Research classified by Journal of Economic Literature (JEL) codes

2014

• Sheue Li Ong & Chong Mun Ho, 2014, "Testing For Linear And Non-Linear Granger Non-Causality Hypothesis Between Stock And Bond: The Cases Of Malaysia And Singapore," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 59, issue 05, pages 1-18, DOI: 10.1142/S0217590814500453.
• Takeshi Inoue & Shigeyuki Hamori, 2014, "Indian Economy:Empirical Analysis on Monetary and Financial Issues in India," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8829, ISBN: ARRAY(0x613caf88), September.
• Zhaodong Wang & Weian Zheng, 2014, "High-Frequency Trading and Probability Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9233, ISBN: ARRAY(0x5f439ee0), September.
• He, Qing & Xue, Chang & Zhu, Chenqi, 2014, "Financial development and patterns of industrial specialization: Regional evidence from China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 12/2014.
• Nyberg, Peter & Vaihekoski, Mika, 2014, "Descriptive analysis of the Finnish stock market: Part II," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2014.
• Schwarz, Claudia, 2014, "Investor fears and risk premia for rare events," Discussion Papers, Deutsche Bundesbank, number 03/2014.
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2014, "Who trades on momentum?," Discussion Papers, Deutsche Bundesbank, number 42/2014.
• Grammig, Joachim & Schaub, Eva-Maria, 2014, "Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 14-05.
• Sönksen, Jantje & Grammig, Joachim, 2020, "Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 14-06, revised 2020, DOI: 10.2139/ssrn.3377345.
• Cebiroglu, Gökhan & Hautsch, Nikolaus & Horst, Ulrich, 2014, "Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency?," CFS Working Paper Series, Center for Financial Studies (CFS), number 468.
• Grammig, Joachim & Schaub, Eva-Maria, 2014, "Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing models," CFS Working Paper Series, Center for Financial Studies (CFS), number 479.
• Grammig, Joachim & Sönksen, Jantje, 2014, "Consumption-based asset pricing with rare disaster risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 480.
• Kräussl, Roman & Mirgorodskaya, Elizaveta, 2014, "News media sentiment and investor behavior," CFS Working Paper Series, Center for Financial Studies (CFS), number 492.
• Bag, Dinabandhu, 2014, "Market leverage of real estate firms in India: empirical study," EconStor Conference Papers, ZBW - Leibniz Information Centre for Economics, number 272924.
• Injadat, Ehab M. M., 2014, "Futures and Forwards Contracts from Perspective of Islamic Law," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 1, issue 2, pages 241-252, DOI: 10.1453/jepe.v1i2.68.
• Kristoufek, Ladislav, 2014, "Leverage effect in energy futures," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 17.
• Hattendorff, Christian, 2014, "Natural resources, demand for external finance and financial development," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/33.
• Hattendorff, Christian, 2014, "Natural resources, export concentration and financial development," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/34.
• Stolbov, Mikhail, 2014, "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-9.
• Stolbov, Mikhail, 2014, "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-43, DOI: 10.5018/economics-ejournal.ja.2014-.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2014, "Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 506, DOI: 10.4419/86788581.
• Reiß, Markus & Todorov, Viktor & Tauchen, George, 2014, "Nonparametric test for a constant beta over a fixed time interval," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-022.
• Xu, Hongmei, 2014, "Why do small Chinese firms list on the Frankfurt Stock Exchange?," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 11/2014.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014, "Individual investors and suboptimal early exercises in the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number 14.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014, "What makes individual investors exercise early? Empirical evidence from the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number 15.
• Rieth, Malte & Fratzscher, Marcel, 2014, "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100277.
• Fricke, Daniel & Gerig, Austin, 2014, "Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100402.
• Ruenzi, Stefan & Focke, Florens & Niessen-Ruenzi, Alexandra, 2014, "A Friendly Turn: Advertising Bias in the News Media," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100497.
• Grammig, Joachim & Schaub, Eva-Maria, 2014, "Give me strong moments and time - Combining GMM and SMM to estimate long-run risk asset pricing models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100607.
