Research classified by Journal of Economic Literature (JEL) codes

2016

• Carl Lönnbark, 2016, "Asymmetry with respect to the memory in stock market volatilities," Empirical Economics, Springer, volume 50, issue 4, pages 1409-1419, June, DOI: 10.1007/s00181-015-0975-2.
• Simon Sturn & Klara Zwickl, 2016, "A reassessment of intermediation and size effects of financial systems," Empirical Economics, Springer, volume 50, issue 4, pages 1467-1480, June, DOI: 10.1007/s00181-015-0979-y.
• Xuan Vinh Vo & Huu Huan Nguyen & Khanh Duy Pham, 2016, "Financial structure and economic growth: the case of Vietnam," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 6, issue 2, pages 141-154, August, DOI: 10.1007/s40821-016-0042-8.
• Matteo Burzoni & Marco Frittelli & Marco Maggis, 2016, "Universal arbitrage aggregator in discrete-time markets under uncertainty," Finance and Stochastics, Springer, volume 20, issue 1, pages 1-50, January, DOI: 10.1007/s00780-015-0283-x.
• Matteo Burzoni & Marco Frittelli & Marco Maggis, 2016, "Universal arbitrage aggregator in discrete-time markets under uncertainty," Finance and Stochastics, Springer, volume 20, issue 1, pages 1-50, January, DOI: 10.1007/s00780-015-0283-x.
• Jianjun Miao & Pengfei Wang & Lifang Xu, 2016, "Stock market bubbles and unemployment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 61, issue 2, pages 273-307, February, DOI: 10.1007/s00199-015-0906-7.
• Cuong Le Van & Ngoc-Sang Pham, 2016, "Intertemporal equilibrium with financial asset and physical capital," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 62, issue 1, pages 155-199, June, DOI: 10.1007/s00199-015-0881-z.
• Rubi Ahmad & Oyebola Fatima Etudaiye-Muhtar & Bolaji Tunde Matemilola & Amin Noordin Bany-Ariffin, 2016, "Financial market development, global financial crisis and economic growth: evidence from developing nations," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 15, issue 3, pages 199-214, December, DOI: 10.1007/s10258-016-0123-8.
• Qianyun Huang & Terrance R. Skantz, 2016, "The informativeness of pro forma and street earnings: an examination of information asymmetry around earnings announcements," Review of Accounting Studies, Springer, volume 21, issue 1, pages 198-250, March, DOI: 10.1007/s11142-015-9345-8.
• Célérier, Claire & Vallée, Boris, 2016, "Catering to investors through product complexity," ESRB Working Paper Series, European Systemic Risk Board, number 14, Jun.
• D'Errico, Marco & Battiston, Stefano & Peltonen, Tuomas A. & Scheicher, Martin, 2016, "How does risk flow in the credit default swap market?," ESRB Working Paper Series, European Systemic Risk Board, number 33, Dec.
• Didier, Tatiana & Levine, Ross & Schmukler, Sergio L., 2016, "Capital market financing, firm growth, and firm size distribution," ESRB Working Paper Series, European Systemic Risk Board, number 4, Mar.
• Daragh Clancy & Rossana Merola, 2016, "Countercyclical capital rules for small open economies," Working Papers, European Stability Mechanism, number 10, May.
• Matteo Cominetta, 2016, "Financial Contagion: A New Perspective (and a New Test)," Working Papers, European Stability Mechanism, number 12, Apr.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2016, "A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices," Applied Economics, Taylor & Francis Journals, volume 48, issue 31, pages 2895-2898, July, DOI: 10.1080/00036846.2015.1130793.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016, "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, volume 48, issue 48, pages 4655-4665, October, DOI: 10.1080/00036846.2016.1161724.
• Bertrand Candelon & Sessi Tokpavi, 2016, "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 2, pages 240-253, April, DOI: 10.1080/07350015.2015.1026774.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2016, "Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2016-01, Jan.
• Bahar Sen Dogan & Murat Midilic, 2016, "Forecasting Turkish Real GDP Growth in a Data Rich Environment," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1611.
• Vuslat Us, 2016, "A Dynamic Approach to Analyzing the Effect of the Global Crisis on Non-Performing Loans : Evidence from the Turkish Banking Sector," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1612.
