Research classified by Journal of Economic Literature (JEL) codes

2016

• Liu, Liang-Chih & Dai, Tian-Shyr & Wang, Chuan-Ju, 2016, "Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 151-174, DOI: 10.1016/j.jbankfin.2016.05.007.
• Cosset, Jean-Claude & Somé, Hyacinthe Y. & Valéry, Pascale, 2016, "Credible reforms and stock return volatility: Evidence from privatization," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 99-120, DOI: 10.1016/j.jbankfin.2016.07.004.
• Chiarella, Carl & Ladley, Daniel, 2016, "Chasing trends at the micro-level: The effect of technical trading on order book dynamics," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 119-131, DOI: 10.1016/j.jbankfin.2015.11.019.
• Kim, Gi H., 2016, "Credit derivatives as a commitment device: Evidence from the cost of corporate debt," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 67-83, DOI: 10.1016/j.jbankfin.2016.08.007.
• Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia, 2016, "Past returns and the perceived Sharpe ratio," Journal of Economic Behavior & Organization, Elsevier, volume 123, issue C, pages 149-167, DOI: 10.1016/j.jebo.2015.11.010.
• Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Tsalavoutas, Ioannis, 2016, "Investor mood, herding and the Ramadan effect," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 23-38, DOI: 10.1016/j.jebo.2015.09.018.
• Hillert, Alexander & Maug, Ernst & Obernberger, Stefan, 2016, "Stock repurchases and liquidity," Journal of Financial Economics, Elsevier, volume 119, issue 1, pages 186-209, DOI: 10.1016/j.jfineco.2015.08.009.
• Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016, "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 457-471, DOI: 10.1016/j.jfineco.2016.01.010.
• Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2016, "Common trends in global volatility," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 194-214, DOI: 10.1016/j.jimonfin.2016.05.001.
• Gu, Xian & Kowalewski, Oskar, 2016, "Creditor rights and the corporate bond market," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 215-238, DOI: 10.1016/j.jimonfin.2016.05.002.
• Charlot, Philippe & Darné, Olivier & Moussa, Zakaria, 2016, "Commodity returns co-movements: Fundamentals or “style” effect?," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 130-160, DOI: 10.1016/j.jimonfin.2016.07.001.
• Takino, Kazuhiro, 2016, "An equilibrium model for the OTC derivatives market with a collateral agreement," Journal of Commodity Markets, Elsevier, volume 4, issue 1, pages 41-55, DOI: 10.1016/j.jcomm.2016.11.001.
• Stakić, Nikola & Jovancai, Ana & Kapor, Predrag, 2016, "The efficiency of the stock market in Serbia," Journal of Policy Modeling, Elsevier, volume 38, issue 1, pages 156-165, DOI: 10.1016/j.jpolmod.2015.12.001.
• Abid, Fathi & Bahloul, Slah & Mroua, Mourad, 2016, "Financial development and economic growth in MENA countries," Journal of Policy Modeling, Elsevier, volume 38, issue 6, pages 1099-1117, DOI: 10.1016/j.jpolmod.2016.06.006.
• Reboredo, Juan C. & Ugolini, Andrea, 2016, "The impact of downward/upward oil price movements on metal prices," Resources Policy, Elsevier, volume 49, issue C, pages 129-141, DOI: 10.1016/j.resourpol.2016.05.006.
• Singhal, Shelly & Ghosh, Sajal, 2016, "Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models," Resources Policy, Elsevier, volume 50, issue C, pages 276-288, DOI: 10.1016/j.resourpol.2016.10.001.
• Linnenluecke, Martina K. & Chen, Xiaoyan & Ling, Xin & Smith, Tom & Zhu, Yushu, 2016, "Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda," Pacific-Basin Finance Journal, Elsevier, volume 36, issue C, pages 66-76, DOI: 10.1016/j.pacfin.2015.12.002.
• Gerlach, Jeffrey R. & Yook, Youngsuk, 2016, "Political conflict and foreign portfolio investment: Evidence from North Korean attacks," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 178-196, DOI: 10.1016/j.pacfin.2016.05.009.
• Smales, Lee A., 2016, "Order aggressiveness of different broker-types in response to monetary policy news," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PB, pages 367-383, DOI: 10.1016/j.pacfin.2016.02.005.
• Sharma, Prateek & Vipul,, 2016, "Forecasting stock market volatility using Realized GARCH model: International evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 222-230, DOI: 10.1016/j.qref.2015.07.005.
• Arnold, Eva A. & Größl, Ingrid & Koziol, Philipp, 2016, "Market discipline across bank governance models: Empirical evidence from German depositors," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 126-138, DOI: 10.1016/j.qref.2015.12.002.
