Research classified by Journal of Economic Literature (JEL) codes

2015

• 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.
• 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(0x69c2f0b0), 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.
• Bornah, Mathew, 2015, "The approach of the host cities to the issue of managing the stadiums following Euro 2012," MPRA Paper, University Library of Munich, Germany, number 68204, Dec.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Floros, Christos, 2015, "Dynamic Connectedness of UK Regional Property Prices," MPRA Paper, University Library of Munich, Germany, number 68421, Dec.
• Siddiqi, Hammad, 2015, "Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles," MPRA Paper, University Library of Munich, Germany, number 68729, Nov.
• Sun, Lixin, 2015, "Quantifying the Effects of Financialisation and Leverage in China," MPRA Paper, University Library of Munich, Germany, number 69938, Dec.
• Bouoiyour, Jamal & Selmi, Refk & Miftah, Amal, 2015, "“Every cloud has a silver lining”; to what extent does the Arab Spring accelerate the integration among Arab monarchies?," MPRA Paper, University Library of Munich, Germany, number 70942, Dec.
• Matkovskyy, Roman & Bouraoui, Taoufik & Hammami, Helmi, 2015, "Estimation and prediction of an Index of Financial Safety of Tunisia," MPRA Paper, University Library of Munich, Germany, number 74573, revised 2016.
• Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015, "US stock market regimes and oil price shocks," MPRA Paper, University Library of Munich, Germany, number 80436.
• Khan, Muhammad Kamran & Nouman, Mohammad & Imran, Muhammad, 2015, "Determinants of financial performance of financial sectors (An assessment through economic value added)," MPRA Paper, University Library of Munich, Germany, number 81281, Oct.
• Jaffery, Ada & Mamoon, Dawood, 2015, "Socio-economic Perspective of Microfinance as a poverty reduction tool," MPRA Paper, University Library of Munich, Germany, number 81485, Jan.
• Mansur, Alfan & Liu, Yichang & Zaman, Kazi Arif Uz, 2015, "Portfolio Shocks and the Dynamics of the Real Economy of Australia (1980-2014): A Structural Vector Autoregressive Model Approach," MPRA Paper, University Library of Munich, Germany, number 93992, May, revised 17 May 2015.
• Camilleri, Silvio John, 2015, "Do call auctions curtail price volatility? Evidence from the National Stock Exchange of India," MPRA Paper, University Library of Munich, Germany, number 95301.
• Asandului, Mircea & Lupu, Dan & Mursa, Gabriel Claudiu & Muşetescu, Radu, 2015, "Dynamic relations between CDS and stock markets in Eastern European countries," MPRA Paper, University Library of Munich, Germany, number 95506, Dec.
• Fukuda, Takashi, 2015, "Evidence of Korea’s Finance-Growth Nexus: VARX Analysis with Financial Crisis and Openness," MPRA Paper, University Library of Munich, Germany, number 98787.
• Stelios Bekiros & Rangan Gupta, 2015, "Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach," Working Papers, University of Pretoria, Department of Economics, number 201505, Feb.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects," Working Papers, University of Pretoria, Department of Economics, number 201508, Feb.
• Nikolaos Antonakakis & Rangan Gupta & Christophe Andre, 2015, "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," Working Papers, University of Pretoria, Department of Economics, number 201509, Feb.
• Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2015, "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy," Working Papers, University of Pretoria, Department of Economics, number 201521, Apr.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, University of Pretoria, Department of Economics, number 201524, Apr.
• Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015, "A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 201536, Jun.
• Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015, "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers, University of Pretoria, Department of Economics, number 201545, Jun.
• Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201575, Oct.
• Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015, "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201576, Oct.
• Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2015, "Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note," Working Papers, University of Pretoria, Department of Economics, number 201579, Oct.
• Christophe André & Lumengo Bonga-Bonga & Rangan Gupta & John W. Muteba Mwamba, 2015, "The Impact of Economic Policy Uncertainty on US Real Housing Returns and their Volatility: A Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201582, Nov.
• Aviral K. Tiwari & Arif B. Dar & Niyati Bhanja & Rangan Gupta, 2015, "A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015," Working Papers, University of Pretoria, Department of Economics, number 201588, Nov.
• Rangan Gupta & Mark E. Wohar, 2015, "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201589, Dec.
• Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015, "Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201595, Dec.
• Ioana Andrada Moldovan (Gavril), 2015, "Does the Financial System Promote Sustainable Development? Evidence from Eastern European Countries," Central European Business Review, Prague University of Economics and Business, volume 2015, issue 2, pages 40-47, DOI: 10.18267/j.cebr.125.
• Jan Bastin, 2015, "Volatility Effect: An Application on the German Stock Market
  [Efekt nízkého rizika: Aplikace na německý akciový trh]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2015, issue 1, pages 36-54, DOI: 10.18267/j.cfuc.435.
