Research classified by Journal of Economic Literature (JEL) codes

2014

• Kaiji Chen & Alfonso Irarrazabal, 2014, "Online Appendix to "The Role of Allocative Efficiency in a Decade of Recovery"," Online Appendices, Review of Economic Dynamics, number 13-61.
• Stefan Avdjiev, 2014, "Code and data files for "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models"," Computer Codes, Review of Economic Dynamics, number 12-186, revised .
• Kaiji Chen & Alfonso Irarrazabal, 2014, "Code and data files for "The Role of Allocative Efficiency in a Decade of Recovery"," Computer Codes, Review of Economic Dynamics, number 13-61, revised .
• Wolfgang Pesendorfer & Tomasz Strzalecki & Faruk Gul, 2014, "Coarse Competitive Equilibrium and Extreme Prices," 2014 Meeting Papers, Society for Economic Dynamics, number 1412.
• Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly, 2014, "Firm Volatility in Granular Networks," 2014 Meeting Papers, Society for Economic Dynamics, number 253.
• Roger Farmer & Carine Nourry & Alain Venditti, 2014, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," 2014 Meeting Papers, Society for Economic Dynamics, number 516.
• Thomas Eisenbach & Fernando Duarte, 2014, "Fire-Sale Spillovers and Systemic Risk," 2014 Meeting Papers, Society for Economic Dynamics, number 541.
• Sydney Ludvigson & Martin Lettau & Daniel Greenwald, 2014, "The Origins of Stock Market Fluctuations," 2014 Meeting Papers, Society for Economic Dynamics, number 542.
• Dimitri Vayanos & Peter Kondor, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," 2014 Meeting Papers, Society for Economic Dynamics, number 912.
• Hyung-Suk Choi, 2014, "Long-run equilibrium relationships in the international stock market factor systems," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 32, issue 1, pages 101-119.
• Gary Koop & Dimitris Korobilis, 2014, "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series, Rimini Centre for Economic Analysis, number 39_14, Nov.
• Naoyuki Yoshino & Farhad Taghizadeh-Hesary & Ali Hassanzadeh & Ahmad Danu Prasetyo, 2014, "Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective," ADBI Working Papers, Asian Development Bank Institute, number 497, Sep.
• Henry Penikas, 2014, "Investment portfolio risk modelling based on hierarchical copulas," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 35, issue 3, pages 18-38.
• Ruslan Durdyev & Anatoly Peresetsky, 2014, "Autocorrelation in the global stochastic trend," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 35, issue 3, pages 39-58.
• Md. Toufique x Md. Toufique Hossain, 2014, "The Fundamental Deviation and the Riddle of Manipulation: A Critical Analysis in the Context of Bangladesh Stock Market Crash in 2010-11," Asian Business Review, Asian Business Consortium, volume 4, issue 3, pages 92-99.
• Kazi Iqbal & Mir Ariful Islam, 2014, "Commercial Banks' Investment in Capital Market and Its Impact on Private Sector Credit," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 37, issue 3, pages 51-77.
• Julijana Angelovska, 2014, "Month Related Seasonality on the Macedonian Stock Market," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 5, issue 1, pages 143-150.
• Hikmet Ulusan & H. Ali Ata, 2014, "Testing of Value Relevance of Accounting Measures Based on IFRS in Borsa Istanbul Equity Market," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 61-78.
• Georges Dionne & Jingyuan Li, 2014, "When can expected utility handle first-order risk aversion?," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 11-1, Sep.
• Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou, 2014, "Effects of the Limit Order Book on Price Dynamics," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 14-5, Nov.
• Samet Günay, 2014, "Fractal Structure of the Stock Markets of Leading Asian Countries," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 4, pages 367-394, DOI: 10.11644/KIEP.JEAI.2014.18.4.286.
• Ryan Bender & Anna Schneider, 2014, "More News from New Street: Uncovering Stock Prices During the 1914 Wall Street Shutdown," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 18, Sep.
• Alberto Burchi & Paola Musile Tanzi, 2014, "Are structured products a sustainable financial innovation? A lesson from the European markets," Journal of Financial Perspectives, EY Global FS Institute, volume 2, issue 3, pages 147-158.
• D Sykes WILFORD, 2014, "Risk management insights from Markowitz optimization for constructing portfolios with commodity futures," Journal of Financial Perspectives, EY Global FS Institute, volume 2, issue 2, pages 141-150.