• Auer, Benjamin R. & Hoffmann, Andreas, 2016, "Do carry trade returns show signs of long memory?," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 201-208, DOI: 10.1016/j.qref.2016.02.007.
• Kiesel, Florian & Kolaric, Sascha & Schiereck, Dirk, 2016, "Market integration and efficiency of CDS and equity markets," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 209-229, DOI: 10.1016/j.qref.2016.02.010.
• Le, Van & Zurbruegg, Ralf, 2016, "The impact of short sale restrictions on informed trading in the stock and options markets," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 262-273, DOI: 10.1016/j.iref.2015.08.007.
• Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016, "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 88-102, DOI: 10.1016/j.iref.2015.11.001.
• Feng, Shih-Ping & Hung, Mao-Wei & Wang, Yaw-Huei, 2016, "The importance of stock liquidity on option pricing," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 457-467, DOI: 10.1016/j.iref.2016.01.008.
• Chung, Kee H. & Park, Seongkyu “Gilbert” & Ryu, Doojin, 2016, "Trade duration, informed trading, and option moneyness," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 395-411, DOI: 10.1016/j.iref.2016.02.003.
• Liu, Hsiang-Hsi & Chuang, Wen-I & Huang, Jih-Jeng & Chen, Yu-Hao, 2016, "The overconfident trading behavior of individual versus institutional investors," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 518-539, DOI: 10.1016/j.iref.2016.07.016.
• Smales, Lee A., 2016, "Trading behavior in S&P 500 index futures," Review of Financial Economics, Elsevier, volume 28, issue C, pages 46-55, DOI: 10.1016/j.rfe.2015.11.001.
• Atanasov, Victoria, 2016, "Conditional interest rate risk and the cross-section of excess stock returns," Review of Financial Economics, Elsevier, volume 30, issue C, pages 23-32, DOI: 10.1016/j.rfe.2016.02.003.
• Li, Bob & Ee, Mong Shan & Rashid, Mamunur, 2016, "Is momentum trading profitable from Shari'ah compliant stocks?," Review of Financial Economics, Elsevier, volume 31, issue C, pages 56-63, DOI: 10.1016/j.rfe.2016.08.002.
• Urquhart, Andrew & Hudson, Robert, 2016, "Investor sentiment and local bias in extreme circumstances: The case of the Blitz," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 340-350, DOI: 10.1016/j.ribaf.2015.09.010.
• Drakos, Anastassios A., 2016, "Does the relationship between small and large portfolios’ returns confirm the lead–lag effect? Evidence from the Athens Stock Exchange," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 546-561, DOI: 10.1016/j.ribaf.2015.05.002.
• Ben Omrane, Walid & Welch, Robert, 2016, "Tick test accuracy in foreign exchange ECN markets," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 135-152, DOI: 10.1016/j.ribaf.2015.10.001.
• Alhassan, Abdul Latif & Biekpe, Nicholas, 2016, "Determinants of life insurance consumption in Africa," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 17-27, DOI: 10.1016/j.ribaf.2015.10.016.
• Tissaoui, Kais & Ftiti, Zied, 2016, "Liquidity, liquidity risk, and information flow: Lessons from an emerging market," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 28-48, DOI: 10.1016/j.ribaf.2015.09.028.
• Carrazedo, Tiago & Curto, José Dias & Oliveira, Luís, 2016, "The Halloween effect in European sectors," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 489-500, DOI: 10.1016/j.ribaf.2016.01.003.
• Chkili, Walid, 2016, "Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 22-34, DOI: 10.1016/j.ribaf.2016.03.005.
• Mathias Hoffmann & Iryna Stewen, 2016, "Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-06, Feb.
• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2016, "Global Uncertainty and the Global Economy: Decomposing the Impact of Uncertainty Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-39, Jun.
• Oehmke, Martin & Zawadowski, Adam, 2016, "The anatomy of the CDS market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118964, Nov.
• Kondor, Peter & Zawadowski, Adam, 2016, "Learning in crowded markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118972, May.
• Axelson, Ulf & Makarov, Igor, 2016, "Informational black holes in financial markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118982, Apr.
• Vayanos, Dimitri & Woolley, Paul, 2016, "Curse of the benchmarks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118990, Mar.
• Martin, Ian, 2016, "What is the expected return on the market?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119013, Mar.
• Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016, "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65548, Jan.
• Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2016, "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66046, Feb.
• Ergun, Lerby M., 2016, "Disaster and fortune risk in asset returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66194, Mar.
• Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016, "Model risk of risk models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66365, Feb.
• Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016, "Can we prove a bank guilty of creating systemic risk? A minority report," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 66721, Jun.
• Chen, Huaizhi & Cohen, Lauren & Lou, Dong, 2016, "Industry window dressing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70650, Dec.
• Nadeem Aftab & Tehreem Husain, 2016, "The Great War and evolution of Central Bank in India," Working Papers, Economic History Society, number 16012, Apr.
