Research classified by Journal of Economic Literature (JEL) codes

2014

• 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.
• Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2014, "Commonality in hedge fund returns: driving factors and implications," Working Paper Series, European Central Bank, number 1658, Mar.
• Claeys, Peter & Cimadomo, Jacopo & Poplawski Ribeiro, Marcos, 2014, "How do financial institutions forecast sovereign spreads?," Working Paper Series, European Central Bank, number 1750, Dec.
• 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.
• Jackowicz, Krzystof & Kowalewski, Oskar & Kozlowski, Lukasz & Roszkowska, Paulina, 2014, "Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 14-15, Sep.
• Barber, Brad M. & Yasuda, Ayako, 2014, "Interim Fund Performand and Fundraising in Private Equity," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 14-18, Oct.
• Gu, Xian & Kowalewski, Oskar, 2014, "Law and Structure of the Capital Markets," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 14-20, Dec.
• 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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.
• Cross, Rod & Kozyakin, Victor, 2014, "Fact And Fictions In FX Arbitrage Processes," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2014-003.
• Koop, Gary & Korobilis, Dimitris, 2014, "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2014-011, Aug.
• Carillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2014, "The Extent and Cyclicality of Career Changes: Evidence for the UK," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-40.
• Auer, Benjamin R. & Rottmann, Horst, 2014, "Is there a Friday the 13th effect in emerging Asian stock markets?," Journal of Behavioral and Experimental Finance, Elsevier, volume 1, issue C, pages 17-26, DOI: 10.1016/j.jbef.2014.01.001.
• 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.
• Floros, Christos & Salvador, Enrique, 2014, "Calendar anomalies in cash and stock index futures: International evidence," Economic Modelling, Elsevier, volume 37, issue C, pages 216-223, DOI: 10.1016/j.econmod.2013.10.036.
• 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.
• 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(0x8c5d8f78).
• 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.
• 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(0x5ce6fe28), May.
• Zhaodong Wang & Weian Zheng, 2014, "High-Frequency Trading and Probability Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9233, ISBN: ARRAY(0x5d387cb8), May.
• 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.
• 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.
• Olson, Eric & J. Vivian, Andrew & Wohar, Mark E., 2014, "The relationship between energy and equity markets: Evidence from volatility impulse response functions," Energy Economics, Elsevier, volume 43, issue C, pages 297-305, DOI: 10.1016/j.eneco.2014.01.009.
• Auer, Benjamin R., 2014, "Daily seasonality in crude oil returns and volatilities," Energy Economics, Elsevier, volume 43, issue C, pages 82-88, DOI: 10.1016/j.eneco.2014.02.005.
• Papadimitriou, Theophilos & Gogas, Periklis & Stathakis, Efthimios, 2014, "Forecasting energy markets using support vector machines," Energy Economics, Elsevier, volume 44, issue C, pages 135-142, DOI: 10.1016/j.eneco.2014.03.017.
• Kristoufek, Ladislav, 2014, "Leverage effect in energy futures," Energy Economics, Elsevier, volume 45, issue C, pages 1-9, DOI: 10.1016/j.eneco.2014.06.009.
• Annaert, Jan & Mensah, Lord, 2014, "Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)," Explorations in Economic History, Elsevier, volume 52, issue C, pages 22-43, DOI: 10.1016/j.eeh.2013.10.002.
• Kearney, Colm & Liu, Sha, 2014, "Textual sentiment in finance: A survey of methods and models," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 171-185, DOI: 10.1016/j.irfa.2014.02.006.
• Smimou, K., 2014, "Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 186-209, DOI: 10.1016/j.irfa.2014.02.009.
• Kumar, Dilip & Maheswaran, S., 2014, "Modeling and forecasting the additive bias corrected extreme value volatility estimator," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 166-176, DOI: 10.1016/j.irfa.2014.06.002.
• Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti, 2014, "Investor attention and information diffusion from analyst coverage," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 235-246, DOI: 10.1016/j.irfa.2014.03.006.
• Godlewski, Christophe J., 2014, "The determinants of multiple bank loan renegotiations in Europe," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 275-286, DOI: 10.1016/j.irfa.2014.07.005.
• Charteris, Ailie & Chau, Frankie & Gavriilidis, Konstantinos & Kallinterakis, Vasileios, 2014, "Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 80-89, DOI: 10.1016/j.irfa.2014.07.010.