• Georgios Mantsios & Stylianos Xanthopoulos, 2016, "The Beta intervalling effect during a deep economic crisis - evidence from Greece," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 9, issue 1, pages 19-26, April.
• Thomas Conlon & John Cotter & Chenglu Jin, 2016, "The Intervaling Effect on Higher-Order Co-Moments," Working Papers, Geary Institute, University College Dublin, number 201602, Jan.
• John Cotter & Stuart Gabriel & Richard Roll, 2016, "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers, Geary Institute, University College Dublin, number 201612, Nov.
• Csóka, P. & Herings, P.J.J., 2016, "Decentralized clearing in financial networks," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 005, Jan, DOI: 10.26481/umagsb.2016005.
• Csoka, Péter & Herings, P. Jean-Jacques, 2016, "Decentralized Clearing in Financial Networks (RM/16/005-revised-)," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 037, Jan, DOI: 10.26481/umagsb.2016037.
• Eric Jondeau, 2016, "Comment on "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc"," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 67, issue 02, pages 49-50, August.
• Thomas Nitschka, 2016, "Risk premia on Swiss government bonds and sectoral stock indexes during international crises:," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 67, issue 02, pages 51-67, August.
• Ranaldo, Angelo & Rupprecht, Matthias, 2016, "The Forward Premium in Short-Term Rates," Working Papers on Finance, University of St. Gallen, School of Finance, number 1619, Oct, revised Sep 2019.
• Nihad Aliyev & Xue-Zhong He, 2016, "Toward a General Model of Financial Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 371, Apr.
• Eckhard Platen & David Taylor, 2016, "Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 379, Oct.
• Muyambiri, Brian & Odhiambo, Nicholas M, 2016, "The Impact of financial development on investment in Botswana: an ARDL-Bounds testing approach," Working Papers, University of South Africa, Department of Economics, number 20164, May.
• Muyambiri, Brian & Odhiambo, Nicholas Mbaya, 2016, "Financial development and investment dynamics in Mauritius: A trivariate granger-casuality analysis," Working Papers, University of South Africa, Department of Economics, number 21161, Aug.
• Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016, "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:03.
• Uluc Aysun & Kiyoung Jeon & Zeynep Yom, 2016, "The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 27, Jun.
• KORKMAZ, Özge & ERER, Elif & ERER, Deniz, 2016, "The Factors Affecting Credit Bubbles: The Case Of Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 20, issue 1, pages 37-53.
• NAGY, Ágnes & DÉZSI-BENYOVSZKI, Annamária & SZÉKELY, Imre, 2016, "Measuring Financial Systemic Stress In Romania: A Composite Indicator Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 20, issue 3, pages 28-38.
• Giulia Baschieri & Andrea Carosi & Stefano Mengoli, 2016, "Initial Public Offerings and the Firm Location," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 13, Oct.
• Dębski Wiesław & Feder-Sempach Ewa & Świderski Bartosz, 2016, "Beta Stability Over Bull and Bear Market on the Warsaw Stock Exchange," Folia Oeconomica Stetinensia, Sciendo, volume 16, issue 1, pages 75-92, December, DOI: 10.1515/foli-2016-0006.
• Baltes Nicolae & Dragoe Alexandra-Gabriela-Maria, 2016, "The exchange rates – indicators for assessing the financial performance of the companies from Romania," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 26, issue 1, pages 1-10, March, DOI: 10.1515/sues-2016-0001.
• Hasan,Iftekhar & Horvath,Roman & Mares,Jan, 2016, "What type of finance matters for growth ? Bayesian model averaging evidence," Policy Research Working Paper Series, The World Bank, number 7645, Apr.
• Cortina Lorente,Juan Jose & Ismail,Soha Ismail Ahmed Aly & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Ismail,Soha Ismail Ahmed Aly & Schmukler,Sergio L., 2016, "Firm financing and growth in the Arab region," Policy Research Working Paper Series, The World Bank, number 7756, Jul.
• Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2016, "Corporate borrowing and debt maturity : the effects of market access and crises," Policy Research Working Paper Series, The World Bank, number 7815, Sep.
• Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres & Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres, 2016, "Does governing law affect bond spreads ?," Policy Research Working Paper Series, The World Bank, number 7863, Oct.
• Michael Doumpos & Chrysovalantis Gaganis & Fotios Pasiouras, 2016, "Bank Diversification and Overall Financial Strength: International Evidence," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 25, issue 3, pages 169-213, August, DOI: 10.1111/fmii.12069.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016, "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 5, pages 445-461, August.
• Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2016, "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 1, pages 30-45, January.
• Stefan Trück & Rafał Weron, 2016, "Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 6, pages 587-611, June.
• Mark Rempel, 2016, "Improving Overnight Loan Identification in Payments Systems," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 2-3, pages 549-564, March, DOI: 10.1111/jmcb.12309.
• Jon Danielsson & Kevin R. James & Marcela Valenzuela & Ilknur Zer, 2016, "Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 4, pages 795-812, June, DOI: 10.1111/jmcb.12318.
• Knut K. Aase, 2016, "Recursive utility using the stochastic maximum principle," Quantitative Economics, Econometric Society, volume 7, issue 3, pages 859-887, November.
• Lee A. Smales, 2016, "Trading behavior in S&P 500 index futures," Review of Financial Economics, John Wiley & Sons, volume 28, issue 1, pages 46-55, January, DOI: 10.1016/j.rfe.2015.11.001.
• Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016, "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, volume 83, issue 2, pages 609-624, October, DOI: 10.1002/soej.12149.
• Michele Costola & Massimiliano Caporin, 2016, "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 1-26, March, DOI: 10.1142/S2010495216500032.
• S. Nyasha & N. M. Odhiambo, 2016, "The Impact of Bank-Based and Market-Based Financial Development on Economic Growth: Time-Series Evidence From the United Kingdom," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 2, pages 389-410, June, DOI: 10.1515/GEJ-2015-0036.
• Aurora MURGEA, 2016, "Mercury retrograde effect in capital markets: truth or illusion?," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, volume 9, issue 1, pages 49-61, June.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2016, "Reducing sequence risk using trend following investment strategies and the CAPE," Discussion Papers, Department of Economics, University of York, number 16/11, Sep.
• Ma, Guonan & Yao, Wang, 2016, "Can the Chinese bond market facilitate a globalizing renminbi?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 1/2016.
• Schlepper, Kathi, 2016, "High-frequency trading in the Bund futures market," Discussion Papers, Deutsche Bundesbank, number 15/2016.
• Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016, "Spoilt for choice: Order routing decisions in fragmented equity markets," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-04.
• Schuknecht, Ludger, 2016, "The supply of 'safe' assets and fiscal policy," CFS Working Paper Series, Center for Financial Studies (CFS), number 532.
• Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M., 2016, "Why does idiosyncratic risk increase with market risk?," CFS Working Paper Series, Center for Financial Studies (CFS), number 533.
• Brühl, Volker, 2016, "How to define a Systemically Important Financial Institution (SIFI): A new perspective," CFS Working Paper Series, Center for Financial Studies (CFS), number 538.
• Hassan, Fadi & Di Mauro, Filippo & Ottaviano, Gianmarco I. P., 2016, "Banks credit and productivity growth in the EU," EIB Working Papers, European Investment Bank (EIB), number 2016/05.
• Naqvi, Syed Muhammad Waqar Azeem & Rizvi, Syed Kumail Abbas & Orangzab & Ali, Muhammad, 2016, "Value at Risk at Asian Emerging Stock Markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 28, issue 3, pages 311-319.
• Punzi, Maria Teresa, 2016, "Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 61.
• Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan, 2016, "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-9.
• Ben-Haim, Yakov & Demertzis, Maria, 2016, "Decision making in times of Knightian uncertainty: An info-gap perspective," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-30, DOI: 10.5018/economics-ejournal.ja.2016-.
• Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016, "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-15, DOI: 10.5018/economics-ejournal.ja.2016-.
• Morone, Andrea & Nuzzo, Simone, 2016, "Asset markets in the lab: A literature review," Kiel Working Papers, Kiel Institute for the World Economy, number 2060.
• Campbell, Gareth & Rogers, Meeghan & Turner, John D., 2016, "The rise and decline of the UK's provincial stock markets, 1869-1929," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2016-03.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2016, "The relative valuation of gold," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 604, DOI: 10.4419/86788701.
• Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016, "Spoilt for choice: Order routing decisions in fragmented equity markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 143, DOI: 10.2139/ssrn.2839285.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2016, "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-021.
• Linton, Marco & Teo, Ernie Gin Swee & Bommes, Elisabeth & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2016, "Dynamic topic modelling for cryptocurrency community forums," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-051.
