Research classified by Journal of Economic Literature (JEL) codes

2016

• 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, Paradigm, 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, Paradigm, 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 Staff Working Paper series, Bank of England, number 580, Jan.
• Evangelos Benos & Filip Zikes, 2016, "Liquidity determinants in the UK gilt market," Bank of England Staff Working Paper series, 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 Staff Working Paper series, Bank of England, number 621, Oct.
• Rachel Lukasz & Jack Fisher, 2016, "Assessing vulnerabilities to financial shocks in some key global economies," Bank of England Staff Working Paper series, Bank of England, number 636, Dec.
• Richard Harris & Evarist Stoja & Linh Nguyen, 2016, "Systematic tail risk," Bank of England Staff Working Paper series, 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.
• Adrian, Tobias & , & Shin, Hyun Song, 2016, "Dynamic Leverage Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 11466, Aug.
• Malamud, Semyon, 2016, "A Dynamic Equilibrium Model of ETFs," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 11604, Nov.
• Martin, Ian & Wagner, Christian, 2016, "What is the Expected Return on a Stock?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11608, Nov.
• Cespa, Giovanni & Colla, Paolo, 2016, "Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades," CEPR Discussion Papers, Centre for Economic Policy Research, number 11690, Dec.
• Vives, Xavier & Cespa, Giovanni, 2016, "Market Transparency and Fragility," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• Virgil DAMIAN & Cosmin – Octavian CEPOI, 2016, "Volatility Estimators With High-Frequency Data From Bucharest Stock Exchange," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 247-264.
• Rafał SIEDLECKI & Daniel PAPLA, 2016, "Conditional Correlation Coefficient As A Tool For Analysis Of Contagion In Financial Markets And Real Economy Indexes Based On The Synthetic Ratio," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 4, pages 287-299.
• Kiesel, F. & Kolaric, S. & Schiereck, D., 2016, "Market integration and efficiency of CDS and equity markets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 77819, Jul, DOI: 10.1016/j.qref.2016.02.010.
• Стефан Симеонов, 2016, "Измерители На Борсовата Активност – Изследване На Индикаторите И Анализ На Пазарния Тренд," "Economic World" Library, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 131 Year , pages 3-228.
• Maximilian Podstawski & Anton Velinov, 2016, "The State Dependent Impact of Bank Exposure on Sovereign Risk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1550.
• Carl Grekou, 2016, "Does the exchange rate regime shape currency misalignments in emerging and developing countries?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-26.
• Lauren Stagnol, 2016, "The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-27.
• Kariv, Shachar & Kotowski, Maciej H. & Leister, C. Matthew, 2016, "Liquidity Risk in Sequential Trading Networks," Working Paper Series, Harvard University, John F. Kennedy School of Government, number 16-039, Oct.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2016, "Why Does Idiosyncratic Risk Increase with Market Risk?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-13, Jul.
• Hou, Kewei & Kim, Sehoon & Werner, Ingrid M., 2016, "(Priced) Frictions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-19, Nov.
• Lee, Charles M. C. & So, Eric C., 2016, "Uncovering Expected Returns: Information in Analyst Coverage Proxies," Research Papers, Stanford University, Graduate School of Business, number 3367, Jan.
• Melody Nyangara & Davis Nyangara & Godfrey Ndlovu & Takawira Tyavambiza, 2016, "An Empirical Test of the Validity of the Capital Asset Pricing Model on the Zimbabwe Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 365-379.
• Omar Durrah & Abdul Aziz Abdul Rahman & Syed Ahsan Jamil & Nour Aldeen Ghafeer, 2016, "Exploring the Relationship between Liquidity Ratios and Indicators of Financial Performance: An Analytical Study on Food Industrial Companies Listed in Amman Bursa," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 435-441.
• Faisal Khan & Saif-Ur-Rehman Khan & Hashim Khan, 2016, "Pricing of Risk, Various Volatility Dynamics and Macroeconomic Exposure of Firm Returns: New Evidence on Age Effect," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 551-561.
• Mohammad Tayeh, 2016, "Commonality in Liquidity in the Context of Different Trading Systems: Evidence from an Emerging Market," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1344-1353.
• Charles O. Manasseh & Chukwuka Kenneth Ozuzu & Jonathan E. Ogbuabor, 2016, "Semi Strong Form Efficiency Test of the Nigerian Stock Market: Evidence from Event Study Analysis of Bonus Issues," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1474-1490.
• Charles O. Manasseh & Ambrose N. Omeje, 2016, "Application of Generalized Autoregressive Conditional Heteroschedasticity Model on Inflation and Share Price Movement in Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1491-1501.
