Research classified by Journal of Economic Literature (JEL) codes

2015

• 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.
• Mária Bohdalová & Michal Greguš, 2015, "Estimating Value-At-Risk Based On Non-Normal Distributions," CBU International Conference Proceedings, ISE Research Institute, volume 3, issue 0, pages 188-195, September, DOI: 10.12955/cbup.v3.601.
• Shafi A. Khaled & A. Wahhab Khandker, 2015, "Profit-Loss Sharing Contract Formation Under Zero Interest Financial System عقد المشاركة من الأرباح والخسائر في ظل نظام مالي بدون ربا," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 28, issue 2, pages 75-107, July, DOI: 10.4197/Islec.28-2.3.
• Dolores Moreno-Herrero & José Sánchez Campillo & Manuel Salas-Velasco, 2015, "Factores asociados al rendimiento en competencia financiera en PISA 2012," Investigaciones de Economía de la Educación volume 10, Asociación de Economía de la Educación, chapter 28, in: Marta Rahona López & Jennifer Graves, "Investigaciones de Economía de la Educación 10".
• Suthawan Prukumpai, 2015, "Time-varying Industrial Portfolio Betas under the Regime-switching Model: Evidence from the Stock Exchange of Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 22, issue 2, pages 54-76, December.
• Jan Annaert & Frans Buelens & Marc Deloof, 2015, "Long-run stock returns: evidence from Belgium 1838–2010," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 9, issue 1, pages 77-95, January, DOI: 10.1007/s11698-014-0108-8.
• Rafiq Raji & Kalu Ojah, 2015, "Does Investor Sentiment Explain The Seasonality Of Overreaction? Examples Of The Nigerian And South African Equity Markets," The African Finance Journal, Africagrowth Institute, volume 17, issue 2, pages 25-54.
• Kubler, Felix & Polemarchakis, Herakles, undated, "The identification of beliefs from asset demand," Economic Research Papers, University of Warwick - Department of Economics, number 270007, DOI: 10.22004/ag.econ.270007.
• Marian Siminica & Silviu-Valentin CARSTINA, 2015, "Correlation Analysis Of The Company'S Liquidity, Patrimony Structure And Efficiency Indicators," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 43, pages 7-16.
• Octavian PERPELEA & Tatiana PAUN, 2015, "The Greek Crisis and the Generalization of Euro in European Union," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 17, pages 103-112, December.
• Sonia Wos, 2015, "Rynek Neuer Markt: droga od sukcesu do porażki / Neuer Markt: from Success to Failure," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 11, pages 176-189, September.
• Luca Benzon & Olena Chyruk, 2015, "The Value and Risk of Human Capital," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 179-200, December, DOI: 10.1146/annurev-financial-110613-03.
• Daniel Covitz & Nellie Liang & Tobias Adrian, 2015, "Financial Stability Monitoring," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 357-395, December, DOI: 10.1146/annurev-financial-111914-04.
• Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2015, "The Extent and Cyclicality of Career Changes: Evidence for the U.K.," Working Papers, Peruvian Economic Association, number 43, Apr.
• Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015, "Asset Allocation Strategies Based on Penalized Quantile Regression," Papers, arXiv.org, number 1507.00250, Jul.
• Jozef Barunik & Tomas Krehlik, 2015, "Measuring the frequency dynamics of financial connectedness and systemic risk," Papers, arXiv.org, number 1507.01729, Jul, revised Dec 2017.
• Fabio Caccioli & Imre Kondor & G'abor Papp, 2015, "Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error," Papers, arXiv.org, number 1510.04943, Oct.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2015, "Factor Models as 'Explanatory Unifiers' versus 'Explanatory Ideals' of Empirical Regularities of Stock Returns," DEOS Working Papers, Athens University of Economics and Business, number 1507, Feb.
• Ercan EREN, 2015, "Developments in (macro) economics; Towards a new (macro) economics'," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 1, pages 1-35.
• John E. ROEMER, 2015, "Ideology, politics and the concentration of capital," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 1, pages 37-44.
• Remzi ALTUNIŞIK, 2015, "Büyük veri: Fırsatlar kaynağı mı yoksa yeni sorunlar yumağı mı?," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 1, pages 45-76.
• Cem Başlevent & Ayşenur Acar, 2015, "Recent trends in informal employment in Turkey," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 1, pages 77-88.
• Massimo BAGARANIY, 2015, "Applying multicriteria analysis in on-going evaluation of EU structural programmes," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 2, pages 1-17.
• Stefano FANTACONEY & Petya G. GARALOVA & Carlo MILANI, 2015, "Structural budget balance and fiscal policy: The limits of the European approach," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 2, pages 19-34.
