Research classified by Journal of Economic Literature (JEL) codes

2015

• 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.
• Brett Scott & Ferdi Botha & Jen D. Snowball, 2015, "Art investment as a portfolio diversification strategy in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 537, Aug.
• Gideon Boako & Paul Alagidede, 2015, "Global commodities and African stocks: insights for hedging and diversification strategies," ERSA Working Paper Series, Economic Research Southern Africa, number 569, Dec.
• 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.
• 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.
• Vu, Van & Chai, Daniel & Do, Viet, 2015, "Empirical tests on the liquidity-adjusted capital asset pricing model," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 73-89, DOI: 10.1016/j.pacfin.2014.10.007.
• Sensoy, Ahmet, 2015, "An alternative way to track the hot money in turbulent times," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 419, issue C, pages 215-220, DOI: 10.1016/j.physa.2014.10.010.
• Mazza, Paolo, 2015, "Price dynamics and market liquidity: An intraday event study on Euronext," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 139-153, DOI: 10.1016/j.qref.2014.09.003.
• Chen, Hong-Yi & Lee, Alice C. & Lee, Cheng-Few, 2015, "Alternative errors-in-variables models and their applications in finance research," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 213-227, DOI: 10.1016/j.qref.2014.12.002.
• Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael, 2015, "Sentiment-prone investors and volatility dynamics between spot and futures markets," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 180-196, DOI: 10.1016/j.iref.2014.09.013.
• Lee, Bong Soo & Paek, Miyoun & Ha, Yeonjeong & Ko, Kwangsoo, 2015, "The dynamics of market volatility, market return, and equity fund flow: International evidence," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 214-227, DOI: 10.1016/j.iref.2014.10.001.
• Abad, David & Pascual, Roberto, 2015, "The friction-free weighted price contribution," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 226-239, DOI: 10.1016/j.iref.2014.11.025.
• Gospodinov, Nikolay & Jamali, Ibrahim, 2015, "The response of stock market volatility to futures-based measures of monetary policy shocks," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 42-54, DOI: 10.1016/j.iref.2014.11.001.
• Agudelo, Diego A. & Giraldo, Santiago & Villarraga, Edwin, 2015, "Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 149-161, DOI: 10.1016/j.iref.2015.04.002.
• Gonzalez-Perez, Maria T., 2015, "Model-free volatility indexes in the financial literature: A review," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 141-159, DOI: 10.1016/j.iref.2015.02.018.
• Halbritter, Gerhard & Dorfleitner, Gregor, 2015, "The wages of social responsibility — where are they? A critical review of ESG investing," Review of Financial Economics, Elsevier, volume 26, issue C, pages 25-35, DOI: 10.1016/j.rfe.2015.03.004.
• Smales, Lee A., 2015, "Better the devil you know: The influence of political incumbency on Australian financial market uncertainty," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 59-74, DOI: 10.1016/j.ribaf.2014.06.002.
• Miralles-Quirós, José Luis & Daza-Izquierdo, Julio, 2015, "Do DOW returns really influence the intraday Spanish stock market behavior?," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 99-126, DOI: 10.1016/j.ribaf.2014.07.001.
• Tanha, Hassan & Dempsey, Michael, 2015, "The asymmetric response of volatility to market changes and the volatility smile: Evidence from Australian options," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 164-176, DOI: 10.1016/j.ribaf.2015.02.003.
• Sharma, Prateek & Vipul,, 2015, "Performance of risk-based portfolios under different market conditions: Evidence from India," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 397-411, DOI: 10.1016/j.ribaf.2015.03.006.
• Brière, Marie & Szafarz, Ariane, 2015, "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," World Development, Elsevier, volume 67, issue C, pages 110-125, DOI: 10.1016/j.worlddev.2014.10.007.
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• Tina Marfan & Aljosa Sestanovic, 2015, "Prikaz novela zakona o tržištu kapitala," Effectus - Working Paper Series, Effectus - University College for Law and Finance, number 0002, Dec.
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• Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2015, "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 119462, Sep.
• Caccioli, Fabio & Kondor, Imre & Papp, Gábor, 2015, "Portfolio optimization under expected shortfall: contour maps of estimation error," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119463, Nov.
• Graeme Acheson & Gareth Campbell & John Turner, 2015, "Rentier capitalism and the equity market: shareholders in Victorian public companies," Working Papers, Economic History Society, number 15010, Mar.
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