• Kim Christensen & Roel Oomen & Roberto Renò, 2016, "The Drift Burst Hypothesis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-28, Sep.
• Abdelhalim Ammar Gherbi, 2016, "Purification of Sharīʿah: Compliant Stocks: Problems and Solutions التطهير المالي للأسهم المتوافقة مع الشريعة: إشكالات وحلول," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 29, issue 3, pages 57-101, October, DOI: 10.4197/Islec.29-3.3.
• Simplice A. Asongu & Jacinta C. Nwachukwu, 2016, "Political Regimes and Stock Market Performance in Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 16/012, Jan.
• Albert S. Kyle & Anna Obizhaeva & Tugkan Tuzun, 2016, "Microstructure Invariance in U.S. Stock Market Trades," Working Papers, New Economic School (NES), number w0230, Apr.
• Bernard Njindan Iyke & Theodore O. Antwi-Asare & Augustine F. Gockel & Emmanuel Nii Abbey, 2016, "The Linkages Between Financial Deepening, Trade Openness, and Economic Growth in the West African Economic and Monetary Union (WAEMU)," The African Finance Journal, Africagrowth Institute, volume 18, issue 2, pages 93-116.
• Simplice Asongu & Jacinta C. Nwachukwu, 2016, "Political Regimes and Stock Market Performance in Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 16/012, Jan.
• Chen, Sihong & Wu, Ximing, 2016, "Comovements and Volatility Spillover in Commodity Markets," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235686, DOI: 10.22004/ag.econ.235686.
• Adamowicz, Mieczyslaw, 2016, "Review Of The Book Entitled “The Euro Zone. Between Scepticism And Realism” By Ryszard Kata, Magdalena Cyrek, Małgorzata Wosiek, Tomasz Potocki And Władysława Jastrzębska, Cedewu, Warszawa 2015, Pp. 210," Economic and Regional Studies (Studia Ekonomiczne i Regionalne), John Paul II University of Applied Sciences in Biala Podlaska, volume 9, issue 3, July, DOI: 10.22004/ag.econ.250247.
• Theognosia TELLIDOU & Chris GROSE & Persefoni POLYCHRONIDOU & Theodore KARGIDIS & Stergios ANATOLITIS, 2016, "Corporate Governance For A.S.E. Listed Firms," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 63, issue 1, pages 105-115, March.
• Ioana Anghel & Mariana Man, 2016, "Stock Performance Analysis Of Listed Entities At The Bucharest Stock Exchange. Case Study On The Energy And Related Utilities Sector Companies," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 44, pages 147-159.
• Lauren?iu Radu, 2016, "The importance and role of International financial andmonetary system architecture in global economy," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 44, pages 322-326.
• Dumitru Beldiman & Sebastian George Perpelea, 2016, "European Funds: The Involvement of Banks, Where To?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 18, pages 141-149, November.
• Iulia-Oana Stefan, 2016, "Study on the Stock Market Evolution of Companies Listed on Bucharest Stock Exchange," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 18, pages 94-102, November.
• Rui Xue, 2016, "Study of the Contagion Mechanism for Opening Risk of Emerging Equity Markets in BRICS Countries: A Pitch," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 15, issue 1, pages 154-159, March.
• Hossein Rad, 2016, "Pairs Trading and Market Efficiency Using an Adaptive Market Hypothesis Framework: A Pitch," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 15, issue 1, pages 178-185, March.
• Adam Marszk, 2016, "Impact of Innovative Financial Products on Financial Systems: Exchange Traded Products and the Polish Financial System," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 14, pages 114-132, June.
• Albert J. Menkveld, 2016, "The Economics of High-Frequency Trading: Taking Stock," Annual Review of Financial Economics, Annual Reviews, volume 8, issue 1, pages 1-24, October.
• S.P. Kothari & Eric So & Rodrigo Verdi, 2016, "Analysts’ Forecasts and Asset Pricing: A Survey," Annual Review of Financial Economics, Annual Reviews, volume 8, issue 1, pages 197-219, October.
• Saki Bigio & Jennifer La’O, 2016, "Financial Frictions in Production Networks," Working Papers, Peruvian Economic Association, number 67, Apr.
