Research classified by Journal of Economic Literature (JEL) codes

2015

• Caroline Sulzbach Pletsch & Estelamaris Reif & Tarc�sio Pedro Da Silva, 2015, "Análise da relacao entre o valor economico agregado (EVA) e os indicadores do mercado de empresas brasileiras," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 0, issue 1, pages 157-173.
• Paulo Sérgio Almeida Santos & Andr�ia Carpes Dani & Roberto Carlos Klann, 2015, "Concentracao de propriedade e o impairment loss sobre o goodwill: investigacao empírica no contexto das companhias abertas brasileiras," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 0, issue 1, pages 175-188.
• Andrés J. García Bernal & Jos� E. G�mez-Gonz�lez & Tatiana A. Mora-Arbel�ez & Mauricio Villamizar-Villegas, 2015, "Una historia exhaustiva de la regulación financiera en Colombia: El caso del encaje bancario, derivados financieros y riesgos de crédito," Coyuntura Económica, Fedesarrollo, volume 45, issue 2, pages 221-268.
• Sabina Nowak & Joanna Olbrys, 2015, "Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 49-69.
• Greenwald, Dan & Lettau, Martin & Ludvigson, Sydney, 2015, "Origins of Stock Market Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 10336, Jan.
• Fratzscher, Marcel & Rieth, Malte, 2015, "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," CEPR Discussion Papers, Centre for Economic Policy Research, number 10370, Jan.
• Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015, "Regression Based Estimation of Dynamic Asset Pricing Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 10449, Mar.
• von Beschwitz, Bastian & Keim, Donald B & Massa, Massimo, 2015, "First to ?Read? the News: News Analytics and Institutional Trading," CEPR Discussion Papers, Centre for Economic Policy Research, number 10534, Apr.
• Massa, Massimo & von Beschwitz, Bastian, 2015, "Biased Shorts: Stock Market Implications of Short Sellers? Disposition Effect," CEPR Discussion Papers, Centre for Economic Policy Research, number 10535, Apr.
• Massa, Massimo & Zhang, Lei, 2015, "Fire Sales and Information Advantage: When Informed Investor Helps," CEPR Discussion Papers, Centre for Economic Policy Research, number 10536, Apr.
• Bodnaruk, Andriy & Chokaev, Bekhan & Simonov, Andrei, 2015, "Downside Risk Timing by Mutual Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 10639, May.
• Nyborg, Kjell G., 2015, "Central Bank Collateral Frameworks," CEPR Discussion Papers, Centre for Economic Policy Research, number 10663, Jun.
• Keller, Wolfgang & Shiue, Carol & Wang, Xin, 2015, "Capital Markets in China and Britain, 18th and 19th Century: Evidence from Grain Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 10702, Jul.
• Reichlin, Pietro, 2015, "Money Creation: Tax or Public Liquidity?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10819, Sep.
• Cukierman, Alex & Melnick, Rafi, 2015, "The Conquest of Israeli Inflation and Current Policy Dilemmas," CEPR Discussion Papers, Centre for Economic Policy Research, number 10955, Nov.
• Philipp Adämmer & Martin T. Bohl & Ernst-Oliver Ledebur, 2015, "Price Transmissions During Financialization and Turmoil: New Evidence from North American and European Agricultural Futures," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3815, Jan.
• Benedikt Rotermann & Bernd Wilfling, 2015, "Estimating rational stock-market bubbles with sequential Monte Carlo methods," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4015, May.
• Philipp Adämmer & Martin T. Bohl, 2015, "Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 4415, Dec.
• Ki Beom Binh & Hogyu Jhang, 2015, "Extraneous Risk: Pricing of Non-Systematic Risk," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 335-352, November.
• Ting Luo & Zhiguo Xiao, 2015, "Selective Disclosure Associated with Institutional Investors: Evidence Based on Chinese Stock Market," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 515-542, November.
• Tai-Yuen HON & Richard C. LAM, 2015, "Decision-Making in the Hong Kong Bank Stock Market," Journal of Economics and Political Economy, EconSciences Journals, volume 2, issue 4, pages 481-493, December.