• Grammig, Joachim & Sönksen, Jantje, 2014, "Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100614.
• Mathias Hoffmann & Iryna Stewen, 2014, "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," ECON - Working Papers, Department of Economics - University of Zurich, number 183, Dec.
• Byström, Hans, 2014, "Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges," Working Papers, Lund University, Department of Economics, number 2014:34, Sep.
• Byström, Hans, 2014, "Language, News and Volatility," Working Papers, Lund University, Department of Economics, number 2014:41, Nov.
• Aase, Knut K., 2014, "Recursive utility using the stochastic maximum principle," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/3, Feb, revised 25 Mar 2015.
• Aase, Knut K., 2014, "Heterogeneity and limited stock market Participation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/5, Feb, revised 25 Mar 2015.
• Aase, Knut K., 2014, "Recursive utility and jump-diffusions," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/9, Mar.
• Dennis, Patrick J. & Sandås, Patrik, 2014, "Does Trading Anonymously Enhance Liquidity?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 288, Oct.
• Tepper, Alexander & Borowiecki, Karol Jan, 2014, "A Leverage-Based Measure of Financial Instability," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 14/2014, Aug.
• Odegaard, Bernt Arne, 2014, "Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2013," UiS Working Papers in Economics and Finance, University of Stavanger, number 2014/1, Jan.
• Jørgensen, Kjell & Skjeltorp, Johannes Atle & Ødegaard, Bernt Arne, 2014, "Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance, University of Stavanger, number 2014/3, Feb.
• Akinci, Gönül Yüce & Akinci, Merter & Yilmaz, Ömer, 2014, "Financial Development-Economic Growth Nexus : A Panel Data Analysis Upon Oecd Countries," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 55, issue 1, pages 33-50, June, DOI: 10.15057/26816.
• Mirna Dumičić, 2014, "Financial Stress Indicators for Small, Open, Highly Euroised Countries – the Case of Croatia," Working Papers, The Croatian National Bank, Croatia, number 41, Dec.
• Dragos Stefan Oprea, 2014, "The Fisher effect: Evidence from the Romanian Stock Market," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 5, pages 637-644, May.
• Dragos Stefan Oprea, 2014, "The Halloween Effect Evidence from Romania," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 7, pages 463-471, July.
• Dinh Tran Ngoc Huy, 2014, "The Volatility of Market Risk In Viet Nam Listed Public Utilities Company Groups during and after the Financial Crisis 2007-2009," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 2, issue 1, pages 26-37, March.
• Stoyu I. Ivanov & Kenneth Leong & Janis K. Zaima, 2014, "An Empirical Examination of Negative Economic Value Added Firms," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 1, pages 103-112.
• Omar Gharaibeh & Graham Bornholt & Michael Dempsey, 2014, "Evidence on Industry Cost of Equity Estimators," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 1-15.
• Lynda S. Livingston, 2014, "Finding The Discount Rate For A Private Firm Using Public Comparables," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 5, issue 1, pages 37-49.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014, "Multivariate variance ratio statistics," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/14, Jun.
• Öyküm Esra AŞKIN & Ali Hakan BÜYÜKLÜ, 2014, "Testing the Calendar Anomalies for BIST City Indexes with Symmetric and Asymmetric GARCH Models," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 336, pages 59-82.
• Marcello Pericoli, 2014, "Real Term Structure and Inflation Compensation in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 1, pages 1-42, March.
• Valentina Michelangeli & Mario Pietrunti, 2014, "A Microsimulation Model to evaluate Italian Households Financial Vulnerability," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 3, pages 53-79.
• Nidhi Aggarwal & Susan Thomas, 2014, "The causal impact of algorithmic trading on market quality," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2014-023, Jul.
• Codruta Maria FAT & Simona MUTU, 2014, "Analyzing The Relationship Between Eonia And Eoniaswap Rates. A Cointegration Approach," Romanian Journal of Economics, Institute of National Economy, volume 38, issue 1(47), pages 197-207, June.