• Thomas Knispel & Roger J. A. Laeven & Gregor Svindland, 2016, "Robust Optimal Risk Sharing and Risk Premia in Expanding Pools," Papers, arXiv.org, number 1601.06979, Jan.
• Tomas Krehlik & Jozef Barunik, 2016, "Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets," Papers, arXiv.org, number 1603.07020, Mar, revised Jan 2017.
• Eckhard Platen & David Taylor, 2016, "Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts," Papers, arXiv.org, number 1610.09875, Oct.
• Branka Marasovic, 2016, "Portfolio Rebalancing Model With Transaction Costs And Lower Semi-Absolute Deviation Risk Measure," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 25, issue 2, pages 515-534, december.
• Ercan Eren, 2016, "2008 Krizi ve Makroiktisatta Bazı Sorgulamalar: Evrimci Makro İktisada Doğru mu?," Yildiz Social Science Review, Yildiz Technical University, volume 2, issue 1, pages 1-20.
• Kemal Kurtuluş & Sema Kurtuluş & Diren Bulut, 2016, "Benefit Segmentation of Internet Users and Their Addictive Behavior," Yildiz Social Science Review, Yildiz Technical University, volume 2, issue 1, pages 21-30.
• Ahmed Seid Hassen, 2016, "Consumers' Willingness to Pay for Environmental Attributes of a Cut Flower in Ethiopia: A Choice Experiment Approach," Yildiz Social Science Review, Yildiz Technical University, volume 2, issue 1, pages 31-46.
• Yunus Sözen, 2016, "Reason, Passion and Participation: Paradoxes of Deliberative Democracy," Yildiz Social Science Review, Yildiz Technical University, volume 2, issue 1, pages 47-64.
• Kutay Hakkı Çilingiroğlu, 2016, "Bertrand Competition with Network Eects and Switching Costs: An Agent-based Computational Approach," Yildiz Social Science Review, Yildiz Technical University, volume 2, issue 1, pages 65-86.
• Erhan Aslanoğlu & Arda Balakan, 2016, "An analysis of cruise tourism on Turkish economy; a case study for Istanbul and Barcelona ports," Yildiz Social Science Review, Yildiz Technical University, volume 2, issue 2, pages 1-28.
• Şirin Gizem Köse & Arzu Karaman Akgül, 2016, "Innovative Approaches in Fashion Retailing," Yildiz Social Science Review, Yildiz Technical University, volume 2, issue 2, pages 29-38.
• Ali Rıza Güngen, 2016, "Whatever it takes? The European Central Bank's Sovereign Debt Interventions in the Eurozone Crisis," Yildiz Social Science Review, Yildiz Technical University, volume 2, issue 2, pages 39-52.
• Özlem İnanç Tunçer, 2016, "İçgöç, Nüfus Yapısı ve Fiyat Farklılaşması: İstanbul Örneği," Yildiz Social Science Review, Yildiz Technical University, volume 2, issue 2, pages 53-74.
• Celal Yılmaz & Adnan Ceylan, 2016, "Hizmetkâr Liderlik ile Örgütsel Ba§llk Arasndaki li³ki Üzerine Bir Çal³ma," Yildiz Social Science Review, Yildiz Technical University, volume 2, issue 2, pages 75-90.
• Ayşegül Sağkaya Güngör & Tuğçe Ozansoy Çadırcı, 2016, "Impact of Involvement and Cognitive Load on Aective Responses to Advergames and In-Game Advertising∗," Yildiz Social Science Review, Yildiz Technical University, volume 2, issue 2, pages 91-106.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," CeMMAP working papers, Institute for Fiscal Studies, number 12/16, Mar, DOI: 10.1920/wp.cem.2016.1216.
• Yurii Gudz & Tetyana Zadnipranna, 2016, "Research Methodology Fundamentals Of The Ukrainian Processing And Manufacturing Enterprises Economic Potential," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 1, DOI: 10.30525/2256-0742/2016-2-1-32-38.
• Vitaliy Semenyuk, 2016, "Pragmatics Of Using A Modified Capm Model For Estimating Cost Of Equity On Emerging Markets," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 2, DOI: 10.30525/2256-0742/2016-2-2-135-142.
• Iryna Didenko & Serhii Bohma, 2016, "Research Of Competition In Deposit Market Of Ukraine Based On The Panzar-Rosse Model," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 2, issue 2, DOI: 10.30525/2256-0742/2016-2-2-48-54.
