Research classified by Journal of Economic Literature (JEL) codes

2015

• 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.
• Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2015, "Time-varying effect of oil market shocks on the stock market," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-35, Aug.
• 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.
• Chang, Briana & Zhang, Shengxing, 2015, "Endogenous market making and network formation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119005, Nov.
• 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.
• Bill B. Francis & Iftekhar Hasan & Eric Ofori, 2015, "Investor Protections, Capital Markets, and Economic Growth: The African Experience," Advances in Financial Economics, Emerald Group Publishing Limited, "International Corporate Governance", DOI: 10.1108/S1569-373220150000018008.
• Thu Phuong Pham, 2015, "Broker ID transparency and price impact of trades: evidence from the Korean Exchange," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 11, issue 1, pages 117-131, February, DOI: 10.1108/IJMF-05-2013-0059.
• Wasim Ahmad & Sanjay Sehgal, 2015, "The investigation of destabilization effect in India’s agriculture commodity futures market," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 7, issue 2, pages 122-139, May, DOI: 10.1108/JFEP-02-2014-0008.
• Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2015, "Heterogeneous investors and trading platforms competition," Journal of Risk Finance, Emerald Group Publishing Limited, volume 16, issue 3, pages 303-320, May, DOI: 10.1108/JRF-11-2014-0169.
• Pramod Kumar Naik & Puja Padhi, 2015, "On the linkage between stock market development and economic growth in emerging market economies," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 363-381, November, DOI: 10.1108/RAF-09-2014-0105.
• Fabrizio Ferriani, 2015, "Traders and time: who moves the market?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 32, issue 1, pages 74-97, March, DOI: 10.1108/SEF-03-2014-0065.
• Michael Bleaney & Zhiyong Li, 2015, "The performance of bid-ask spread estimators under less than ideal conditions," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 32, issue 1, pages 98-127, March, DOI: 10.1108/SEF-04-2014-0075.
• Prateek Sharma & Vipul _, 2015, "Forecasting stock index volatility with GARCH models: international evidence," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 32, issue 4, pages 445-463, October, DOI: 10.1108/SEF-11-2014-0212.
• Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-05.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-07.
• Annalisa Ferrando & Klaas Mulier, 2015, "Firms’ Financing Constraints: Do Perceptions Match the Actual Situation?," The Economic and Social Review, Economic and Social Studies, volume 46, issue 1, pages 87-117.
• Marcel Fratzscher & Malte Rieth, 2015, "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 009, Sep.
• Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with financial asset and physical capital," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 15-01.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends, and borrowing constraints," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 15-05.
• Mehmet Cem Fendoğlu, 2015, "Finansal İstikrar Açısından Makro-İhtiyati Araçların Etkisi: Türkiye Ve Seçilmiş Ülkeler İçin Bir Sistem Gmm Yaklaşımı," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 233.
• Esra Cebeci, 2015, "Türkiye’de Finansal Entegrasyon ve Ekonomik Büyüme Arasındaki İlişkisi," EY International Congress on Economics II (EYC2015), November 5-6, 2015, Ankara, Turkey, Ekonomik Yaklasim Association, number 268.
• Jakub Mateju, 2015, "Limited Liability, Asset Price Bubbles and the Credit Cycle. The Role of Monetary Policy," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2015/05, Mar, revised Mar 2015.
• Jerome Creel & Paul Hubert & Fabien Labondance, 2015, "The intertwining of financialisation and financial instability," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2015-14, May.
• Franco Ruzzenenti, 2015, "Changes in the relationship between the financial and real sector and the present economic financial crisis: study of energy sector and market," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper105, Apr.
• Bin Wei & Vivian Z. Yue, 2015, "Liquidity backstops and dynamic debt runs," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-13, Dec.
• Mikhail V. Oet & Stephen J. Ong, 2015, "From Organization to Activity in the US Collateralized Interbank Market," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1529, Dec, DOI: 10.26509/frbc-wp-201529.
• Celso Brunetti & Jeffrey H. Harris & Shawn Mankad & George Michailidis, 2015, "Interconnectedness in the Interbank Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-90, Sep, DOI: 10.17016/FEDS.2015.090.
• Luca Benzoni & Olena Chyruk, 2015, "The Value and Risk of Human Capital," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2015-6, Jul.
• Olivier Armantier & Adam Copeland, 2015, "Challenges in identifying interbank loans," Economic Policy Review, Federal Reserve Bank of New York, issue 21-1, pages 1-17.
• J. Benson Durham, 2015, "Betting against beta (and gamma) using government bonds," Staff Reports, Federal Reserve Bank of New York, number 708, Jan.
• Viktoria Baklanova & Adam Copeland & Rebecca McCaughrin, 2015, "Reference guide to U.S. repo and securities lending markets," Staff Reports, Federal Reserve Bank of New York, number 740, Sep.
• Andra C. Ghent & Marianna Kudlyak, 2015, "Intergenerational Linkages in Household Credit," Working Paper, Federal Reserve Bank of Richmond, number 15-14, Nov.
• Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2015, "Should Dark Pools be Banned from Regulated Exchanges?," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2015-21, May.
• Relwende Sawadogo & Samuel Guérineau, 2015, "Does Insurance Development Affect the Financial Markets in developing countries?," CERDI Working papers, HAL, number halshs-01178840, Jul.
• Giovanni Favara & Jean Imbs, 2015, "Credit Supply and the Price of Housing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01301589, Mar, DOI: 10.1257/aer.20121416.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01223969, Mar.
• Giovanni Favara & Jean Imbs, 2015, "Credit Supply and the Price of Housing," Post-Print, HAL, number hal-01301589, Mar, DOI: 10.1257/aer.20121416.
• Vikas Agarwal & Eser Arisoy & Narayan y Naik, 2015, "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print, HAL, number hal-01412976, Jun, DOI: 10.2139/ssrn.2502352.
• Marie Brière & Ariane Szafarz, 2015, "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," Post-Print, HAL, number hal-01491987, Mar, DOI: 10.1016/j.worlddev.2014.10.007.
• Paolo Mazza, 2015, "Price dynamics and market liquidity: An intraday event study on Euronext," Post-Print, HAL, number hal-01563014, May, DOI: 10.1016/j.qref.2014.09.003.
• Catherine d'Hondt & Christophe Majois & Paolo Mazza, 2015, "Commonality on Euronext: Do location and account type matter?," Post-Print, HAL, number hal-01667400, Dec, DOI: 10.1016/j.irfa.2015.06.007.
• Marie Brière & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin," Post-Print, HAL, number hal-02315410, DOI: 10.1057/jam.2015.5.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2015, "Financial stability and economic performance in Europe," Post-Print, HAL, number hal-03459729, Aug, DOI: 10.1016/j.econmod.2014.10.025.
• Amal Aouadi & Mohamed Arouri & Frédéric Teulon, 2015, "Investor Following And Volatility: A GARCH Approach," Post-Print, HAL, number hal-04516520.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2015, "Fiscal and monetary policies in complex evolving economies," Post-Print, HAL, number halshs-01241658, DOI: 10.1016/j.jedc.2014.11.014.
• André Orléan, 2015, "La valeur économique comme fait social : la preuve par les évaluations boursières," Post-Print, HAL, number halshs-01313727, Oct.
• Bruno Biais & Thierry Foucault & Sophie Moinas, 2015, "Equilibrium fast trading," Post-Print, HAL, number halshs-01400252, DOI: 10.1016/j.jfineco.2015.03.004.
• Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2015, "Heterogeneous investors and trading platforms competition," Post-Print, HAL, number halshs-01444793, Oct, DOI: 10.1108/JRF-11-2014-0169.
• Giovanni Favara & Jean Imbs, 2015, "Credit Supply and the Price of Housing," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01301589, Mar, DOI: 10.1257/aer.20121416.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2015, "The Intertwining of financialisation and financial instability," Sciences Po Economics Publications (main), HAL, number hal-01157936, May.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2015, "Financial stability and economic performance in Europe," Sciences Po Economics Publications (main), HAL, number hal-03459729, Aug, DOI: 10.1016/j.econmod.2014.10.025.
• Laurence Lescourret & Sophie Moinas, 2015, "Liquidity Supply across Multiple Trading Venues," Working Papers, HAL, number hal-01137813, Mar.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2015, "The Intertwining of financialisation and financial instability," Working Papers, HAL, number hal-01157936, May.
• Delphine Lahet & Anne-Gaël Vaubourg, 2015, "Banks' shareholding in multilateral trading facilities: A two-sided market perspective," Working Papers, HAL, number hal-01193061, Sep.
• Michael Cooper & Alexei Ovtchinnikov, 2015, "Geographical Vibrancy and Firm Performance," Working Papers, HAL, number hal-02002786, Mar.
• Lauren Stagnol, 2015, "Designing a corporate bond index on solvency criteria," Working Papers, HAL, number hal-04141378.
• Relwende Sawadogo & Samuel Guérineau, 2015, "Does Insurance Development Affect the Financial Markets in developing countries?," Working Papers, HAL, number halshs-01178840, Jul.
• Peter Csoka, 2015, "Fair risk allocation in illiquid markets," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1509, Feb.
• Daniel Havran & Kata Varadi, 2015, "Price Impact and the Recovery of the Limit Order Book: Why Should We Care About Informed Liquidity Providers?," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1540, Aug.
• Eva A. Arnold & Ingrid Größl & Philipp Koziol, 2015, "Market Discipline Across Bank Governance Models. Empirical Evidence from German Depositors," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201502, Mar.
• 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.
• Hernández Ángeles, Ignacio F. & Francisco-López Herrera & Luis Fernando Hoyos Reyes, 2015, "Análisis del efecto apalancamiento en los rendimientos del IPC mediante una Cadena de Markov Monte Carlo antes, durante y después de la crisis subprime./ Analysis of the leverage effect on the IPC returns by means of a Markov Chain Monte Carlo before," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 43-64, enero-jun.