• Michael Kirchler & Caroline Bonn & Jürgen Huber & Michael Razen, 2014, "The "Inflow-Effect" - Trader Inflow and Bubble Formation in Asset Markets," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2014-22, Sep.
• Bruna Skarica, 2014, "Determinants of non-performing loans in Central and Eastern European countries," Financial Theory and Practice, Institute of Public Finance, volume 38, issue 1, pages 37-59.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014, "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers, Department of Research, Ipag Business School, number 2014-105, Jan.
• Fredj Jawadi & Nabila Jawadi & Waël Louhichi, 2014, "Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis," Working Papers, Department of Research, Ipag Business School, number 2014-279, Jan.
• Amal Aouadi & Mohamed Arouri & Frédéric Teulon, 2014, "Investor Following and Volatility: A GARCH Approach," Working Papers, Department of Research, Ipag Business School, number 2014-286, Jan.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with production: bubbles and efficiency," Working Papers, Department of Research, Ipag Business School, number 2014-306, Jan.
• Jean-Michel Sahut, 2014, "A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates," Working Papers, Department of Research, Ipag Business School, number 2014-352, Jan.
• Núñez-Mora, José Antonio & Mata-Mata, Leovardo, 2014, "Una aplicación de la teoría de matrices aleatorias para analizar la variación del rendimiento de diferentes commodities a lo largo del periodo 2000-2012," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 41, pages 7-20, segundo s.
• António Afonso & Maria João Guedes, 2014, "EU Finance Ministers, Capital Markets and Fiscal Outcomes," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2014/01, Jan.
• Huber, Jürgen & Kirchler, Michael & Kleinlercher, Daniel & Sutter, Matthias, 2014, "Market vs. Residence Principle: Experimental Evidence on the Effects of a Financial Transaction Tax," IZA Discussion Papers, IZA Network @ LISER, number 7978, Feb.
• Schwandt, Hannes, 2014, "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," IZA Discussion Papers, IZA Network @ LISER, number 8298, Jun.
• Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2014, "The Extent and Cyclicality of Career Changes: Evidence for the U.K," IZA Discussion Papers, IZA Network @ LISER, number 8430, Aug.
• Sabyasachi Kar & Kumarjit Mandal, 2014, "Re-examining the finance-growth relationship for a developing economy: A time series analysis of post-reform India," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 1, pages 83-105, January-M.
• Tarron Khemraj & Sukrishnalall Pasha, 2014, "The determinants of bid-ask spread in the guyanese fx market," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 2, pages 39-62, April-Jun.
• Ya-Chi Huang, 2014, "Re-Exploring the Existence of Arbitrage Opportunity with an Agent-based Artificial Stock Market," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 10, issue 2, pages 157-180, July.
• Luis Eduardo Quintero, 2014, "Housing Consumption and Prices in a Unified Metropolitan Market with Heterogeneous Preferences," 2014 Papers, Job Market Papers, number pqu53, Dec.
• Radka Picková, 2014, "Generalized volatility-stabilized processes," Annals of Finance, Springer, volume 10, issue 1, pages 101-125, February, DOI: 10.1007/s10436-013-0230-9.
• Ernst Eberlein & Dilip Madan & Martijn Pistorius & Wim Schoutens & Marc Yor, 2014, "Two price economies in continuous time," Annals of Finance, Springer, volume 10, issue 1, pages 71-100, February, DOI: 10.1007/s10436-013-0228-3.
• Andrey Sarantsev, 2014, "On a class of diverse market models," Annals of Finance, Springer, volume 10, issue 2, pages 291-314, May, DOI: 10.1007/s10436-013-0245-2.
• Barik Kumar & M. Supriya, 2014, "Evidence on Hedging Effectiveness in Indian Derivatives Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 21, issue 2, pages 121-131, May, DOI: 10.1007/s10690-014-9179-6.
• Katelyn Rowley & Michael Seeborg, 2014, "Surprising Recent Immigrant Wage Growth: Evidence from Information Technology Occupations," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 42, issue 1, pages 115-116, March, DOI: 10.1007/s11293-014-9411-9.