• Suzana Baresa & Sinisa Bogdan & Zoran Ivanovic, 2014, "Interdependence Of International Capital Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 5, issue 1, pages 25-39.
• Kaiping Wang, 2014, "Modeling Stock Index Returns using Semi-Parametric Approach with Multiplicative Adjustment," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 65-75, December.
• Paul Zarembka (ed.), 2014, "Sraffa And Althusser Reconsidered; Neoliberalism Advancing In South Africa, England, And Greece," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, number volm29a, ISBN: ARRAY(0x641c2fd8).
• Colm Kearney & Sha Liu, 2014, "Textual sentiment in finance: A survey of methods and models," Open Access publications, Research Repository, University College Dublin, number 10197/8213, May.
• Georgeta VINTILA & Florinita DUCA, 2014, "Corporate Governance at the Influence of the Corporate Performance? Empirical Evidence on Companies Listed on Bucharest Stock Exchange," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 62, issue 4, pages 64-73, April.
• Kent Wang & Yuqiang Guo, 2014, "Predictability of time-varying jump premiums: Evidence based on calibration," Australian Journal of Management, Australian School of Business, volume 39, issue 3, pages 369-394, August, DOI: 10.1177/0312896213497730.
• Eli Amir & Juha-Pekka Kallunki & Henrik Nilsson, 2014, "Criminal convictions and risk taking," Australian Journal of Management, Australian School of Business, volume 39, issue 4, pages 497-523, November, DOI: 10.1177/0312896213513276.
• Stavros Degiannakis & George Filis & Renatas Kizys, 2014, "The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data," The Energy Journal, , volume 35, issue 1, pages 35-56, January, DOI: 10.5547/01956574.35.1.3.
• Багдасарян А. М., 2014, "Проблемы развития интеграционных процессов на рынке ценных бумаг в странах СНГ. Problems of development of integration processes in the securities market in the CIS countries," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 14, issue 2, pages 5-13.
• Ksenija Dencic-Mihajlov, 2014, "Profitability During the Financial Crisis Evidence from the Regulated Capital Market in Serbia," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 12, issue 1, pages 7-33.
• Giovanni Cespa & Xavier Vives, 2014, "The Beauty Contest and Short-Term Trading," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 383, Nov.
• Mahmood Mahmoodzadeh & Saleh Ghavidel & Mir Hosein Mousavi, 2014, "The Role of Information in Stock Market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0701697, Oct.
• Tim Bollerslev & Viktor Todorov & Lai Xu, 2014, "Tail Risk Premia and Return Predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-49, Sep.
• Hyeongwoo Kim & Jintae Kim, 2014, "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2014-13, Nov.
• Serrao, Amilcar, , "The influence of behavior factors in setting the agricultural futures market prices," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170326, DOI: 10.22004/ag.econ.170326.
• Zulauf, Carl R. & Sanghyo, Kim, 2014, "Is Storage Rational When the Price is Expected to Decline? An Initial Study Using Data from U.S. Futures and Options Markets," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 170593, DOI: 10.22004/ag.econ.170593.
• Csóka, Péter & Herings, P. Jean-Jacques, 2014, "Risk Allocation under Liquidity Constraints," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 172703, May, DOI: 10.22004/ag.econ.172703.
• Gilles de Truchis & Florent Dubois, 2014, "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1445, Sep.
• Anca Simina POPESCU, 2014, "European Funds – Instrument for Economic Stability/Growth," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 190-197, December.
• Assist. Prof. Dr. Ercan ÖZEN, PhD, 2014, "Evaluation Of Customers’ Bank Perception In Terms Of Financial Growth," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 22, pages 177-196, APRIL.
• Teodor Hada & Radu Mărginean & Marina Simona Lukacs, 2014, "Taxation Issues In Romanian Pre-University Education Payroll Compared To The European Union," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-15.
• Laura Raisa MiloÛ & Marius Cristian MiloÅŸ, 2014, "Construction Of A Financial Portfolio On The Bucharest Stock Exchange Using Risk/Return Analysis," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-19.
• Ladislav Kristoufek, 2014, "Leverage effect in energy futures," Papers, arXiv.org, number 1403.0064, Mar.