• Sainan Huang & Songlin Zeng, 2016, "Information updating and the bounce-back effect of stock market returns," China Finance Review International, Emerald Group Publishing Limited, volume 6, issue 1, pages 96-107, February, DOI: 10.1108/CFRI-06-2015-0100.
• Narain & Narander Kumar Nigam & Piyush Pandey, 2016, "Behaviour and determinants of implied volatility in Indian market," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 13, issue 3, pages 271-291, November, DOI: 10.1108/JAMR-09-2015-0062.
• Richard J. Cebula & Fabrizio Rossi & Fiorentina Dajci & Maggie Foley, 2016, "Financial market determinants of the real cost of funds to public corporations in the US," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 8, issue 1, pages 2-12, April, DOI: 10.1108/JFEP-09-2015-0048.
• Michael Jacobs Jr & Ahmet K. Karagozoglu & Dina Naples Layish, 2016, "Credit risk signals in CDS market vs agency ratings," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 2, pages 194-217, March, DOI: 10.1108/JRF-07-2015-0070.
• Bart Frijns & Alireza Tourani-Rad, 2016, "The long-run performance of the New Zealand stock markets: 1899-2013," Pacific Accounting Review, Emerald Group Publishing Limited, volume 28, issue 1, pages 59-70, February, DOI: 10.1108/PAR-11-2014-0039.
• Farley Grubb, 2016, "Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775," Research in Economic History, Emerald Group Publishing Limited, "Research in Economic History", DOI: 10.1108/S0363-326820160000032003.
• Georges Hübner, 2016, "Option replication and the performance of a market timer," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 2-25, March, DOI: 10.1108/SEF-01-2015-0012.
• Stoyu I. Ivanov, 2016, "Analysis of the factors impacting ETFs net fund flow changes," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 244-261, June, DOI: 10.1108/SEF-06-2014-0114.
• Albuquerque de Sousa, J.A. & Beck, T. & van Bergeijk, P.A.G. & van Dijk, M.A., 2016, "Nascent markets: Understanding the success and failure of new stock markets," ISS Working Papers - General Series, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague, number 623, Dec.
• Janusz Brzeszczynski & Binam Ghimire & Tooraj Jamasb & Graham McIntosh, 2016, "Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1605, Feb.
• Stefano BOSI & Cuong LE VAN & Ngoc-Sang PHAM, 2016, "Asset bubbles and efficiency in a generalized two-sector model," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 16-04.
• Bing XIAO, 2016, "Conditional Relationship Between Beta and Return in the US Stock Market," Expert Journal of Business and Management, Sprint Investify, volume 4, issue 1, pages 46-55.
• Cosmin Octavian Cepoi & Filip Mihai Toma, 2016, "Estimating Probability of Informed Trading on the Bucharest Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 2, pages 140-160, April.
• Ana C. Santos & Claudia Lopes & Vânia Costa, 2016, "FESSUD Finance and Well-being Survey; Report," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper130, Jan.
• I. Anthopoulos & C. Pitelis & C. Liakou, 2016, "The Nature, Performance and Economic Impact of Sovereign Wealth Funds," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper135, Jan.
• Jesus Ferreiro, 2016, "Macroeconomic and financial sector policies to better serve the economy and society," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper165, Jun.
• Falk Bräuning & Falko Fecht, 2016, "Relationship lending in the interbank market and the price of liquidity," Working Papers, Federal Reserve Bank of Boston, number 16-7, Jul.
• Andra C. Ghent & Marianna Kudlyak, 2016, "Intergenerational Linkages in Household Credit," Working Paper Series, Federal Reserve Bank of San Francisco, number 2016-31, Dec, DOI: 10.24148/wp2016-31.
• Zheng Sun & Ashley W. Wang & Lu Zheng, 2016, "Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-030, Mar, DOI: 10.17016/FEDS.2016.030.
• Albert S. Kyle & Anna A. Obizhaeva & Tugkan Tuzun, 2016, "Microstructure Invariance in U.S. Stock Market Trades," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-034, Apr, DOI: 10.17016/FEDS.2016.034.
• Matt Darst & Ehraz Refayet, 2016, "Credit Default Swaps in General Equilibrium: Spillovers, Credit Spreads, and Endogenous Default," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-042, Apr, DOI: 10.17016/FEDS.2016.042r1.
• Jón Daníelsson & Marcela Valenzuela & Ilknur Zer, 2016, "Learning from History : Volatility and Financial Crises," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-093, Oct, DOI: 10.17016/FEDS.2016.093.
• Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen, 2016, "Trends in credit market arbitrage," Staff Reports, Federal Reserve Bank of New York, number 784, Jul.
