Research classified by Journal of Economic Literature (JEL) codes

2015

• 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.
• Bekiros, Stelios & Gupta, Rangan, 2015, "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, volume 131, issue C, pages 83-85, DOI: 10.1016/j.econlet.2015.03.019.
• Breitenlechner, Max & Gächter, Martin & Sindermann, Friedrich, 2015, "The finance–growth nexus in crisis," Economics Letters, Elsevier, volume 132, issue C, pages 31-33, DOI: 10.1016/j.econlet.2015.04.014.
• Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2015, "Portfolio selection: An alternative approach," Economics Letters, Elsevier, volume 135, issue C, pages 141-143, DOI: 10.1016/j.econlet.2015.08.021.
• Eeckhoudt, Louis R. & Laeven, Roger J.A., 2015, "The probability premium: A graphical representation," Economics Letters, Elsevier, volume 136, issue C, pages 39-41, DOI: 10.1016/j.econlet.2015.08.029.
• Cederburg, Scott & O’Doherty, Michael S., 2015, "Asset-pricing anomalies at the firm level," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 113-128, DOI: 10.1016/j.jeconom.2014.06.004.
• Hausenblas, Václav & Kubicová, Ivana & Lešanovská, Jitka, 2015, "Contagion risk in the Czech financial system: A network analysis and simulation approach," Economic Systems, Elsevier, volume 39, issue 1, pages 156-180, DOI: 10.1016/j.ecosys.2014.07.001.
• Kirchler, Michael & Bonn, Caroline & Huber, Jürgen & Razen, Michael, 2015, "The “inflow-effect”—Trader inflow and price efficiency," European Economic Review, Elsevier, volume 77, issue C, pages 1-19, DOI: 10.1016/j.euroecorev.2015.03.006.
• Castro, Fernanda & Kalatzis, Aquiles E.G. & Martins-Filho, Carlos, 2015, "Financing in an emerging economy: Does financial development or financial structure matter?," Emerging Markets Review, Elsevier, volume 23, issue C, pages 96-123, DOI: 10.1016/j.ememar.2015.04.012.
• Zeng, Songlin & Bec, Frédérique, 2015, "Do stock returns rebound after bear markets? An empirical analysis from five OECD countries," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 50-61, DOI: 10.1016/j.jempfin.2014.11.005.
• Abhyankar, Abhay & Klinkowska, Olga & Lee, Soyeon, 2015, "Consumption risk and the cross-section of government bond returns," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 180-200, DOI: 10.1016/j.jempfin.2015.03.015.
• Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2015, "Volatility transmission in global financial markets," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 3-18, DOI: 10.1016/j.jempfin.2014.12.002.
• Chatzikonstanti, Vasiliki & Venetis, Ioannis A., 2015, "Long memory in log-range series: Do structural breaks matter?," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 104-113, DOI: 10.1016/j.jempfin.2015.06.003.
• Chang, Sanders S. & Wang, F. Albert, 2015, "Adverse selection and the presence of informed trading," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 19-33, DOI: 10.1016/j.jempfin.2015.05.005.
• Maio, Paulo & Philip, Dennis, 2015, "Macro variables and the components of stock returns," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 287-308, DOI: 10.1016/j.jempfin.2015.03.004.
• 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.
• Hearn, Bruce & Oxelheim, Lars & Randøy, Trond, 2015, "The Institutional Determinants of Private Equity Involvement in Business Groups: The Case of Africa," Working Paper Series, Research Institute of Industrial Economics, number 1082, Sep.
• Kucheev, Yury O. & Ruiz, Felipe & Sorensson, Tomas, 2015, "Star sell-side analysts listed by Institutional Investor, The Wall Street Journal and StarMine. Whose recommendations are most profitable?," INDEK Working Paper Series, Royal Institute of Technology, Department of Industrial Economics and Management, number 2015/11, Jun.
• Byström, Hans, 2015, "Credit-Implied Forward Volatility and Volatility Expectations," Working Papers, Lund University, Department of Economics, number 2015:34, Sep.
• Aase, Knut K., 2015, "Recursive utility and jump-diffusions," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/6, Jan.
• Chronopoulos, Michail & Hagspiel, Verena & Fleten, Stein–Erik, 2015, "Stepwise Investment and Capacity Sizing under Uncertainty," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/10, Feb.
