Research classified by Journal of Economic Literature (JEL) codes

2013

• Murtazashvili, Irina & Vozlyublennaia, Nadia, 2013, "When do characteristics-sorted factors mechanically explain returns?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 119-143, DOI: 10.1016/j.intfin.2013.01.006.
• Smales, Lee A., 2013, "Bond futures and order imbalance," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 113-132, DOI: 10.1016/j.intfin.2013.05.006.
• Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Ferreira, Mario Pedro Leite, 2013, "Institutional industry herding: Intentional or spurious?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 192-214, DOI: 10.1016/j.intfin.2013.05.008.
• Klein, Arne C., 2013, "Time-variations in herding behavior: Evidence from a Markov switching SUR model," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 291-304, DOI: 10.1016/j.intfin.2013.06.006.
• Galagedera, Don U.A., 2013, "A new perspective of equity market performance," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 333-357, DOI: 10.1016/j.intfin.2013.07.003.
• Phuong Pham, Thu & Joakim Westerholm, P., 2013, "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 202-223, DOI: 10.1016/j.intfin.2013.09.006.
• Cheng, Su-Yin & Hou, Han, 2013, "The information content of open-market repurchase announcements in Taiwan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 59-75, DOI: 10.1016/j.intfin.2013.07.010.
• Hahn, TeWhan & Ligon, James A. & Rhodes, Heather, 2013, "Liquidity and initial public offering underpricing," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4973-4988, DOI: 10.1016/j.jbankfin.2013.09.004.
• Delatte, Anne-Laure & Lopez, Claude, 2013, "Commodity and equity markets: Some stylized facts from a copula approach," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5346-5356, DOI: 10.1016/j.jbankfin.2013.06.012.
• Caporale, Guglielmo Maria & Girardi, Alessandro, 2013, "Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 227-240, DOI: 10.1016/j.jbankfin.2012.07.027.
• Shang, Hua, 2013, "Inference in asset pricing models with a low-variance factor," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1046-1060, DOI: 10.1016/j.jbankfin.2012.11.007.
• Goodell, John W. & Vähämaa, Sami, 2013, "US presidential elections and implied volatility: The role of political uncertainty," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1108-1117, DOI: 10.1016/j.jbankfin.2012.12.001.
• Lönnbark, Carl, 2013, "On the role of the estimation error in prediction of expected shortfall," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 847-853, DOI: 10.1016/j.jbankfin.2012.10.013.
• Riordan, Ryan & Storkenmaier, Andreas & Wagener, Martin & Sarah Zhang, S., 2013, "Public information arrival: Price discovery and liquidity in electronic limit order markets," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1148-1159, DOI: 10.1016/j.jbankfin.2012.11.008.
• Wang, Kent & Liu, Junwei & Liu, Zhi, 2013, "Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1777-1786, DOI: 10.1016/j.jbankfin.2013.01.024.
• Finnerty, John D. & Miller, Cameron D. & Chen, Ren-Raw, 2013, "The impact of credit rating announcements on credit default swap spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2011-2030, DOI: 10.1016/j.jbankfin.2013.01.028.
• Aslanidis, Nektarios & Casas, Isabel, 2013, "Nonparametric correlation models for portfolio allocation," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2268-2283, DOI: 10.1016/j.jbankfin.2013.01.010.
• Kalimipalli, Madhu & Nayak, Subhankar & Perez, M. Fabricio, 2013, "Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2969-2990, DOI: 10.1016/j.jbankfin.2013.04.019.
• Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke, 2013, "Asymmetry in government bond returns," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3218-3226, DOI: 10.1016/j.jbankfin.2013.03.002.
• Ederington, Louis H. & Guan, Wei, 2013, "The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3388-3400, DOI: 10.1016/j.jbankfin.2013.04.017.
• Kuo, Wei-Yu & Lin, Tse-Chun, 2013, "Overconfident individual day traders: Evidence from the Taiwan futures market," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3548-3561, DOI: 10.1016/j.jbankfin.2013.04.036.
• Kapadia, Anush, 2013, "Europe and the logic of hierarchy," Journal of Comparative Economics, Elsevier, volume 41, issue 2, pages 436-446, DOI: 10.1016/j.jce.2013.03.013.
