Research classified by Journal of Economic Literature (JEL) codes

2016

• Lin, William T. & Tsai, Shih-Chuan & Chiu, Peter, 2016, "Do foreign institutions outperform in the Taiwan options market?," The North American Journal of Economics and Finance, Elsevier, volume 35, issue C, pages 101-115, DOI: 10.1016/j.najef.2015.10.005.
• Chen, Chen & Lee, Hsiu-Chuan & Liao, Tzu-Hsiang, 2016, "Risk-neutral skewness and market returns: The role of institutional investor sentiment in the futures market," The North American Journal of Economics and Finance, Elsevier, volume 35, issue C, pages 203-225, DOI: 10.1016/j.najef.2015.10.010.
• Bekiros, Stelios & Gupta, Rangan & Kyei, Clement, 2016, "On economic uncertainty, stock market predictability and nonlinear spillover effects," The North American Journal of Economics and Finance, Elsevier, volume 36, issue C, pages 184-191, DOI: 10.1016/j.najef.2016.01.003.
• Tsai, I-Chun, 2016, "Wealth effect and investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 111-123, DOI: 10.1016/j.najef.2016.09.001.
• Yang, Chunpeng & Zhou, Liyun, 2016, "Individual stock crowded trades, individual stock investor sentiment and excess returns," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 39-53, DOI: 10.1016/j.najef.2016.06.001.
• Wu, Jilin, 2016, "A test for changing trends with monotonic power," Economics Letters, Elsevier, volume 141, issue C, pages 15-19, DOI: 10.1016/j.econlet.2016.01.006.
• Chen, Binbin & Liu, Shancun & Zhang, Qiang, 2016, "Can public information promote market stability?," Economics Letters, Elsevier, volume 143, issue C, pages 103-106, DOI: 10.1016/j.econlet.2016.04.008.
• Cronin, David & Flavin, Thomas J. & Sheenan, Lisa, 2016, "Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly," Economics Letters, Elsevier, volume 143, issue C, pages 5-8, DOI: 10.1016/j.econlet.2016.02.031.
• Gogolin, Fabian & Kearney, Fearghal, 2016, "Does speculation impact what factors determine oil futures prices?," Economics Letters, Elsevier, volume 144, issue C, pages 119-122, DOI: 10.1016/j.econlet.2016.05.007.
• Mallick, Sushanta & Matousek, Roman & Tzeremes, Nickolaos G., 2016, "Financial development and productive inefficiency: A robust conditional directional distance function approach," Economics Letters, Elsevier, volume 145, issue C, pages 196-201, DOI: 10.1016/j.econlet.2016.06.019.
• Kim, Jong-Min & Jung, Hojin, 2016, "Linear time-varying regression with Copula–DCC–GARCH models for volatility," Economics Letters, Elsevier, volume 145, issue C, pages 262-265, DOI: 10.1016/j.econlet.2016.06.027.
• Wu, Jilin, 2016, "Detecting structural changes under nonstationary volatility," Economics Letters, Elsevier, volume 146, issue C, pages 151-154, DOI: 10.1016/j.econlet.2016.07.039.
• Pinter, Julien & Boissel, Charles, 2016, "The Eurozone deposit rates’ puzzle: Choosing the right benchmark," Economics Letters, Elsevier, volume 148, issue C, pages 33-36, DOI: 10.1016/j.econlet.2016.09.005.
• Jang, Woon Wook & Eom, Young Ho & Kang, Yong Joo, 2016, "Corporate bond pricing model with stochastically volatile firm value process," Economics Letters, Elsevier, volume 148, issue C, pages 41-44, DOI: 10.1016/j.econlet.2016.09.018.
• He, Jing & Chen, Song Xi, 2016, "Testing super-diagonal structure in high dimensional covariance matrices," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 283-297, DOI: 10.1016/j.jeconom.2016.05.007.
• Song, Joonhyuk & Ryu, Doojin, 2016, "Credit cycle and balancing the capital gap: Evidence from Korea," Economic Systems, Elsevier, volume 40, issue 4, pages 595-611, DOI: 10.1016/j.ecosys.2016.02.006.
• Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2016, "The extent and cyclicality of career changes: Evidence for the U.K," European Economic Review, Elsevier, volume 84, issue C, pages 18-41, DOI: 10.1016/j.euroecorev.2015.09.008.