• Aase, Knut K. & Lillestøl, Jostein, 2015, "Beyond the local mean-variance analysis in continuous time: The problem of non-normality," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/11, Feb.
• Aase, Knut K., 2015, "The equity premium in a production economy; A new perspective involving recursive utility," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2015/15, Apr.
• Nordvig, Jens, 2015, "Legal Risk Premia During the Euro-Crisis: The Role of Credit and Redenomination Risk," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 10/2015, May.
• Odegaard, Bernt Arne, 2015, "Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2014," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/3, Jan.
• Eckbo, B Espen & Odegaard, Bernt Arne, 2015, "Metoder for evaluering av aktiv fondsforvaltning," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/8, Nov.
• Hoffmann, Mathias & Stewen, Iryna, 2015, "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 27, Jun.
• Tatiana Didier & Ross Levine & Sergio L. Schmukler, 2015, "Capital Market Financing, Firm Growth, and Firm Size Distribution," Working Papers, Hong Kong Institute for Monetary Research, number 172015, Aug.
• Xi Li & Mingyi Hung & Shiheng Wang, 2015, "Post-Earnings-Announcement Drift in Global Markets: Evidence from an Information Shock," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2015-17, Mar, revised Mar 2015.
• Tarek Bouchaddekh & Abdelfatteh Bouri & Makram Nouaili, 2015, "Asset Pricing and Probability of Information-based Trading: Application to the Tunisian Stock Market," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 58-65, March.
• Lynda S. Livingston & Samantha A. Anders & Hiroki Tokuyama, 2015, "Viability Of A Peer-To-Peer Loan Market For Students And The Underbanked," Global Journal of Business Research, The Institute for Business and Finance Research, volume 9, issue 4, pages 53-66.
• Nicholas Apergis & Christis Hassapis & Christina Christou & Steve Johnson, 2015, "International Earnings To Price Ratio Convergence: Evidence From The European Union," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 5, pages 37-55.
• Daniel Folkinshteyn & Gulser Meric & Ilhan Meric, 2015, "Investor Reaction In Stock Market Crashes And Post-Crash Market Reversals," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 5, pages 57-70.
• Laetitia Pozniak, 2015, "Unregulated Markets And Internet Financial Communication: Qualitative And Quantitative Approaches," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 6, issue 1, pages 109-120.
• Hector Hugo Perez Villarreal & Mario Alberto Lagunes Perez & Sofia Elba Vazquez Herrera & Jesus Igor Heberto Barahona Torres, 2015, "Perceptions Of Customerâ´S Satisfaction In Financial Institutions: Evidence At Puebla, Mexico, Las Percepciones De La Satisfaccion Del Cliente En Las Entidades Financieras: Evidencia De Puebla, Mexico," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 8, issue 6, pages 29-38.
• García-Machado, Juan J. & Rybczynski, Jaroslaw, 2015, "Three-Point Volatility Smile Classification: Evidence From The Warsow Stock Exchange During Volatile Summer 2011 / Clasificación De Las Sonrisas De Volatilidad Según Tres Puntos De Monetización: Evidencia Empírica Para La Bolsa De Varsovia Durante El," Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 21, issue 1, pages 17-25.
• Al Muntasir, 2015, "Cross Border Portfolio Investment and the Volatility of Stock Market Index and Rupiah's Rate," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 17, issue 4, pages 403-432, April, DOI: https://doi.org/10.21098/bemp.v17i4.
• Al Muntasir, 2015, "Cross Border Portfolio Investment And The Volatility Of Stock Market Index And Rupiah’S Rate," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 17, issue 4, pages 403-432, April, DOI: https://doi.org/10.21098/bemp.v17i4.
• Oliver Linton & Katja Smetanina, 2015, "Mean Ratio Statistic for measuring predictability," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/15, Feb.
• 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, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP13/15, Mar.
• William R. Cline, 2015, "Further Statistical Debate on "Too Much Finance"," Working Paper Series, Peterson Institute for International Economics, number WP15-16, Oct.
• Celal Barkan GÜRAN & Oktay TAŞ, 2015, "Making Second Order Stochastic Dominance inefficient Mean Variance Portfolio efficient: Application in Turkish BIST-30 Index," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 348, pages 69-94.