• Hammami, Yacine & Lindahl, Anna, 2013, "Estimating and testing beta pricing models on industries," Journal of Economics and Business, Elsevier, volume 69, issue C, pages 45-63, DOI: 10.1016/j.jeconbus.2013.05.003.
• Wahal, Sunil & Yavuz, M. Deniz, 2013, "Style investing, comovement and return predictability," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 136-154, DOI: 10.1016/j.jfineco.2012.08.005.
• Ai, Hengjie & Kiku, Dana, 2013, "Growth to value: Option exercise and the cross section of equity returns," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 325-349, DOI: 10.1016/j.jfineco.2012.08.009.
• Bebchuk, Lucian A. & Cohen, Alma & Wang, Charles C.Y., 2013, "Learning and the disappearing association between governance and returns," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 323-348, DOI: 10.1016/j.jfineco.2012.10.004.
• So, Eric C., 2013, "A new approach to predicting analyst forecast errors: Do investors overweight analyst forecasts?," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 615-640, DOI: 10.1016/j.jfineco.2013.02.002.
• Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2013, "Pricing the term structure with linear regressions," Journal of Financial Economics, Elsevier, volume 110, issue 1, pages 110-138, DOI: 10.1016/j.jfineco.2013.04.009.
• van Binsbergen, Jules & Hueskes, Wouter & Koijen, Ralph & Vrugt, Evert, 2013, "Equity yields," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 503-519, DOI: 10.1016/j.jfineco.2013.08.017.
• Cohen, Lauren & Diether, Karl & Malloy, Christopher, 2013, "Legislating stock prices," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 574-595, DOI: 10.1016/j.jfineco.2013.08.012.
• Beaupain, Renaud & Durré, Alain, 2013, "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, volume 22, issue 2, pages 259-284, DOI: 10.1016/j.jfi.2012.10.001.
• Fong, Wai Mun, 2013, "Footprints in the market: Hedge funds and the carry trade," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 41-59, DOI: 10.1016/j.jimonfin.2012.09.001.
• Arce, Oscar & Mayordomo, Sergio & Peña, Juan Ignacio, 2013, "Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 124-145, DOI: 10.1016/j.jimonfin.2013.01.006.
• Didier, Tatiana & Schmukler, Sergio L., 2013, "The financing and growth of firms in China and India: Evidence from capital markets," Journal of International Money and Finance, Elsevier, volume 39, issue C, pages 111-137, DOI: 10.1016/j.jimonfin.2013.06.021.
• Jotikasthira, Chotibhak & Lundblad, Christian & Ramadorai, Tarun, 2013, "How do foreign investors impact domestic economic activity? Evidence from India and China," Journal of International Money and Finance, Elsevier, volume 39, issue C, pages 89-110, DOI: 10.1016/j.jimonfin.2013.06.020.
• Monticini, Andrea & Thornton, Daniel L., 2013, "The effect of underreporting on LIBOR rates," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 345-348, DOI: 10.1016/j.jmacro.2013.02.002.
• Pan, Li & Tang, Ya & Xu, Jianguo, 2013, "Weekly momentum by return interval ranking," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1191-1208, DOI: 10.1016/j.pacfin.2012.06.001.
• Jung, Chan Shik & Kim, Woojin & Lee, Dong Wook, 2013, "Short selling by individual investors: Destabilizing or price discovering?," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1232-1248, DOI: 10.1016/j.pacfin.2012.09.001.
• Nartea, Gilbert V. & Wu, Ji, 2013, "Is there a volatility effect in the Hong Kong stock market?," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 119-135, DOI: 10.1016/j.pacfin.2013.07.004.
• Lei, Xiaoyan & Zhou, Yuegang & Zhu, Xiaoneng, 2013, "Capital gains, illiquidity, and stock returns," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 273-293, DOI: 10.1016/j.pacfin.2013.10.001.
• Dorfleitner, G. & Priberny, C., 2013, "A quantitative model for structured microfinance," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 1, pages 12-22, DOI: 10.1016/j.qref.2012.10.005.
