Research classified by Journal of Economic Literature (JEL) codes

2016

• 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.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2016, "Why Does Idiosyncratic Risk Increase with Market Risk?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22492, Aug.
• 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.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2016, "Statistica descriptivă a seriilor de timp financiare
  [Descriptive statistics of the financial time series]," MPRA Paper, University Library of Munich, Germany, number 72268, Jun.
• Choo, Lawrence, 2016, "Market competition for decision rights: An experiment based on the “Hat Puzzle Problem”," MPRA Paper, University Library of Munich, Germany, number 73408, Aug.
• Stefanescu, Razvan & Dumitriu, Ramona, 2016, "Particularitǎţi ale evoluţiei variabilelor financiare
  [Some particularities of the financial variables evolution]," MPRA Paper, University Library of Munich, Germany, number 73481, Sep, revised 02 Sep 2016.
• Asongu, Simplice & Nwachukwu, Jacinta C., 2016, "Political Regimes and Stock Market Performance in Africa," MPRA Paper, University Library of Munich, Germany, number 73686, Jan.
• Maheu, John M & Shamsi, Azam, 2016, "Nonparametric Dynamic Conditional Beta," MPRA Paper, University Library of Munich, Germany, number 73764, Sep.
• Jiranyakul, Komain, 2016, "Asset Prices, Real Exchange Rate and Current Account Fluctuations: Some Structural VAR Evidence for Thailand," MPRA Paper, University Library of Munich, Germany, number 74901, Nov.
• Shen, Ji & Wei, Bin & Yan, Hongjun, 2016, "Financial Intermediation Chains in an OTC Market," MPRA Paper, University Library of Munich, Germany, number 74925, Oct.
• Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing, 2016, "First Stochastic Dominance and Risk Measurement," MPRA Paper, University Library of Munich, Germany, number 75027, Nov.
• Hui, Yongchang & Wong, Wing-Keung & Bai, Zhidong & Zhu, Zhenzhen, 2016, "A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications," MPRA Paper, University Library of Munich, Germany, number 75216, Nov.
• Jiménez Polanco, Miguel A. & Ramírez de León, Francisco A., 2016, "Un Indicador de Condiciones Financieras para la República Dominicana
  [A Financial Condition Index for the Dominican Republic]," MPRA Paper, University Library of Munich, Germany, number 75859, Dec.
• Dwyer, Gerald P, 2016, "Blockchain: A Primer," MPRA Paper, University Library of Munich, Germany, number 76562, Dec.
• Cheteni, Priviledge, 2016, "Stock market volatility using GARCH models: Evidence from South Africa and China stock markets," MPRA Paper, University Library of Munich, Germany, number 77355, Dec.
• Mittal, Amit & Garg, Ajay Kumar, 2016, "How do Indian firms cope with a crisis? Earnings management characteristics of CNX Nifty 100 companies," MPRA Paper, University Library of Munich, Germany, number 85353, Dec.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016, "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 201608, Feb.
• Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 201612, Feb.
• Goodness C. Aye & Tsangyao Chang & Wen-Yi Chen & Rangan Gupta & Mark Wohar, 2016, "Testing the Efficiency of the Art Market using Quantile-Based Unit Root Tests with Sharp and Smooth Breaks," Working Papers, University of Pretoria, Department of Economics, number 201625, Mar.
• Nicholas Apergis & Rangan Gupta, 2016, "Can Weather Conditions in New York Predict South African Stock Returns?," Working Papers, University of Pretoria, Department of Economics, number 201634, Apr.
• Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016, "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers, University of Pretoria, Department of Economics, number 201656, Jul.
• Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis, 2016, "Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model," Working Papers, University of Pretoria, Department of Economics, number 201661, Aug.
• Nicholas Apergis & Matteo Bonato & Rangan Gupta & Clement Kyei, 2016, "Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201671, Sep.
• Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong, 2016, "Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models," Working Papers, University of Pretoria, Department of Economics, number 201674, Oct.
