Research classified by Journal of Economic Literature (JEL) codes

2017

• Móczár, József, 2017, "Ergodic Versus Uncertain Financial Processes Part I – Ergodic Hypothesis and Uncertainty in Financial Theory," Public Finance Quarterly, Corvinus University of Budapest, volume 62, issue 3, pages 478-501.
• Móczár, József, 2017, "Ergodic Versus Uncertain Financial Processes – Part II: Neoclassical and Institutional Economics," Public Finance Quarterly, Corvinus University of Budapest, volume 62, issue 4, pages 478-501.
• Maria Angelina Valadares Silva & António Melo Cerqueira & Elísio Brandão, 2017, "The Determinants of Capital Structure: Evidence from Non-financial Listed German Companies," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 588, Feb.
• Niu, Cuizhen & Wong, Wing-Keung & Xu, Qunfang, 2017, "Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 75948, Jan.
• Phiri, Andrew, 2017, "Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach," MPRA Paper, University Library of Munich, Germany, number 76542, Feb.
• Huang, Daisy J. & Leung, Charles Ka Yui & Tse, Chung-Yi, 2017, "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," MPRA Paper, University Library of Munich, Germany, number 76864.
• Baumöhl, Eduard & Lyócsa, Štefan, 2017, "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," MPRA Paper, University Library of Munich, Germany, number 76915, Jan.
• Egorova, Yana, 2017, "Инвестирование Денежных Средств В Условиях Экономического Кризиса В 2017 Году," MPRA Paper, University Library of Munich, Germany, number 77648, Mar.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2017, "Ajustarea seriilor de timp financiare,Partea întâi
  [Smoothing of financial time series, Part 1]," MPRA Paper, University Library of Munich, Germany, number 78329, Apr, revised 15 Apr 2017.
• Rosli, Aini Rafiqah, 2017, "The Relationship Between Hong Leong Bank’s Performance with Leverage and Inflation," MPRA Paper, University Library of Munich, Germany, number 78500, Mar.
• Bell, Peter, 2017, "Introducing the Net Present Value Profile," MPRA Paper, University Library of Munich, Germany, number 79764, Jun.
• Berkhouch, Mohammed & Lakhnati, Ghizlane, 2017, "Extended Gini-type measures of risk and variability," MPRA Paper, University Library of Munich, Germany, number 80329, Jul.
• Pham, Ngoc-Sang, 2017, "Dividend taxation in an infinite-horizon general equilibrium model," MPRA Paper, University Library of Munich, Germany, number 80580, Aug.
• Halim, Edward & Riyanto, Yohanes Eko & Roy, Nilanjan, 2017, "Costly Information Acquisition, Social Networks and Asset Prices: Experimental Evidence," MPRA Paper, University Library of Munich, Germany, number 80658, Aug.
• Khan, Muhammad Kamran & Teng, Jian -Zhou & Parviaz, Javed & Chaudhary, Sunil Kumar, 2017, "Nexuses between economic factors and stock returns in China," MPRA Paper, University Library of Munich, Germany, number 81017, Aug, revised 21 Aug 2017.
• Guo, Xu & Jiang, Xuejun & Wong, Wing Keung, 2017, "Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly," MPRA Paper, University Library of Munich, Germany, number 81770, Oct.
• Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing, 2017, "Farinelli and Tibiletti ratio and Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 82737, Nov.
• Withanage, Yeshan & Jayasinghe, Prabhath, 2017, "Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan," MPRA Paper, University Library of Munich, Germany, number 82782, Aug, revised Nov 2017.
• Bucci, Andrea, 2017, "Forecasting realized volatility: a review," MPRA Paper, University Library of Munich, Germany, number 83232, Dec.
• Bloznelis, Daumantas, 2017, "Hedging under square loss," MPRA Paper, University Library of Munich, Germany, number 83442, Dec.
• Haghani Rizi, Majid & Kishor, N. Kundan, 2017, "The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market," MPRA Paper, University Library of Munich, Germany, number 83471, Dec.