• Leung, Charles Ka Yui & Shi, Song & Ho Tang, Edward Chi, 2013, "Commodity house prices," Regional Science and Urban Economics, Elsevier, volume 43, issue 6, pages 875-887, DOI: 10.1016/j.regsciurbeco.2013.09.005.
• Kryzanowski, Lawrence & Mohsni, Sana, 2013, "Growth of aggregate corporate earnings and cash-flows: Persistence and determinants," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 13-23, DOI: 10.1016/j.iref.2012.05.003.
• Chen, Dar-Hsin & Chen, Chun-Da & Chen, Jianguo & Huang, Yu-Fang, 2013, "Panel data analyses of the pecking order theory and the market timing theory of capital structure in Taiwan," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 1-13, DOI: 10.1016/j.iref.2012.09.011.
• Wang, Yun-Yi & Chang, Chiung-Chiao & Lee, Wan-Chen, 2013, "Price discovery between regular and mini index futures in the Taiwan Futures Exchange," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 224-237, DOI: 10.1016/j.iref.2012.10.001.
• Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael, 2013, "Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 572-591, DOI: 10.1016/j.iref.2013.02.001.
• Jubinski, Daniel & Tomljanovich, Marc, 2013, "Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns," Review of Financial Economics, Elsevier, volume 22, issue 3, pages 86-97, DOI: 10.1016/j.rfe.2013.01.002.
• Bekiros, Stelios D., 2013, "Irrational fads, short-term memory emulation, and asset predictability," Review of Financial Economics, Elsevier, volume 22, issue 4, pages 213-219, DOI: 10.1016/j.rfe.2013.05.005.
• Baur, Dirk G., 2013, "The autumn effect of gold," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 1-11, DOI: 10.1016/j.ribaf.2012.05.001.
• Samson, Lucie, 2013, "Asset prices and exchange risk: Empirical evidence from Canada," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 35-44, DOI: 10.1016/j.ribaf.2012.09.006.
• Loh, Lixia, 2013, "Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 1-13, DOI: 10.1016/j.ribaf.2013.01.001.
• Khaled, Mohammed S. & Keef, Stephen P., 2013, "Seasonal affective disorder: onset and recovery," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 42, issue C, pages 136-139, DOI: 10.1016/j.socec.2012.11.018.
• Ippei Fujiwara & Lena Mareen Korber & Daisuke Nagakura, 2013, "Asymmetry in Government Bond Returns," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-12, Feb.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2013, "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-24, May.
• Chen, Huaizhi & Cohen, Lauren & Lou, Dong, 2013, "Industry window dressing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119035, Feb.
• Kardaras, Constantinos, 2013, "On the closure in the Emery topology of semimartingale wealth-process sets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 44996.
• Bracke, Philippe, 2013, "House prices and rents: micro evidence from a matched dataset in Central London," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 49723, Feb.
• Axelson, Ulf, 2013, "A theory of the evolution of derivatives markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 55407, Nov.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2013, "Market quality and contagion in fragmented markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60971, Sep.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2013, "Walrasian foundations for equilibria in segmented markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62008, Nov.
• Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos, 2013, "Comportamiento no lineal en series de productos primarios," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 317, pages 143-168, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Mondher bellalah & Umie Habiba, 2013, "Impact of Macroeconomic Factors on Stock Exchange Prices: Evidence from USA Japan and China," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2013-15.
• Frédérique BEC & Songlin ZENG, 2013, "Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2013-21.
• Alberto Humala & Gabriel Rodriguez, 2013, "Some stylized facts of return in the foreign exchange and stock markets in Peru," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 30, issue 2, pages 139-158, May, DOI: 10.1108/10867371311325444.
• Francisco López Herrera & Francisco Venegas Martínez & César Gurrola Ríos, 2013, "EMBI+México y su relación dinámica con otros factores de riesgo sistemático: 1997-2011," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 28, issue 2, pages 193-216.
• Muhammad Asif & Bahadar Shah, 2013, "Impact of Exchange Rate on Foreign Private Investment in Pakistan," Oeconomics of Knowledge, Saphira Publishing House, volume 5, issue 4, pages 9-16, October.