• Christian Glocker & Serguei Kaniovski, 2014, "A financial market stress indicator for Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 3, pages 481-504, August, DOI: 10.1007/s10663-014-9246-2.
• Stephan Meyer & Sebastian Schroff & Christof Weinhardt, 2014, "(Un)skilled leveraged trading of retail investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 2, pages 111-138, May, DOI: 10.1007/s11408-014-0225-1.
• Yacine Hammami, 2014, "An empirical investigation of asset pricing models under divergent lending and borrowing rates," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 3, pages 263-279, August, DOI: 10.1007/s11408-014-0233-1.
• Tchai Tavor, 2014, "Abnormal investor response to the index effect for daily and intraday data," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 3, pages 281-303, August, DOI: 10.1007/s11408-014-0234-0.
• Andreas Höfer & Andreas Oehler, 2014, "Analyst Recommendations and Regulation: Scopes for European Policy Makers to Enhance Investor Protection," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 4, pages 369-384, November, DOI: 10.1007/s11294-014-9484-x.
• Trevor Chamberlain & Rahman Khokhar, 2014, "Canadian Stock Returns and the Term Structure of Interest Rates," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 4, pages 465-466, November, DOI: 10.1007/s11294-014-9491-y.
• Hervé Alexandre & Karima Bouaiss & Catherine Refait-Alexandre, 2014, "Banking Relationships and Syndicated Loans during the 2008 Financial Crisis," Journal of Financial Services Research, Springer;Western Finance Association, volume 46, issue 1, pages 99-113, August, DOI: 10.1007/s10693-013-0172-4.
• Sheng Guo & William Hardin, 2014, "Wealth, Composition, Housing, Income and Consumption," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 2, pages 221-243, February, DOI: 10.1007/s11146-012-9390-z.
• Nusret Cakici & Isil Erol & Dogan Tirtiroglu, 2014, "Tracking the Evolution of Idiosyncratic Risk and Cross-Sectional Expected Returns for US REITs," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 3, pages 415-440, April, DOI: 10.1007/s11146-013-9410-7.
• Jeffrey Jones & Jenny Gu & Pu Liu, 2014, "Do dividend initiations signal a reduction in risk? Evidence from the option market," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 143-158, January, DOI: 10.1007/s11156-012-0337-5.
• Judson Caskey & Kyle Peterson, 2014, "Conservatism measures that control for the effects of economic rents on stock returns," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 4, pages 731-756, May, DOI: 10.1007/s11156-013-0360-1.
• John Eshleman & Peng Guo, 2014, "The market’s use of supplier earnings information to value customers," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 2, pages 405-422, August, DOI: 10.1007/s11156-013-0379-3.
• Dina El-Mahdy & Myung Park, 2014, "Internal control quality and information asymmetry in the secondary loan market," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 4, pages 683-720, November, DOI: 10.1007/s11156-013-0389-1.
• Jin-Huei Yeh & Jying-Nan Wang & Chung-Ming Kuan, 2014, "A noise-robust estimator of volatility based on interquantile ranges," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 4, pages 751-779, November, DOI: 10.1007/s11156-013-0391-7.
• Masafumi Kozuka, 2014, "Policy Duration Effects, Quantitative Monetary Easing Policy and Economic Growth: Evidence from Japanese Time Series Data," Discussion Papers, Graduate School of Economics, Kobe University, number 1410, Mar.
• Raimonda Martinkutė-Kaulienė, 2014, "Risk Factors in Derivatives Markets," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 2, issue 4, pages 71-83.
• Kondor, Péter & Koren, Miklós & Pál, Jenő & Szeidl, Ádám, 2014, "Cégek kapcsolati hálózatainak gazdasági szerepe
  [The economic role of the networks of connections possessed by firms]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1341-1360.
• Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai, 2014, "The change of correlation structure across industries:an analysis in the regime-switching framework," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-14-002, Apr.
• Marie-Hélène Broihanne & Christophe J. GODLEWSKI, 2014, "Building reputation on the syndicated lending market: A participant bank perspective," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2014-02.