• Gozde ÜNAL & Ömer FARUK TAN, 2015, "Performance evaluation of a-type Turkish mutuals funds in the era of quantitative easing," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 2, pages 35-46.
• Cigdem DIKMEN, 2015, "A research on the perception level of the success criteria of learning organizations among a group of physicians and nurses," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 2, pages 47-59.
• Dhananjay TRIPATHI, 2015, "Beyond pessimism: Analysing prospect for asian regionalism with cooperation between India, China and ASEAN," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 2, pages 61-74.
• Ahmet Hakan YÜKSEL, 2015, "The impasse of the machine metaphor in organization and management: Ontological and epistemological rejuvenation during interregnum," Yildiz Social Science Review, Yildiz Technical University, volume 1, issue 2, pages 75-88.
• Oliver Linton & Katja Smetanina, 2015, "Mean Ratio Statistic for measuring predictability," CeMMAP working papers, Institute for Fiscal Studies, number 08/15, Feb, DOI: 10.1920/wp.cem.2015.0815.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015, "An investigation into multivariate variance ratio statistics and their application to stock market predictability," CeMMAP working papers, Institute for Fiscal Studies, number 13/15, Mar, DOI: 10.1920/wp.cem.2015.1315.
• Kostiantyn Vozianov, 2015, "Main Trends Of Derivatives' Market Development In Central And Eastern Europe," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 1, issue 1, DOI: 10.30525/2256-0742/2015-1-1-55-61.
• Volodymyr Matskiv, 2015, "Economic Essence And Components Of Financial Support Of Agricultural Sector," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 1, issue 2, DOI: 10.30525/2256-0742/2015-1-2-83-88.
• Dr. Yisheng Huang (ed.), 2015, "Hyperbola Economics Towards A Utopian Economy," Hyperbola Economics towards A Utopian Economy, Better Advances Press, Canada, number 01, edition 1.
• Eduardo Ariel Corso, 2015, "Ambiguity, Ambiguity Aversion and Reserve of Value in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 73, pages 91-115, December.
• Eduardo Corso, 2015, "Ambiguity and portfolio decisions," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201567, Nov.
• Eyup KADIOGLU & Guray KUCUKKOCAOGLU, 2015, "Intraday Return and Volatility Structures in Borsa Istanbul and the Impact of Opening and Closing Call Auction Sessions," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 9, issue 1, pages 103-126.
• Vuslat US, 2015, "Do Banks Respond Asymmetrically to the Global Crisis? Evidence From Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 9, issue 2, pages 9-44.
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• Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale, 2015, "Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 277, Jun.
• Arianna Miglietta & Cristina Picillo & Mario Pietrunti, 2015, "The impact of CCPs� margin policies on Repo markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1028, Sep.
• Ramos-Forero, Jorge Enrique & Melo-Becerra, Ligia Alba & Zárate-Solano, Hector Manuel, 2015, "Mercado de bonos soberanos y estabilidad financiera : una aplicación de gráficos acíclicos direccionados (GAD) y modelos SVAR," Chapters, Banco de la Republica de Colombia, chapter 14, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N., "Política monetaria y estabilidad financiera en economías pequeñas y abiertas", DOI: 10.32468/Ebook.664-314-6.
• Tatiana A. Mora-Arbeláez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas, 2015, "Una Historia Exhaustiva de la Regulación Financiera en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 887, May, DOI: 10.32468/be.887.
• Syed Muhammad Majid Shah & Fahad Abdullah, 2015, "A Study of Day of the Week Effect in Karachi Stock Exchange During Different Political Regimes in Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 7, issue 1, pages 41-66, April, DOI: dx.doi.org/10.22547/BER/7.1.3.
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• Giovanni Cespa & Xavier Vives, 2015, "The Beauty Contest and Short-Term Trading," Journal of Finance, American Finance Association, volume 70, issue 5, pages 2099-2154, October.
• Philippe Bracke, 2015, "House Prices and Rents: Microevidence from a Matched Data Set in Central London," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 2, pages 403-431, June.
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• Rolando Olmos Alcalá & Sergio Palma Cuenca, 2015, "Pruebas de tensión de liquidez para el sistema financiero boliviano," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2015/02, Dec.
• Michael Chin & Christopher Polk, 2015, "A forecast evaluation of expected equity return measures," Bank of England Staff Working Paper series, Bank of England, number 520, Jan.
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• James Brugler, 2015, "Into the light: dark pool trading and intraday market quality on the primary exchange," Bank of England Staff Working Paper series, Bank of England, number 545, Sep.
• Richard D. F. Harris & Linh H Nguyen & Evarist Stoja, 2015, "Extreme downside risk and financial crises," Bank of England Staff Working Paper series, Bank of England, number 547, Sep.