• Afşar, Muharrem & Meçik, Oytun, 2013, "Finansallaşma Süreci ve Sonuçları: G8 Ülkeleri Örneği," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association, number 207.
• Tomas Adam & Sona Benecka, 2013, "Financial Stress Spillover and Financial Linkages between the Euro Area and the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 1, pages 46-64, March.
• Sinem Derindere KOSEOGLU & Emrah Ismail CEVIK, 2013, "Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 1, pages 65-86, March.
• Petra Valickova & Tomas Havranek & Roman Horvath, 2013, "Financial Development and Economic Growth: A Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2013/04, May, revised May 2013.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2013, "Financial stability and economic performance," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2013-24, Dec.
• Catherine Happer, 2013, "Financialisation, Media and Social Change," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper10, Nov.
• Ben Fine, 2013, "Towards a Material Culture of Financialisation," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper15, Dec.
• Charles Ka Yui Leung & Song Shi & Edward Tang, 2013, "Commodity house prices," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 154.
• Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013, "Financial stability monitoring," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-21.
• Andrea Monticini & Daniel L. Thornton, 2013, "The effect of underreporting on LIBOR rates," Working Papers, Federal Reserve Bank of St. Louis, number 2013-008, DOI: 10.20955/wp.2013.008.
• Dennis Kuo & David R. Skeie & James Vickery & Thomas Youle, 2013, "Identifying term interbank loans from Fedwire payments data," Staff Reports, Federal Reserve Bank of New York, number 603.
• Gara Afonso & Anna Kovner & Antoinette Schoar, 2013, "Trading Partners in the Interbank Lending Market," Staff Reports, Federal Reserve Bank of New York, number 620.
• Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2013, "Dynamic Leverage Asset Pricing," Staff Reports, Federal Reserve Bank of New York, number 625, Aug.
• Fernando M. Duarte & Thomas M. Eisenbach, 2013, "Fire-sale spillovers and systemic risk," Staff Reports, Federal Reserve Bank of New York, number 645, Oct.
• J. Benson Durham, 2013, "Arbitrage-free models of stocks and bonds," Staff Reports, Federal Reserve Bank of New York, number 656, Dec.
• J. Benson Durham, 2013, "Momentum and the term structure of interest rates," Staff Reports, Federal Reserve Bank of New York, number 657, Dec.
• J. Benson Durham, 2013, "More on U.S. Treasury term premiums: spot and expected measures," Staff Reports, Federal Reserve Bank of New York, number 658, Dec.
• Pablo Guerrón-Quintana, 2013, "The economics of small open economies," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 9-18.
• Charles Goodhart,Dimitrios Tsomocos & Martin Shubik, 2013, "Macro-Modelling, Default and Money," FMG Special Papers, Financial Markets Group, number sp224.
• Cortez Alejandro, Klender Aimer & Rodríguez García, Martha del Pilar & Méndez Sáenz, Berenice, 2013, "An Assessment Of Abnormal Returns And Risk In Socially Responsible Firms Using Fuzzy Alpha Jensen And Fuzzy Beta," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 37-59, May.
• Anna Calamia & Laurent Deville & Fabrice Riva, 2013, "Liquidity in European Equity ETFs: What Really Matters?," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2013-10, Apr.
• Ana Fostel & John Geanakoplos, 2013, "Financial Innovation, Collateral and Investment," Working Papers, The George Washington University, Institute for International Economic Policy, number 2013-18, Jul.
• Mathieu Gatumel & Florian Ielpo, 2013, "Understanding momentum in commodity markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00947001.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013, "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00793530, Nov, DOI: 10.1007/s00199-014-0810-6.
• Arthur Foch, 2013, "Explaining the G7 and G10's influence on World Bank decisions: The role of formal and informal rules of governance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00824678, Apr.
• R. Beaupain & A. Durre, 2013, "Central bank reserves and interbank market liquidity in the euro area," Post-Print, HAL, number hal-00840147.
• F. Riva & A. Calamia & L. Deville, 2013, "Liquidity in European equity ETFs: What really matters?," Post-Print, HAL, number hal-00846610.
