Research classified by Journal of Economic Literature (JEL) codes

2015

• Fecht, Falko & Reitz, Stefan & Weber, Patrick, 2015, "On the role of market makers for money market liquidity and tensions," Kiel Working Papers, Kiel Institute for the World Economy, number 2013.
• Schier, Michael & Voigtländer, Michael, 2015, "Immobilienpreise: Ist die Entwicklung am deutschen Wohnungsmarkt noch fundamental gerechtfertigt?," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 42, issue 1, pages 57-73, DOI: 10.2373/1864-810X.15-01-04.
• Acheson, Graeme G. & Campbell, Gareth & Turner, John D., 2015, "Who financed the expansion of the equity market? Shareholder clienteles in Victorian Britain," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 15-07.
• Kraft, Holger & Munk, Claus & Wagner, Sebastian, 2015, "Housing habits and their implications for life-cycle consumption and investment," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 85, revised 2015, DOI: 10.2139/ssrn.2568518.
• Härdle, Wolfgang Karl & Trimborn, Simon, 2015, "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-048.
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015, "Who trades on momentum?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112872.
• Focke, Florens & Ruenzi, Stefan & Ungeheuer, Michael, 2015, "Advertising, Attention, and Financial Markets," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113032.
• Siemroth, Christoph, 2015, "The impossibility of informationally efficient markets when forecasts are self-defeating," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113110.
• Scholtens, Bert & Veldhuis, Rineke, 2015, "How does the development of the financial industry advance renewable energy? A panel regression study of 198 countries over three decades," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113114.
• Jank, Stephan, 2015, "Specialized human capital, unemployment risk, and the value premium," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113214.
• Posch, Peter N. & Löffler, Gunter & Kranz, Sebastian, 2015, "Predatory Short Sales and Bailouts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 114734.

2014

• 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(0x79c1e5d8).
• 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.
• Leroi Raputsoane, 2014, "Financial Stress Indicator Variables and Monetary Policy in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 443, Jul.
• 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.
• Hermosillo Ramírez, Fernando Gamaliel & Sierra Juárez, Guillermo, 2014, "Estimación alternativa de una prima de seguro de gastos médicos mayores bajo el contexto de las opciones financieras / Alternative estimation of major medical expensive prime in the financial options context," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 4, issue 2, pages 123-154, julio-dic.
• Joanna Lizińska & Leszek Czapiewski, 2014, "Performance of Polish IPO Firms: Size and Profitability Effect," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 53-71.
• Anna Golec & Anna Zamojska, 2014, "Klasyfikacja systemow nadzoru korporacyjnego – podejscie alternatywne (A taxonomy of Corporate Governance systems – an alternative approach)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 12, issue 46, pages 49-67.
• Tsung-Hsun Lu & Yi-Chi Chen & Yu-Chin Hsu, 2014, "Trend Definition or Holding Strategy: What Determines the Profitability of Candlestick Technical Trading Strategies?," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 14-A010, Sep, revised Jul 2015.
• Thomas Nitschka, 2014, "Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market," Working Papers, Swiss National Bank, number 2014-13.
• Marie Briere & Ariane Szafarz, 2014, "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 14-024, Oct.
• José Fajardo, 2014, "Symmetry and Bates’ rule in Ornstein–Uhlenbeck stochastic volatility models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 319-327, October, DOI: 10.1007/s10203-012-0136-4.
• Guglielmo Caporale & Luis Gil-Alana, 2014, "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, volume 47, issue 4, pages 1389-1410, December, DOI: 10.1007/s00181-013-0780-8.
• Robert Hull & Sungkyu Kwak & Rosemary Walker, 2014, "Hedge fund attributes and volatility around equity offerings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 3, pages 359-382, July, DOI: 10.1007/s12197-011-9221-8.
• Pascalis Raimondos-Møller & Alan Woodland, 2014, "Steepest ascent tariff reform," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 55, issue 1, pages 69-99, January, DOI: 10.1007/s00199-013-0741-7.
• Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014, "Credit risk in general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 57, issue 2, pages 407-435, October, DOI: 10.1007/s00199-014-0822-2.
• Panos N. Patatoukas, 2014, "Detecting news in aggregate accounting earnings: implications for stock market valuation," Review of Accounting Studies, Springer, volume 19, issue 1, pages 134-160, March, DOI: 10.1007/s11142-013-9221-3.