• Marek Lubiński, 2015, "Efekty ponadgraniczne niekonwencjonalnej polityki monetarnej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 5-28.
• Renata Karkowska, 2015, "WHAT KIND OF SYSTEMIC RISKS DO WE FACE IN THE EUROPEAN BANKING SECTOR? THE APPROACH OF CoVaR MEASURE," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 12015, Feb.
• Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2015, "The Impact Of Capital On Lending In Economic Downturns And Investor Protection – The Case Of Large Eu Banks," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 62015, Oct.
• Anand Bansal, 2015, "Financial Sector Reforms And Rural Financial Markets In India," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 3 (Decemb, pages 345-357.
• Enver Baj Inca, 2015, "The Theories About Construction Of Financial System As Reflection Of The Economic And Financial Structure Of A Country The Case Of Kosovo," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 3 (Decemb, pages 371-384.
• Thomas Nitschka, 2015, "Is there a too-big-to-fail discount in excess returns on German banks' stocks?," Working Papers, Swiss National Bank, number 2015-08.
• Marie Briere & Ariane Szafarz, 2015, "Does commercial microfinance belong to the financial sector? Lessons from the stock market," Post-Print CEB, ULB -- Universite Libre de Bruxelles, volume 67, pages 110-125, March.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," Post-Print CEB, ULB -- Universite Libre de Bruxelles, volume 16, issue 6, pages 365-373.
• Marie Briere & Ariane Szafarz, 2015, "Factor-Based v. Industry-Based Asset Allocation: The Contest," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-035, Sep.
• Ariane Szafarz, 2015, "Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-036, Sep.
• Giray GÖZGÖR, 2015, "Tek Fiyat Kanunu ve Satın Alma Gücü Paritesi Hipotezine İlişkin Ampirik Bulgular: Bir Literatür Taraması," Sosyoekonomi Journal, Sosyoekonomi Society, issue 23(24).
• Jean-Christophe Statnik & David Verstraete, 2015, "Price dynamics in agricultural commodity markets: a comparison of European and US markets," Empirical Economics, Springer, volume 48, issue 3, pages 1103-1117, May, DOI: 10.1007/s00181-014-0816-8.
• Eunhee Lee & Chang Kim & In-Moo Kim, 2015, "Equity premium over different investment horizons," Empirical Economics, Springer, volume 48, issue 3, pages 1169-1187, May, DOI: 10.1007/s00181-014-0812-z.
• Kose John & Joe Shangguan & Ravi Mateti, 2015, "Financing activities after accounting restatements: an examination of SEOs and PIPEs," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 5, issue 1, pages 139-160, June, DOI: 10.1007/s40822-015-0019-4.
• Denis Belomestny & Mark Joshi & John Schoenmakers, 2015, "Addendum to: Multilevel dual approach for pricing American style derivatives," Finance and Stochastics, Springer, volume 19, issue 3, pages 681-684, July, DOI: 10.1007/s00780-015-0267-x.
• Peter Imkeller & Nicolas Perkowski, 2015, "The existence of dominating local martingale measures," Finance and Stochastics, Springer, volume 19, issue 4, pages 685-717, October, DOI: 10.1007/s00780-015-0264-0.
• Tahir Choulli & Jun Deng & Junfeng Ma, 2015, "How non-arbitrage, viability and numéraire portfolio are related," Finance and Stochastics, Springer, volume 19, issue 4, pages 719-741, October, DOI: 10.1007/s00780-015-0269-8.
• Christa Cuchiero & Josef Teichmann, 2015, "A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing," Finance and Stochastics, Springer, volume 19, issue 4, pages 743-761, October, DOI: 10.1007/s00780-015-0276-9.
• Naresh Bansal & Jack Strauss & Alireza Nasseh, 2015, "Can we consistently forecast a firm’s earnings? Using combination forecast methods to predict the EPS of Dow firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 1-22, January, DOI: 10.1007/s12197-012-9234-y.
• Brian Payne & John Geppert, 2015, "Health care and the cross-section of US stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 153-170, January, DOI: 10.1007/s12197-013-9255-1.
• Bernard Walley, 2015, "Macroeconomic sources of foreign exchange risk premium: evidence from South Africa," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 2, pages 382-395, April, DOI: 10.1007/s12197-013-9268-9.
• Robert Becker & Stefano Bosi & Cuong Van & Thomas Seegmuller, 2015, "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 58, issue 2, pages 329-353, February, DOI: 10.1007/s00199-014-0810-6.
• Cesar Tamayo, 2015, "Investor protection and optimal contracts under risk aversion and costly state verification," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 59, issue 3, pages 547-577, August, DOI: 10.1007/s00199-014-0856-5.
• Lynn Rees & Nathan Sharp & Brady Twedt, 2015, "Who’s heard on the Street? Determinants and consequences of financial analyst coverage in the business press," Review of Accounting Studies, Springer, volume 20, issue 1, pages 173-209, March, DOI: 10.1007/s11142-014-9298-3.