• Fabio Scacciavillani, 2016, "The risk of pro-cyclicality," BANCARIA, Bancaria Editrice, volume 11, pages 88-90, November.
• Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll, 2016, "Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?," Staff Working Papers, Bank of Canada, number 16-39, DOI: 10.34989/swp-2017-39.
• Cameron MacDonald & Maarten van Oordt & Robin Scott, 2016, "Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions," Staff Analytical Notes, Bank of Canada, number 16-5, DOI: 10.34989/san-2016-5.
• Wagner Piazza Gaglianone & Waldyr Dutra Areosa, 2016, "Financial Conditions Indicators for Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 435, May.
• Ozge KORKMAZ & Deniz ERER & Elif ERER, 2016, "Do the Bubbles in Alternative Financial Instruments Affect the Turkish Stock Market? An Application to BIST100," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 10, issue 2, pages 29-61.
• Carmen Broto & Matías Lamas, 2016, "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers, Banco de España, number 1608, Apr.
• Mihály Tamás Borsi, 2016, "Credit contractions and unemployment," Working Papers, Banco de España, number 1617, Aug.
• Mihály Tamás Borsi, 2016, "Fiscal multipliers across the credit cycle," Working Papers, Banco de España, number 1618, Sep.
• Valerio Della Corte & Stefano Federico, 2016, "Foreign holders of Italian government debt securities: new evidence," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 363, Oct.
• Benavides Guillermo, 2016, "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Working Papers, Banco de México, number 2016-11, Jun.
• Cañón Salazar Carlos Iván & Gallón Santiago & Olivar Santiago, 2016, "Functional Systemic Risk, Complementarities and Early Warnings," Working Papers, Banco de México, number 2016-12, Jul.
• Daniel Mariño Ustacara & Luis Fernando Melo Velandia, 2016, "Regresión Cuantílica Dinámica para la Medición del Valor en Riesgo: una Aplicación a Datos Colombianos," Borradores de Economia, Banco de la Republica de Colombia, number 939, May, DOI: 10.32468/be.939.
• Daniel Mariño-Ustacara & Luis Fernando Melo-Velandia, 2016, "Relación entre los valores en riesgo de los principales mercados financieros colombianos: un enfoque a través de modelos multivariados de regresión cuantílica," Borradores de Economia, Banco de la Republica de Colombia, number 975, Dec, DOI: 10.32468/be.975.
• Imran Riaz Malik & Attaullah Shah, 2016, "Resumption of Single Stock Futures (SSFs) with Stringent Regulations and their Impact on the Risk Characteristics of the Underlying Stocks," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 8, issue 2, pages 1-22, October, DOI: dx.doi.org/10.22547/BER/8.2.1.
• Naimat U Khan & Sajjad Khan, 2016, "Weak Form of Efficient Market Hypothesis: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 8, issue SE, pages 1-18, March, DOI: dx.doi.org/10.22547/BER/8.SE.1.
• L. Chauvet & Luc Jacolin, 2016, "Financial Inclusion, Bank Concentration and Firm Performance," Working papers, Banque de France, number 615.
• François Ortalo-Magné & Andrea Prat, 2016, "Spatial Asset Pricing: A First Step," Economica, London School of Economics and Political Science, volume 83, issue 329, pages 130-171, January.
• Thomas Dimpfl & Stephan Jank, 2016, "Can Internet Search Queries Help to Predict Stock Market Volatility?," European Financial Management, European Financial Management Association, volume 22, issue 2, pages 171-192, March, DOI: 10.1111/eufm.12058.
• Thomas Nitschka, 2016, "Is There a Too-Big-to-Fail Discount in Excess Returns on German Banks’ Stocks?," International Finance, Wiley Blackwell, volume 19, issue 3, pages 292-310, December.
• Sanjay Banerji & Rajesh S. N. Raj & Kunal Sen, 2016, "Monitoring Costs, Credit Constraints and Entrepreneurship," Manchester School, University of Manchester, volume 84, issue 5, pages 573-599, September.
• Sourafel Girma & Sandra Lancheros & Alejandro Riaño, 2016, "Global Engagement and Returns Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 78, issue 6, pages 814-833, December.
• BUNESCU Liliana, 2016, "Current Market Of Government Bonds In Romania: Key Issues," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 3, pages 8-23, December.