• Viktoria Baklanova & Cecilia R. Caglio & Frank M. Keane & Burt Porter, 2016, "A pilot survey of agent securities lending activity," Staff Reports, Federal Reserve Bank of New York, number 790, Aug.
• Tobias Adrian & Fernando M. Duarte, 2016, "Financial vulnerability and monetary policy," Staff Reports, Federal Reserve Bank of New York, number 804, Dec.
• Yuliya S. Evlakhova, 2016, "Research of Network Interactions of Financial Institutions in the Russian Financial Market," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 110-120, December.
• Adam Marszk & Ewa Lechman, 2016, "Tracing Financial Innovations Diffusion And Substitution Trajectories. Recent Evidence On Exchange Traded Funds In Japan And South Korea," GUT FME Working Paper Series A, Faculty of Management and Economics, Gdansk University of Technology, number 32, Jun.
• Alexandros Kontonikas & Paulo Maio & Zivile Zekaite, 2016, "Monetary Policy and Corporate Bond Returns," Working Papers, Business School - Economics, University of Glasgow, number 2016_05, Jan.
• Tracey West & Andrew C Worthington, 2016, "The impact of major life events on Australian household financial decision-making and portfolio rebalancing," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201602, Feb.
• Baybars Karacaovali, 2016, "Access to Finance in Turkey," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201618, Sep.
• Cuong Le Van & Ngoc-Sang Pham, 2016, "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01302382, DOI: 10.1007/s00199-015-0881-z.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016, "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01316876, Mar.
• Julien Pinter & Charles Boissel, 2016, "The Eurozone deposit rates' puzzle: choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01379284, Aug.
• Julien Pinter & Charles Boissel, 2016, "The Eurozone deposit rates' puzzle: Choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01388502, DOI: 10.1016/j.econlet.2016.09.005.
• Cuong Le Van & Ngoc-Sang Pham, 2016, "Intertemporal equilibrium with financial asset and physical capital," Post-Print, HAL, number hal-01302382, DOI: 10.1007/s00199-015-0881-z.
• Anthony Miloudi & Mondher Bouattour & Ramzi Benkraiem, 2016, "Relationships between Trading Volume, Stock Returns and Volatility: Evidence from the French Stock Market," Post-Print, HAL, number hal-01363700, Sep.
• Marlene Haas & Marius Andrei Zoican, 2016, "Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets," Post-Print, HAL, number hal-01484805, May.
• Sofiane Aboura & Eser Arisoy, 2016, "Does Aggregate Uncertainty Explain Size and Value Anomalies?," Post-Print, HAL, number hal-01488305, DOI: 10.1080/00036846.2016.1257107.
• Relwende Sawadogo & Samuel Guérineau, 2016, "Does Insurance Development Affect Financial Market in Developing Countries?," Post-Print, HAL, number hal-01687498, Jan, DOI: 10.5296/ifb.v3i1.9533.
• Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski & Paulina Roszkowska, 2016, "Issuing bonds, shares or staying private? Determinants of going public in an emerging economy," Post-Print, HAL, number hal-01744583, Nov, DOI: 10.1080/14631377.2016.1226771.
• Bertrand Candelon & Sessi Tokpavi, 2016, "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Post-Print, HAL, number hal-03528203, Apr, DOI: 10.1080/07350015.2015.1026774.

2015

• Birkelund, Ole Henrik & Haugom, Erik & Molnár, Peter & Opdal, Martin & Westgaard, Sjur, 2015, "A comparison of implied and realized volatility in the Nordic power forward market," Energy Economics, Elsevier, volume 48, issue C, pages 288-294, DOI: 10.1016/j.eneco.2014.12.021.
• Reboredo, Juan C., 2015, "Is there dependence and systemic risk between oil and renewable energy stock prices?," Energy Economics, Elsevier, volume 48, issue C, pages 32-45, DOI: 10.1016/j.eneco.2014.12.009.
• Cotter, John & Hanly, Jim, 2015, "Performance of utility based hedges," Energy Economics, Elsevier, volume 49, issue C, pages 718-726, DOI: 10.1016/j.eneco.2015.04.004.
• Bouri, Elie, 2015, "Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis," Energy Economics, Elsevier, volume 51, issue C, pages 590-598, DOI: 10.1016/j.eneco.2015.09.002.
• Spaenjers, Christophe & Goetzmann, William N. & Mamonova, Elena, 2015, "The economics of aesthetics and record prices for art since 1701," Explorations in Economic History, Elsevier, volume 57, issue C, pages 79-94, DOI: 10.1016/j.eeh.2015.03.003.
• Marra, Miriam, 2015, "The impact of liquidity on senior credit index spreads during the subprime crisis," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 148-167, DOI: 10.1016/j.irfa.2014.11.016.