• Jaehun CHOI & Hosung LIM & Rogelio Jr. MERCADO & Cyn-Young PARK, 2015, "Price Discovery and Foreign Participation in Korea's Government Bond Cash and Futures Markets," Working Papers, Economic Research Institute, Bank of Korea, number 2015-8, Mar.
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• P. Sahu & S. K. Mahapatra, 2015, "Social Expenditures at Sub-National Level: An Experience from Indian state of Odisha," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp998, Mar.
• Muhamed Zulkhibri, 2015, "A synthesis of theoretical and empirical research on sukuk," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 4, pages 237-248, December.
• Melquiades Pereira Lima & Vinicio de Souza Almeida, 2015, "Sell-side analysts make good predictions in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 3, pages 365-393.
• Alex Sandro Monteiro De Moraes & Antonio Carlos Figueiredo Pinto & Marcelo Cabus Klotzle, 2015, "Forecasting value-at-risk and expected shortfall for emerging markets using FIGARCH models," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 3, pages 394-437.
• Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira, 2015, "Testing the predict power of VIX: an application of multiplicative error model," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 4, pages 571-630.
• Gerard Hartsink, 2015, "La technologie est le meilleur garant de la gestion des risques sur les marchés financiers," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 143-154.
• Meredith A. Crowley & Ning Meng & Huasheng Song, 2015, "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1529, Sep.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2015, "An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1552, Mar.
• Samuel GUERINEAU & Relwende SAWADOGO, 2015, "On the determinants of life insurance development in Sub-Saharan Africa: the role of the institutions quality in the effect of economic development," Working Papers, CERDI, number 201519, Jun.
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• Jakub Mateju, 2015, "Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp535, Mar.
• Mathias Hoffmann & Iryna Stewen, 2015, "Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation," CESifo Working Paper Series, CESifo, number 5332.
• Sourafel Girma & Sandra Lancheros & Alejandro Riaño, 2015, "Global Engagement and Returns Volatility," CESifo Working Paper Series, CESifo, number 5650.
• Yuki SATO, 2015, "Innovation, Delegation, and Asset Price Swings," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-03, Feb, revised Mar 2015.
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• Kjell G. NYBORG, 2015, "Central Bank Collateral Frameworks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-10, Feb.
• Tahir CHOULLI & Martin SCHWEIZER, 2015, "Locally Phi-Integrable Sigma-Martingale Densities for General Semimartingales," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-15, May.
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• Carlo Sala & Giovanni Barone-Adesi, 2015, "Conditioning the Information in Portfolio Optimization," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-50, Oct, revised Apr 2016.
• Vincent Bogousslavsky & Pierre Collin-Dufresne & Mehmet Sağlam, 2018, "Slow-Moving Capital and Execution Costs: Evidence from a Major Trading Glitch," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-41, May.
• Chunming Yuan & Tanu J. Pongsiri, 2015, "Fiscal austerity, growth prospects, and sovereign CDS spreads: The Eurozone and beyond," International Economics, CEPII research center, issue 141, pages 50-79.
• Andreea Maria PECE, 2015, "The Connection Between Economic Growth And Stock Markets," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 445-450, April.
• Paula VOICU & Petruta MIHAI, 2015, "Application Of Technical Level On Two Fruit And Vegetable Juicers," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 587-591, April.
• Mariana Rodica ŢÎRLEA, 2015, "Issues Regarding The Financial Flow Projections In The Selection Of Investment Projects," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 8, pages 207-210, June.
• Gerardo Licandro & Jorge Ponce (ed.), 2015, "Precios de activos internos, fundamentos globales y estabilidad financiera," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 4sp, edition 1, ISBN: ARRAY(0x6ca87a50), December.
• Jakub Mateju & Michal Kejak, 2015, "Limited Liability, Asset Price Bubbles and the Credit Cycle: The Role of Monetary Policy," Working Papers, Czech National Bank, Research and Statistics Department, number 2015/16, Dec.
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• Tatiana A. Mora-Arbel�ez & Andres J. Garcia-Bernal & Jose E. Gomez-Gonzalez & Mauricio Villamizar-Villegas, 2015, "Una Historia Exhaustiva de la Regulaci�n Financiera en Colombia," Borradores de Economia, Banco de la Republica, number 12934, May.
• Diego A. Agudelo & Lina M. Cortes & Mateo Vasco, 2015, "Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14253, Mar.
• Carlos Alberto Cuadros Lara, 2015, "Descomposicion de la estructura a terminos de la tasa de interes de los bonos soberanos de Estados Unidos y Colombia," Revista de Economía del Rosario, Universidad del Rosario, volume 18, issue 2, pages 309-342.
• Emilio Rojas & Werner Kristjanpoller, 2015, "Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 83, pages 9-31.