Research classified by Journal of Economic Literature (JEL) codes

2014

• Jiang, George J. & Lo, Ingrid, 2014, "Private information flow and price discovery in the U.S. treasury market," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 118-133, DOI: 10.1016/j.jbankfin.2014.06.026.
• Madan, Dilip B., 2014, "Modeling and monitoring risk acceptability in markets: The case of the credit default swap market," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 63-73, DOI: 10.1016/j.jbankfin.2014.05.024.
• Detollenaere, Benoit & Mazza, Paolo, 2014, "Do Japanese candlesticks help solve the trader’s dilemma?," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 386-395, DOI: 10.1016/j.jbankfin.2013.03.013.
• Pantzalis, Christos & Park, Jung Chul, 2014, "Too close for comfort? Geographic propinquity to political power and stock returns," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 57-78, DOI: 10.1016/j.jbankfin.2014.08.001.
• Csóka, Péter & Herings, P. Jean-Jacques, 2014, "Risk allocation under liquidity constraints," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 1-9, DOI: 10.1016/j.jbankfin.2014.08.017.
• Park, Tae-Jun & Lee, Youngjoo & Song, Kyojik “Roy”, 2014, "Informed trading before positive vs. negative earnings surprises," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 228-241, DOI: 10.1016/j.jbankfin.2014.09.016.
• in ’t Veld, Daan & van Lelyveld, Iman, 2014, "Finding the core: Network structure in interbank markets," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 27-40, DOI: 10.1016/j.jbankfin.2014.08.006.
• Smales, Lee A., 2014, "News sentiment in the gold futures market," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 275-286, DOI: 10.1016/j.jbankfin.2014.09.006.
• Paiardini, Paola, 2014, "The impact of economic news on bond prices: Evidence from the MTS platform," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 302-322, DOI: 10.1016/j.jbankfin.2014.08.007.
• Lynch, Andrew & Puckett, Andy & Yan, Xuemin (Sterling), 2014, "Institutions and the turn-of-the-year effect: Evidence from actual institutional trades," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 56-68, DOI: 10.1016/j.jbankfin.2014.06.028.
• Kim, Soon-Ho & Kim, Dongcheol, 2014, "Investor sentiment from internet message postings and the predictability of stock returns," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 708-729, DOI: 10.1016/j.jebo.2014.04.015.
• Vozlyublennaia, Nadia & Meshcheryakov, Artem, 2014, "Dynamic correlation structure and security risk," Journal of Economics and Business, Elsevier, volume 73, issue C, pages 48-64, DOI: 10.1016/j.jeconbus.2014.01.003.
• Papavassiliou, Vassilios G., 2014, "Cross-asset contagion in times of stress," Journal of Economics and Business, Elsevier, volume 76, issue C, pages 133-139, DOI: 10.1016/j.jeconbus.2014.02.002.
• Kovalenkov, Alexander & Vives, Xavier, 2014, "Competitive rational expectations equilibria without apology," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 211-235, DOI: 10.1016/j.jet.2013.05.002.
• Favara, Giovanni & Song, Zheng, 2014, "House price dynamics with dispersed information," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 350-382, DOI: 10.1016/j.jet.2013.05.001.
• Dionne, Georges & Li, Jingyuan, 2014, "When can expected utility handle first-order risk aversion?," Journal of Economic Theory, Elsevier, volume 154, issue C, pages 403-422, DOI: 10.1016/j.jet.2014.09.019.
• Hombert, Johan & Thesmar, David, 2014, "Overcoming limits of arbitrage: Theory and evidence," Journal of Financial Economics, Elsevier, volume 111, issue 1, pages 26-44, DOI: 10.1016/j.jfineco.2013.09.003.
• Tahoun, Ahmed, 2014, "The role of stock ownership by US members of Congress on the market for political favors," Journal of Financial Economics, Elsevier, volume 111, issue 1, pages 86-110, DOI: 10.1016/j.jfineco.2013.10.008.
• Cohen-Cole, Ethan & Kirilenko, Andrei & Patacchini, Eleonora, 2014, "Trading networks and liquidity provision," Journal of Financial Economics, Elsevier, volume 113, issue 2, pages 235-251, DOI: 10.1016/j.jfineco.2014.04.007.
• Hanson, Samuel G., 2014, "Mortgage convexity," Journal of Financial Economics, Elsevier, volume 113, issue 2, pages 270-299, DOI: 10.1016/j.jfineco.2014.05.002.
• Bonaparte, Yosef & Korniotis, George M. & Kumar, Alok, 2014, "Income hedging and portfolio decisions," Journal of Financial Economics, Elsevier, volume 113, issue 2, pages 300-324, DOI: 10.1016/j.jfineco.2014.05.001.
• Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2014, "Macroeconomic risk and hedge fund returns," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 1-19, DOI: 10.1016/j.jfineco.2014.06.008.
• So, Eric C. & Wang, Sean, 2014, "News-driven return reversals: Liquidity provision ahead of earnings announcements," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 20-35, DOI: 10.1016/j.jfineco.2014.06.009.
• Jiang, Hao & Sun, Zheng, 2014, "Dispersion in beliefs among active mutual funds and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 114, issue 2, pages 341-365, DOI: 10.1016/j.jfineco.2014.06.003.
• Popov, Alexander, 2014, "Credit constraints and investment in human capital: Training evidence from transition economies," Journal of Financial Intermediation, Elsevier, volume 23, issue 1, pages 76-100, DOI: 10.1016/j.jfi.2013.11.003.
• Büyükşahin, Bahattin & Robe, Michel A., 2014, "Speculators, commodities and cross-market linkages," Journal of International Money and Finance, Elsevier, volume 42, issue C, pages 38-70, DOI: 10.1016/j.jimonfin.2013.08.004.
• Andini, Monica & Andini, Corrado, 2014, "Finance, growth and quantile parameter heterogeneity," Journal of Macroeconomics, Elsevier, volume 40, issue C, pages 308-322, DOI: 10.1016/j.jmacro.2014.01.008.
• Huang, Yu Chuan & Chan, Shu Hui, 2014, "The house money and break-even effects for different types of traders: Evidence from Taiwan futures markets," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 1-13, DOI: 10.1016/j.pacfin.2013.10.008.
• Ko, Kuan-Cheng & Lin, Shinn-Juh & Su, Hsiang-Ju & Chang, Hsing-Hua, 2014, "Value investing and technical analysis in Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 14-36, DOI: 10.1016/j.pacfin.2013.10.004.
• Kim, Sangbae & In, Francis & Ji, Philip Inyeob & Park, Raphael Jonghyeon, 2014, "False discoveries in the performance of Australian managed funds," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 244-256, DOI: 10.1016/j.pacfin.2013.09.005.
• McGuinness, Paul B., 2014, "IPO firm value and its connection with cornerstone and wider signalling effects," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 138-162, DOI: 10.1016/j.pacfin.2014.02.003.
• Azmat, Saad & Skully, Michael & Brown, Kym, 2014, "The Shariah compliance challenge in Islamic bond markets," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 47-57, DOI: 10.1016/j.pacfin.2013.11.003.
• Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Melvin, Michael, 2014, "Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 163-181, DOI: 10.1016/j.pacfin.2014.04.001.
• Lee, Hsiu-Chuan & Tseng, Yung-Ching & Yang, Chung-Jen, 2014, "Commonality in liquidity, liquidity distribution, and financial crisis: Evidence from country ETFs," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 35-58, DOI: 10.1016/j.pacfin.2014.03.006.
• León, Carlos & Leiton, Karen & Pérez, Jhonatan, 2014, "Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 415, issue C, pages 407-420, DOI: 10.1016/j.physa.2014.08.020.
• Zhu, Hui, 2014, "Implications of limited investor attention to customer–supplier information transfers," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 3, pages 405-416, DOI: 10.1016/j.qref.2014.02.003.
• Zhang, Bing & Li, Xiao-Ming, 2014, "Has there been any change in the comovement between the Chinese and US stock markets?," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 525-536, DOI: 10.1016/j.iref.2013.08.001.
• Márquez, Elena & Nieto, Belén & Rubio, Gonzalo, 2014, "Stock returns with consumption and illiquidity risks," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 57-74, DOI: 10.1016/j.iref.2013.04.003.
• Sakawa, Hideaki & Ubukata, Masato & Watanabel, Naoki, 2014, "Market liquidity and bank-dominated corporate governance: Evidence from Japan," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 1-11, DOI: 10.1016/j.iref.2013.11.005.
• Fesselmeyer, Eric & Mirman, Leonard J. & Santugini, Marc, 2014, "Risk sharing in an asymmetric environment," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 1-8, DOI: 10.1016/j.iref.2014.06.004.
• Mohan, Nancy, 2014, "A review of the gender effect on pay, corporate performance and entry into top management," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 41-51, DOI: 10.1016/j.iref.2014.06.005.
• Apergis, Nicholas & Payne, James E., 2014, "Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets," Review of Financial Economics, Elsevier, volume 23, issue 1, pages 46-53, DOI: 10.1016/j.rfe.2013.08.003.
• Auer, Benjamin R., 2014, "Should hedge funds be cautious reporting high returns?," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 195-201, DOI: 10.1016/j.ribaf.2013.07.004.