• MINCULETE (PIKO) Georgiana Daniela & GRIGOROI Lilia & RODEAN (COZMA) Maria Daciana, 2016, "The Evolution Of The Sustainable Growth Of Companies Within The Pharmaceutical Industry," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 68, issue 3, pages 94-102, December.
• Aziz Jaafar & M. Shahid Ebrahim & Fatma A. Omar & Murizah Osman Salleh, 2016, "Can Islamic Injunctions Indemnify the Structural Flaws of Securitized Debt?," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 16001, Jan.
• Evangelos Benos & Richard Payne & Michalis Vasios, 2016, "Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act," Bank of England working papers, Bank of England, number 580, Jan.
• Evangelos Benos & Filip Zikes, 2016, "Liquidity determinants in the UK gilt market," Bank of England working papers, Bank of England, number 600, May.
• Philippe Bracke & Edward Pinchbeck & James Wyatt, 2016, "The time value of housing: historical evidence on discount rates," Bank of England working papers, Bank of England, number 621, Oct.
• Rachel Lukasz & Jack Fisher, 2016, "Assessing vulnerabilities to financial shocks in some key global economies," Bank of England working papers, Bank of England, number 636, Dec.
• Richard Harris & Evarist Stoja & Linh Nguyen, 2016, "Systematic tail risk," Bank of England working papers, Bank of England, number 637, Dec.
• Beum-Jo Park, 2016, "Investors' Herd Behavior and its Relation with Volatility in the Korean Stock Market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 22, issue 3, pages 70-93, September.
• Hosung Jung & Soonho Kim, 2016, "The Effects of Stock Holdings and Trading by Tax Haven Investors (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2016-9, Jun.
• Oguz Ersan & Cumhur Ekinci, 2016, "Algorithmic and high-frequency trading in Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 233-248, December.
• Csóka Péter & Pintér Miklós, 2016, "On the Impossibility of Fair Risk Allocation," The B.E. Journal of Theoretical Economics, De Gruyter, volume 16, issue 1, pages 143-158, January, DOI: 10.1515/bejte-2014-0051.
• Nyasha S. & Odhiambo N. M., 2016, "The Impact of Bank-Based and Market-Based Financial Development on Economic Growth: Time-Series Evidence From the United Kingdom," Global Economy Journal, De Gruyter, volume 16, issue 2, pages 389-410, June, DOI: 10.1515/gej-2015-0036.
• Bohl Martin T., 2016, "Treiben Indexfonds Agrarrohstoffpreise? Nein!," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 17, issue 2, pages 155-171, July, DOI: 10.1515/pwp-2016-0011.
• Vanessa Neumann Sulzbach & João Mergulhão & Pedro L. Valls Pereira, 2016, "The Informational Content of Trades on Foreign Exchange Futures: an Application to the Brazilian Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 1, pages 7-43.
• Hippolyte d’Albis, 2016, "Impact des évolutions démographiques sur l'épargne et les marchés financiers," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 165-178.
• Grégory Claeys, 2016, "Quelle place pour les marchés financiers en Europe ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 125-146.
• Graham McIntosh, 2016, "Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1609, Feb.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger, 2016, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1620, Mar.
• Jędrzej Białkowski & Laura T. Starks, 2016, "SRI Funds: Investor Demand, Exogenous Shocks and ESG Profiles," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/11, Mar.
• Sir Vince Cable, 2016, "Why Governments Won't Invest," CEP Reports, Centre for Economic Performance, LSE, number 33, Mar.
• Walter Kraemer, 2016, "A Neglected Semi-Stylized Fact of Daily Stock Returns," CESifo Working Paper Series, CESifo, number 5806.
• Bruno Chiarini & Maria Ferrara & Elisabetta Marzano, 2016, "Investment Shocks, Tax Evasion and the Consumption Puzzle: A DSGE Analysis with Financial Frictions," CESifo Working Paper Series, CESifo, number 6015.
• Giovanni Cespa & Xavier Vives, 2016, "Market Transparency and Fragility," CESifo Working Paper Series, CESifo, number 6279.
• Benjamin R. Auer & Benjamin Mögel, 2016, "How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?," CESifo Working Paper Series, CESifo, number 6288.
• Bolko Hohaus, 2016, "Share Buybacks and Employee Stock Options," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 16, issue 04, pages 79-81, January.