• Smales, Lee A., 2015, "Time-variation in the impact of news sentiment," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 40-50, DOI: 10.1016/j.irfa.2014.11.019.
• Hudson, Robert S. & Gregoriou, Andros, 2015, "Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 151-162, DOI: 10.1016/j.irfa.2014.10.008.
• Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E., 2015, "Examining real interest parity: Which component reverts quickest and in which regime?," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 72-83, DOI: 10.1016/j.irfa.2015.01.007.
• Pradhan, Rudra P. & Arvin, Mak B. & Ghoshray, Atanu, 2015, "The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables: Evidence from the G-20 countries," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 84-95, DOI: 10.1016/j.irfa.2015.03.006.
• Elzahar, Hany & Hussainey, Khaled & Mazzi, Francesco & Tsalavoutas, Ioannis, 2015, "Economic consequences of key performance indicators' disclosure quality," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 96-112, DOI: 10.1016/j.irfa.2015.03.005.
• Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia, 2015, "Stock market expectations and risk aversion of individual investors," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 122-131, DOI: 10.1016/j.irfa.2015.05.011.
• Hudson, Robert & Urquhart, Andrew, 2015, "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 166-177, DOI: 10.1016/j.irfa.2015.05.015.
• Economou, Fotini & Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Yordanov, Nikolay, 2015, "Do fund managers herd in frontier markets — and why?," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 76-87, DOI: 10.1016/j.irfa.2015.03.017.
• Smales, Lee A. & Yang, Yi, 2015, "The importance of belief dispersion in the response of gold futures to macroeconomic announcements," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 292-302, DOI: 10.1016/j.irfa.2015.01.017.
• Bredin, Don & Conlon, Thomas & Potì, Valerio, 2015, "Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 320-328, DOI: 10.1016/j.irfa.2015.01.010.
• Białkowski, Jędrzej & Bohl, Martin T. & Stephan, Patrick M. & Wisniewski, Tomasz P., 2015, "The gold price in times of crisis," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 329-339, DOI: 10.1016/j.irfa.2014.07.001.
• Hassanein, Ahmed & Hussainey, Khaled, 2015, "Is forward-looking financial disclosure really informative? Evidence from UK narrative statements," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 52-61, DOI: 10.1016/j.irfa.2015.05.025.
• Assaf, Ata, 2015, "Long memory and level shifts in REITs returns and volatility," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 172-182, DOI: 10.1016/j.irfa.2015.06.004.
• D'Hondt, Catherine & Majois, Christophe & Mazza, Paolo, 2015, "Commonality on Euronext: Do location and account type matter?," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 183-198, DOI: 10.1016/j.irfa.2015.06.007.
• Kot, Hung Wan & Leung, Harry K.M. & Tang, Gordon Y.N., 2015, "The long-term performance of index additions and deletions: Evidence from the Hang Seng Index," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 407-420, DOI: 10.1016/j.irfa.2015.09.006.
• Chow, Victor & Lai, Christine W., 2015, "Conditional Sharpe Ratios," Finance Research Letters, Elsevier, volume 12, issue C, pages 117-133, DOI: 10.1016/j.frl.2014.11.001.
• Nguyen, Duc Khuong & Sousa, Ricardo M. & Uddin, Gazi Salah, 2015, "Testing for asymmetric causality between U.S. equity returns and commodity futures returns," Finance Research Letters, Elsevier, volume 12, issue C, pages 38-47, DOI: 10.1016/j.frl.2014.12.002.
• Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih, 2015, "Long memory and the relation between options and stock prices," Finance Research Letters, Elsevier, volume 12, issue C, pages 77-91, DOI: 10.1016/j.frl.2014.11.005.
• Dare, William H. & Dennis, Steven A. & Paul, Rodney J., 2015, "Player absence and betting lines in the NBA," Finance Research Letters, Elsevier, volume 13, issue C, pages 130-136, DOI: 10.1016/j.frl.2015.02.004.
• Godek, Paul E., 2015, "A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles," Finance Research Letters, Elsevier, volume 13, issue C, pages 29-35, DOI: 10.1016/j.frl.2015.03.006.
• Brawn, Derek & Sevǐc, Aleksandar, 2015, "Net payout return: An alternative to the traditional returns approach based on dividends and share repurchases," Finance Research Letters, Elsevier, volume 13, issue C, pages 66-73, DOI: 10.1016/j.frl.2015.03.002.
• Guo, Bin & Zhang, Wei & Chen, Shu-Heng & Zhang, Yongjie, 2015, "The optimal pricing of a market maker in a heterogeneous agent economy," Finance Research Letters, Elsevier, volume 14, issue C, pages 178-187, DOI: 10.1016/j.frl.2015.04.001.