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• Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016, "Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 797, May.
• Edward Glaeser & Wei Huang & Yueran Ma & Andrei Shleifer, , "A Real Estate Boom with Chinese Characteristics," Working Paper, Harvard University OpenScholar, number 465611.
• Lahura, Erick & Vargas, María Paula, 2016, "Sector bancario, mercado de capitales y actividad real en el Perú: Un análisis de causalidad empírica," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 31, pages 59-69.
• Saqib Aziz & Michael Dowling & Jean-Jacques Lilti, 2016, "Bank Acquisitiveness and Financial Crisis Vulnerability," Bankers, Markets & Investors, ESKA Publishing, issue 143, pages 26-44, July-Augu.
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• Stefan Avdjiev, 2016, "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 20, pages 181-197, April, DOI: 10.1016/j.red.2015.01.002.
• Adam Zawadowski & Peter Kondor, 2016, "Learning in Crowded Markets," 2016 Meeting Papers, Society for Economic Dynamics, number 338.
• Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016, "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers, Society for Economic Dynamics, number 417.
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• Victor Gumbo & Simba Zoromedza, 2016, "Bank Failure Prediction Model for Zimbabwe," Applied Economics and Finance, Redfame publishing, volume 3, issue 3, pages 222-235, August.
• Sasho Arsov & Aleksandar Naumoski, 2016, "Determinants of capital structure: An empirical study of companies from selected post-transition economies," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 34, issue 1, pages 119-146.
• Mehmet Zeki Ak & Mustafa Kirca & Mehmet Nurullah Altintaº, 2016, "The impacts of financial development on growth:A time-varying causality analysis for Turkey," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 34, issue 2, pages 529-554.
• Cyn-Young Park, 2016, "Developing Local Currency Bond Markets in Asia," ADB Economics Working Paper Series, Asian Development Bank, number 495, Aug.
• Shelly Singhal & P. C. Biswal, 2016, "Asset Market Linkages in a Regime Switching Environment: Evidence from Commodity and Stock Markets in India," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 4, pages 17-29.
• Apoorva Javadekar, 2016, "Mutual Fund Flows When Manager Has Timing And Picking Skill," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022321, Aug.
• Gabriel Yergeau, 2016, "Profitability and Market Quality of High Frequency Market-makers: An Empirical Investigation," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 16-3, Sep.
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• Jong-Hee Kim, 2016, "Study on the Impact of the Private Credit Excess on the Credit Risk under the Massive Capital Inflows," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 3, pages 391-423, DOI: 10.11644/KIEP.EAER.2016.20.3.315.
• Seongman Moon, 2016, "Are Korean Industry-Sorted Portfolios Mean Reverting?," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 2, pages 169-190, DOI: 10.11644/KIEP.EAER.2016.20.2.308.
• Salman Syed Ali, 2016, "Islamic Sukuk Default and Issues in Their Resolution: The Case of Villamar Sukuk," Working Papers, The Islamic Research and Teaching Institute (IRTI), number 2016-5, Apr.
• Andrew Freeman & D. Sykes Wilford, 2016, "Private Equity Capital Commitments: An Options- Private Equity Capital Commitments: An Options-Theoretic Risk Management Approach," Journal of Financial Transformation, Capco Institute, volume 43, pages 106-117.
• Ali Rezazadeh, 2016, "The Impact of Macroeconomic Variables on Tehran Stock Market Returns Volatility: GARCH-X Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 3, issue 2, pages 121-136.
• Adrian Ştefan ENE, 2016, "Understanting The Notion Of State Aid And Its Correct Application," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 16, issue 4, pages 73-83.
• Tolga Omay & Mubariz Hasanov & Asli Yuksel & Aydin Yuksel, 2016, "A Note on the Examination of the Fisher Hypothesis by Using Panel Co-Integration Tests with Break," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 13-26, June.