• Yiğit ATILGAN & K.Özgür DEMİRTAŞ & Alper ERDOĞAN, 2015, "Macroeconomic factors and equity returns in Borsa İstanbul," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 349, pages 09-30.
• Vasif ABİYEV, 2015, "Time-Varying Beta Risk and Its Modeling Techniques for Turkish Industry Portfolios," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 352, pages 79-108.
• Vivek Ghosal & Yang Ye, 2015, "Uncertainty and the Employment Dynamics of Small and Large Businesses," IMF Working Papers, International Monetary Fund, number 2015/004, Jan.
• Gordon Burtch & Anindya Ghose & Sunil Wattal, 2015, "The Hidden Cost of Accommodating Crowdfunder Privacy Preferences: A Randomized Field Experiment," Management Science, INFORMS, volume 61, issue 5, pages 949-962, May, DOI: 10.1287/mnsc.2014.2069.
• Hatice Gaye Gencer, 2015, "Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets," Financial Theory and Practice, Institute of Public Finance, volume 39, issue 3, pages 325-340.
• Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015, "“Measuaring Uncertainty in the Stock Market”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201524, Nov, revised Nov 2015.
• Carrillo-Tudela, Carlos & Graber, Michael & Wälde, Klaus, 2015, "Unemployment and Vacancy Dynamics with Imperfect Financial Markets," IZA Discussion Papers, IZA Network @ LISER, number 9525, Nov.
• Pyemo N. Afego, 2015, "Market efficiency in developing African stock markets: what do we know?," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 1, pages 243-266, January-M.
• Olayeni O. Richard* & Olofin O. Philip*, 2015, "Spillover from oil market to stock market in Nigeria: Evidence from granger causality in risk," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 3, pages 81-101, July-Sepe.
• Aftab Parvez Khan & Sarkar Humayun Kabir & Omar K M R Bashar & A. Mansur M. Masih, 2015, "Time Varying Correlation Between Islamic Equity and Commodity Returns: Implications for Portfolio Diversification," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 5, pages 115-128, Special I.
• Dilip Madan, 2015, "Asset pricing theory for two price economies," Annals of Finance, Springer, volume 11, issue 1, pages 1-35, February, DOI: 10.1007/s10436-014-0255-8.
• Benjamin Jourdain & Julien Reygner, 2015, "Capital distribution and portfolio performance in the mean-field Atlas model," Annals of Finance, Springer, volume 11, issue 2, pages 151-198, May, DOI: 10.1007/s10436-014-0258-5.
• Przemysław Rola, 2015, "Arbitrage in markets with bid-ask spreads," Annals of Finance, Springer, volume 11, issue 3, pages 453-475, November, DOI: 10.1007/s10436-015-0266-0.
• Jan Baldeaux & Eckhard Platen, 2015, "Credit Derivative Evaluation and CVA Under the Benchmark Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 22, issue 3, pages 305-331, September, DOI: 10.1007/s10690-015-9204-4.
• Ke Liu & Kin Lai & Jerome Yen & Qing Zhu, 2015, "A Model of Stock Manipulation Ramping Tricks," Computational Economics, Springer;Society for Computational Economics, volume 45, issue 1, pages 135-150, January, DOI: 10.1007/s10614-013-9412-9.
• Edward Sun & Timm Kruse & Min-Teh Yu, 2015, "Financial Transaction Tax: Policy Analytics Based on Optimal Trading," Computational Economics, Springer;Society for Computational Economics, volume 46, issue 1, pages 103-141, June, DOI: 10.1007/s10614-014-9473-4.
• Krzysztof Waśniewski, 2015, "Discretionary freedom of choice and risk in alternative capital markets," European Journal of Law and Economics, Springer, volume 39, issue 3, pages 573-605, June, DOI: 10.1007/s10657-012-9316-5.
• Po-Chin Wu & Sheng-Chieh Pan & Xue-Ling Tai, 2015, "Non-linearity, persistence and spillover effects in stock returns: the role of the volatility index," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 3, pages 597-613, August, DOI: 10.1007/s10663-014-9266-y.