• Cui, Wei, 2016, "Monetary–fiscal interactions with endogenous liquidity frictions," European Economic Review, Elsevier, volume 87, issue C, pages 1-25, DOI: 10.1016/j.euroecorev.2016.03.007.
• Cimadomo, Jacopo & Claeys, Peter & Poplawski-Ribeiro, Marcos, 2016, "How do experts forecast sovereign spreads?," European Economic Review, Elsevier, volume 87, issue C, pages 216-235, DOI: 10.1016/j.euroecorev.2016.03.002.
• Webb, Robert I. & Ryu, Doojin & Ryu, Doowon & Han, Joongho, 2016, "The price impact of futures trades and their intraday seasonality," Emerging Markets Review, Elsevier, volume 26, issue C, pages 80-98, DOI: 10.1016/j.ememar.2016.01.002.
• Auer, Benjamin R., 2016, "On time-varying predictability of emerging stock market returns," Emerging Markets Review, Elsevier, volume 27, issue C, pages 1-13, DOI: 10.1016/j.ememar.2016.02.005.
• Fakhfekh, Mohamed & Hachicha, Nejib & Jawadi, Fredj & Selmi, Nadhem & Idi Cheffou, Abdoulkarim, 2016, "Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach," Emerging Markets Review, Elsevier, volume 27, issue C, pages 84-99, DOI: 10.1016/j.ememar.2016.03.004.
• Karagiannidis, Iordanis & Vozlyublennaia, Nadia, 2016, "Limits to mutual funds' ability to rely on mean/variance optimization," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 282-292, DOI: 10.1016/j.jempfin.2016.01.008.
• Hu, Shing-yang & Lin, Yueh-Hsiang & Lai, Christine W., 2016, "The effect of overvaluation on investment and accruals: The role of information," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 181-201, DOI: 10.1016/j.jempfin.2016.06.004.
• Kim, Gi H. & Li, Haitao & Zhang, Weina, 2016, "CDS-bond basis and bond return predictability," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 307-337, DOI: 10.1016/j.jempfin.2016.07.006.
• Smales, Lee A., 2016, "News sentiment and bank credit risk," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 37-61, DOI: 10.1016/j.jempfin.2016.05.002.
• Qadan, Mahmoud & Kliger, Doron, 2016, "The short trading day anomaly," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 62-80, DOI: 10.1016/j.jempfin.2016.05.007.
• Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil, 2016, "Bubbling over! The behaviour of oil futures along the yield curve," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 516-533, DOI: 10.1016/j.jempfin.2015.08.009.
• Lee, Ji Hyung & Phillips, Peter C.B., 2016, "Asset pricing with financial bubble risk," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 590-622, DOI: 10.1016/j.jempfin.2015.11.004.
• Linton, Oliver & Smetanina, Ekaterina, 2016, "Testing the martingale hypothesis for gross returns," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 664-689, DOI: 10.1016/j.jempfin.2016.02.010.
• Ghosh, Sajal & Kanjilal, Kakali, 2016, "Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests," Energy Economics, Elsevier, volume 53, issue C, pages 111-117, DOI: 10.1016/j.eneco.2014.11.002.
• Shalini, Velappan & Prasanna, Krishna, 2016, "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, volume 53, issue C, pages 40-57, DOI: 10.1016/j.eneco.2015.02.011.
• Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016, "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, volume 56, issue C, pages 239-246, DOI: 10.1016/j.eneco.2016.02.001.

2015

• Mária Bohdalová & Michal Greguš, 2015, "Estimating Value-At-Risk Based On Non-Normal Distributions," CBU International Conference Proceedings, ISE Research Institute, volume 3, issue 0, pages 188-195, September, DOI: 10.12955/cbup.v3.601.
• Shafi A. Khaled & A. Wahhab Khandker, 2015, "Profit-Loss Sharing Contract Formation Under Zero Interest Financial System عقد المشاركة من الأرباح والخسائر في ظل نظام مالي بدون ربا," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 28, issue 2, pages 75-107, July, DOI: 10.4197/Islec.28-2.3.
• Dolores Moreno-Herrero & José Sánchez Campillo & Manuel Salas-Velasco, 2015, "Factores asociados al rendimiento en competencia financiera en PISA 2012," Investigaciones de Economía de la Educación volume 10, Asociación de Economía de la Educación, chapter 28, in: Marta Rahona López & Jennifer Graves, "Investigaciones de Economía de la Educación 10".