• Tai-Yuen HON, 2015, "A Factor Analysis of Investment Behaviour for Small Investors in the Hong Kong Stock Market," Journal of Economics Library, EconSciences Journals, volume 2, issue 2, pages 68-78, June.
• Tai-Yuen HON, 2015, "The Preferences and Investment Behaviour of Small Investors in the Hong Kong Bank Stock Market," Journal of Economics Bibliography, EconSciences Journals, volume 2, issue 2, pages 39-47, June.
• Tai-Yuen HON, 2015, "Rank Correlation Analysis of Investment Decisionfor Small Investors in the Hong Kong Derivatives Markets," Journal of Economics Bibliography, EconSciences Journals, volume 2, issue 3, pages 106-116, September.
• Sergio Masciantonio, 2015, "Identifying and Tracking Global, EU, and Eurozone Systemically Important Banks with Public Data," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 61, issue 1, pages 25-64, DOI: 10.3790/aeq.61.1.25.
• Evelyne Poincelot & Dominique Poincelot, 2015, "Existe-t-il une gestion managériale du flottant et du prix d’offre lors d’une introduction en Bourse sur Euronext Paris ? - Is there a management of the float and the offer price during an initial public offering on Euronext Paris ?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1150102, Jan.
• Marcel Fratzscher & Malte Rieth, 2015, "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1448.
• Farley Grubb, 2015, "Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775," Working Papers, University of Delaware, Department of Economics, number 15-07.
• Dong Chen & Yanmin Gao & Mayank Kaul, & Charles Ka Yui Leung & Desmond Tsang, 2015, "The Role of Sponsor and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0920, Jan.
• Lauren Stagnol, 2015, "Designing a corporate bond index on solvency criteria," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-39.
• Lescourret, Laurence & Moinas, Sophie, 2015, "Liquidity Supply across Multiple Trading Venues," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1505, Mar.
• Ovtchinnikov , Alexei & Cooper , Michael, 2015, "Geographical Vibrancy and Firm Performance," HEC Research Papers Series, HEC Paris, number 1090, Mar.
• Marco Valerio Geraci & Jean-Yves Gnabo, 2015, "Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2015-51, Dec.
• Marco Valerio Geraci & Jean-Yves Gnabo, 2015, "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2015-51, Dec.
• Jean-Edouard Colliard & Peter Hoffmann, 2015, "The impact of financial transaction taxes: new evidence," Research Bulletin, European Central Bank, volume 22, pages 17-20.
• Ferrando, Annalisa & Mulier, Klaas, 2015, "The real effects of credit constraints: evidence from discouraged borrowers in the euro area," Working Paper Series, European Central Bank, number 1842, Aug.
• Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Consonni, Francesco & Buti, Sabrina, 2015, "Tick Size: Theory and Evidence," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-04, Mar.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2015, "Assessing Asset Pricing Models Using Revealed Preference," Research Papers, Stanford University, Graduate School of Business, number 3130, Mar.
• Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2015, "Dynamic Directed Random Matching," Research Papers, Stanford University, Graduate School of Business, number 3359, Nov.
• Andreasen, Eugenia & Schindler, Martin & Valenzuela, Patricio, 2015, "Capital Controls and the Cost of Debt," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-02, Jan.
• Fethi Belhaj & Ezzeddine Abaoub, 2015, "A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 354-364.
• Samet G nay, 2015, "Chaotic Structure of the BRIC Countries and Turkey's Stock Market," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 515-522.
• Takawira Tyavambiza & Davis Nyangara, 2015, "Financial and Monetary Reforms and the Finance-Growth Relationship in Zimbabwe," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 590-602.
• Nimantha Manamperi, 2015, "A Comparative Analysis on US Financial Stress Indicators," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 2, pages 613-623.
• Trust Kganyago & Victor Gumbo, 2015, "An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 3, pages 638-646.