• Thomas Stöckl & Jürgen Huber & Michael Kirchler, 2015, "Multi-period experimental asset markets with distinct fundamental value regimes," Experimental Economics, Springer;Economic Science Association, volume 18, issue 2, pages 314-334, June, DOI: 10.1007/s10683-014-9404-1.
• Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2015, "Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 3, pages 207-250, August, DOI: 10.1007/s11408-015-0251-7.
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2015, "Do wealthier households save more? The impact of the demographic factor," International Economics and Economic Policy, Springer, volume 12, issue 2, pages 163-173, June, DOI: 10.1007/s10368-014-0275-x.
• S. Price & Jesus Salas & C. Sirmans, 2015, "Governance, Conference Calls and CEO Compensation," The Journal of Real Estate Finance and Economics, Springer, volume 50, issue 2, pages 181-206, February, DOI: 10.1007/s11146-014-9457-0.
• Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Goodness Aye, 2015, "Time-Varying Effects of Housing and Stock Returns on U.S. Consumption," The Journal of Real Estate Finance and Economics, Springer, volume 50, issue 3, pages 339-354, April, DOI: 10.1007/s11146-014-9470-3.
• Robert Vermeulen & Marco Hoeberichts & Bořek Vašíček & Diana Žigraiová & Kateřina Šmídková & Jakob Haan, 2015, "Financial Stress Indices and Financial Crises," Open Economies Review, Springer, volume 26, issue 3, pages 383-406, July, DOI: 10.1007/s11079-015-9348-x.
• Naomi Boyd, 2015, "Market making and risk management in options markets," Review of Derivatives Research, Springer, volume 18, issue 1, pages 1-27, April, DOI: 10.1007/s11147-014-9101-4.
• Benjamin Blau & Tyler Brough, 2015, "Are put-call ratios a substitute for short sales?," Review of Derivatives Research, Springer, volume 18, issue 1, pages 51-73, April, DOI: 10.1007/s11147-014-9102-3.
• Meichi Huang & Chih-Chiang Wu, 2015, "Economic benefits and determinants of extreme dependences between REIT and stock returns," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 2, pages 299-327, February, DOI: 10.1007/s11156-013-0407-3.
• Hsien-Li Lee & Hua Lee, 2015, "Effect of information disclosure and transparency ranking system on mispricing of accruals of Taiwanese firms," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 3, pages 445-471, April, DOI: 10.1007/s11156-013-0413-5.
• Moonsoo Kang & Kiseok Nam, 2015, "Informed trade and idiosyncratic return variation," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 3, pages 551-572, April, DOI: 10.1007/s11156-013-0417-1.
• Sung Kwon & Jennifer Yin, 2015, "A comparison of earnings persistence in high-tech and non-high-tech firms," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 4, pages 645-668, May, DOI: 10.1007/s11156-013-0421-5.
• Thomas Chiang & Jiandong Li & Sheng-Yung Yang, 2015, "Dynamic stock–bond return correlations and financial market uncertainty," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 1, pages 59-88, July, DOI: 10.1007/s11156-013-0430-4.
• Vivek Ghosal & Yang Ye, 2015, "Uncertainty and the employment dynamics of small and large businesses," Small Business Economics, Springer, volume 44, issue 3, pages 529-558, March, DOI: 10.1007/s11187-014-9614-0.
• Takuji Arai & Ryoichi Suzuki, 2015, "Local risk-minimization for Barndorff-Nielsen and Shephard models," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2015-003, Mar.
• Emmanuel Kofi Gavu & Kahad Adamu, 2015, "The Growth and Challenges of Mortgage Origination in Ghana," World of Real Estate Journal (Swiat Nieruchomosci), Fundacja Uniwersytetu Ekonomicznego w Krakowie, issue 94, pages 29-36, December, DOI: 10.14659/worej.2015.94.05.
• Havran, Dániel & Erb, Tamás, 2015, "Mit veszítünk a piaci súrlódásokkal?. A pénzügyi piacok mikrostruktúrája
  [Trading mechanisms and market frictions. Microstructure of the financial markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 229-262.
• Tai-Yuen HON & Richard C. LAM, 2015, "Decision-Making in the Hong Kong Bank Stock Market," Journal of Economics and Political Economy, KSP 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, KSP 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, KSP 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, KSP Journals, volume 2, issue 3, pages 106-116, September.