• Boudreault, Mathieu & Gauthier, Geneviève & Thomassin, Tommy, 2014, "Contagion effect on bond portfolio risk measures in a hybrid credit risk model," Finance Research Letters, Elsevier, volume 11, issue 2, pages 131-139, DOI: 10.1016/j.frl.2013.07.005.
• Magron, Camille, 2014, "Investors’ aspirations and portfolio performance," Finance Research Letters, Elsevier, volume 11, issue 2, pages 153-160, DOI: 10.1016/j.frl.2013.09.001.
• Jarrow, Robert, 2014, "Computing present values: Capital budgeting done correctly," Finance Research Letters, Elsevier, volume 11, issue 3, pages 183-193, DOI: 10.1016/j.frl.2014.05.001.
• Bonilla, Claudio A. & Ruiz, Jose L., 2014, "Insurance demand and first order risk increases under (μ,σ)-preferences," Finance Research Letters, Elsevier, volume 11, issue 3, pages 219-223, DOI: 10.1016/j.frl.2014.04.002.
• Briec, Walter & Oms, Laurence & Paget-Blanc, Eric, 2014, "Shortage function and portfolio selection: On some special cases and extensions," Finance Research Letters, Elsevier, volume 11, issue 3, pages 295-302, DOI: 10.1016/j.frl.2013.11.001.
• Schorno, Patrick J. & Swidler, Steve M. & Wittry, Michael D., 2014, "Hedging house price risk with futures contracts after the bubble burst," Finance Research Letters, Elsevier, volume 11, issue 4, pages 332-340, DOI: 10.1016/j.frl.2014.06.002.
• Gürgün, Gözde & Ünalmış, İbrahim, 2014, "Is gold a safe haven against equity market investment in emerging and developing countries?," Finance Research Letters, Elsevier, volume 11, issue 4, pages 341-348, DOI: 10.1016/j.frl.2014.07.003.
• Michis, Antonis A., 2014, "Investing in gold: Individual asset risk in the long run," Finance Research Letters, Elsevier, volume 11, issue 4, pages 369-374, DOI: 10.1016/j.frl.2014.07.008.
• Braun, Matías, 2014, "The structure of equity markets across countries: Scarcity and stock valuations," Finance Research Letters, Elsevier, volume 11, issue 4, pages 385-397, DOI: 10.1016/j.frl.2014.10.004.
• Lynch, Andrew & Nikolic, Biljana & Yan, Xuemin (Sterling) & Yu, Han, 2014, "Aggregate short selling, commonality, and stock market returns," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 199-229, DOI: 10.1016/j.finmar.2013.05.001.
• Easley, David & López de Prado, Marcos M. & O'Hara, Maureen, 2014, "VPIN and the Flash Crash: A rejoinder," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 47-52, DOI: 10.1016/j.finmar.2013.06.007.
• Maraachlian, Hilda & Rourke, Thomas, 2014, "Delta and vega exposure trading in stock and option markets," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 96-125, DOI: 10.1016/j.finmar.2012.12.002.
• Pascual, Roberto & Pascual-Fuster, Bartolomé, 2014, "The relative contribution of ask and bid quotes to price discovery," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 129-150, DOI: 10.1016/j.finmar.2014.07.001.
• Rourke, Thomas, 2014, "The delta- and vega-related information content of near-the-money option market trading activity," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 175-193, DOI: 10.1016/j.finmar.2014.01.002.
• He, Yan & Wang, Junbo & John Wei, K.C., 2014, "A comprehensive study of liquidity before and after SEOs and SEO underpricing," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 61-78, DOI: 10.1016/j.finmar.2014.03.004.
• Blau, Benjamin M. & Tew, Philip L., 2014, "Short sales and class-action lawsuits," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 79-100, DOI: 10.1016/j.finmar.2014.04.002.
• Stoffman, Noah, 2014, "Who trades with whom? Individuals, institutions, and returns," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 50-75, DOI: 10.1016/j.finmar.2014.08.002.
• Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014, "Stress-testing macro stress testing: Does it live up to expectations?," Journal of Financial Stability, Elsevier, volume 12, issue C, pages 3-15, DOI: 10.1016/j.jfs.2013.06.001.
• Byström, Hans, 2014, "The impact of currency movements on asset value correlations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 178-186, DOI: 10.1016/j.intfin.2014.03.014.