• Anna Creti & Marc Joëts & Valérie Mignon, 2013, "On the links between stock and commodity markets’ volatility," Post-Print, HAL, number hal-01385868, DOI: 10.1016/j.eneco.2013.01.005.
• Eric Girardin & Roselyne Joyeux, 2013, "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Post-Print, HAL, number hal-01499615, DOI: 10.1016/j.econmod.2012.12.001.
• Brice Corgnet & Praveen Kujal & David Porter, 2013, "Reaction to Public Information in Markets : How much does Ambiguity Matter?," Post-Print, HAL, number hal-02311957, Jun, DOI: 10.1111/j.1468-0297.2012.02557.x.
• Jean-Paul Fitoussi & Joseph Stiglitz, 2013, "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Post-Print, HAL, number hal-03399466, Sep, DOI: 10.1111/1758-5899.12072.
• Arthur Foch, 2013, "Explaining the G7 and G10's influence on World Bank decisions: The role of formal and informal rules of governance," Post-Print, HAL, number halshs-00824678, Apr.
• Valérie Revest & Alessandro Sapio, 2013, "An essay on the emergence, organization and performance of financial markets: the case of the Alternative Investment Market," Post-Print, HAL, number halshs-00855203.
• Laurent Deville & A. Calamia & Fabrice Riva, 2013, "Liquidity in European Equity ETFs: What Really Matters?," Post-Print, HAL, number halshs-00861646.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2013, "Financial stability and economic performance," Sciences Po Economics Publications (main), HAL, number hal-01064263, Dec.
• Jean-Paul Fitoussi & Joseph Stiglitz, 2013, "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Sciences Po Economics Publications (main), HAL, number hal-03399466, Sep, DOI: 10.1111/1758-5899.12072.
• Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013, "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Sciences Po Economics Publications (main), HAL, number hal-03460920, Mar.
• Marine Carrasco & Rachidi Kotchoni, 2013, "Adaptive Realized Kernels," Working Papers, HAL, number hal-00867967, Sep.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2013, "Financial stability and economic performance," Working Papers, HAL, number hal-01064263, Dec.
• Claire Célérier & Boris Vallée, 2013, "What Drives Financial Complexity? A Look into the Retail Market for Structured Products," Working Papers, HAL, number hal-02058239, Jul, DOI: 10.2139/ssrn.2289890.
• Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013, "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers, HAL, number hal-03460920, Mar.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013, "On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints," Working Papers, HAL, number halshs-00793530, Nov, DOI: 10.1007/s00199-014-0810-6.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2013, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," Working Papers, HAL, number halshs-00796672, Feb.
• Baetje, Fabian & Menkhoff, Lukas, 2013, "Macro determinants of U.S. stock market risk premia in bull and bear markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-520, Oct.
• Peter Csoka & P. Jean-Jacques Herings, 2013, "Risk Allocation under Liquidity Constraints," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1331, Sep.
• Emmanuel Mamatzakis, 2013, "Are there any Animal Spirits behind the Scenes of the Euro area Sovereign Debt Crisis?," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 72, Jul.
• Armerin, Fredrik, 2013, "Robust immunization," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 13/16, Oct.
• Jaud, Melise & Kukenova, Madina & Strieborny, Martin, 2013, "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," Working Papers, Lund University, Department of Economics, number 2013:14, Apr.
• Byström, Hans, 2013, "Stock Prices and Stock Return Volatilities Implied by the Credit Market," Working Papers, Lund University, Department of Economics, number 2013:25, Aug, revised 14 Feb 2014.
• Byström, Hans, 2013, "The Impact of Currency Movements on Asset Value Correlations," Working Papers, Lund University, Department of Economics, number 2013:33, Oct.
• Jaud, Melise & Kukenova, Madina & Strieborny, Martin, 2013, "Financial Development and Sustainable Exports: Evidence from Firm-Product Data," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2013/12, Jun.
• Steigum, Erling & Thøgersen, Øystein, 2013, "A crisis not wasted – Institutional and structural reforms behind Norway’s strong macroeconomic performance," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 18/2013, Dec.