• Delphine Lahet & Anne-Gaël Vaubourg, 2015, "The aim of this paper is to account for the observation that banks are both owners and clients of Multilateral Trading Facilities (MTFs) which were created in Europe after the implementation of the Markets in Financial Instruments Directive (MiFID). ," Larefi Working Papers, Larefi, Université Bordeaux 4, number 1503, Sep.
• Emilio Rojas Olea & Werner Kristjanpoller Rodríguez, 2015, "Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 83, pages 9-31, Julio - D, DOI: 10.17533/udea.le.n83a01.
• Yeva Nersisyan, 2015, "The Repeal of the Glass-Steagall Act and the Federal Reserve's Extraordinary Intervention during the Global Financial Crisis," Economics Working Paper Archive, Levy Economics Institute, number wp_829, Jan.
• Onem Ozocak, 2015, "Price impact of informed trades in the U.S. treasury markets," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 3, pages 29-40, June.
• Abdelmajid Ibenrissoul & Zouigui Maroua, 2015, "Impact of Financial Risks on the Value of Moroccan Companies," International Journal of Business and Social Research, LAR Center Press, volume 5, issue 3, pages 82-94, March.
• Stefania Cosci & Valentina Meliciani & Valentina Sabato, 2015, "Relationship Lending And Innovation: Empirical Evidence On A Sample Of European Firms," CERBE Working Papers, CERBE Center for Relationship Banking and Economics, number wpC04, Mar.
• Nadezda Sinenko & Olga Lielkalne, 2015, "Cobweb diagram as a tool for assesing changes in the most important financial stability risks," Discussion Papers, Latvijas Banka, number 2015/01, Jul.
• Thomas Flavin & Lisa Sheenan, 2015, "The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n260-15.pdf.
• Zare, Roohollah, 2015, "Asymmetric Effects of Monetary Policy and Business Cycles in Iran using Markov-Switching Models," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 4, pages 125-142, October.
• Aftab Parvez Khan & Obiyathulla Ismath Bacha & Abul Mansur Mohammed Masih, 2015, "Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets," Capital Markets Review, Malaysian Finance Association, volume 23, issue 1&2, pages 40-64.
• Abdelmajid Ibenrissoul & Zouigui Maroua, 2015, "Impact of Financial Risks on the Value of Moroccan Companies," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, volume 5, issue 3, pages 82-94, March.
• Chiara Pederzoli & Costanza Torricelli, 2015, "Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0054, Jul.
• Hyejin Cho, 2015, "The Bank Capital Regulation (BCR) Model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15021, Feb.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and borrowing constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15067, Sep.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15067r, Sep, revised Feb 2017.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15067rr, Sep, revised Mar 2018, DOI: 10.1016/j.jmateco.2018.01.006.
• Fabozzi, Frank J., 2015, "Capital Markets: Institutions, Instruments, and Risk Management, Fifth Edition," MIT Press Books, The MIT Press, number 0262029480, edition 5, ISBN: ARRAY(0x8a36ce40), December.
• Henriëtte Prast & Mariacristina Rossi & Costanza Torricelli & Dario Sansone, 2015, "Do Women Prefer Pink? The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Politica economica, Società editrice il Mulino, issue 3, pages 377-420.
• Tomasz Skoczylas, 2015, "Log-volatility enhanced GARCH models for single asset returns," Bank i Kredyt, Narodowy Bank Polski, volume 46, issue 5, pages 411-432.
• George M. Constantinides & Lei Lian, 2015, "The Supply and Demand of S&P 500 Put Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 21161, May.
• Robert P. Bartlett, III & Justin McCrary, 2015, "Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision," NBER Working Papers, National Bureau of Economic Research, Inc, number 21286, Jun.
• Ravi Jagannathan & Binying Liu, 2015, "Dividend Dynamics, Learning, and Expected Stock Index Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 21557, Sep.
• William Goetzmann & Simon Huang, 2015, "Momentum in Imperial Russia," NBER Working Papers, National Bureau of Economic Research, Inc, number 21700, Nov.
• Carola Frydman & Dimitris Papanikolaou, 2015, "In Search of Ideas: Technological Innovation and Executive Pay Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 21795, Dec.