• Kishor, N. Kundan, 2017, "Understanding the Relationship between Public and Private Commercial Real Estate Markets," MPRA Paper, University Library of Munich, Germany, number 83475, Oct.
• Guduza, Sinazo & Phiri, Andrew, 2017, "Efficient Market Hypothesis: Evidence from the JSE equity and bond markets," MPRA Paper, University Library of Munich, Germany, number 83487, Dec.
• LEGOUGUI, Fateh & CHIKHI, Mohamed, 2017, "استخدام نماذج Arch لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية –
  [Modelling Saudi Stock Market Volatility Using ARCH Models –Case Study : Etihad Etisalat Saudi Arabia –]," MPRA Paper, University Library of Munich, Germany, number 84263, Mar, revised Oct 2017.
• Mansur, Alfan, 2017, "Memantau Risiko Makro Finansial di dalam Perekonomian Indonesia
  [Surveillance on the Macro-financial Risks of Indonesia's Economy]," MPRA Paper, University Library of Munich, Germany, number 93752, Nov, revised 23 May 2018.
• Mansur, Alfan & Al Arif, Munafsin, 2017, "Dampak Kepemilikan Asing terhadap Pasar Surat Berharga Negara (SBN) Indonesia
  [The Impact of Foreign Ownership on the Indonesian Government Bonds Market]," MPRA Paper, University Library of Munich, Germany, number 93944, Jun, revised 14 Jun 2017.
• Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017, "News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets," Working Papers, University of Pretoria, Department of Economics, number 201730, Apr.
• Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017, "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201731, May.
• Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers, University of Pretoria, Department of Economics, number 201742, Jun.
• Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch, 2017, "Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 201756, Jul.
• Sheung-Chi Chow & Rangan Gupta & Tahir Suleman & Wing-Keung Wong, 2017, "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Working Papers, University of Pretoria, Department of Economics, number 201773, Oct.
• Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201780, Dec.
• Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017, "Is Wine a Good Choice for Investment?," Working Papers, University of Pretoria, Department of Economics, number 201781, Dec.
• Jitka Veselá & Martin Chalupa, 2017, "Is it an investment in hedge funds actually linked to a higher rate of return and risk compared to alternative investments?
  [Je s investicí do hedgeových fondů skutečně spojena vyšší výnosnost a riziko v porovnání s alternativními investicemi?]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2017, issue 2, pages 23-45, DOI: 10.18267/j.cfuc.495.
• Jan Bastin, 2017, "Minimum Variance Portfolios in the German Stock Market," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 1, pages 103-120, DOI: 10.18267/j.pep.599.
• Claudiu Boţoc, 2017, "Univariate and Bivariate Volatility in Central European Stock Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 2, pages 127-141, DOI: 10.18267/j.pep.598.
• Bohumil Stádník & Václav Žďárek, 2017, "Volatility Strangeness of Bonds - How to Define and What Does it Bring?," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 5, pages 602-629, DOI: 10.18267/j.pep.636.
• Nasha Ananchotikul & Vorada Limjaroenrat, 2017, "Bank Supply Shocks and Firm Investment: A Granular View from the Thai Credit Registry Data," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 67, Aug.
• Voraprapa Nakavachara & Nuarpear Lekfuangfu, 2017, "Predicting the Present Revisited: The Case of Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 70, Oct.
• John Hartwick, 2017, "Daily Share Price-changes For Eleven D-j Companies Over Five Three-month Periods And Short-term Pro?t-seeking," Working Paper, Economics Department, Queen's University, number 1395, Dec.
• Cebirogly, Gökhan & Hautsch, Nikolaus & Horst, Ulrich, 2017, "Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 28, Apr.
• Christian Wagner & Ian Martin, 2017, "What Is the Expected Return on a Stock?," 2017 Meeting Papers, Society for Economic Dynamics, number 146.
• Fernando Duarte & Tobias Adrian, 2017, "Financial Vulnerability and Monetary Policy," 2017 Meeting Papers, Society for Economic Dynamics, number 391.