• Chauhan, Yogesh & Wadhwa, Kavita & Syamala, Sudhakar Reddy & Goyal, Abhinav, 2015, "Block-ownership structure, bank nominee director and crash-risk," Finance Research Letters, Elsevier, volume 14, issue C, pages 20-28, DOI: 10.1016/j.frl.2015.07.002.
• Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V., 2015, "The benefits of combining seasonal anomalies and technical trading rules," Finance Research Letters, Elsevier, volume 14, issue C, pages 36-44, DOI: 10.1016/j.frl.2015.06.001.
• Park, James L., 2015, "Equity returns of distressed equity issuers," Finance Research Letters, Elsevier, volume 14, issue C, pages 93-103, DOI: 10.1016/j.frl.2015.05.011.
• Ehsani, Sina & Lien, Donald, 2015, "A note on minimum riskiness hedge ratio," Finance Research Letters, Elsevier, volume 15, issue C, pages 11-17, DOI: 10.1016/j.frl.2015.05.002.
• Kim, Thomas, 2015, "Does individual-stock skewness/coskewness reflect portfolio risk?," Finance Research Letters, Elsevier, volume 15, issue C, pages 167-174, DOI: 10.1016/j.frl.2015.09.007.
• Chang, Jung-Hsien & Hung, Mao-Wei & Tsai, Feng-Tse, 2015, "Credit contagion and competitive effects of bond rating downgrades along the supply chain," Finance Research Letters, Elsevier, volume 15, issue C, pages 232-238, DOI: 10.1016/j.frl.2015.10.006.
• Araç, Ayşen & Yalta, A. Yasemin, 2015, "Testing the expectations hypothesis for the Eurozone: A nonlinear cointegration analysis," Finance Research Letters, Elsevier, volume 15, issue C, pages 41-48, DOI: 10.1016/j.frl.2015.08.002.
• Guan, Xian & Saxena, Konark, 2015, "Capital market seasonality: The curious case of large foreign stocks," Finance Research Letters, Elsevier, volume 15, issue C, pages 85-92, DOI: 10.1016/j.frl.2015.08.007.
• He, Peng William & Jarnecic, Elvis & Liu, Yubo, 2015, "The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X," Journal of Financial Markets, Elsevier, volume 22, issue C, pages 27-49, DOI: 10.1016/j.finmar.2014.10.002.
• Huh, Sahn-Wook & Lin, Hao & Mello, Antonio S., 2015, "Options market makers׳ hedging and informed trading: Theory and evidence," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 26-58, DOI: 10.1016/j.finmar.2015.01.001.
• Chakrabarty, Bidisha & Pascual, Roberto & Shkilko, Andriy, 2015, "Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm," Journal of Financial Markets, Elsevier, volume 25, issue C, pages 52-79, DOI: 10.1016/j.finmar.2015.06.001.
• Paiardini, Paola, 2015, "Informed trading in parallel bond markets," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 103-121, DOI: 10.1016/j.finmar.2015.08.002.
• Jawadi, Fredj & Louhichi, Waël & Idi Cheffou, Abdoulkarim, 2015, "Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 64-84, DOI: 10.1016/j.finmar.2015.09.004.
• Bansal, Vipul K. & Marshall, John F., 2015, "A tracking error approach to leveraged ETFs: Are they really that bad?," Global Finance Journal, Elsevier, volume 26, issue C, pages 47-63, DOI: 10.1016/j.gfj.2015.01.004.
• Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015, "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, volume 28, issue C, pages 132-146, DOI: 10.1016/j.gfj.2015.01.006.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015, "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, volume 28, issue C, pages 95-110, DOI: 10.1016/j.gfj.2015.02.001.
• Dierkes, Thomas & Ortmann, Karl Michael, 2015, "On the efficient utilisation of duration," Insurance: Mathematics and Economics, Elsevier, volume 60, issue C, pages 29-37, DOI: 10.1016/j.insmatheco.2014.11.002.
• Ikefuji, Masako & Laeven, Roger J.A. & Magnus, Jan R. & Muris, Chris, 2015, "Expected utility and catastrophic consumption risk," Insurance: Mathematics and Economics, Elsevier, volume 64, issue C, pages 306-312, DOI: 10.1016/j.insmatheco.2015.06.007.
• Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan, 2015, "The impact of oil price shocks on the stock market return and volatility relationship," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 41-54, DOI: 10.1016/j.intfin.2014.11.002.
• Mansor, F. & Bhatti, M.I. & Ariff, M., 2015, "New evidence on the impact of fees on mutual fund performance of two types of funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 102-115, DOI: 10.1016/j.intfin.2014.12.009.
• Omay, Tolga & Yuksel, Asli & Yuksel, Aydin, 2015, "An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 18-29, DOI: 10.1016/j.intfin.2014.12.007.
• Kambouroudis, Dimos S. & McMillan, David G., 2015, "Is there an ideal in-sample length for forecasting volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 114-137, DOI: 10.1016/j.intfin.2015.02.006.