• Aase, Knut K., 2013, "Recursive utility and disappearing puzzles for continuous-time models," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2013/2, May.
• Aase, Knut K., 2013, "Recursive utility and the equity premium puzzle: A discrete-time approach," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2013/3, May, revised 25 Mar 2015.
• Asche, Frank & Dahl, Roy Endre & Oglend, Atle, 2013, "Value-at-Risk: Risk assessment for the portfolio of oil and gas producers," UiS Working Papers in Economics and Finance, University of Stavanger, number 2013/3, Apr.
• Brännäs, Kurt, 2013, "The Number of Shareholders - Time Series Modelling and Some Empirical Result," Umeå Economic Studies, Umeå University, Department of Economics, number 855, Jan.
• Brännäs, Kurt, 2013, "The Number of Traded Shares: A Time Series Modelling Approach," Umeå Economic Studies, Umeå University, Department of Economics, number 860, May.
• Laetitia Pozniak & Melanie Croquet & Olivier Colot, 2013, "The Relationship Between Financial Communication And Firm Performance: Evidence From France," Accounting & Taxation, The Institute for Business and Finance Research, volume 5, issue 1, pages 9-17.
• Ronald A. Stunda, 2013, "The Impact Of Economic Fluctuations On Earnings Forecasts," Accounting & Taxation, The Institute for Business and Finance Research, volume 5, issue 2, pages 55-64.
• Lynda S. Livingston, 2013, "Intraportfolio Correlation: An Application For Investments Students," Business Education and Accreditation, The Institute for Business and Finance Research, volume 5, issue 1, pages 91-105.
• Lynda S. Livingston, 2013, "Adding Markowitz And Sharpe To Portfolio Investment Projects," Business Education and Accreditation, The Institute for Business and Finance Research, volume 5, issue 2, pages 79-95.
• Ling T. He, 2013, "Mean Reversion of Volatility Around Extreme Stock Returns: Evidence from U.S. Stock Indexes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 4, pages 91-101.
• Laetitia Pozniak, 2013, "Internet Financial Communication: Evidence from Unregulated Markets of Brussels and Paris," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 5, pages 107-122.
• Lynda S. Livingston, 2013, "Pac.Nw Travel Online," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 4, issue 2, pages 107-130.
• Jelena Minovic & Vlastimir Vukovic, 2013, "Analysis of the Serbian Capital Market," Economic Analysis, Institute of Economic Sciences, volume 46, issue 1-2, pages 1-11.
• Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013, "Equilibrium Fast Trading," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 769, Mar, revised Sep 2014.
• Alejandro Bernales & Massimo Guidolin, 2013, "The Effects of Information Asymmetries on the Success of Stock Option Listings," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 484.
• Sabrina Buti & Barbara Rindi & Yuanji Wen & Ingrid M. Werner, 2013, "Tick Size Regulation and Sub-Penny Trading," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 492.
• K. Ozgur DEMİRTAS & Yigit ATILGAN, 2013, "Reward-to-Risk Ratios in Turkish Financial Markets," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 323, pages 9-32.
• Metin TETİK & Mehmet İVRENDİ, 2013, "Para Politikası Beklentilerinin Finansal Yatırım Araçları Üzerindeki Etkileri: Türkiye Örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 333, pages 107-136.
• Evan F. Koenig, 2013, "Like a Good Neighbor: Monetary Policy, Financial Stability, and the Distribution of Risk," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 2, pages 57-82, June.
• Salvador Rivas Aceves, 2013, "La Regulación del Sistema Financiero: Un Modelo de Crecimiento," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 8, issue 2, pages 181-203, Julio-Dic.
• Thomas Stöckl & Jürgen Huber & Michael Kirchler & Florian Lindner, 2013, "Hot Hand and Gambler's Fallacy in Teams: Evidence from Investment Experiments," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-04, Jan.
• Morales-Pelagio, Ricardo Cristhian & López-Herrera, Francisco & Cabrera-Llanos, Agustín Ignacio, 2013, "Eficiencia de las principales acciones de la bolsa mexicana de valores: 2001-2012," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 37, pages 55-75, primer tr.