• Uluc Aysun, 2016, "The credit channel is alive at the zero lower bound but how does it operate? Firm level evidence on the asymmetric effects of U.S. monetary policy," Working Papers, University of Central Florida, Department of Economics, number 2016-01, Jun.
• Davide Melcangi, 2016, "Firm’s precautionary savings and employment during a credit crisis," Discussion Papers, Centre for Macroeconomics (CFM), number 1610, Mar.
• Albert S. Kyle & Anna Obizhaeva & Tugkan Tuzun, 2016, "Microstructure Invariance in U.S. Stock Market Trades," Working Papers, Center for Economic and Financial Research (CEFIR), number w0230, Apr.
• Ileana (BĂDULESCU) ANASTASE & Cornel GRIGORUȚ, 2016, "Contemporary Developments Of The Marketing Orientation And Activity," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 11, pages 351-355, July.
• Gustavo Peralta, 2016, "The Nature of Volatility Spillovers across the International Capital Markets," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Uribe Gil Jorge Mario, 2016, "Regímenes de riesgo en el mercado de acciones colombiano," Revista Sociedad y Economía, Universidad del Valle, CIDSE, volume 0, issue 30, pages 11-404.
• Jimmy Melo, 2016, "Arbitraje limitado bajo fondeo basado en desempeno," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 1, pages 165-187.
• Dennis Sánchez Navarro & Juan Pablo Herrera Saavedra & Aura Mar�a Garc�a Pab�n & Jacobo Campo Robledo & jcampo@sic.gov.co, 2016, "Determinantes de la dinámica de la cuota de manejo de las tarjetas de crédito en Colombia: el caso de la franquicia VISA," Estudios Económicos SIC, Superintendencia de Industria y Comercio, number 17719, Dec.
• Katarzyna Kubiszewska, 2016, "The assessment of the situation in banking sectors in selected European countries," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 15, issue 2, pages 193-208, June, DOI: 10.12775/EiP.2016.012.
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• Malamud, Semyon, 2016, "A Dynamic Equilibrium Model of ETFs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11469, Aug.
• Beck, Thorsten & Albuquerque de Sousa, José & Van Dijk, Mathijs & van Bergeijk, Peter A.G., 2016, "Nascent markets: Understanding the success and failure of new stock markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11604, Nov.
• Martin, Ian & Wagner, Christian, 2016, "What is the Expected Return on a Stock?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11608, Nov.
• Cespa, Giovanni & Colla, Paolo, 2016, "Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11690, Dec.
• Vives, Xavier & Cespa, Giovanni, 2016, "Market Transparency and Fragility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11732, Dec.
• Martin T. Bohl & Gerrit Reher & Bernd Wilfling, 2016, "Short selling constraints and stock returns volatility: empirical evidence from the German stock market," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4516, Jan.
• Mathurin FOUNANOU & Zaka RATSIMALAHELO, 2016, "Regulation of Microfinance Institutions in Developing countries: an incentives theory approach," Working Papers, CRESE, number 2016-03, Mar.
• Michael Doumpos & Chrysovalantis Gaganis & Fotios Pasiouras, 2016, "Bank Diversification and Overall Financial Strength: International Evidence," Working Papers, University of Crete, Department of Economics, number 1602, Sep.
• Chrysovalantis Gaganis, 2016, "Assessing the Overall Performance of Microfinance Institutions," Working Papers, University of Crete, Department of Economics, number 1603, Sep.
• Pedro V. Piffaut & Damià Rey Miró, 2016, "Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 111, pages 138-147, Septiembr.
• Chordia, Tarun & Goyal, Amit & Jegadeesh, Narasimhan, 2016, "Buyers versus Sellers: Who Initiates Trades, and When?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 5, pages 1467-1490, October.
• Csóka, Péter & Herings, Jean-Jacques P., 2016, "Decentralized Clearing in Financial Networks," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2016/14, Nov.
• G l YE L ELEB, 2016, "IX. European Conference on Social and Behavioral Sciences," Journal of Economics Library, EconSciences 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, EconSciences Journals, volume 3, issue 2, pages 203-214, June.
• M. Akýn DOÐANAY, 2016, "The Twentieth Symposium of Finance," Journal of Economics Bibliography, EconSciences Journals, volume 3, issue 4, pages 644-645, December.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016, "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2033, Mar.