• Suthawan Prukumpai, 2015, "Time-varying Industrial Portfolio Betas under the Regime-switching Model: Evidence from the Stock Exchange of Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 22, issue 2, pages 54-76, December.
• Jan Annaert & Frans Buelens & Marc Deloof, 2015, "Long-run stock returns: evidence from Belgium 1838–2010," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 9, issue 1, pages 77-95, January, DOI: 10.1007/s11698-014-0108-8.
• Rafiq Raji & Kalu Ojah, 2015, "Does Investor Sentiment Explain The Seasonality Of Overreaction? Examples Of The Nigerian And South African Equity Markets," The African Finance Journal, Africagrowth Institute, volume 17, issue 2, pages 25-54.
• Kubler, Felix & Polemarchakis, Herakles, , "The identification of beliefs from asset demand," Economic Research Papers, University of Warwick - Department of Economics, number 270007, DOI: 10.22004/ag.econ.270007.
• Marian Siminica & Silviu-Valentin CARSTINA, 2015, "Correlation Analysis Of The Company'S Liquidity, Patrimony Structure And Efficiency Indicators," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 43, pages 7-16.
• Octavian PERPELEA & Tatiana PAUN, 2015, "The Greek Crisis and the Generalization of Euro in European Union," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 17, pages 103-112, December.
• Sonia Wos, 2015, "Rynek Neuer Markt: droga od sukcesu do porażki / Neuer Markt: from Success to Failure," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 11, pages 176-189, September.
• Luca Benzon & Olena Chyruk, 2015, "The Value and Risk of Human Capital," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 179-200, December, DOI: 10.1146/annurev-financial-110613-03.
• Daniel Covitz & Nellie Liang & Tobias Adrian, 2015, "Financial Stability Monitoring," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 357-395, December, DOI: 10.1146/annurev-financial-111914-04.
• Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2015, "The Extent and Cyclicality of Career Changes: Evidence for the U.K.," Working Papers, Peruvian Economic Association, number 43, Apr.
• Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015, "Asset Allocation Strategies Based on Penalized Quantile Regression," Papers, arXiv.org, number 1507.00250, Jul.
• Jozef Barunik & Tomas Krehlik, 2015, "Measuring the frequency dynamics of financial connectedness and systemic risk," Papers, arXiv.org, number 1507.01729, Jul, revised Dec 2017.
• Fabio Caccioli & Imre Kondor & G'abor Papp, 2015, "Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error," Papers, arXiv.org, number 1510.04943, Oct.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2015, "Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns," DEOS Working Papers, Athens University of Economics and Business, number 1507, Feb.
• Ercan EREN, 2015, "Developments in (macro) economics; Towards a new (macro) economics'," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 1, pages 1-35.
• John E. ROEMER, 2015, "Ideology, politics and the concentration of capital," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 1, pages 37-44.
• Remzi ALTUNIŞIK, 2015, "Büyük veri: Fırsatlar kaynağı mı yoksa yeni sorunlar yumağı mı?," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 1, pages 45-76.
• Cem Başlevent & Ayşenur Acar, 2015, "Recent trends in informal employment in Turkey," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 1, pages 77-88.
• Massimo BAGARANIY, 2015, "Applying multicriteria analysis in on-going evaluation of EU structural programmes," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 2, pages 1-17.
• Stefano FANTACONEY & Petya G. GARALOVA & Carlo MILANI, 2015, "Structural budget balance and fiscal policy: The limits of the European approach," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 2, pages 19-34.
• Gozde ÜNAL & Ömer FARUK TAN, 2015, "Performance evaluation of a-type Turkish mutuals funds in the era of quantitative easing," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 2, pages 35-46.
• Cigdem DIKMEN, 2015, "A research on the perception level of the success criteria of learning organizations among a group of physicians and nurses," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 2, pages 47-59.
• Dhananjay TRIPATHI, 2015, "Beyond pessimism: Analysing prospect for asian regionalism with cooperation between India, China and ASEAN," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 2, pages 61-74.
• Ahmet Hakan YÜKSEL, 2015, "The impasse of the machine metaphor in organization and management: Ontological and epistemological rejuvenation during interregnum," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 2, pages 75-88.
• Oliver Linton & Katja Smetanina, 2015, "Mean Ratio Statistic for measuring predictability," CeMMAP working papers, Institute for Fiscal Studies, number 08/15, Feb, DOI: 10.1920/wp.cem.2015.0815.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015, "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers, Institute for Fiscal Studies, number 13/15, Mar, DOI: 10.1920/wp.cem.2015.1315.