• Kavita Sirichand & Andrew Vivian & Mark E.Wohar, 2014, "Examining real interest parity: which component reverts quickest and in which regime?," Discussion Paper Series, Department of Economics, Loughborough University, number 2014_05, Jul, revised Jul 2014.
• Rizwana Bashir & Rabia Shakir & Badar Ashfaq & Atif Hassan, 2014, "The Efficiency of Foreign Exchange Markets in Pakistan: An Empirical Analysis," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 19, issue 1, pages 133-149, Jan-June.
• Shahchera, Mahshid, 2014, "Compliance with the Basel Core Principles in Iranian Banking System," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 18, pages 109-129, March.
• Shahchera, Mahshid & Keshishian, Lian, 2014, "Simultaneous Effects of Bank Concentration and Monetary Policy on Bank Lending Channel in Iranian Banking System," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 7, issue 19, pages 27-50, May.
• ZalbgiDarestani, Hesam, 2014, "Main Determinants of Stability in Iran's Banking System," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 7, issue 20, pages 307-327, July.
• Adabi firouzjaee, Bagher & Mehrara, Mohsen & Mohammadi, Shapour, 2014, "Optimal Portfolio Selection for Tehran Stock Exchange Using Conditional, Partitioned and Worst-case Value at Risk Measures," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 1, pages 1-30, October.
• Bastanzad, Hossein, 2014, "A New Policy Environment to Achieve Monetary Goals," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 4, pages 73-108, July.
• Siemroth, Christoph, 2014, "Why prediction markets work : The role of information acquisition and endogenous weighting," Working Papers, University of Mannheim, Department of Economics, number 14-02.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014, "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14040, Mar.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with production: bubbles and efficiency," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14043, May.
• Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14085, Aug.
• Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14085r, Aug, revised Feb 2015.
• Orléan, André, 2014, "The Empire of Value: A New Foundation for Economics," MIT Press Books, The MIT Press, number 026202697x, edition 1, ISBN: ARRAY(0x68bb3790), December.
• Guiying Laura WU & Qu FENG & Pei LI, 2014, "Does Local Governments' Budget Deficit Push Up Housing Prices in China?," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1409, Aug.
• Michał Zator, 2014, "Transaction costs and volatility on Warsaw Stock Exchange: implications for financial transaction tax," Bank i Kredyt, Narodowy Bank Polski, volume 45, issue 4, pages 349-372.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014, "Scale and Skill in Active Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 19891, Feb.
• Robert F. Stambaugh, 2014, "Investment Noise and Trends," NBER Working Papers, National Bureau of Economic Research, Inc, number 20072, Apr.
• Alberto Bisin & Gian Luca Clementi & Piero Gottardi, 2014, "Capital Structure and Hedging Demand with Incomplete Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20345, Jul.
• Jonathan B. Berk & Jules H. van Binsbergen, 2014, "Assessing Asset Pricing Models Using Revealed Preference," NBER Working Papers, National Bureau of Economic Research, Inc, number 20435, Aug.
• Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2014, "Growth Expectations, Dividend Yields, and Future Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 20651, Oct.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014, "Do Funds Make More When They Trade More?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20700, Nov.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2014, "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1404, Dec.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2014, "Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1405, Dec.
• Michael Bleaney & Zhiyong Li, 2014, "A New Spread Estimator," Discussion Papers, University of Nottingham, School of Economics, number 14/01, Jan.
• Michael Bleaney & Zhiyong Li, 2014, "Decomposing the bid-ask spread in multi-dealer markets," Discussion Papers, University of Nottingham, School of Economics, number 14/03, Mar.
• Elson Rodrigo de Souza-Santos & Armando Dalla Costa, 2014, "As características da estrutura financeira brasileira e a trajetória de industrialização [Characteristics of the Brazilian financial structure and the industrialization trajectory]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 24, issue 2, pages 243-264, May-Augus.
• Fernanda Finotti Cordeiro Perobelli & Luiz Eduardo Teixeira Brandão & Taiany Abreu Soares, 2014, "Qual o melhor momento para a abertura de capital? Analisando o timing dos IPOS das empresas brasileiras de energia a partir da teoria de opções reais [What is the best time for initial public offer? A," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 24, issue 2, pages 337-362, May-Augus.