• Mirkin, Yu., 2015, "Finance According to Greenspan," Journal of the New Economic Association, New Economic Association, volume 25, issue 1, pages 212-217.
• Sourafel Girma & Sandra Lancheros & Alejandro Riano, 2015, "Global Engagement and Returns Volatility," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2015/12.
• Agarwal, Vikas & Mullally, Kevin A. & Naik, Narayan Y., 2015, "The Economics and Finance of Hedge Funds: A Review of the Academic Literature," Foundations and Trends(R) in Finance, now publishers, volume 10, issue 1, pages 1-111, December, DOI: 10.1561/0500000047.
• Nicolae-Marius JULA, 2015, "Modelling loans and deposits during electoral years in Romania," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 3, issue 1, pages 43-48, June.
• Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015, "Reference Guide to U.S. Repo and Securities Lending Markets," Working Papers, Office of Financial Research, US Department of the Treasury, number 15-17, Sep.
• Chiriac Silviu-Cornel-Virgil & Ofileanu Dimi, 2015, "Modern Options For The Financing Of The Real Estate Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 873-881, July.
• Andone Diana, 2015, "Aggregate Rating Model In Romanian Tourism," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 361-369, December.
• Dilip B. Madan, 2015, "Recovering Statistical Theory in the Context of Model Calibrations," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 260-292.
• Janine Balter, 2015, "Quarticity Estimation on ohlc Data," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 505-519.
• Marine Carrasco & Rachidi Kotchoni, 2015, "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 757-797.
• Eric Budish & Peter Cramton & John Shim, 2015, "Editor's Choice The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 4, pages 1547-1621.
• Hitesh Doshi & Redouane Elkamhi & Mikhail Simutin, 2015, "Managerial Activeness and Mutual Fund Performance," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 2, pages 156-184.
• Agostino Capponi & Martin Larsson, 2015, "Price Contagion through Balance Sheet Linkages," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 2, pages 227-253.
• Hans Degryse & Frank de Jong & Vincent van Kervel, 2015, "The Impact of Dark Trading and Visible Fragmentation on Market Quality," Review of Finance, European Finance Association, volume 19, issue 4, pages 1587-1622.
• Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson, 2015, "Investor Information, Long-Run Risk, and the Term Structure of Equity," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 3, pages 706-742.
• John Cotter & Stuart Gabriel & Richard Roll, 2015, "Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 3, pages 913-936.
• Peiran Jiao, 2015, "Losing from Naive Reinforcement Learning: A Survival Analysis of Individual Repurchase Decisions," Economics Series Working Papers, University of Oxford, Department of Economics, number 765, Nov.
• Gian Piero Aielli & Massimiliano Caporin, 2015, "Dynamic Principal Components: a New Class of Multivariate GARCH Models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0193, Feb.
• Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015, "Asset Allocation Strategies Based On Penalized Quantile Regression," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0199, Jul.
• Amin Babaei Falah & Morteza Sardari, 2015, "A novel application of grey principal component analysis to determine stockholder’s approach towards financial ratios," Business and Economic Horizons (BEH), Prague Development Center, volume 11, issue 1, pages 41-50, April.
• Monika Hadas-Dyduch, 2015, "Polish macroeconomic indicators correlated-prediction with indicators of selected countries," Chapters, Institute of Economic Research, chapter 7, in: Monika Papiez & S³awomir Smiech, "Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena".
• Monika Hadas-Dyduch, 2015, "Polish macroeconomic indicators correlated-prediction with indicators of selected countries," Chapters, Institute of Economic Research, in: Monika Papiez & Slawomir Smiech, "Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena".
• Aleksandra Pieloch-Babiarz, 2015, "Catering Approach To The Dividend Payment Policy On The Warsaw Stock Exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 10, issue 2, pages 183-206, June, DOI: 10.12775/EQUIL.2015.019.
• Joanna Malecka, 2015, "Revenues, Expenses, Profitability And Investments Of Potential Contenders For The Status Of A Listed Company In Poland," Oeconomia Copernicana, Institute of Economic Research, volume 6, issue 4, pages 91-122, December, DOI: 10.12775/OeC.2015.031.
• Aneta Giedrewicz-Niewinska, 2015, "Udzial pracownikow w nadzorze korporacyjnym w spolce europejskiej," Working Papers, Institute of Economic Research, number 33/2015, May, revised May 2015.