• Chen, Doris & Dempsey, Michael & Lajbcygier, Paul, 2015, "Is Fundamental Indexation able to time the market? Evidence from the Dow Jones Industrial Average and the Russell 1000," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 162-177, DOI: 10.1016/j.intfin.2015.02.004.
• Cerrato, Mario & Kim, Hyunsok & MacDonald, Ronald, 2015, "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 40-52, DOI: 10.1016/j.intfin.2015.05.010.
• Riedel, Christoph & Wagner, Niklas, 2015, "Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 53-64, DOI: 10.1016/j.intfin.2015.05.012.
• Lleo, Sébastien & Ziemba, William T., 2015, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 399-425, DOI: 10.1016/j.ijforecast.2015.02.001.
• Ho, Liang-Chun & Huang, Chia-Hsing, 2015, "The nonlinear relationships between stock indexes and exchange rates," Japan and the World Economy, Elsevier, volume 33, issue C, pages 20-27, DOI: 10.1016/j.japwor.2015.02.002.
• Cogneau, Philippe & Hübner, Georges, 2015, "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 224-241, DOI: 10.1016/j.jbankfin.2014.10.004.
• Choy, Siu-Kai, 2015, "Retail clientele and option returns," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 26-42, DOI: 10.1016/j.jbankfin.2014.11.004.
• Chuluun, Tuugi, 2015, "The role of underwriter peer networks in IPOs," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 62-78, DOI: 10.1016/j.jbankfin.2014.11.001.
• Celiker, Umut & Chowdhury, Jaideep & Sonaer, Gokhan, 2015, "Do mutual funds herd in industries?," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 1-16, DOI: 10.1016/j.jbankfin.2014.11.006.
• Tavin, Bertrand, 2015, "Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 158-178, DOI: 10.1016/j.jbankfin.2014.12.023.
• Fajardo, José, 2015, "Barrier style contracts under Lévy processes: An alternative approach," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 179-187, DOI: 10.1016/j.jbankfin.2015.01.002.
• Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2015, "Commonality in hedge fund returns: Driving factors and implications," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 266-280, DOI: 10.1016/j.jbankfin.2014.01.039.
• Bertone, Stephen & Paeglis, Imants & Ravi, Rahul, 2015, "(How) has the market become more efficient?," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 72-86, DOI: 10.1016/j.jbankfin.2014.12.019.
• Sim, Nicholas & Zhou, Hongtao, 2015, "Oil prices, US stock return, and the dependence between their quantiles," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 1-8, DOI: 10.1016/j.jbankfin.2015.01.013.
• Ahn, Seryoong & Choi, Kyoung Jin & Koo, Hyeng Keun, 2015, "A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 9-22, DOI: 10.1016/j.jbankfin.2015.01.019.
• Chen, Linda H. & Dyl, Edward A. & Jiang, George J. & Juneja, Januj A., 2015, "Risk, illiquidity or marketability: What matters for the discounts on private equity placements?," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 41-50, DOI: 10.1016/j.jbankfin.2015.03.009.
• Guillaume, F., 2015, "The LIX: A model-independent liquidity index," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 214-231, DOI: 10.1016/j.jbankfin.2015.04.015.
• Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei), 2015, "Bond market event study methods," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 281-293, DOI: 10.1016/j.jbankfin.2015.03.013.
• Zhang, Yue, 2015, "The securitization of gold and its potential impact on gold stocks," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 309-326, DOI: 10.1016/j.jbankfin.2015.03.016.
• Cahan, Steven F. & Chen, Chen & Chen, Li & Nguyen, Nhut H., 2015, "Corporate social responsibility and media coverage," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 409-422, DOI: 10.1016/j.jbankfin.2015.07.004.
• Frijns, Bart & Gilbert, Aaron & Tourani-Rad, Alireza, 2015, "The determinants of price discovery: Evidence from US-Canadian cross-listed shares," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 457-468, DOI: 10.1016/j.jbankfin.2015.07.011.
• Bessler, Wolfgang & Wolff, Dominik, 2015, "Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 1-20, DOI: 10.1016/j.jbankfin.2015.06.021.
• Chen, Yangyang & Rhee, S. Ghon & Veeraraghavan, Madhu & Zolotoy, Leon, 2015, "Stock liquidity and managerial short-termism," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 44-59, DOI: 10.1016/j.jbankfin.2015.07.007.
• Mamatzakis, Emmanuel & Tsionas, Mike G., 2015, "How are market preferences shaped? The case of sovereign debt of stressed euro-area countries," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 106-116, DOI: 10.1016/j.jbankfin.2015.08.004.