• Goldstein, Itay & Sapra, Haresh, 2014, "Should Banks' Stress Test Results be Disclosed? An Analysis of the Costs and Benefits," Foundations and Trends(R) in Finance, now publishers, volume 8, issue 1, pages 1-54, March, DOI: 10.1561/0500000038.
• Prakash Kumar Shrestha Ph.D. & Biggyan Raj Subedi, 2014, "Determinants of Stock Market Performance in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 26, issue 2, pages 25-40, October.
• Eduardo Olaberría, 2014, "US Long Term Interest Rates and Capital Flows to Emerging Economies," OECD Economics Department Working Papers, OECD Publishing, number 1155, Jul, DOI: 10.1787/5jz0wh67l733-en.
• Nicolas Albacete & Judith Eidenberger & Gerald Krenn & Peter Lindner & Michael Sigmund, 2014, "Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 27, pages 95-110.
• Sechel Ioana-Cristina & Ciobanu Gheorghe, 2014, "Characteristics Of The Emerging Market Economies - Brics, From The Perspective Of Stock Exchange Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 40-49, July.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2014, "Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 14-01, Jan.
• Seongman Moon & Carlos Velasco, 2014, "On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 151-173.
• Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2014, "Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 2, pages 206-246.
• Constantin Laura-Gabriela, 2014, "Online Disclosing Information on the Catastrophe Bonds Transactions – a European Perspective," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 467-472, May.
• Massimiliano Caporin & Eduardo Rossi & Paolo Santucci De Magistris, 2014, "Chasing Volatility. A Persistent Multiplicative Error Model With Jumps," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0186, Sep.
• Monika Hadas-Dyduch, 2014, "The market for structured products in the context of inflation," Chapters, Institute of Economic Research, chapter 5, in: Monika Papiez & S³awomir Smiech, "Proceedings of the 8th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena".
• Dorota Ostrowska, 2014, "Insurance Market Development In Comparison With Other Financial Markets Segments In Poland In The Prosperity And Recession," Oeconomia Copernicana, Institute of Economic Research, volume 5, issue 3, pages 153-170, September, DOI: 10.12775/OeC.2014.024.
• Aleksandra Pieloch-Babiarz, 2014, "Catering approach to the dividend payment policy on the Warsaw Stock Exchange," Working Papers, Institute of Economic Research, number 43/2014, Dec, revised Dec 2014.
• Sabin Armăşelu, 2014, "Risk Management Companies and Hedge Accounting," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 14, issue 2, pages 5-12.
• Attaullah Shah & Jasir Ilyas, 2014, "Is Negative Profitability-Leverage Relation the only Support for the Pecking Order Theory in Case of Pakistani Firms?," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 53, issue 1, pages 33-55.
• Jamshed Y. Uppal & Syeda Rabab Mudakkar, 2014, "Mitigating Vulnerability to Oil Price Risk— Applicability of Risk Models to Pakistan’s Energy Problem," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 53, issue 3, pages 293-308.
• Rubina Shaheen & Attiya Yasmin Javid, 2014, "Effect of Credit Rating on Firm Performance and Stock Return; Evidence form KSE Listed Firms," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2014:104.
• Olkhov, Victor, 2014, "Expressions of market-based correlations between prices and returns of two assets," MPRA Paper, University Library of Munich, Germany, number 123009, Dec.
• Facchini, François, 2014, "Retour sur la crise et les politiques mises en œuvre : une perspective autrichienne
  [Past and Future of the crisis]," MPRA Paper, University Library of Munich, Germany, number 52984, Jan.
• Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2014, "Un modelo TGARCH con una distribución t de Student asimétrica y las hipotesis de racionalidad de los inversionistas bursátiles en Latinoamérica
  [A TGARCH model with an asymmetric Student´s t distribution and the rationality hypotheses of stock inv," MPRA Paper, University Library of Munich, Germany, number 53019, Jan.