• Pietro Bonaldi & Ali Hortaçsu & Jakub Kastl, 2015, "Empirical Analysis of Funding Cost Spillovers in the EURO Zone with Application to Systemic Risk," Working Papers, Princeton University. Economics Department., number 2015-4, Jun.
• Pietro Bonaldi & Ali Hortaçsu & Jakub Kastl, 2015, "Empirical Analysis of Funding Cost Spillovers in the EURO Zone with Application to Systemic Risk," Working Papers, Princeton University. Economics Department., number 2015-5, Jun.
• Iberico, Luis Antonio & Winkelried, Diego, 2015, "Calendar Effects in Latin American Stock Markets," Working Papers, Banco Central de Reserva del Perú, number 2015-008, Nov.
• TANASE, George Cosmin, 2015, "Business Intelligence and Performance Management," Romanian Distribution Committee Magazine, Romanian Distribution Committee, volume 6, issue 3, pages 24-27, September.
• Kaiji Chen & Alfonso Irarrazabal, 2015, "The Role of Allocative Efficiency in a Decade of Recovery," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 18, issue 3, pages 523-550, July, DOI: 10.1016/j.red.2014.09.008.
• Piero Gottardi & Guido Ruta & Alberto Bisin, 2015, "Equilibrium Corporate Finance and Intermediation," 2015 Meeting Papers, Society for Economic Dynamics, number 358.
• Khoutem Ben Jedidia, 2015, "Trade openness-financial development nexus: Bounds testing approach and causality tests for Tunisia," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 58, pages 27-50, December.
• Pasrun Adam, 2015, "A Model of the Dynamic of the Relationship between Stock Prices and Economic Growth of Indonesia," Applied Economics and Finance, Redfame publishing, volume 2, issue 3, pages 12-19, August.
• Gary Koop & Dimitris Korobilis, 2015, "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series, Rimini Centre for Economic Analysis, number 15-35, Sep.
• Cyn-Young Park & Rogelio Mercado & Jaehun Choi & Hosung Lim, 2015, "Price Discovery and Foreign Participation in the Republic of Korea’s Government Bond Cash and Futures Markets," ADB Economics Working Paper Series, Asian Development Bank, number 427, Mar.
• John Burger & Francis Warnock & Veronica Cacdac Warnock, 2015, "Bond Market Development in Developing Asia," ADB Economics Working Paper Series, Asian Development Bank, number 448, Sep.
• Thai-Ha Le & Jungsuk Kim & Minsoo Lee, 2015, "Institutional Quality, Trade Openness, and Financial Development in Asia: An Empirical Investigation," ADB Economics Working Paper Series, Asian Development Bank, number 452, Sep.
• Abdulnasser Hatemi-J & Manuchehr Irandoust, 2015, "Modelling Asymmetry in Oil, Gold and Stock Markets by a Hidden Cointegration Technique. - Modelli di asimmetria nel mercato del petrolio, dell’oro e nei mercati azionari attraverso una tecnica di coin," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 68, issue 2, pages 213-228.
• John M. Schiff, 2015, "Is Basel turning banks into public utilities?," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 1, pages 04-12.
• Horst Zimmermann, 2015, "The deep roots of the government debt crisis," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 1, pages 41-58.
• Anna Kovner & James Vickery & Lily Zhou, 2015, "Do big banks have lower operating costs?," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 1, pages 157-196.
• Joseph A. McCahery & Erik P. M. Vermeulen, 2015, "New private equity models: how should the interests of investors and managers be aligned?," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 1, pages 233-255.
• Paul de Beus & Maarten Koning, 2015, "Auditing estimates: what will the future bring?," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 1, pages 256-293.
• Hyong Kim & Errol Gardner, 2015, "The science of winning in financial services — competing on analytics: opportunities to unlock the power of data," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 13-24.
• Thorvald Grung Moe, 2015, "Shadow banking: policy challenges for central banks," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 31-42.
• Mara Cameran & Giulia Negri & Angela Pettinicchio, 2015, "The audit mandatory rotation rule: the state of the art," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 61-75.
• Eric Wong & Kelvin Ho & Andrew Tsang, 2015, "Effectiveness of loan-to-value ratio policy and its transmission mechanism:empirical evidence from Hong Kong," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 93-102.
• Robert Hockett, 2015, "Recursive collective action problems: the structure of procyclicality in financial and monetary markets, macroeconomies and formally similar contexts," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 113-128.
• Gara Afonso & João A.C. Santos & James Traina, 2015, "Do “too-big-to-fail” banks take on more risk?," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 129-143.
• Bruce I. Jacobs & Kenneth N. Levy, 2015, "Smart beta: too good to be true?," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 155-159.