• Kostiantyn Vozianov, 2015, "Main Trends Of Derivatives' Market Development In Central And Eastern Europe," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 1, issue 1, DOI: 10.30525/2256-0742/2015-1-1-55-61.
• Volodymyr Matskiv, 2015, "Economic Essence And Components Of Financial Support Of Agricultural Sector," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 1, issue 2, DOI: 10.30525/2256-0742/2015-1-2-83-88.
• Dr. Yisheng Huang (ed.), 2015, "Hyperbola Economics Towards A Utopian Economy," Hyperbola Economics towards A Utopian Economy, Better Advances Press, Canada, number 01, edition 1.
• Eduardo Ariel Corso, 2015, "Ambiguity, Ambiguity Aversion and Reserve of Value in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 73, pages 91-115, December.
• Eduardo Corso, 2015, "Ambiguity and portfolio decisions," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201567, Nov.
• Eyup KADIOGLU & Guray KUCUKKOCAOGLU, 2015, "Intraday Return and Volatility Structures in Borsa Istanbul and the Impact of Opening and Closing Call Auction Sessions," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 9, issue 1, pages 103-126.
• Vuslat US, 2015, "Do Banks Respond Asymmetrically to the Global Crisis? Evidence From Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 9, issue 2, pages 9-44.
• Matteo Accornero & Paolo Finaldi Russo & Giovanni Guazzarotti & Valentina Nigro, 2015, "First-time corporate bond issuers in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 269, Apr.
• Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale, 2015, "Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 277, Jun.
• Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015, "The impact of CCPs� margin policies on Repo markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1028, Sep.
• Ramos-Forero, Jorge Enrique & Melo-Becerra, Ligia Alba & Zárate-Solano, Hector Manuel, 2015, "Mercado de bonos soberanos y estabilidad financiera : una aplicación de gráficos acíclicos direccionados (GAD) y modelos SVAR," Chapters, Banco de la Republica de Colombia, chapter 14, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N., "Política monetaria y estabilidad financiera en economías pequeñas y abiertas", DOI: 10.32468/Ebook.664-314-6.
• Tatiana A. Mora-Arbeláez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas, 2015, "Una Historia Exhaustiva de la Regulación Financiera en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 887, May, DOI: 10.32468/be.887.
• Syed Muhammad Majid Shah & Fahad Abdullah, 2015, "A Study of Day of the Week Effect in Karachi Stock Exchange During Different Political Regimes in Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 7, issue 1, pages 41-66, April, DOI: dx.doi.org/10.22547/BER/7.1.3.
• Julija Cerović & Vesna Karadžić, 2015, "Extreme Value Theory In Emerging Markets: Evidence From Montenegrin Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 60, issue 206, pages 87-116, July - Se.
• Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015, "The impact of CCPs' margin policies on repo markets," BIS Working Papers, Bank for International Settlements, number 515, Oct.
• Cerović Julija & Lipovina-Božović Milena & Vujošević Saša, 2015, "A Comparative Analysis of Value at Risk Measurement on Emerging Stock Markets: Case of Montenegro," Business Systems Research, Paradigm, volume 6, issue 1, pages 36-55, March, DOI: 10.1515/bsrj-2015-0003.
• Peter Gomber & Uwe Schweickert & Erik Theissen, 2015, "Liquidity Dynamics in an Electronic Open Limit Order Book: an Event Study Approach," European Financial Management, European Financial Management Association, volume 21, issue 1, pages 52-78, January, DOI: 10.1111/j.1468-036X.2013.12006.x.
• Petra Valickova & Tomas Havranek & Roman Horvath, 2015, "Financial Development And Economic Growth: A Meta-Analysis," Journal of Economic Surveys, Wiley Blackwell, volume 29, issue 3, pages 506-526, July.
• Giovanni Cespa & Xavier Vives, 2015, "The Beauty Contest and Short-Term Trading," Journal of Finance, American Finance Association, volume 70, issue 5, pages 2099-2154, October.
• Philippe Bracke, 2015, "House Prices and Rents: Microevidence from a Matched Data Set in Central London," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 2, pages 403-431, June.
• Melise Jaud & Madina Kukenova & Martin Strieborny, 2015, "Financial Development and Sustainable Exports: Evidence from Firm-product Data," The World Economy, Wiley Blackwell, volume 38, issue 7, pages 1090-1114, July.