• Modebe Nwanneka Judith & Ezeaku Hillary Chijindu, 2016, "Relationship between Financial Development and Economic Growth in Nigeria: A Triangulation Approach," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1842-1850.
• Azam Mohammadzadeh & Mohammad Nabi Shahiki Tash & Reza Roshan, 2016, "Investigating and Comparing Some Consumption-based Asset Pricing Models: The Case of Iran," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1884-1894.
• Faisal Faisal & Peshraw Majid Muhamad & Turgut Tursoy, 2016, "Impact of Economic Growth, Foreign Direct Investment and Financial Development on Stock Prices in China: Empirical Evidence from Time Series Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1998-2006.
• Öykü YÜCEL, 2016, "BÝST Endekslerinin Risk Temelli Performans Karþýlaþtýrmasý," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 4, issue 4, pages 151-164.
• Galindo, Arturo & Micco, Alejandro, 2016, "Protección de los acreedores, intercambio de información y crédito para pequeñas y medianas empresas: datos comparativos entre países," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Galindo, Arturo & Micco, Alejandro, 2016, "Creditor protection, information sharing and credit for small and medium-sized enterprises: cross-country evidence," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Walker, Clive B., 2016, "The direction of media influence: Real-estate news and the stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 10, issue C, pages 20-31, DOI: 10.1016/j.jbef.2016.02.001.
• Giusti, Giovanni & Jiang, Janet Hua & Xu, Yiping, 2016, "Interest on cash, fundamental value process and bubble formation: An experimental study," Journal of Behavioral and Experimental Finance, Elsevier, volume 11, issue C, pages 44-51, DOI: 10.1016/j.jbef.2016.07.001.
• Lawal, Tolulola, 2016, "Clustering of annual general meetings and stock returns: UK evidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 11, issue C, pages 9-12, DOI: 10.1016/j.jbef.2016.05.001.
• Yang, Xiaolan & Zhu, Li, 2016, "Ambiguity vs risk: An experimental study of overconfidence, gender and trading activity," Journal of Behavioral and Experimental Finance, Elsevier, volume 9, issue C, pages 125-131, DOI: 10.1016/j.jbef.2016.01.003.
• Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2016, "The trend is our friend: Risk parity, momentum and trend following in global asset allocation," Journal of Behavioral and Experimental Finance, Elsevier, volume 9, issue C, pages 63-80, DOI: 10.1016/j.jbef.2016.01.002.
• Kallunki, Juha-Pekka & Mikkonen, Jenni & Nilsson, Henrik & Setterberg, Hanna, 2016, "Tax noncompliance and insider trading," Journal of Corporate Finance, Elsevier, volume 36, issue C, pages 157-173, DOI: 10.1016/j.jcorpfin.2015.12.005.
• Sila, Vathunyoo & Gonzalez, Angelica & Hagendorff, Jens, 2016, "Women on board: Does boardroom gender diversity affect firm risk?," Journal of Corporate Finance, Elsevier, volume 36, issue C, pages 26-53, DOI: 10.1016/j.jcorpfin.2015.10.003.
• Ebrahim, M. Shahid & Jaafar, Aziz & Omar, Fatma A. & Salleh, Murizah Osman, 2016, "Can Islamic injunctions indemnify the structural flaws of securitized debt?," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 271-286, DOI: 10.1016/j.jcorpfin.2016.01.002.
• Nielsson, Ulf & Wójcik, Dariusz, 2016, "Proximity and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 38, issue C, pages 92-105, DOI: 10.1016/j.jcorpfin.2016.03.012.
• Switzer, Lorne N. & Picard, Alan, 2016, "Stock market liquidity and economic cycles: A non-linear approach," Economic Modelling, Elsevier, volume 57, issue C, pages 106-119, DOI: 10.1016/j.econmod.2016.04.006.
• Bohl, Martin T. & Reher, Gerrit & Wilfling, Bernd, 2016, "Short selling constraints and stock returns volatility: Empirical evidence from the German stock market," Economic Modelling, Elsevier, volume 58, issue C, pages 159-166, DOI: 10.1016/j.econmod.2016.05.025.
• Chatterjee, Ujjal K., 2016, "Do stock market trading activities forecast recessions?," Economic Modelling, Elsevier, volume 59, issue C, pages 370-386, DOI: 10.1016/j.econmod.2016.08.007.
• Li, Mingsheng & Zhao, Xin, 2016, "Neighborhood effect on stock price comovement," The North American Journal of Economics and Finance, Elsevier, volume 35, issue C, pages 1-22, DOI: 10.1016/j.najef.2015.10.002.