• Nicholas Dorn, 2015, "Regulatory herding versus democratic diversity: history and prospects," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 161-174.
• Aneel Keswani & David Stolin, 2015, "Squandering home field advantage? Financial institutions’ investing in their own industries," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 175-187.
• Imran Gulamhuseinwala & Thomas Bull & Steven Lewis, 2015, "FinTech is gaining traction and young, high-income users are the early adopters," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 16-23.
• David LEE Kuo Chuen & Ernie G.S. Teo, 2015, "Emergence of FinTech and the LASIC principles," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 24-36.
• Michael Mainelli & Mike Smith, 2015, "Sharing ledgers for sharing economies: an exploration of mutual distributed ledgers (aka blockchain technology)," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 38-58.
• Bryan Zhang & Robert Wardrop & Raghavendra Rau & Mia Gray, 2015, "Moving mainstream: benchmarking the European alternative finance market," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 60-76.
• Douglas W. Arner & Jànos Barberis, 2015, "FinTech in China:from the shadows?," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 78-91.
• Gareth W. Peters & Efstathios Panayi & Ariane Chapelley, 2015, "Trends in cryptocurrencies and blockchain technologies: a monetary theory and regulation perspective," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 92-113.
• Philip Treleaven, 2015, "Financial regulation of FinTech," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 114-121.
• Ross P. Buckley & Louise Malady, 2015, "Building consumer demand for digital financial services – the new regulatory frontier," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 122-137.
• Gordon Burtch & Anindya Ghose & Sunil Wattal, 2015, "The hidden cost of accommodating crowdfunder privacy preferences: a randomized field experiment," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 138-154.
• Juan Carlos Lopez & Sinisa Babcic & Andres De La Ossa, 2015, "Advice goes virtual:how new digital investment services are changing the wealth management landscape," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 156-164.
• Sue Yasav, 2015, "The impact of digital technology on consumer purchase behavior," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 166-170.
• Stijn Viaene & Lieselot Danneels, 2015, "Driving digital: welcome to the ExConomy," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 3, pages 182-187.
• Rex A McKenzie, 2015, "Monetary transmission in Africa: a review of official sources," Economics Discussion Papers, School of Economics, Kingston University London, number 2015-7, Sep.
• Zoran Ivanovski & Nadica Ivanovska & Zoran Narasanov, 2015, "Application Of Dividend Discount Model Valuation At Macedonian Stock-Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 6, issue 1, pages 147-154.
• Zoran Ivanovski & Toni Stojanovski & Zoran Narasanov, 2015, "Volatility And Kurtosis Of Daily Stock Returns At Mse," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 6, issue 2, pages 209-221.
• Klaus Kocher & Ludomir Slahor, 2015, "The balanced scorecard – financial perspective versus customer perspective on the german banking market in the 21st century," Journal of Interdisciplinary Economic Research, Allensbach Hochschule, issue 1, pages 23-28.
• Georgeta VINTILA & Florinita DUCA, 2015, "Evaluation of Corporate Governance Influence on Performance of roumanian Companies," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 63, issue 1, pages 47-51, January.
• Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2015, "Convex Incentives in Financial Markets: an Agent-Based Analysis," CEIS Research Paper, Tor Vergata University, CEIS, number 337, Apr, revised 08 Apr 2015.
• Orléan, André, 2015, "La valeur économique comme fait social : la preuve par les évaluations boursières," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 18.
• Martina K Linnenluecke & Cristyn Meath & Saphira Rekker & Baljit K Sidhu & Tom Smith, 2015, "Divestment from fossil fuel companies: Confluence between policy and strategic viewpoints," Australian Journal of Management, Australian School of Business, volume 40, issue 3, pages 478-487, August, DOI: 10.1177/0312896215569794.
• Bernabé ANDRADE RODRà GUEZ & Ana del Pilar BANDA MORA & Jaime Alberto GÓMEZ WALTEROS, 2015, "El Mercado De Capitales En Amã‰Rica Latina 1990-2013. Capital Market In Latin America 1990-2013," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 24, issue 3, pages 35-48.
• Satish Kumar, 2015, "The significance of working capital management and its components on SMEs performance - Evidence from India," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2503293, Jun.
• Simona Adascalitei, 2015, "The importance of High Frequency Data on the Financial Markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2503637, Jun.
• Jorge Andraz & Nélia Norte & Cristina Oliveira, 2015, "New insights on the long-term relationship between sovereign bonds debt and credit default swaps in Portugal," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3105388, Nov.
• Ahmed Soliman Wafi & Hassan Hassan & Adel Mabrouk, 2015, "Fundamental Analysis Models in Financial Markets ? Review Study," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2203827, Sep.
• Ahmet Perilioglu, 2015, "Conditional Sovereign Transition Probability Matrices," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204981, Sep.
• 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.