• John Cotter & Enrique Salvador, 2014, "The non-linear trade-off between return and risk: a regime-switching multi-factor framework," Papers, arXiv.org, number 1410.6005, Oct.
• Felipe Klein, 2014, "Estimación de la probabilidad de default: un modelo probit para los bancos argentinos," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., volume 2, issue 2, pages 88-115, Octubre.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014, "Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas," DEOS Working Papers, Athens University of Economics and Business, number 1409, Sep.
• Dean Uckar & Andrej Grbin, 2014, "Identification Of Significant Financial Indicators For The Market Valuation Of Croation Shares," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 23, issue 2, pages 573-588, december.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014, "Multivariate variance ratio statistics," CeMMAP working papers, Institute for Fiscal Studies, number 29/14, Jun, DOI: 10.1920/wp.cem.2014.2914.
• Emanuele Filiberto Rossi, 2014, "Mini bonds issuing and listing in the Italian market," BANCARIA, Bancaria Editrice, volume 12, pages 66-76, December.
• Dr. Yisheng Huang (ed.), 2014, "Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition)," Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition), Better Advances Press, Canada, number 01, edition 2.
• Yisheng Huang (ed.), 2014, "Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition)," Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition), Better Advances Press, Canada, number 02, edition 2.
• David Beers & Jean-Sébastien Nadeau, 2014, "Database of Sovereign Defaults, 2015 (Revised May 2015)," Technical Reports, Bank of Canada, number 101, DOI: 10.34989/tr-101.
• Giovanni Giusti & Janet Hua Jiang & Yiping Xu, 2014, "Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets," Staff Working Papers, Bank of Canada, number 14-18, DOI: 10.34989/swp-2014-18.
• Mark Rempel, 2014, "Improving Overnight Loan Identification in Payments Systems," Staff Working Papers, Bank of Canada, number 14-25, DOI: 10.34989/swp-2014-25.
• George Jiang & Ingrid Lo & Giorgio Valente, 2014, "High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market," Staff Working Papers, Bank of Canada, number 14-56, DOI: 10.34989/swp-2014-56.
• Paul Ehling & Christian Heyerdahl-Larsen, 2014, "Correlations," Working Papers, Banco de España, number 1413, Jun.
• Eleonora Iachini & Stefano Nobili, 2014, "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 217, Apr.
• Valentina Michelangeli & Mario Pietrunti, 2014, "A microsimulation model to evaluate Italian households� financial vulnerability," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 225, Sep.
• Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014, "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 991, Oct.
• Hernández del Valle Gerardo, 2014, "On a new class of barrier options," Working Papers, Banco de México, number 2014-23, Nov.
• Víctor Alexander Díaz, 2014, "Crédito privado, crédito bancario y producto interno bruto: evidencia para una muestra suramericana," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 73, pages 104-126, July, DOI: 10.1016/S0120-4483(14)70022-3.
• Ihsan Ullah & Attaullah Shah, 2014, "The Effect of Capital Structure on Abnormal Stock Returns: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 6, issue 1, pages 1-18, April, DOI: dx.doi.org/10.22547/BER/6.1.1.
• Muhammad Mahmood Shah Khan & Farrukh Ijaz & Ejaz Aslam, 2014, "Determinants of Profitability of Islamic Banking Industry: An Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 6, issue 2, pages 27-46, October, DOI: dx.doi.org/10.22547/BER/6.2.2.
• Alejandro Bernales, 2014, "The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings," Working papers, Banque de France, number 495.
• J. Dugast & T. Foucault, 2014, "False News, Informational Efficiency, and Price Reversals," Working papers, Banque de France, number 513.
• Leonardo Gambacorta & Jing Yang & Kostas Tsatsaronis, 2014, "Financial structure and growth," BIS Quarterly Review, Bank for International Settlements, March.
• Alexander Kempf & Christoph Merkle & Alexandra Niessen†Ruenzi, 2014, "Low Risk and High Return – Affective Attitudes and Stock Market Expectations," European Financial Management, European Financial Management Association, volume 20, issue 5, pages 995-1030, November, DOI: 10.1111/eufm.12001.
• Robert S. Harris & Tim Jenkinson & Steven N. Kaplan, 2014, "Private Equity Performance: What Do We Know?," Journal of Finance, American Finance Association, volume 69, issue 5, pages 1851-1882, October.
• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014, "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, volume 69, issue 5, pages 2279-2337, October.