• Lu, Tsung-Hsun & Chen, Yi-Chi & Hsu, Yu-Chin, 2015, "Trend definition or holding strategy: What determines the profitability of candlestick charting?," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 172-183, DOI: 10.1016/j.jbankfin.2015.09.009.
• Ding, Xiaoya (Sara) & Ni, Yang & Rahman, Abdul & Saadi, Samir, 2015, "Housing price growth and the cost of equity capital," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 283-300, DOI: 10.1016/j.jbankfin.2015.09.017.
• Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan, 2015, "Time-varying effect of oil market shocks on the stock market," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 150-163, DOI: 10.1016/j.jbankfin.2015.08.027.
• Stöckl, Thomas & Huber, Jürgen & Kirchler, Michael & Lindner, Florian, 2015, "Hot hand and gambler's fallacy in teams: Evidence from investment experiments," Journal of Economic Behavior & Organization, Elsevier, volume 117, issue C, pages 327-339, DOI: 10.1016/j.jebo.2015.07.004.
• Ehling, Paul & Heyerdahl-Larsen, Christian, 2015, "Complete and incomplete financial markets in multi-good economies," Journal of Economic Theory, Elsevier, volume 160, issue C, pages 438-462, DOI: 10.1016/j.jet.2015.10.006.
• Eraker, Bjørn & Ready, Mark, 2015, "Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks," Journal of Financial Economics, Elsevier, volume 115, issue 3, pages 486-504, DOI: 10.1016/j.jfineco.2014.11.002.
• Aiken, Adam L. & Clifford, Christopher P. & Ellis, Jesse A., 2015, "Hedge funds and discretionary liquidity restrictions," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 197-218, DOI: 10.1016/j.jfineco.2015.01.002.
• Efing, Matthias & Hau, Harald, 2015, "Structured debt ratings: Evidence on conflicts of interest," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 46-60, DOI: 10.1016/j.jfineco.2014.11.009.
• Bollerslev, Tim & Todorov, Viktor & Xu, Lai, 2015, "Tail risk premia and return predictability," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 113-134, DOI: 10.1016/j.jfineco.2015.02.010.
• Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015, "Regression-based estimation of dynamic asset pricing models," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 211-244, DOI: 10.1016/j.jfineco.2015.07.004.
• Kim, Heeho & Cho, Seong-Hoon & Kim, Yongku, 2015, "Home bias, risk differential, and cultural spatial spillover effects," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 114-136, DOI: 10.1016/j.jimonfin.2014.10.007.
• Fink, Fabian & Schüler, Yves S., 2015, "The transmission of US systemic financial stress: Evidence for emerging market economies," Journal of International Money and Finance, Elsevier, volume 55, issue C, pages 6-26, DOI: 10.1016/j.jimonfin.2015.02.019.
• Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro, 2015, "Intraday return and volatility spillover mechanism from Chinese to Japanese stock market," Journal of the Japanese and International Economies, Elsevier, volume 35, issue C, pages 23-42, DOI: 10.1016/j.jjie.2014.11.005.
• Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015, "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, volume 70, issue C, pages 1-21, DOI: 10.1016/j.jmoneco.2014.09.001.
• Pradhan, Rudra P. & Arvin, Mak B. & Norman, Neville R., 2015, "Insurance development and the finance-growth nexus: Evidence from 34 OECD countries," Journal of Multinational Financial Management, Elsevier, volume 31, issue C, pages 1-22, DOI: 10.1016/j.mulfin.2015.02.001.
• Batten, Jonathan A. & Vo, Xuan Vinh, 2015, "Foreign ownership in emerging stock markets," Journal of Multinational Financial Management, Elsevier, volume 32, issue , pages 15-24, DOI: 10.1016/j.mulfin.2015.05.001.
• Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi, 2015, "The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors," Pacific-Basin Finance Journal, Elsevier, volume 31, issue C, pages 36-56, DOI: 10.1016/j.pacfin.2014.12.001.
• Chan, Konan & Chen, Hung-Kun & Hong, Li-Hong & Wang, Yanzhi, 2015, "Stock market valuation of R&D expenditures—The role of corporate governance," Pacific-Basin Finance Journal, Elsevier, volume 31, issue C, pages 78-93, DOI: 10.1016/j.pacfin.2014.12.004.
• Ibrahim, Mansor H., 2015, "Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 185-191, DOI: 10.1016/j.pacfin.2015.06.002.
• Tian, Xiao & Do, Binh & Duong, Huu Nhan & Kalev, Petko S., 2015, "Liquidity provision and informed trading by individual investors," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 143-162, DOI: 10.1016/j.pacfin.2014.11.005.
• Kim, Min-Su & Kim, Woojin & Lee, Dong Wook, 2015, "Stock return commonality within business groups: Fundamentals or sentiment?," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 198-224, DOI: 10.1016/j.pacfin.2015.01.001.