• Francesco Bianchi, 2017, "Monetary Policy and Asset Valuation," 2017 Meeting Papers, Society for Economic Dynamics, number 500.
• Hafiz Muhammad Abubakar Siddique, 2017, "Impact of Financial Development and Energy Consumption on CO2 Emissions: Evidence from Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 6, issue 2, pages 68-73, June.
• Rabia Yetgin & İbrahim Halil Ekşi, 2017, "Bank Lending Attitude to SMEs: An Application in Turkish Banking Sector," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 3, pages 487-500.
• Umut Uyar & Habib Küçükşahin, 2017, "Expected Maximum Drawdown Approach on Portfolio Selection: An Examination on BIST100 – S&P500," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 4, pages 727-748.
• Apoorva Javadekar, 2017, "Inattentive Investors and Mutual Fund-Flows," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022332, Apr.
• Dong-Jin Pyo, 2017, "Can Big Data Help Predict Financial Market Dynamics?: Evidence from the Korean Stock Market," East Asian Economic Review, Korea Institute for International Economic Policy, volume 21, issue 2, pages 147-165, DOI: 10.11644/KIEP.EAER.2017.21.2.327.
• Jongheuk Kim, 2017, "The Effect of Heterogeneous Wage Contracts on Macroeconomic Volatility in a Financially Fragile Economy," East Asian Economic Review, Korea Institute for International Economic Policy, volume 21, issue 2, pages 167-197, DOI: 10.11644/KIEP.EAER.2017.21.2.328.
• Brian MUYAMBIRI & Nicholas M. ODHIAMBO, 2017, "The Impact of Financial Development on Investment in Botswana: an ARDL-Bounds Testing Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 70, issue 2, pages 193-216.
• Shafi A. Khaled & A.Wahhab Khandker, 2017, "Determination of Mark-Up Rate under Zero-Interest Financial System: A Microeconomic Approach," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 25, pages 15-34.
• Maria del Mar Miralles-Quiros & Jose Luis Miralles-Quiros & Célia Oliveira, 2017, "The Role of Liquidity in Asset Pricing: The Special Case of the Portuguese Stock Market," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 22, issue 43, pages 191-206.
• Claude Lopez, 2017, "The Asset Management Industry, Systemic Risk, and Macroprudential Policy," Journal of Financial Transformation, Capco Institute, volume 45, pages 121-128.
• Claude Lopez, 2017, "The Asset Management Industry, Systemic Risk, and Macroprudential Policy," Journal of Financial Transformation, Capco Institute, volume 45, pages 121-128.
• Atanu Saha & Alex Rinaudo, 2017, "Downside risk protection of Retirement Assets: A new approach," Journal of Financial Transformation, Capco Institute, volume 45, pages 111-120.
• Ewa Karwowski & Mimoza Shabani & Engelbert Stockhammer, 2017, "Financialization: Dimensions and determinants. A cross-country study," Economics Discussion Papers, School of Economics, Kingston University London, number 2017-1, Jan.

2016

• 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," KRTK-KTI 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, DOI: 10.1016/j.mathsocsci.2017.05.001.
• 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, DOI: 10.1016/j.econlet.2016.09.005.
• 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.
• John H. Cochrane, 2016, "Macro-Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 22485, Aug.
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• Robert P. Bartlett, III & Justin McCrary, 2016, "How Rigged Are Stock Markets?: Evidence From Microsecond Timestamps," NBER Working Papers, National Bureau of Economic Research, Inc, number 22551, Aug.
• Edward Glaeser & Wei Huang & Yueran Ma & Andrei Shleifer, 2016, "A Real Estate Boom with Chinese Characteristics," NBER Working Papers, National Bureau of Economic Research, Inc, number 22789, Oct.
• Ari Levine & Yao Hua Ooi & Matthew Richardson, 2016, "Commodities for the Long Run," NBER Working Papers, National Bureau of Economic Research, Inc, number 22793, Nov.