• Kabir K. Dutta & David F. Babbel, 2014, "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 81, issue 2, pages 303-334, June.
• Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2014, "Financial Frictions and Inflation Differentials in a Monetary Union," Manchester School, University of Manchester, volume 82, issue 5, pages 549-595, September.
• Jon Frost & Ayako Saiki, 2014, "Early Warning for Currency Crises: What Is the Role of Financial Openness?," Review of International Economics, Wiley Blackwell, volume 22, issue 4, pages 722-743, September.
• Marco Belmonte Fagalde & Ignacio Garron Vedia, 2014, "Factores asociados a la evolución y marco regulatorio del crédito de consumo," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2014/10, Dec.
• Sheheryar Malik & Andrew Meldrum, 2014, "Evaluating the robustness of UK term structure decompositions using linear regression methods," Bank of England working papers, Bank of England, number 518, Dec.
• Beum-Jo Park, 2014, "The Short-Term Risk Premium Puzzle: Revisited by Dynamic Herd Behavior (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 20, issue 2, pages 1-26, June.
• Junhan Kim & Jieun Lee, 2014, "Foreign Ownership and Commonality in Liquidity Between FX and Stock Markets (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2014-18, Jul.
• Emre Ozsoz & Erick W. Rengifo & Mustapha A. Akinkunmi, 2014, "What determines return risks for bank equities in Turkey?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 1, pages 23-31, March.
• Marco Aurélio dos Santos Sanfins & Danilo Soares Monte-Mor, 2014, "RiD: A New Approach to Estimate the Insolvency Risk," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 2, pages 229-255.
• Wlademir Ribeiro Prates & André Alves Portela Santos & Newton Carneiro Affonso da Costa Jr., 2014, "Overconfidence, turnover, and return: evidence from the Brazilian market," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 3, pages 351-383.
• Marcelo Brutti Righi & Paulo Sergio Ceretta, 2014, "Risk Measures Theory: a comprehensive survey," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 3, pages 411-464.
• Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2014, "Irrational Market Makers," Finance, Presses universitaires de Grenoble, volume 35, issue 1, pages 107-145.
• Emmanuel Boutron & Béatrice de Séverac & Philippe Dessertine, 2014, "Le marché obligataire corporate : un levier pour les PME-ETI ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 107-126.
• Joël Petey, 2014, "Les émissions obligataires des PME et ETI allemandes : entre M ittelstand et junk bonds," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 127-148.
• Emmanuel Boutron & Béatrice de Séverac & Philippe Dessertine, 2014, "Alternext : un marché au bilan contrasté," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 149-166.
• Valérie Revest & Alessandro Sapio, 2014, "L'Alternative Investment Market : un modèle pour le financement des petites et moyennes capitalisations ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 167-188.
• Paul Lagneau-Ymonet & Amir Rezaee & Angelo Riva, 2014, "« I s the proof of the pudding in the eating? » Comparaison entre l'Alternative Investment Market et Alternext," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 189-206.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014, "Multivariate Variance Ratio Statistics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1459, Jun.
• Clancy, Daragh & Merola, Rossana, 2014, "The effect of macroprudential policy on endogenous credit cycles," Research Technical Papers, Central Bank of Ireland, number 15/RT/14, Nov.
• Snežana Radukić & Milica Radović, 2014, "Long Term Trend Analysis in the Capital Market – The Case of Serbia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 3, issue 3, pages 5-18.
• Hannes Schwandt, 2014, "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1281, Jul.
• Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014, "Credit Risk in General Equilibrium," CESifo Working Paper Series, CESifo, number 4602.
• Melise Jaud & Madina Kukenova & Martin Strieborny, 2014, "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," CESifo Working Paper Series, CESifo, number 4660.
• Vivek Ghosal & Yang Ye, 2014, "Uncertainty and the Employment Dynamics of Small and Large Businesses," CESifo Working Paper Series, CESifo, number 5059.
• Michael Clauss, 2014, "The dynamics of European banking union: the process of its making and its role in future financial and economic integration," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 14, issue 04, pages 68-76, January.
• Yoshihiro Yura & Hideki Takayasu & Didier Sornette & Misako Takayasu, 2014, "Financial Brownian Particle in the Layered Order Book Fluid and Fluctuation-Dissipation Relations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-06, Feb.