• Rolando Olmos Alcalá & Sergio Palma Cuenca, 2015, "Pruebas de tensión de liquidez para el sistema financiero boliviano," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2015/02, Dec.
• Michael Chin & Christopher Polk, 2015, "A forecast evaluation of expected equity return measures," Bank of England Staff Working Paper series, Bank of England, number 520, Jan.
• Evangelos Benos & James Brugler & Erik Hjalmarsson & Filip Zikes, 2015, "Interactions among high-frequency traders," Bank of England Staff Working Paper series, Bank of England, number 523, Feb.
• James Brugler, 2015, "Into the light: dark pool trading and intraday market quality on the primary exchange," Bank of England Staff Working Paper series, Bank of England, number 545, Sep.
• Richard D. F. Harris & Linh H Nguyen & Evarist Stoja, 2015, "Extreme downside risk and financial crises," Bank of England Staff Working Paper series, Bank of England, number 547, Sep.
• Jaehun CHOI & Hosung LIM & Rogelio Jr. MERCADO & Cyn-Young PARK, 2015, "Price Discovery and Foreign Participation in Korea's Government Bond Cash and Futures Markets," Working Papers, Economic Research Institute, Bank of Korea, number 2015-8, Mar.
• Jieun Lee & Kee H. Chung, 2015, "Foreign Ownership, Legal System and Stock Market Liquidity," Working Papers, Economic Research Institute, Bank of Korea, number 2015-15, Jun.
• P. Sahu & S. K. Mahapatra, 2015, "Social Expenditures at Sub-National Level: An Experience from Indian state of Odisha," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp998, Mar.
• Muhamed Zulkhibri, 2015, "A synthesis of theoretical and empirical research on sukuk," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 4, pages 237-248, December.
• Melquiades Pereira Lima & Vinicio de Souza Almeida, 2015, "Sell-side analysts make good predictions in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 3, pages 365-393.
• Alex Sandro Monteiro De Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle, 2015, "Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 3, pages 394-437.
• Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira, 2015, "Testing the predict power of VIX: an application of multiplicative error model," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 4, pages 571-630.
• Gerard Hartsink, 2015, "La technologie est le meilleur garant de la gestion des risques sur les marchés financiers," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 143-154.
• Meredith A. Crowley & Ning Meng & Huasheng Song, 2015, "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1529, Sep.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015, "An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1552, Mar.
• Samuel GUERINEAU & Relwende SAWADOGO, 2015, "On the determinants of life insurance development in Sub-Saharan Africa: the role of the institutions quality in the effect of economic development," Working Papers, CERDI, number 201519, Jun.
• Relwende SAWADOGO & Samuel GUERINEAU, 2015, "Does Insurance Development Affect the Financial Markets in developing countries?," Working Papers, CERDI, number 201520, Jun.
• Luca De Angelis & Attilio Gardini, 2015, "Disequilibria and contagion in financial markets: Evidence from a new test," Journal of Applied Economics, Universidad del CEMA, volume 18, pages 247-266, November.
• Jakub Mateju, 2015, "Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp535, Mar.
• Mathias Hoffmann & Iryna Stewen, 2015, "Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation," CESifo Working Paper Series, CESifo, number 5332.
• Sourafel Girma & Sandra Lancheros & Alejandro Riaño, 2015, "Global Engagement and Returns Volatility," CESifo Working Paper Series, CESifo, number 5650.
• Yuki SATO, 2015, "Innovation, Delegation, and Asset Price Swings," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-03, Feb, revised Mar 2015.
• Martin HERDEGEN & Martin SCHWEIZER, 2015, "Economics-Based Financial Bubbles (and Why They Imply Strict Local Martingales)," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-05, Feb.
• Kjell G. NYBORG, 2015, "Central Bank Collateral Frameworks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-10, Feb.
• Tahir CHOULLI & Martin SCHWEIZER, 2015, "Locally Phi-Integrable Sigma-Martingale Densities for General Semimartingales," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-15, May.
• Peter H. GRUBER & Claudio TEBALDI & Fabio TROJANI, 2015, "The Price of the Smile and Variance Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-36, Sep.
• Carlo Sala & Giovanni Barone-Adesi, 2015, "Conditioning the Information in Portfolio Optimization," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-50, Oct, revised Apr 2016.