• Liang-Chun HO & Chia-Hsing HUANG, 2016, "Nonlinear Relationships between Oil Price and Stock Index – Evidence from Brazil, Russia, India and China," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 116-126, September.
• Corina SAMAN, 2016, "The Impact of the US and Euro Area Financial Systemic Stress to the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 170-183, December.
• Boena CHOVANCOVÁ & Jaroslav HUDCOVSKÝ, 2016, "Return-risk profile of Slovak pension funds," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, volume 2016, issue 27, pages 94-106, Decembre.
• Turgut Tursoy & Faisal FAISAL, 2016, "Causality between stock price and GDP in Turkey: An ARDL Bounds Testing Approach," Romanian Statistical Review, Romanian Statistical Review, volume 64, issue 4, pages 3-19, December.
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• Pawe³ Kliber, 2016, "A puzzle of excessive equity risk premium and the case of Poland," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 1, pages 1-11, June.
• Narendra Bhana, 2016, "The Stock Market Reaction to Board Changes: The South African Experience," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 15, issue 3, pages 269-294, December, DOI: 10.1177/0972652716666459.
• Raphael Espinoza & Miguel Segoviano, 2016, "Determinants of Bank-Sovereign Distress," UCL SSEES Economics and Business working paper series, UCL School of Slavonic and East European Studies (SSEES), number 2016-3.
• Ayben Koy & ?Hsan Ersan, 2016, "The Relationship between Exchange Rates, Equity Index and Equity Index Futures: A Study on Borsa Istanbul," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3605506, May.
• Edward Bace, 2016, "Stock Returns and Leverage: Analysis of the Dow Jones Industrial Average, 2000-2015," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3606305, May.
• MUSLIM ABDUL DJALIL & MIRZA TABRANI & Jalaluddin, 2016, "The Effect Of Earnings Per Share, Book Value And Systematic Risk On Equity Valuation In Manufacturing Company Listed On Indonesian Stock Exchange For The Year 2011-2014," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4106521, Oct.
• Lord Mensah, 2016, "Asset Allocation Brewed Accross African Stock Markets," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 3205757, Mar.
• Fabien Mercier, 2016, "Intermediary networks under the rule of equi-repartition of profits," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 5, pages 39-63, June, DOI: 10.7172/2353-6845.jbfe.2016.1.2.
• Amanjot Singh & Manjit Singh, 2016, "Investigating Impact of US, Europe, Frontier and BRIC Stock Markets on Indian Financial Stress Index," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 6, pages 23-44, June, DOI: 10.7172/2353-6845.jbfe.2016.2.2.
• Divya Jindal & Ravi Singla, 2016, "A Study Of The Impact Of The Indian Stock Market Crash Of 2008 On Ipos Listed On The National Stock Exchange," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 8, issue 3 (Decemb, pages 359-374.
• Lucas Marc Fuhrer & Benjamin Müller & Luzian Steiner, 2016, "The Liquidity Coverage Ratio and Security Prices," Working Papers, Swiss National Bank, number 2016-11.
• J. Afonso & Solène Morvant-Roux & Davide Forcella & Isabelle Guérin, 2016, "Insufficiencies and loopholes of self- regulation in overindebtedness prevention: The case of the Dominican Republic," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 16-014, Feb.
• Georges Gallais-Hamonno & Thi-hong-van Hoang & Kim Oosterlinck, 2016, "Price Formation on Clandestine Markets: The Case of the Paris Gold Market during WWII," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 16-048, Nov.
• Stylianos X. Koufadakis, 2016, "Mispricing Explanations of Closed-End Funds: A Survey Review," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 66, issue 1-2, pages 108-135, January-J.
• Joshin Murai, 2016, "A model of transaction signs with order splitting and public information," Evolutionary and Institutional Economics Review, Springer, volume 13, issue 2, pages 469-480, December, DOI: 10.1007/s40844-016-0050-5.