• Shahzad, Hassan & Duong, Huu Nhan & Kalev, Petko S. & Singh, Harminder, 2014, "Trading volume, realized volatility and jumps in the Australian stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 414-430, DOI: 10.1016/j.intfin.2014.04.009.
• Smales, Lee A., 2014, "Political uncertainty and financial market uncertainty in an Australian context," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 415-435, DOI: 10.1016/j.intfin.2014.07.002.
• Aktas, Osman Ulas & Kryzanowski, Lawrence, 2014, "Trade classification accuracy for the BIST," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 259-282, DOI: 10.1016/j.intfin.2014.08.003.
• Galagedera, Don U.A., 2014, "Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 400-416, DOI: 10.1016/j.intfin.2014.09.006.
• Fang, Victor & Hung, Chi-Hsiou D., 2014, "Corporate bond prices and idiosyncratic risk: Evidence from Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 99-114, DOI: 10.1016/j.intfin.2014.07.011.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014, "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 78-98, DOI: 10.1016/j.ijforecast.2013.07.006.
• Van Geyt, Debby & Van Cauwenberge, Philippe & Vander Bauwhede, Heidi, 2014, "Does high-quality corporate communication reduce insider trading profitability?," International Review of Law and Economics, Elsevier, volume 37, issue C, pages 1-14, DOI: 10.1016/j.irle.2013.04.002.
• Gao, Feng & Lisic, Ling Lei & Zhang, Ivy Xiying, 2014, "Commitment to social good and insider trading," Journal of Accounting and Economics, Elsevier, volume 57, issue 2, pages 149-175, DOI: 10.1016/j.jacceco.2014.03.001.
• Paek, Miyoun & Ko, Kwangsoo, 2014, "Aggregate net flows, inflows, and outflows of equity funds: The U.S. versus Japan," Japan and the World Economy, Elsevier, volume 32, issue C, pages 85-95, DOI: 10.1016/j.japwor.2014.08.001.
• Atilgan, Yigit, 2014, "Volatility spreads and earnings announcement returns," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 205-215, DOI: 10.1016/j.jbankfin.2013.10.007.
• Scholtus, Martin & van Dijk, Dick & Frijns, Bart, 2014, "Speed, algorithmic trading, and market quality around macroeconomic news announcements," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 89-105, DOI: 10.1016/j.jbankfin.2013.09.016.
• Brechmann, Eike & Czado, Claudia & Paterlini, Sandra, 2014, "Flexible dependence modeling of operational risk losses and its impact on total capital requirements," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 271-285, DOI: 10.1016/j.jbankfin.2013.11.040.
• Gilder, Dudley & Shackleton, Mark B. & Taylor, Stephen J., 2014, "Cojumps in stock prices: Empirical evidence," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 443-459, DOI: 10.1016/j.jbankfin.2013.04.025.
• Agyei-Ampomah, Sam & Gounopoulos, Dimitrios & Mazouz, Khelifa, 2014, "Does gold offer a better protection against losses in sovereign debt bonds than other metals?," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 507-521, DOI: 10.1016/j.jbankfin.2013.11.014.
• Vozlyublennaia, Nadia, 2014, "Investor attention, index performance, and return predictability," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 17-35, DOI: 10.1016/j.jbankfin.2013.12.010.
• Garvey, Ryan & Wu, Fei, 2014, "Clustering of intraday order-sizes by uninformed versus informed traders," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 222-235, DOI: 10.1016/j.jbankfin.2014.01.026.
• Byoun, Soku & Fulkerson, Jon A. & Han, Seung Hun & Shin, Yoon S., 2014, "Are unsolicited ratings biased? Evidence from long-run stock performance," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 326-338, DOI: 10.1016/j.jbankfin.2014.02.005.
• Park, Beum-Jo, 2014, "Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 150-159, DOI: 10.1016/j.jbankfin.2014.03.009.
• Blau, Benjamin M. & Nguyen, Nga & Whitby, Ryan J., 2014, "The information content of option ratios," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 179-187, DOI: 10.1016/j.jbankfin.2014.03.023.
• Malinova, Katya & Park, Andreas, 2014, "The impact of competition and information on intraday trading," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 55-71, DOI: 10.1016/j.jbankfin.2014.03.026.
• Borio, Claudio, 2014, "The financial cycle and macroeconomics: What have we learnt?," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 182-198, DOI: 10.1016/j.jbankfin.2013.07.031.