• Cosma, Antonio & Galli, Fausto, 2014, "A non parametric ACD model," MPRA Paper, University Library of Munich, Germany, number 53990, Feb.
• Sylvain, Serginio, 2014, "Does Human Capital Risk Explain The Value Premium Puzzle?," MPRA Paper, University Library of Munich, Germany, number 54551, Mar.
• Ivanov, Sergei, 2014, "Exploiting of fundamental interest rates inefficiency," MPRA Paper, University Library of Munich, Germany, number 54627, Mar.
• Malik, Saif Ullah, 2014, "Determinants of Currency Depreciation in Pakistan," MPRA Paper, University Library of Munich, Germany, number 54734, Mar.
• Alimi, R. Santos, 2014, "Inflation and Financial Sector Performance: The Case Of Nigeria," MPRA Paper, University Library of Munich, Germany, number 57180, Jan.
• Naik, Pramod Kumar & Padhi, Puja, 2014, "An Empirical Evidence of Dynamic Interaction between institutional fund flows and Stock Market Returns," MPRA Paper, University Library of Munich, Germany, number 57723, Aug.
• Bell, Peter Newton, 2014, "Book Review – Rethinking Housing Bubbles," MPRA Paper, University Library of Munich, Germany, number 58024, Aug.
• Koop, Gary & Korobilis, Dimitris, 2014, "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 58131.
• Su, EnDer, 2014, "Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model," MPRA Paper, University Library of Munich, Germany, number 58161, Aug.
• Jackowicz, Krzszof & Kowalewski, Oskar & Kozłowski, Łukasz & Roszkowska, Paulina, 2014, "Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy," MPRA Paper, University Library of Munich, Germany, number 58212, Aug, revised 31 Aug 2014.
• Filoso, Valerio & Papagni, Erasmo, 2014, "Fertility Choice and Financial Development," MPRA Paper, University Library of Munich, Germany, number 58237, Jul.
• De Santis, Paola & Drago, Carlo, 2014, "Asimmetria del rischio sistematico dei titoli immobiliari americani: nuove evidenze econometriche
  [Systematic Risk Asymmetry of the American Real Estate Securities: Some New Econometric Evidence]," MPRA Paper, University Library of Munich, Germany, number 59381, Oct.
• Demiralay, Sercan & Ulusoy, Veysel, 2014, "Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises," MPRA Paper, University Library of Munich, Germany, number 59727, Aug.
• Fang, Yi & Wang, Haiping, 2014, "Fund Manager Characteristics and Performance," MPRA Paper, University Library of Munich, Germany, number 60012, Sep.
• Fang, Yi & Wang, Haiping, 2014, "Fund Manager Characteristics and Performance," MPRA Paper, University Library of Munich, Germany, number 60013, Sep.
• Mensah, Jones Odei & Premaratne, Gamini, 2014, "Dependence patterns among Banking Sectors in Asia: A Copula Approach," MPRA Paper, University Library of Munich, Germany, number 60119, Oct.
• Chen, Dong & Gao, Yanmin & Kaul, Mayank & Leung, Charles Ka Yui & Tsang, Desmond, 2014, "The role of sponsor and external management on the capital structure of Asian-Pacific REITs: the case of Australia, Japan, and Singapore," MPRA Paper, University Library of Munich, Germany, number 60490, Dec.
• Gu, Xian & Kowalewski, Oskar, 2014, "Law and structure of the capital markets," MPRA Paper, University Library of Munich, Germany, number 61003, Dec, revised 2014.
• Islahi, Abdul Azim, 2014, "Book Review: Islamic Finance: Issues in Ṣukūk and Proposals for Reform," MPRA Paper, University Library of Munich, Germany, number 61476, revised 2014.
• Karartı, Tuncay, 2014, "Impact of ownership structure on leverage of non-financial firms in developing countries," MPRA Paper, University Library of Munich, Germany, number 61483, Jan.
• Modena, Matteo & Linciano, Nadia & Gentile, Monica & Fancello, Francesco, 2014, "The liquidity of dual-listed corporate bonds: empirical evidence from Italian markets," MPRA Paper, University Library of Munich, Germany, number 62479, Oct, revised 23 Feb 2015.