• Timur Kuran & Jared Rubin, 2014, "The Financial Power of the Powerless: Socio-Economic Status and Interest Rates under Partial Rule of Law," Working Papers, Chapman University, Economic Science Institute, number 14-22.
• Fredj Jawadi & Nabila Jawadi & Waël Louhichi, 2014, "Conventional and Islamic stock price performance: An empirical investigation," International Economics, CEPII research center, issue 137, pages 73-87.
• Adina APĂTĂCHIOAE, 2014, "L`Incidence De Crises Sur Les Systèmes Bancaires Européens," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 31, pages 17-24, November.
• Andra GAJEVSZKY, 2014, "The Impact Of Auditor`S Opinion On Earnings Management: Evidence From Romania," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 3, pages 61-73, April.
• Silviu Cornel Virgil CHIRIAC & Dimi OFILEANU, 2014, "The Analysis Of Investments In An Uncertain Environment," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 5, pages 203-208, November.
• Víctor Alexánder Díaz Espana, 2014, "Crédito privado, crédito bancario y producto interno bruto: evidencia para una muestra suramericana," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 73, pages 104-126, DOI: 10.1016/S0120-4483(14)70022-3.
• Diego A. Agudelo & �ngelo Guti�rrez & Nazly J. M�nera, 2014, "Market quality and structural changes in the trading system: The case of X-Stream on the Colombian stock exchange," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14254, Mar.
• Diógenes Lagos Cortés & Carlos Enrique Vecino Arenas, 2014, "Influencia del gobierno corporativo en el costo de capital proveniente de la emisión de deuda," Estudios Gerenciales, Universidad Icesi.
• Carlos E. Martínez & Juan S. Ledesma & Alfredo O. Russo, 2014, "Modelos de cálculo de las betas a aplicar en el Capital Asset Pricing Model: el caso de Argentina," Estudios Gerenciales, Universidad Icesi.
• Rydqvist, Kristian & Wu, Mark, 2014, "Pre-Auction Inventory and Bidding Behavior?An Analysis of Canadian Treasury Auctions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10112, Aug.
• Bulow, Jeremy & Klemperer, Paul, 2014, "Equity Recourse Notes: Creating Counter-cyclical Bank Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10213, Oct.
• Stambaugh, Robert F. & Pástor, LuboÅ¡ & Taylor, Lucian, 2014, "Do Funds Make More When They Trade More?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10261, Nov.
• Sraer, David & Kaniel, Ron & Barrot, Jean-Noël, 2014, "Are Retail Traders Compensated for Providing Liquidity?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10285, Dec.
• Thesmar, David & Landier, Augustin & Sraer, David, 2014, "Banking Integration and House Price Comovement," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10295, Dec.
• Stambaugh, Robert F. & Pástor, LuboÅ¡ & Taylor, Lucian, 2014, "Scale and Skill in Active Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9854, Mar.
• Farmer, Roger, 2014, "Asset Prices in a Lifecycle Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9897, Mar.
• Foucault, Thierry & Tham, Wing Wah & Kozhan, Roman, 2014, "Toxic Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9925, Apr.
• Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2014, "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3514, Oct.
• Martin T. Bohl & Jeanne Diesteldorf & Pierre L. Siklos, 2014, "The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3614, Oct.
• Roman Kräussl & Elizaveta Mirgorodskaya, 2014, "News Media Sentiment and Investor Behavior," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-03.
• Susana Álvarez Otero, 2014, "Cotización bursátil y creación de empleo: un análisis empírico para el mercado de valores español," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 37, issue 103, pages 1-12, Abril.
• Arturo Lorenzo Valdés & Antonio Ruiz Porras, 2014, "Un modelo Tgarch con una distribución t de student asimétrica y las hipótesis de racionalidad de los inversionistas bursátiles en Latinoamérica," Archivos Revista Economía y Política., Facultad de Ciencias Económicas y Administrativas, Universidad de Cuenca., volume 19, pages 66-97, Enero, DOI: 10.25097/rep.n19.2014.03.
• Adams, Zeno & Füss, Roland & Gropp, Reint, 2014, "Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 3, pages 575-598, June.
• Csóka, Péter & Pintér, Miklós, 2014, "On the impossibility of fair risk allocation," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2014/12, Jul.
• Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós, 2014, "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2014/13, Jul.
• Philipp König & David Pothier, 2014, "Asymmetric Information and Roll-over Risk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1364.