• Vincent Bogousslavsky & Pierre Collin-Dufresne & Mehmet Sağlam, 2018, "Slow-Moving Capital and Execution Costs: Evidence from a Major Trading Glitch," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-41, May.
• Chunming Yuan & Tanu J. Pongsiri, 2015, "Fiscal austerity, growth prospects, and sovereign CDS spreads: The Eurozone and beyond," International Economics, CEPII research center, issue 141, pages 50-79.
• Andreea Maria PECE, 2015, "The Connection Between Economic Growth And Stock Markets," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 445-450, April.
• Paula VOICU & Petruta MIHAI, 2015, "Application Of Technical Level On Two Fruit And Vegetable Juicers," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 587-591, April.
• Mariana Rodica ŢÎRLEA, 2015, "Issues Regarding The Financial Flow Projections In The Selection Of Investment Projects," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 8, pages 207-210, June.
• Gerardo Licandro & Jorge Ponce (ed.), 2015, "Precios de activos internos, fundamentos globales y estabilidad financiera," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 4sp, edition 1, ISBN: ARRAY(0x6ccefcc8), December.
• Jakub Mateju & Michal Kejak, 2015, "Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/16, Dec.
• Leticia Estévez Cerqueira & María Isabel Cambón Murcia, 2015, "A Spanish Financial Market Stress Indicator (FMSI)," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no 60.
• Tatiana A. Mora-Arbel�ez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas, 2015, "Una Historia Exhaustiva de la Regulaci�n Financiera en Colombia," Borradores de Economia, Banco de la Republica, number 12934, May.
• Diego A. Agudelo & Lina M. Cortes & Mateo Vasco, 2015, "Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14253, Mar.
• Carlos Alberto Cuadros Lara, 2015, "Descomposicion de la estructura a terminos de la tasa de interes de los bonos soberanos de Estados Unidos y Colombia," Revista de Economía del Rosario, Universidad del Rosario, volume 18, issue 2, pages 309-342.
• Emilio Rojas & Werner Kristjanpoller, 2015, "Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 83, pages 9-31.
• Caroline Sulzbach Pletsch & Estelamaris Reif & Tarc�sio Pedro Da Silva, 2015, "Análise da relacao entre o valor economico agregado (EVA) e os indicadores do mercado de empresas brasileiras," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 0, issue 1, pages 157-173.
• Paulo Sérgio Almeida Santos & Andr�ia Carpes Dani & Roberto Carlos Klann, 2015, "Concentracao de propriedade e o impairment loss sobre o goodwill: investigacao empírica no contexto das companhias abertas brasileiras," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 0, issue 1, pages 175-188.
• Andrés J. García Bernal & Jos� E. G�mez-Gonz�lez & Tatiana A. Mora-Arbel�ez & Mauricio Villamizar-Villegas, 2015, "Una historia exhaustiva de la regulación financiera en Colombia: El caso del encaje bancario, derivados financieros y riesgos de crédito," Coyuntura Económica, Fedesarrollo, volume 45, issue 2, pages 221-268.
• Sabina Nowak & Joanna Olbrys, 2015, "Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 49-69.
• Lettau, Martin & Ludvigson, Sydney & Greenwald, Dan, 2015, "Origins of Stock Market Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 10336, Jan.
• Fratzscher, Marcel & Rieth, Malte, 2015, "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," CEPR Discussion Papers, Centre for Economic Policy Research, number 10370, Jan.
• Moench, Emanuel & Adrian, Tobias & Crump, Richard K., 2015, "Regression Based Estimation of Dynamic Asset Pricing Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 10449, Mar.
• Massa, Massimo & von Beschwitz, Bastian & Keim, Donald B, 2015, "First to ?Read? the News: News Analytics and Institutional Trading," CEPR Discussion Papers, Centre for Economic Policy Research, number 10534, Apr.
• Massa, Massimo & von Beschwitz, Bastian, 2015, "Biased Shorts: Stock Market Implications of Short Sellers? Disposition Effect," CEPR Discussion Papers, Centre for Economic Policy Research, number 10535, Apr.
• Massa, Massimo & Zhang, Lei, 2015, "Fire Sales and Information Advantage: When Informed Investor Helps," CEPR Discussion Papers, Centre for Economic Policy Research, number 10536, Apr.
• Simonov, Andrei & Bodnaruk, Andriy & Chokaev, Bekhan, 2015, "Downside Risk Timing by Mutual Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 10639, May.