• Sakshi Khanna & Amit Srivastava & Yajulu Medury, 2015, "The Effect of Macroeconomic Variables on the Capital Structure Decisions of Indian Firms: A Vector Error Correction Model/Vector Autoregressive Approach," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 4, pages 968-978.
• Khattab Ahmed & Mpabe Bodjongo Mathieu Juliot & Ihadiyan Abid, 2015, "Financial Development, Financial Instability and Economic Growth: The Case of Maghreb Countries," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 5, issue 4, pages 1043-1054.
• Nikolaos Sariannidis & Georgios Galyfianakis & Evagelos Drimbetas, 2015, "The Effect of Financial and Macroeconomic Factors on the Oil Market," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 4, pages 1084-1091.
• Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2015, "Capital Controls and the Cost of Debt," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 307.
• Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2015, "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 258, Jun, revised Jun 2015.
• Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2015, "The Extent and Cyclicality of Career Changes: Evidence for the UK," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-52, Jun.
• Charitou, Andreas, 2015, "Discussion of “The Association Between Energy Taxation, Participation in an Emissions Trading System, and the Intensity of Carbon Dioxide Emissions in the European Union”," The International Journal of Accounting, Elsevier, volume 50, issue 4, pages 418-426, DOI: 10.1016/j.intacc.2015.10.002.
• Al-Ississ, Mohamad, 2015, "The holy day effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 5, issue C, pages 60-80, DOI: 10.1016/j.jbef.2015.02.007.
• Drerup, Tilman, 2015, "Diurnal rhythms in investor sentiment," Journal of Behavioral and Experimental Finance, Elsevier, volume 7, issue C, pages 71-81, DOI: 10.1016/j.jbef.2015.07.002.
• Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L., 2015, "The effect of index futures trading on volatility: Three markets for Chinese stocks," China Economic Review, Elsevier, volume 34, issue C, pages 207-224, DOI: 10.1016/j.chieco.2014.11.005.
• Wu, Guiying Laura & Feng, Qu & Li, Pei, 2015, "Does local governments’ budget deficit push up housing prices in China?," China Economic Review, Elsevier, volume 35, issue C, pages 183-196, DOI: 10.1016/j.chieco.2014.08.007.
• Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay, 2015, "Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 203-219, DOI: 10.1016/j.jcorpfin.2015.02.003.
• Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Arouri, Mohamed & Teulon, Frédéric, 2015, "Stock returns and inflation in Pakistan," Economic Modelling, Elsevier, volume 47, issue C, pages 23-31, DOI: 10.1016/j.econmod.2014.12.043.
• Creel, Jérôme & Hubert, Paul & Labondance, Fabien, 2015, "Financial stability and economic performance," Economic Modelling, Elsevier, volume 48, issue C, pages 25-40, DOI: 10.1016/j.econmod.2014.10.025.
• Dunbar, Kwamie & Amin, Abu S., 2015, "The nature and impact of the market forecasting errors in the Federal funds futures market," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 174-192, DOI: 10.1016/j.najef.2014.11.002.
• Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis, 2015, "Improving international diversification benefits for US investors," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 64-76, DOI: 10.1016/j.najef.2015.01.005.
• Flavin, Thomas J. & Sheenan, Lisa, 2015, "The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 167-186, DOI: 10.1016/j.najef.2015.09.001.
• Arnold, Stephan & Auer, Benjamin R., 2015, "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 187-214, DOI: 10.1016/j.najef.2015.08.005.
• Bekiros, Stelios & Gupta, Rangan, 2015, "Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach," Economics Letters, Elsevier, volume 131, issue C, pages 83-85, DOI: 10.1016/j.econlet.2015.03.019.
• Breitenlechner, Max & Gächter, Martin & Sindermann, Friedrich, 2015, "The finance–growth nexus in crisis," Economics Letters, Elsevier, volume 132, issue C, pages 31-33, DOI: 10.1016/j.econlet.2015.04.014.
• Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2015, "Portfolio selection: An alternative approach," Economics Letters, Elsevier, volume 135, issue C, pages 141-143, DOI: 10.1016/j.econlet.2015.08.021.