• Kim, Jae & Doucouliagos, Hristos & Stanley, T. D., 2014, "Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence," Working Papers, Deakin University, Department of Economics, number eco_2014_9, Jan.
• Bertrand Caudelon & Sessi Tokpavi, 2014, "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-18.
• Naoyuki Yoshino & Farhad Taghizadeh-Hesary & Ali Hassanzadeh & Ahmad Danu Prasetyo, 2014, "Response of Stock Markets to Monetary Policy : An Asian Stock Market Perspective," Finance Working Papers, East Asian Bureau of Economic Research, number 24516, Sep.
• Naoyuki Yoshino & Farhad Taghizadeh-Hesary & Ali Hassanzadeh & Ahmad Danu Prasetyo, 2014, "Response of Stock Markets to Monetary Policy : An Asian Stock Market Perspective," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 24516, Sep.
• FOUCAULT, Thierry & DUGAST, Jérôme, 2014, "False News, Informational Efficiency, and Price Reversals," HEC Research Papers Series, HEC Paris, number 1036, Feb.
• Foucault , Thierry & Kozhan , Roman, 2014, "Toxic Arbitrage," HEC Research Papers Series, HEC Paris, number 1040, Mar.
• Spaenjers , Christophe & Goetzmann , William, 2014, "The Economics of Aesthetics and Three Centuries of Art Price Records," HEC Research Papers Series, HEC Paris, number 1055, Aug.
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• Vogel, Edgar, 2014, "MRO bidding in the presence of LTROs: an empirical analysis of the pre-crisis period," Working Paper Series, European Central Bank, number 1753, Dec.
• Bulow, Jeremy & Klemperer, Paul, 2014, "Equity Recourse Notes: Creating Counter-Cyclical Bank Capital," Research Papers, Stanford University, Graduate School of Business, number 3098, Jul.
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• Zhiyuan Pan & Xianchao Sun, 2014, "Hedging Strategy Using Copula and Nonparametric Methods: Evidence from China Securities Index Futures," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 107-121.
• Rafik Nazarian & Esmaeil Naderi & Nadiya G. Alikhani & Ashkan Amiri, 2014, "Long Memory Analysis: An Empirical Investigation," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 16-26.
• Serpil TURKYILMAZ & Mesut BALIBEY, 2014, "Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 2, pages 400-410.
• Alex Granate, 2014, "Directions of the State Effect on the Development of Communication Systems of the Agrarian Sector Enterprises," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 572-579.
• Ngo My Tran & Walter Nonneman & Ann Jorissen, 2014, "Government Ownership and Firm Performance: The Case of Vietnam," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3.
• Mesut BALLIBEY & Serpil T RKYILMAZ, 2014, "Value-at-Risk Analysis in the Presence of Asymmetry and Long Memory: The Case of Turkish Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 836-848.
• Emna Rouetbi & Chokri Mamoghli, 2014, "Measuring Liquidity in an Emerging Market: The Tunis Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 920-929.
• Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2014, "The Extent and Cyclicality of Career Changes: Evidence for the UK," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 246, Sep.
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• Shang, Zilu & Brooks, Chris & McCloy, Rachel, 2014, "Are investors guided by the news disclosed by companies or by journalists?," Journal of Behavioral and Experimental Finance, Elsevier, volume 1, issue C, pages 45-60, DOI: 10.1016/j.jbef.2014.01.003.
• Fang, Jiali & Qin, Yafeng & Jacobsen, Ben, 2014, "Technical market indicators: An overview," Journal of Behavioral and Experimental Finance, Elsevier, volume 4, issue C, pages 25-56, DOI: 10.1016/j.jbef.2014.09.001.
• Chen, Been-Lon & Liao, Shian-Yu, 2014, "Capital, credit constraints and the comovement between consumer durables and nondurables," Journal of Economic Dynamics and Control, Elsevier, volume 39, issue C, pages 127-139, DOI: 10.1016/j.jedc.2013.11.005.
• Holmen, Martin & Kirchler, Michael & Kleinlercher, Daniel, 2014, "Do option-like incentives induce overvaluation? Evidence from experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 179-194, DOI: 10.1016/j.jedc.2014.01.002.