• M. Anis, 2014, "Tests of non-monotonic stochastic aging notions in reliability theory," Statistical Papers, Springer, volume 55, issue 3, pages 691-714, August, DOI: 10.1007/s00362-013-0520-3.
• Marco Pagano & Sam Langfield & Viral V. Acharya & Arnoud Boot & Markus K. Brunnermeier & Claudia Buch & Martin F. Hellwig & André Sapir & Ieke van den Burg, 2014, "Is Europe Overbanked?," Report of the Advisory Scientific Committee, European Systemic Risk Board, number 4, Jun.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014, "Fiscal and Monetary Policies in Complex Evolving Economies," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2014/07, 02.
• Gunnar Prause, 2014, "A holistic concept for the sustainable evaluation of company shares," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 2, issue 1, pages 37-42, September, DOI: 10.9770/jesi.2014.2.1(5).
• Rod Cross & Victor Kozyakin, 2014, "Fact and fictions in FX arbitrage processes," Working Papers, University of Strathclyde Business School, Department of Economics, number 1403, Apr.
• Gary Koop & Dimitris Korobilis, 2014, "Model uncertainty in panel vector autoregressive models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1408, Aug.
• Minxian Yang, 2014, "The Risk Return Relationship: Evidence from Index Return and Realised Variance Series," Discussion Papers, School of Economics, The University of New South Wales, number 2014-16, Mar.
• Dakshina G. De Silva & Rachel A. J. Pownall, 2014, "Going green: does it depend on education, gender or income?," Applied Economics, Taylor & Francis Journals, volume 46, issue 5, pages 573-586, February, DOI: 10.1080/00036846.2013.857003.
• Jos� Fajardo & Ernesto Mordecki, 2014, "Skewness premium with L�vy processes," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 9, pages 1619-1626, September, DOI: 10.1080/14697688.2011.618809.
• Gozde Gurgun & Ibrahim Unalmis, 2014, "Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1422.
• Juan A. Montecino & Gerald Epstein, 2014, "Intra-Financial Lending, Credit, and Capital Formation," Working Papers Series, Institute for New Economic Thinking, number 21, Dec, DOI: 10.2139/ssrn.2682877.
• Gerald Epstein & Iren Levina & Juan A. Montecino, 2014, "Long-term trends in intra-financial sector lending in the U.S. 1950 - 2012," Working Papers Series, Institute for New Economic Thinking, number 22, Dec, DOI: 10.2139/ssrn.2682891.
• Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2014, "Expected Utility and Catastrophic Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-133/III, Oct.
• Marcin Wojtowicz, 2014, "The Determinants of CDS Bid-ask Spreads," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-138/IV/ DSF82, Oct.
• Prast, H.M. & Rossi, M. & Torricelli, C. & Druta, C., 2014, "Do Women Prefer Pink? : The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions," Other publications TiSEM, Tilburg University, School of Economics and Management, number f4256476-6503-4459-ba12-6.
• Lescourret, Laurence & Moinas, Sophie, 2014, "Liquidity Supply across Multiple Trading Venues," TSE Working Papers, Toulouse School of Economics (TSE), number 14-533, Oct, revised Mar 2015.
• Samuel Brazys & Peter Heaney & Patrick Paul Walsh, 2014, "From the Great Lakes to the Great Rift Valley: Does Strategic Economic Policy Explain the 2009 Malawi Election?," Working Papers, Geary Institute, University College Dublin, number 201401, Feb.
• John Cotter & Jim Hanly, 2014, "Performance of Utility Based Hedges," Working Papers, Geary Institute, University College Dublin, number 201404, Feb.
• John Cotter & Stuart Gabriel & Richard Roll, 2014, "Can housing risk be diversified? A cautionary tale from the housing boom and bust," Working Papers, Geary Institute, University College Dublin, number 201412, Oct.
• John Cotter & Enrique Salvador, 2014, "The non-linear trade-off between return and risk: a regime-switching multi-factor framework," Working Papers, Geary Institute, University College Dublin, number 201414, Nov.
• Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014, "A Time-Varying Approach of the US Welfare Cost of Inflation," Working papers, University of Connecticut, Department of Economics, number 2014-11, May.
• Carlos Eduardo Carrasquero Luces, 2014, "Transcending monetary orthodoxy: The new strategy of modern central banking," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 39, issue 38, pages 33-58, july-dece.
• Dosi, G. & Fagiolo, G. & Napoletano, M. & Roventini, A. & Treibich, T.G., 2014, "Fiscal and monetary policies in complex evolving economies," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 006, Jan, DOI: 10.26481/umagsb.2014006.
• Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2014, "Precious Metals Under the Microscope: A High-Frequency Analysis," Working Papers on Finance, University of St. Gallen, School of Finance, number 1409, Jan.
• David Heath & Eckhard Platen, 2014, "A Monte Carlo Method using PDE Expansions for a Diversifed Equity Index Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 350, Aug.
• Paolo Pellizzari & Dan Ladley, 2014, "The simplicity of optimal trading in order book markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:05.
• David E. Giles & Qinlu Chen, 2014, "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers, Department of Economics, University of Victoria, number 1402, Aug.
• UNGUR, Cristina, 2014, "Insurers Funds And Their Impact On The Economy," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 137-144.
• Krasimira Naydenova, 2014, "Applicable Indicators For Measuring The Liquidity Of Bulgarian Stock Market," Business & Management Compass, University of Economics Varna, issue 4, pages 80-91.
• Karkowska Renata, 2014, "What Kind Of Systemic Risks Do We Face In The European Banking Sector? The Approach Of CoVaR Measure," Folia Oeconomica Stetinensia, Paradigm, volume 14, issue 2, pages 114-124, December, DOI: 10.1515/foli-2015-0017.
• Kompa Krzysztof & Witkowska Dorota, 2014, "Construction Of Hedonic Price Index For The “Most Liquid” Polish Painters," Folia Oeconomica Stetinensia, Paradigm, volume 14, issue 2, pages 76-100, December, DOI: 10.1515/foli-2015-0004.
• Wing Chan, Derek Wang, Terence Chong, 2014, "Price Limit And Stock Volatility In China During Financial Crises," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number wm0069, Mar.
• Hervé Stolowy & Martin Messner & Thomas Jeanjean & C. Richard Baker, 2014, "The Construction of a Trustworthy Investment Opportunity: Insights from the Madoff Fraud," Contemporary Accounting Research, John Wiley & Sons, volume 31, issue 2, pages 354-397, June, DOI: 10.1111/1911-3846.12039.
• Lucio Sarno & Maik Schmeling, 2014, "Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 2-3, pages 267-292, March, DOI: 10.1111/jmcb.12106.
• Marco Taboga, 2014, "The Riskiness of Corporate Bonds," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 4, pages 693-713, June, DOI: 10.1111/jmcb.12122.
• Nicholas Apergis & James E. Payne, 2014, "Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets," Review of Financial Economics, John Wiley & Sons, volume 23, issue 1, pages 46-53, January, DOI: 10.1016/j.rfe.2013.08.003.
• Chi-Feng Tzeng, 2014, "Credit Spreads And Bankruptcy Information From Options Data," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-22, DOI: 10.1142/S2010495214400089.
• 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(0x5556a458).
• Zhaodong Wang & Weian Zheng, 2014, "High-Frequency Trading and Probability Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9233, ISBN: ARRAY(0x55085240).
• 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.
• Paul Lagneau-Ymonet & Amir Rezaee & Angelo Riva, 2014, "Is the proof of the pudding in the eating? » - Comparaison entre l’Alternative Investment Market et Alternext," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01207195, Jun.
• Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2014, "A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets," Working Papers, HAL, number hal-01090837, Nov.
• Philippe Charlot & Olivier Darné & Zakaria Moussa, 2014, "Commodity returns co-movements: Fundamentals or "style" effect?," Working Papers, HAL, number hal-01093631, Dec.
• Jjrrme Dugast & Thierry Foucault, 2014, "False News, Informational Efficiency, and Price Reversals," Working Papers, HAL, number hal-02058260, Feb, DOI: 10.2139/ssrn.2398904.
• Thierry Foucault & Roman Kozhan & Wing Wah Tham, 2014, "Toxic Arbitrage," Working Papers, HAL, number hal-02058262, Mar, DOI: 10.2139/ssrn.2409054.
• Bertrand Candelon & Sessi Tokpavi, 2014, "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Working Papers, HAL, number hal-04141347.
• Sofiane Aboura & Julien Chevallier, 2014, "Cross-Market Spillovers with 'Volatility Surprise'," Working Papers, HAL, number halshs-01052488, Jul.
• Gilles de Truchis & Florent Dubois, 2014, "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," Working Papers, HAL, number halshs-01065775, Sep.
• Dóra Balog & Tamás László Bátyi & Péter Csóka & Miklós Pintér, 2014, "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1417, Jul.
• 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.