• Nyborg, Kjell, 2015, "Central Bank Collateral Frameworks," CEPR Discussion Papers, Centre for Economic Policy Research, number 10663, Jun.
• Keller, Wolfgang & Shiue, Carol & Wang, Xin, 2015, "Capital Markets in China and Britain, 18th and 19th Century: Evidence from Grain Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 10702, Jul.
• Reichlin, Pietro, 2015, "Money Creation: Tax or Public Liquidity?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10819, Sep.
• Cukierman, Alex & Melnick, Rafi, 2015, "The Conquest of Israeli Inflation and Current Policy Dilemmas," CEPR Discussion Papers, Centre for Economic Policy Research, number 10955, Nov.
• Philipp Adämmer & Martin T. Bohl & Ernst-Oliver Ledebur, 2015, "Price Transmissions During Financialization and Turmoil: New Evidence from North American and European Agricultural Futures," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3815, Jan.
• Benedikt Rotermann & Bernd Wilfling, 2015, "Estimating rational stock-market bubbles with sequential Monte Carlo methods," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4015, May.
• Philipp Adämmer & Martin T. Bohl, 2015, "Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4415, Dec.
• Ki Beom Binh & Hogyu Jhang, 2015, "Extraneous Risk: Pricing of Non-Systematic Risk," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 335-352, November.
• Ting Luo & Zhiguo Xiao, 2015, "Selective Disclosure Associated with Institutional Investors: Evidence Based on Chinese Stock Market," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 515-542, November.
• Tai-Yuen HON & Richard C. LAM, 2015, "Decision-Making in the Hong Kong Bank Stock Market," Journal of Economics and Political Economy, EconSciences Journals, volume 2, issue 4, pages 481-493, December.
• Tai-Yuen HON, 2015, "A Factor Analysis of Investment Behaviour for Small Investors in the Hong Kong Stock Market," Journal of Economics Library, EconSciences Journals, volume 2, issue 2, pages 68-78, June.
• Tai-Yuen HON, 2015, "The Preferences and Investment Behaviour of Small Investors in the Hong Kong Bank Stock Market," Journal of Economics Bibliography, EconSciences Journals, volume 2, issue 2, pages 39-47, June.
• Tai-Yuen HON, 2015, "Rank Correlation Analysis of Investment Decisionfor Small Investors in the Hong Kong Derivatives Markets," Journal of Economics Bibliography, EconSciences Journals, volume 2, issue 3, pages 106-116, September.
• Sergio Masciantonio, 2015, "Identifying and Tracking Global, EU, and Eurozone Systemically Important Banks with Public Data," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 61, issue 1, pages 25-64, DOI: 10.3790/aeq.61.1.25.
• Evelyne Poincelot & Dominique Poincelot, 2015, "Existe-t-il une gestion managériale du flottant et du prix d’offre lors d’une introduction en Bourse sur Euronext Paris ? - Is there a management of the float and the offer price during an initial public offering on Euronext Paris ?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1150102, Jan.
• Marcel Fratzscher & Malte Rieth, 2015, "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1448.
• Farley Grubb, 2015, "Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775," Working Papers, University of Delaware, Department of Economics, number 15-07.
• Dong Chen & Yanmin Gao & Mayank Kaul, & Charles Ka Yui Leung & Desmond Tsang, 2015, "The Role of Sponsor and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0920, Jan.
• Lauren Stagnol, 2015, "Designing a corporate bond index on solvency criteria," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-39.
• Lescourret, Laurence & Moinas, Sophie, 2015, "Liquidity Supply across Multiple Trading Venues," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1505, Mar.
• Ovtchinnikov , Alexei & Cooper , Michael, 2015, "Geographical Vibrancy and Firm Performance," HEC Research Papers Series, HEC Paris, number 1090, Mar.
• Marco Valerio Geraci & Jean-Yves Gnabo, 2015, "Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2015-51, Dec.
• Marco Valerio Geraci & Jean-Yves Gnabo, 2015, "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-51, Dec.
• Jean-Edouard Colliard & Peter Hoffmann, 2015, "The impact of financial transaction taxes: new evidence," Research Bulletin, European Central Bank, volume 22, pages 17-20.
• Ferrando, Annalisa & Mulier, Klaas, 2015, "The real effects of credit constraints: evidence from discouraged borrowers in the euro area," Working Paper Series, European Central Bank, number 1842, Aug.
• Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Consonni, Francesco & Buti, Sabrina, 2015, "Tick Size: Theory and Evidence," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-04, Mar.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2015, "Assessing Asset Pricing Models Using Revealed Preference," Research Papers, Stanford University, Graduate School of Business, number 3130, Mar.
• Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2015, "Dynamic Directed Random Matching," Research Papers, Stanford University, Graduate School of Business, number 3359, Nov.
• Andreasen, Eugenia & Schindler, Martin & Valenzuela, Patricio, 2015, "Capital Controls and the Cost of Debt," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-02, Jan.
• Fethi Belhaj & Ezzeddine Abaoub, 2015, "A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 354-364.
• Samet G nay, 2015, "Chaotic Structure of the BRIC Countries and Turkey's Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 515-522.
• Takawira Tyavambiza & Davis Nyangara, 2015, "Financial and Monetary Reforms and the Finance-Growth Relationship in Zimbabwe," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 590-602.
• Nimantha Manamperi, 2015, "A Comparative Analysis on US Financial Stress Indicators," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 613-623.
• Trust Kganyago & Victor Gumbo, 2015, "An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 638-646.
• Sakshi Khanna & Amit Srivastava & Yajulu Medury, 2015, "The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/Vector Autoregressive Approach," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 4, pages 968-978.
• Khattab Ahmed & Mpabe Bodjongo Mathieu Juliot & Ihadiyan Abid, 2015, "Financial Development, Financial Instability and Economic Growth: The Case of Maghreb Countries," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 4, pages 1043-1054.
• Nikolaos Sariannidis & Georgios Galyfianakis & Evagelos Drimbetas, 2015, "The Effect of Financial and Macroeconomic Factors on the Oil Market," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 1084-1091.
• Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2015, "Capital Controls and the Cost of Debt," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 307.
• Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2015, "The Extent and Cyclicality of Career Changes: Evidence for the UK," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 258, Jun, revised Jun 2015.
• Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2015, "The Extent and Cyclicality of Career Changes: Evidence for the UK," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-52, Jun.
• Charitou, Andreas, 2015, "Discussion of “The Association Between Energy Taxation, Participation in an Emissions Trading System, and the Intensity of Carbon Dioxide Emissions in the European Union”," The International Journal of Accounting, Elsevier, volume 50, issue 4, pages 418-426, DOI: 10.1016/j.intacc.2015.10.002.
• Al-Ississ, Mohamad, 2015, "The holy day effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 5, issue C, pages 60-80, DOI: 10.1016/j.jbef.2015.02.007.
• Drerup, Tilman, 2015, "Diurnal rhythms in investor sentiment," Journal of Behavioral and Experimental Finance, Elsevier, volume 7, issue C, pages 71-81, DOI: 10.1016/j.jbef.2015.07.002.
• Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L., 2015, "The effect of index futures trading on volatility: Three markets for Chinese stocks," China Economic Review, Elsevier, volume 34, issue C, pages 207-224, DOI: 10.1016/j.chieco.2014.11.005.
• Wu, Guiying Laura & Feng, Qu & Li, Pei, 2015, "Does local governments’ budget deficit push up housing prices in China?," China Economic Review, Elsevier, volume 35, issue C, pages 183-196, DOI: 10.1016/j.chieco.2014.08.007.
• Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay, 2015, "Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 203-219, DOI: 10.1016/j.jcorpfin.2015.02.003.
• Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Arouri, Mohamed & Teulon, Frédéric, 2015, "Stock returns and inflation in Pakistan," Economic Modelling, Elsevier, volume 47, issue C, pages 23-31, DOI: 10.1016/j.econmod.2014.12.043.
• Creel, Jérôme & Hubert, Paul & Labondance, Fabien, 2015, "Financial stability and economic performance," Economic Modelling, Elsevier, volume 48, issue C, pages 25-40, DOI: 10.1016/j.econmod.2014.10.025.
• Dunbar, Kwamie & Amin, Abu S., 2015, "The nature and impact of the market forecasting errors in the Federal funds futures market," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 174-192, DOI: 10.1016/j.najef.2014.11.002.
• Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis, 2015, "Improving international diversification benefits for US investors," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 64-76, DOI: 10.1016/j.najef.2015.01.005.
• Flavin, Thomas J. & Sheenan, Lisa, 2015, "The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 167-186, DOI: 10.1016/j.najef.2015.09.001.
• Arnold, Stephan & Auer, Benjamin R., 2015, "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 187-214, DOI: 10.1016/j.najef.2015.08.005.