• Eeckhoudt, Louis R. & Laeven, Roger J.A., 2015, "The probability premium: A graphical representation," Economics Letters, Elsevier, volume 136, issue C, pages 39-41, DOI: 10.1016/j.econlet.2015.08.029.
• Cederburg, Scott & O’Doherty, Michael S., 2015, "Asset-pricing anomalies at the firm level," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 113-128, DOI: 10.1016/j.jeconom.2014.06.004.
• Hausenblas, Václav & Kubicová, Ivana & Lešanovská, Jitka, 2015, "Contagion risk in the Czech financial system: A network analysis and simulation approach," Economic Systems, Elsevier, volume 39, issue 1, pages 156-180, DOI: 10.1016/j.ecosys.2014.07.001.
• Kirchler, Michael & Bonn, Caroline & Huber, Jürgen & Razen, Michael, 2015, "The “inflow-effect”—Trader inflow and price efficiency," European Economic Review, Elsevier, volume 77, issue C, pages 1-19, DOI: 10.1016/j.euroecorev.2015.03.006.
• Castro, Fernanda & Kalatzis, Aquiles E.G. & Martins-Filho, Carlos, 2015, "Financing in an emerging economy: Does financial development or financial structure matter?," Emerging Markets Review, Elsevier, volume 23, issue C, pages 96-123, DOI: 10.1016/j.ememar.2015.04.012.
• Zeng, Songlin & Bec, Frédérique, 2015, "Do stock returns rebound after bear markets? An empirical analysis from five OECD countries," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 50-61, DOI: 10.1016/j.jempfin.2014.11.005.
• Abhyankar, Abhay & Klinkowska, Olga & Lee, Soyeon, 2015, "Consumption risk and the cross-section of government bond returns," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 180-200, DOI: 10.1016/j.jempfin.2015.03.015.
• Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2015, "Volatility transmission in global financial markets," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 3-18, DOI: 10.1016/j.jempfin.2014.12.002.
• Chatzikonstanti, Vasiliki & Venetis, Ioannis A., 2015, "Long memory in log-range series: Do structural breaks matter?," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 104-113, DOI: 10.1016/j.jempfin.2015.06.003.
• Chang, Sanders S. & Wang, F. Albert, 2015, "Adverse selection and the presence of informed trading," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 19-33, DOI: 10.1016/j.jempfin.2015.05.005.
• Maio, Paulo & Philip, Dennis, 2015, "Macro variables and the components of stock returns," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 287-308, DOI: 10.1016/j.jempfin.2015.03.004.

2014

• 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, undated, "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.
• Cristian Álvarez-Corrales & Carlos Mora-Gómez, 2014, "A Financial Stress Index for the Costa Rican Economy," Documentos de Trabajo, Banco Central de Costa Rica, number 1406, Dec.
• 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 Staff Working Paper series, 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.
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• 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, Centre for Economic Policy Research, number 10112, Aug.
• Bulow, Jeremy & Klemperer, Paul, 2014, "Equity Recourse Notes: Creating Counter-cyclical Bank Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 10213, Oct.
• Stambaugh, Robert F. & Pástor, LuboÅ¡ & Taylor, Lucian, 2014, "Do Funds Make More When They Trade More?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10261, Nov.
• Sraer, David & Kaniel, Ron & Barrot, Jean-Noël, 2014, "Are Retail Traders Compensated for Providing Liquidity?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10285, Dec.
• Thesmar, David & Landier, Augustin & Sraer, David, 2014, "Banking Integration and House Price Comovement," CEPR Discussion Papers, Centre for Economic Policy Research, number 10295, Dec.
• Stambaugh, Robert F. & Pástor, LuboÅ¡ & Taylor, Lucian, 2014, "Scale and Skill in Active Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 9854, Mar.
• Farmer, Roger, 2014, "Asset Prices in a Lifecycle Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 9897, Mar.
• Foucault, Thierry & Tham, Wing Wah & Kozhan, Roman, 2014, "Toxic Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, 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.