• Katarzyna Kubiszewska, 2015, "Banking concentration in the Baltic and Western Balkan states – selected issues," Working Papers, Institute of Economic Research, number 68/2015, Apr, revised Apr 2015.
• Joanna Malecka, 2015, "Revenues, expenses, profitability and investments of potential contenders for the status of a listed company in Poland," Working Papers, Institute of Economic Research, number 78/2015, Apr, revised Apr 2015.
• Biedermann, Zsuzsánna, 2015, "Off-exchange Trading, Dark Pools and their Regulatory Dilemmas," Public Finance Quarterly, Corvinus University of Budapest, volume 60, issue 1, pages 78-94.
• Engelbert Stockhammer & Felix Lopez Martinez, 2015, "A post-Keynesian theory for Tobin's q in a stock-flow consistent framework," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1509, Jul.
• Nguyen Van, Phuong, 2015, "A good news or bad news has greater impact on the Vietnamese stock market?," MPRA Paper, University Library of Munich, Germany, number 61194, Jan.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015, "Price Discovery in the Dual-Platform US Treasury Market," MPRA Paper, University Library of Munich, Germany, number 61440.
• García Muñoz, Luis Manuel & de Lope Contreras, Fernando & Palomar Burdeus, Juan Esteban, 2015, "Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA & FVA," MPRA Paper, University Library of Munich, Germany, number 62086, Feb.
• Bell, Peter N, 2015, "Comment on Mahmoodzadeh’s Tick Size Change in the Wholesale Foreign Exchange Market," MPRA Paper, University Library of Munich, Germany, number 62157, Feb.
• Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper, University Library of Munich, Germany, number 62464, Feb.
• Janssen, Dirk-Jan & Weitzel, Utz & Füllbrunn, Sascha, 2015, "Speculative Bubbles - An introduction and application of the Speculation Elicitation Task (SET)," MPRA Paper, University Library of Munich, Germany, number 63028, Mar.
• Peresetsky, Anatoly & Yakubov, Ruslan, 2015, "Autocorrelation in an unobservable global trend: Does it help to forecast market returns?," MPRA Paper, University Library of Munich, Germany, number 64579.
• Peter, Eckley, 2015, "Measuring economic uncertainty using news-media textual data," MPRA Paper, University Library of Munich, Germany, number 64874, Jan, revised 01 May 2015.
• Demos, Guilherme & Da Silva, Sergio & Matsushita, Raul, 2015, "Some Statistical Properties of the Mini Flash Crashes," MPRA Paper, University Library of Munich, Germany, number 65473.
• Chouliaras, Andreas, 2015, "The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns," MPRA Paper, University Library of Munich, Germany, number 65585, Jul.
• Chouliaras, Andreas, 2015, "Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms," MPRA Paper, University Library of Munich, Germany, number 65875, Jul.
• Ali, Muhammad & Syed ali, Raza & Chin-Hong, Puah, 2015, "Factors affecting intention to use Islamic personal financing in Pakistan: Evidence from the modified TRA model," MPRA Paper, University Library of Munich, Germany, number 66023, Aug.
• Gu, Xian & Kowalewski, Oskar, 2015, "Creditor rights and corporate bond market," MPRA Paper, University Library of Munich, Germany, number 67022, Aug.
• Stefanescu, Razvan & Dumitriu, Ramona, 2015, "Conţinutul analizei seriilor de timp financiare
  [The Essentials of the Analysis of Financial Time Series]," MPRA Paper, University Library of Munich, Germany, number 67175, Oct.
• Thakolsri, Supachok & Sethapramote, Yuthana & Jiranyakul, Komain, 2015, "Asymmetric volatility of the Thai stock market: evidence from high-frequency data," MPRA Paper, University Library of Munich, Germany, number 67181, Oct.
• Hammad, Siddiqi, 2015, "Anchoring Adjusted Capital Asset Pricing Model," MPRA Paper, University Library of Munich, Germany, number 67403, Oct.
• Premepeh, kwadwo Boateng & Odartei-Mills, Eugene, 2015, "Corporate governance structure and shareholder wealth maximisation," MPRA Paper, University Library of Munich, Germany, number 68087, Jan.