The Impact of Asymmetric Risk on Expected Return," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 1, pages 1-13, January.
• Nikolaos Mitianoudis & Theologos Dergiades, 2016, "Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain," Discussion Paper Series, Department of Economics, University of Macedonia, number 2016_04, Dec, revised Dec 2016.
• Domenica Tropeano, 2016, "Hedging, arbitrage and the financialization of commodities markets," Working Papers, Macerata University, Department of Finance and Economic Sciences, number 82-2016, Sep, revised Sep 2016.
• Domenica Tropeano, 2018, "Negative interest rates on deposit facility in the Eurozone: a failed attempt to revive the unsecured interbank market," Working Papers, Macerata University, Department of Finance and Economic Sciences, number 83-2018, Apr, revised Apr 2018.
• Domenica Tropeano, 2016, "Hedging, Arbitrage, and the Financialization of Commodities Markets," International Journal of Political Economy, Taylor & Francis Journals, volume 45, issue 3, pages 241-256, July, DOI: 10.1080/08911916.2016.1238161.
• Javier López Bernardo & Engelbert Stockhammer & Félix López Martínez, 2016, "A post Keynesian theory for Tobin’s in a stock-flow consistent framework," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 39, issue 2, pages 256-285, April, DOI: 10.1080/01603477.2016.1145061.
• Raymond Leh Bin Ling & Jeng Yuan Chia, 2016, "Portfolio Diversification Strategy in the Malaysian Stock Market," Capital Markets Review, Malaysian Finance Association, volume 24, issue 1, pages 38-67.
• Alberto BUCCI & Simone MARSIGLIO, 2016, "Financial Development and Economic Growth: Long Run Equilibrium and Transitional Dynamics," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2016-16, Dec.
• Lei Pan & Vinod Mishra, 2016, "Stock Market Development and Economic Growth: Empirical Evidence from China," Monash Economics Working Papers, Monash University, Department of Economics, number 16-16, Nov.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016, "Asset bubbles and efficiency in a generalized two-sector model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16029, Mar.
• Julien Pinter & Charles Boissel, 2016, "The Eurozone deposit rates' puzzle: choosing the right benchmark," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16053, Aug.
• Lukasz Prorokowski, 2016, "Rank-order statistics for validating discriminative power of credit risk models," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 3, pages 227-250.
• Marcin Koltuniak, 2016, "Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 3, pages 251-266.
• Stefano Giglio & Bryan Kelly, 2016, "Excess Volatility: Beyond Discount Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 22045, Feb.
• Campbell R. Harvey & Yan Liu, 2016, "Rethinking Performance Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 22134, Mar.
• Saki Bigio & Jennifer La’O, 2016, "Distortions in Production Networks," NBER Working Papers, National Bureau of Economic Research, Inc, number 22212, Apr.