• John M. Kagochi & Omar M. Al Nasser & Ellene Kebede, 2013, "Does financial development hold the key to economic growth?: the case of sub-saharan Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 47, issue 2, pages 61-79, July-Dece.
• Renata Karkowska, 2013, "Instability In The Cee Banking System. Evidence From The Recent Financial Crisis," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 5, issue 4, pages 535-547, December.
• Benjamin Blau, 2013, "Informed short sales and option introductions," Annals of Finance, Springer, volume 9, issue 3, pages 365-382, August, DOI: 10.1007/s10436-012-0190-5.
• Robert Fernholz & Tomoyuki Ichiba & Ioannis Karatzas, 2013, "A second-order stock market model," Annals of Finance, Springer, volume 9, issue 3, pages 439-454, August, DOI: 10.1007/s10436-012-0193-2.
• Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013, "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, volume 9, issue 3, pages 519-541, August, DOI: 10.1007/s10436-012-0199-9.
• Hasanjan Sayit, 2013, "Absence of arbitrage in a general framework," Annals of Finance, Springer, volume 9, issue 4, pages 611-624, November, DOI: 10.1007/s10436-012-0207-0.
• Ryle Perera, 2013, "Optimal investment, consumption–leisure, insurance and retirement choice," Annals of Finance, Springer, volume 9, issue 4, pages 689-723, November, DOI: 10.1007/s10436-012-0214-1.
• Jong Lee & Jaemin Ryu & Dimitrios Tsomocos, 2013, "Measures of systemic risk and financial fragility in Korea," Annals of Finance, Springer, volume 9, issue 4, pages 757-786, November, DOI: 10.1007/s10436-012-0218-x.
• Benjamin Auer, 2013, "The low return distortion of the Sharpe ratio," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 3, pages 299-306, September, DOI: 10.1007/s11408-013-0213-x.
• Nelson Areal & Maria Cortez & Florinda Silva, 2013, "The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 4, pages 397-429, December, DOI: 10.1007/s11408-013-0218-5.
• Dimitrios Kyriazis & Chris Christou, 2013, "A Re-examination of the Performance of Value Strategies in the Athens Stock Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 2, pages 131-151, May, DOI: 10.1007/s11294-013-9402-7.
• Warren Bailey & Lin Zheng, 2013, "Banks, Bears, and the Financial Crisis," Journal of Financial Services Research, Springer;Western Finance Association, volume 44, issue 1, pages 1-51, August, DOI: 10.1007/s10693-012-0148-9.
• David Downs & Z. Güner, 2013, "Commercial Real Estate, Information Production and Market Activity," The Journal of Real Estate Finance and Economics, Springer, volume 46, issue 2, pages 282-298, February, DOI: 10.1007/s11146-011-9348-6.
• Atanas Christev & Jacques Melitz, 2013, "EMU, EU, Market Integration and Consumption Smoothing," Open Economies Review, Springer, volume 24, issue 5, pages 789-818, November, DOI: 10.1007/s11079-013-9269-5.
• Jürgen Huber & Michael Kirchler, 2013, "Corporate campaign contributions and abnormal stock returns after presidential elections," Public Choice, Springer, volume 156, issue 1, pages 285-307, July, DOI: 10.1007/s11127-011-9898-4.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2013, "Nominal interest rates and stationarity," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 4, pages 741-745, May, DOI: 10.1007/s11156-012-0296-x.
• Alex Huang, 2013, "Value at risk estimation by quantile regression and kernel estimator," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 2, pages 225-251, August, DOI: 10.1007/s11156-012-0308-x.
• Sunil Mohanty & Aigbe Akhigbe & Tawfeek Al-Khyal & Turki Bugshan, 2013, "Oil and stock market activity when prices go up and down: the case of the oil and gas industry," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 2, pages 253-272, August, DOI: 10.1007/s11156-012-0309-9.
• Darren Duxbury & Robert Hudson & Kevin Keasey & Zhishu Yang & Songyao Yao, 2013, "How prior realized outcomes affect portfolio decisions," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 4, pages 611-629, November, DOI: 10.1007/s11156-012-0325-9.