• Robins, Russell P. & Smith, Geoffrey Peter, 2016, "No More Weekend Effect," Critical Finance Review, now publishers, volume 5, issue 2, pages 417-424, December, DOI: 10.1561/104.00000038.
• Viktoria Baklanova & Cecilia Caglio & Frank Keane & Burt Porter, 2016, "A Pilot Survey of Agent Securities Lending Activity," Working Papers, Office of Financial Research, US Department of the Treasury, number 16-08, Aug.
• Mark Rachwalski & Quan Wen, 2016, "Idiosyncratic Risk Innovations and the Idiosyncratic Risk-ReturnRelation," The Review of Asset Pricing Studies, Society for Financial Studies, volume 6, issue 2, pages 303-328.
• G. Andrew Karolyi, 2016, "Home Bias, an Academic Puzzle," Review of Finance, European Finance Association, volume 20, issue 6, pages 2049-2078.
• Pauline Shum & Walid Hejazi & Edgar Haryanto & Arthur Rodier, 2016, "Intraday Share Price Volatility and Leveraged ETF Rebalancing," Review of Finance, European Finance Association, volume 20, issue 6, pages 2379-2409.
• Melissa Porras Prado & Pedro A. C. Saffi & Jason Sturgess, 2016, "Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3211-3244.
• Huaizhi Chen & Lauren Cohen & Dong Lou, 2016, "Industry Window Dressing," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3354-3393.
• Jawad M. Addoum & Alok Kumar, 2016, "Political Sentiment and Predictable Returns," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3471-3518.
• Alina Rydzewska, 2016, "Contemporary Nature Of Stock Exchange In View Of The Process Of Demutualization," Oeconomia Copernicana, Institute of Economic Research, volume 7, issue 1, pages 49-62, March, DOI: 10.12775/OeC.2016.004.
• Diana Boshkovska & Elizabeta Djambaska & Vladimir Petkovski & Vesna Georgieva Svrtinov, 2016, "Market Capitalization and Factors of Its Determination – The Case of Republic of Macedonia," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 16, issue 1, pages 41-52.
• Romeo Matthew Balanquit, 2016, "Threshold Bank-run Equilibrium in Dynamic Games," UP School of Economics Discussion Papers, University of the Philippines School of Economics, number 201607, Aug.
• Attaullah Shah & Zahoor Khan, 2016, "Importance of Judicial Efficiency in Capital Structure Decisions of Small Firms: Evidence from Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 55, issue 4, pages 361-394.
• Ewa Karwowski & Mimoza Shabani & Engelbert Stockhammer, 2016, "Financialisation: Dimensions and determinants. A cross-country study," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1619, Dec.
• Gounopoulos, Dimitrios & Kallias, Konstantinos & Newton, David & Tzeremes, Nickolaos, 2016, "Political connections and IPO underpricing: An efficiency problem," MPRA Paper, University Library of Munich, Germany, number 69427, Feb.
• Phiri, Andrew, 2016, "Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective," MPRA Paper, University Library of Munich, Germany, number 70260, Mar.
• Morone, Andrea & Nuzzo, Simone, 2016, "Asset Markets in the Lab: a literature review," MPRA Paper, University Library of Munich, Germany, number 70461, Apr.
• Prempeh, Kwadwo Boateng, 2016, "Macroeconomic Variables and Stock Price Volatility in Ghana," MPRA Paper, University Library of Munich, Germany, number 70545, Apr.
• García Muñoz, Luis Manuel & Palomar Burdeus, Juan Esteban & de Lope Contreras, Fernando, 2016, "The recursive nature of KVA: KVA mitigation from KVA," MPRA Paper, University Library of Munich, Germany, number 70927, Apr.
• Jin, Muzhao & Li, Youwei & Wang, Jianxin & Yang, Yung Chiang, 2016, "Price Discovery in the Chinese Gold Market," MPRA Paper, University Library of Munich, Germany, number 71135, May.
• Chouliaras, Andreas, 2016, "The Effect of Infomation on Financial Markets: A Survey," MPRA Paper, University Library of Munich, Germany, number 71396, May.