• Bebel, Arkadiusz, 2014, "Low Versus High Leverage (LVH)," MPRA Paper, University Library of Munich, Germany, number 62889, Nov, revised 08 Nov 2014.
• Emara, Noha, 2014, "Predictive ability of three different estimates of “cay” to excess stock returns - A comparative study Germany & U.S -," MPRA Paper, University Library of Munich, Germany, number 68686.
• Hussain, Adnan & Mubin, Muhammad & Lal, Irfan Lal, 2014, "Determinants of Dividend with Industry wise Effect: Evidence from KSE 100 Index," MPRA Paper, University Library of Munich, Germany, number 70013, Dec.
• Bosupeng, Mpho, 2014, "Sensitivity Of Stock Prices To Money Supply Dynamics," MPRA Paper, University Library of Munich, Germany, number 77924, revised 2014.
• Abozaid, Abdulazeem, 2014, "التحليل الفقهي والمقاصدي للمشتقات المالية
  [Shariah and Maqasid analysis of financial derivatives]," MPRA Paper, University Library of Munich, Germany, number 93382.
• Camilleri, Silvio John & Green, Christopher J., 2014, "Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India," MPRA Paper, University Library of Munich, Germany, number 95302.
• Degiannakis, Stavros & Filis, George & Kizys, Renatas, 2014, "The effects of oil price shocks on stock market volatility: Evidence from European data," MPRA Paper, University Library of Munich, Germany, number 96296.
• Furkan Emirmahmutoglu & Mehmet Balcilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta, 2014, "Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test," Working Papers, University of Pretoria, Department of Economics, number 201411, Mar.
• Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014, "A Time-Varying Approach of the US Welfare Cost of Inflation," Working Papers, University of Pretoria, Department of Economics, number 201419, May.
• Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2014, "Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test," Working Papers, University of Pretoria, Department of Economics, number 201471, Nov.
• Goodness C. Aye, 2014, "Does Oil Price Uncertainty Matter for Stock Returns in South Africa?," Working Papers, University of Pretoria, Department of Economics, number 201484, Dec.
• Milan Bašta, 2014, "Simulating Bivariate Stationary Processes with Scale-Specific Characteristics," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2014, issue 1, pages 3-26, DOI: 10.18267/j.aop.423.
• Lain-Tze Tee & Soo-Wah Low & Si-Roei Kew & Noor A. Ghazali, 2014, "Financial Development and Innovation Activity: Evidence from Selected East Asian Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 2, pages 162-180, DOI: 10.18267/j.pep.478.
• Michael Greenstone & Alexandre Mas & Hoai -Luu Nguyen, 2014, "Do Credit Market Shocks affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and "Normal" Economic Times," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 584, Nov.
• George Kapetanios & Michael Neumann & George Skiadopoulos, 2014, "Jumps in Option Prices and Their Determinants: Real-time Evidence from the E-mini S&P 500 Option Market," Working Papers, Queen Mary University of London, School of Economics and Finance, number 730, Oct.
• Charoula Daskalaki & George Skiadopoulos, 2014, "The Effects of Margin Changes on Commodity Futures Markets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 736, Dec.
• Adam Clements & Neda Todorova, 2014, "The impact of information flow and trading activity on gold and oil futures volatility," NCER Working Paper Series, National Centre for Econometric Research, number 102, Jun.
• Eleonora Pierucci, 2014, "A survey of empirical studies on international risk sharing," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 2, July.
• Zevallos, Mauricio & Villarreal, Fernanda & Del Carpio, Carlos & Abbara, Omar, 2014, "Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano," Working Papers, Banco Central de Reserva del Perú, number 2014-023, Dec.
• Roberto Savona, 2014, "Detecting Early Warnings for Hedge Fund Contagion," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 60-73, March-Apr.
• Abdelbari El Khamlichi & Aurélie Sannajust & Humaylin Kabir Sarkar, 2014, "Islamic Equity Indices: Insight and Comparison with Conventional Counterparts," Bankers, Markets & Investors, ESKA Publishing, issue 130, pages 69-80, May-June.