• Kam Chan & Jamie Tong & Frank Zhang, 2013, "Accounting research in the Asia–Pacific region: an update," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 4, pages 675-694, November, DOI: 10.1007/s11156-012-0328-6.
• Karin Jõeveer, 2013, "What do we know about the capital structure of small firms?," Small Business Economics, Springer, volume 41, issue 2, pages 479-501, August, DOI: 10.1007/s11187-012-9440-1.
• Massimo Guidolin & Francesca Rinaldi, 2013, "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, volume 74, issue 2, pages 183-217, February, DOI: 10.1007/s11238-012-9343-2.
• Fabian Fink & Yves S. Schüler, 2013, "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2013-01, Jan.
• Cheng Wee Tan & Dogan Tirtiroglu & Ercan Tirtiroglu, 2013, "Reits' Growth Options and Asset Pricing Dynamics across Time," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1303, Feb.
• Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang, 2013, "Liquidity Shocks and Stock Market Reactions," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1304, Feb.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2013, "Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1305, Feb.
• Turan G. Bali & Hao Zhou, 2013, "Risk, Uncertainty, and Expected Returns," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1306, Feb.
• Masahiko Egami & Yasuyuki Kato & Tomochika Sawaki, 2013, "An Analysis of CDS Market Liquidity by the Hawkes Process," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-13-001, Jun.
• Dominique Jacob, 2013, "Quels sont les enseignements de l'histoire du fédéralisme américain pour la zone euro actuelle ?," Larefi Working Papers, Larefi, Université Bordeaux 4, number 1305, May.
• Safi Ullah Khan & Zaheer Abbas, 2013, "Does Equity Derivatives Trading Affect the Systematic Risk of the Underlying Stocks in an Emerging Market: Evidence from Pakistan’s Futures Market," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 18, issue 1, pages 63-80, Jan-June.
• Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2013, "Financial Frictions and Inflation Differentials in a Monetary Union," Munich Reprints in Economics, University of Munich, Department of Economics, number 19365.
• Fabrice Rousseau & Laurent Germain & Anne Vanhems, 2013, "Irrational Market Makers," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n261-13.pdf.
• Khakpoor Moghadam, Amir, 2013, "Economic Freedom and Banking Stability in Selected Countries," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 8, issue 4, pages 137-157, October.
• Javier Andr√Âs & √Ìscar Arce & Carlos Thomas, 2013, "Banking Competition, Collateral Constraints, and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue s2, pages 87-125, December.
• Anand B. Gulati & James W. Kolari & Johan Knif, 2013, "Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 1-2, pages 1-47, March - J.
• Jaroslaw Godyn, 2013, "Intellectual Capital Valuation and Stock Market Performance in an Era of Financial Turmoil: Blue Chip Banks Listed in Stock Exchanges of the Visegrad Countries," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 9, issue 02, pages 53-61.
• Alessandro BANTERLE & Daniela VANDONE, 2013, "Price volatility and risk management: the case of rice," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2013-08, Apr.
• Olga Gorelkina & Wolfgang Kuhle, 2013, "Information Aggregation Through Stock Prices and the Cost of Capital," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2013_18, Oct.
• Aurora Murgea & Robert D. Reisz, 2013, "Does the Market Make us Happy? The Stock Market and Well-being," Economia politica, Società editrice il Mulino, issue 1, pages 69-86.
• Gerardo Coppola, 2013, "The European Retail Banking and the Day after the SEPA Migration," Banca Impresa Società, Società editrice il Mulino, issue 3, pages 365-388.
• Dennis W. Jansen, 2013, "Understanding the Sum of Perpetuities Method for Valuing Stock Prices," Journal of Economic Insight, Missouri Valley Economic Association, volume 39, issue 1, pages 65-72.
• Piet Clement & Ivo Maes, 2013, "The BIS and the Latin American debt crisis of the 1980s," Working Paper Research, National Bank of Belgium, number 247, Dec.
• Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman, 2013, "Winners and Losers: Creative Destruction and the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 18671, Jan.
• Claude B. Erb & Campbell R. Harvey, 2013, "The Golden Dilemma," NBER Working Papers, National Bureau of Economic Research, Inc, number 18706, Jan.