• Joshi, Mark & Tang, Robert, 2014, "Effective sub-simulation-free upper bounds for the Monte Carlo pricing of callable derivatives and various improvements to existing methodologies," Journal of Economic Dynamics and Control, Elsevier, volume 40, issue C, pages 25-45, DOI: 10.1016/j.jedc.2013.12.001.
• De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis, 2014, "Heterogeneous beliefs in over-the-counter markets," Journal of Economic Dynamics and Control, Elsevier, volume 41, issue C, pages 50-68, DOI: 10.1016/j.jedc.2014.02.009.
• Pancrazi, Roberto, 2014, "How beneficial was the Great Moderation after all?," Journal of Economic Dynamics and Control, Elsevier, volume 46, issue C, pages 73-90, DOI: 10.1016/j.jedc.2014.06.010.
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• Al-Shboul, Mohammad & Anwar, Sajid, 2014, "Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market," Economic Modelling, Elsevier, volume 37, issue C, pages 451-463, DOI: 10.1016/j.econmod.2013.11.034.
• Shamsuddin, Abul, 2014, "Are Dow Jones Islamic equity indices exposed to interest rate risk?," Economic Modelling, Elsevier, volume 39, issue C, pages 273-281, DOI: 10.1016/j.econmod.2014.03.007.
• Li, Qian & Bao, Liang, 2014, "Enhanced index tracking with multiple time-scale analysis," Economic Modelling, Elsevier, volume 39, issue C, pages 282-292, DOI: 10.1016/j.econmod.2014.03.009.
• Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan, 2014, "Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 358-374, DOI: 10.1016/j.najef.2014.03.006.
• Aboura, Sofiane & Chevallier, Julien, 2014, "Volatility equicorrelation: A cross-market perspective," Economics Letters, Elsevier, volume 122, issue 2, pages 289-295, DOI: 10.1016/j.econlet.2013.12.008.
• Bollerslev, Tim & Todorov, Viktor, 2014, "Time-varying jump tails," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 168-180, DOI: 10.1016/j.jeconom.2014.05.007.
• Kleinlercher, Daniel & Huber, Jürgen & Kirchler, Michael, 2014, "The impact of different incentive schemes on asset prices," European Economic Review, Elsevier, volume 68, issue C, pages 137-150, DOI: 10.1016/j.euroecorev.2014.02.010.
• Davydov, Denis & Nikkinen, Jussi & Vähämaa, Sami, 2014, "Does the decision to issue public debt affect firm valuation? Russian evidence," Emerging Markets Review, Elsevier, volume 20, issue C, pages 136-151, DOI: 10.1016/j.ememar.2014.06.004.
• Aktas, Osman Ulas & Kryzanowski, Lawrence, 2014, "Market impacts of trades for stocks listed on the Borsa Istanbul," Emerging Markets Review, Elsevier, volume 20, issue C, pages 152-175, DOI: 10.1016/j.ememar.2014.06.002.
• Støve, Bård & Tjøstheim, Dag & Hufthammer, Karl Ove, 2014, "Using local Gaussian correlation in a nonlinear re-examination of financial contagion," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 62-82, DOI: 10.1016/j.jempfin.2013.11.006.
• Palandri, Alessandro, 2014, "Risk-free rate effects on conditional variances and conditional correlations of stock returns," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 95-111, DOI: 10.1016/j.jempfin.2013.12.002.
• Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano, 2014, "Regime switches in the risk–return trade-off," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 118-138, DOI: 10.1016/j.jempfin.2014.06.007.
• Chourdakis, Kyriakos & Dendramis, Yiannis & Tzavalis, Elias, 2014, "Are regime-shift sources of risk priced in the market?," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 151-170, DOI: 10.1016/j.jempfin.2014.06.004.
• Rose, Annica, 2014, "The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 171-184, DOI: 10.1016/j.jempfin.2014.06.003.
• Jiang, Lei, 2014, "Stock liquidity and the Taylor rule," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 202-214, DOI: 10.1016/j.jempfin.2014.07.001.
• Chang, Sanders S. & Chang, Lenisa V. & Wang, F. Albert, 2014, "A dynamic intraday measure of the probability of informed trading and firm-specific return variation," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 80-94, DOI: 10.1016/j.jempfin.2014.02.003.
• Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid, 2014, "Oil price risk exposure: The case of the U.S. Travel and Leisure Industry," Energy Economics, Elsevier, volume 41, issue C, pages 117-124, DOI: 10.1016/j.eneco.2013.09.028.
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