• Hahl, Teemu & Vähämaa, Sami & Äijö, Janne, 2014, "Value versus growth in IPOs: New evidence from Finland," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 17-31, DOI: 10.1016/j.ribaf.2013.11.004.
• Aggarwal, Raj & Goodell, John W., 2014, "Cross-national differences in access to finance: Influence of culture and institutional environments," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 193-211, DOI: 10.1016/j.ribaf.2013.09.004.
• Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2014, "The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-71, Nov.
• Yahir López Chuken, 2014, "Una medida de estrés financiero para México y su relación con la actividad económica," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 8, issue 1, pages 1-15.
• Mine AKSOY, 2014, "The Effects of Terrorism on Turkish Stock Market," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 1, pages 31-41.
• Berna AYDOGAN & Gulin VARDAR & Gokce TUNC, 2014, "The Interaction of Mutual Fund Flows and Stock Returns: Evidence From The Turkish Capital Market," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 2, pages 163-173.
• Kondor, Peter & Vayanos, Dimitri, 2014, "Liquidity risk and the dynamics of arbitrage capital," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 55910, Feb.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2014, "Walrasian foundations for equilibria in segmented markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 55940, Jun.
• Shiryaev, Albert N. & Zhitlukhin, Mikhail N. & Ziemba, William T., 2014, "Land and stock bubbles, crashes and exit strategies in Japan circa 1990 and in 2013," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59288, Aug.
• Lleo, Sebastien & Ziemba, William T., 2014, "Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59290, Aug.
• MacLean, Leonard C. & Zhao, Yonggan & Ziemba, William T., 2014, "Optimal capital growth with convex shortfall penalties," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59292, Jul.
• Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2014, "Model risk of risk models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59296, Apr.
• Schwandt, Hannes, 2014, "Wealth shocks and health outcomes: evidence from stock market fluctuations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60352, Jul.
• Lleo, Sebastien & Ziemba, Bill, 2014, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60960, Sep.
• George Bragues, 2014, "Has Fritz Machlup Stood the Test of Time? Revisiting his Monetary Analysis of the Stock Market☆A version of this paper was presented at the third biennial Wirth Institute Workshop on Austrian Economics held in Lake Louise, Alberta, Canada, September ," Advances in Austrian Economics, Emerald Group Publishing Limited, "Entangled Political Economy", DOI: 10.1108/S1529-213420140000018007.
• Chi Wan & Zhijie Xiao, 2014, "Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033020.
• Debasish Maitra, 2014, "Do volume and open interest explain volatility?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 3, pages 226-243, July, DOI: 10.1108/JFEP-04-2013-0012.
• Tess DeLean & Joseph P. Joyce, 2014, "Stock markets and the costs of banking crises," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 6, issue 4, pages 342-361, October, DOI: 10.1108/JFEP-01-2014-0003.
• Vera Palea, 2014, "Fair value accounting and its usefulness to financial statement users," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 12, issue 2, pages 102-116, September, DOI: 10.1108/JFRA-04-2013-0021.
• Marielle de Jong & Hongwen Wu, 2014, "Fundamental indexation for bond markets," Journal of Risk Finance, Emerald Group Publishing Limited, volume 15, issue 3, pages 264-274, May, DOI: 10.1108/JRF-05-2014-0060.
• Sujit Kalidas & Andrew Kelly & Alastair Marsden, 2014, "New Zealand venture capital funds and access to new financing: an exploratory study," Pacific Accounting Review, Emerald Group Publishing Limited, volume 26, issue 3, pages 196-225, November, DOI: 10.1108/PAR-04-2013-0024.
• Tomoki Kitamura & Munenori Nakasato, 2014, "An experimental analysis of myopic loss aversion," Research in Experimental Economics, Emerald Group Publishing Limited, "Experiments in Financial Economics", DOI: 10.1108/S0193-2306(2013)0000016006.
• Silvio John Camilleri & Christopher J. Green, 2014, "Stock market predictability," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 31, issue 4, pages 354-370, September, DOI: 10.1108/SEF-06-2012-0070.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2014, "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-24.
• Apostolos G. Christopoulos & Spyros Papathanasiou & Petros Kalantonis & Andreas Chouliaras & Savvas Katsikides, 2014, "An Investigation of Cointegration and Casualty Relationships between the PIIGS’ Stock Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 109-123.
• Óscar Javier de la Garza Garza. & Raúl Ángel Martínez Ibarra., 2014, "La desvinculación del sector financiero con la economía real en el caso mexicano: una prueba de cointegración," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 41, issue 2, pages 107-126, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/412014/delaGarz.
• Jürgen Huber & Michael Kirchler & Daniel Kleinlercher & Matthias Sutter, 2014, "Market vs. residence principle : experimental evidence on the effects of a financial transaction tax," Economics Working Papers, European University Institute, number ECO2014/03.
• Bisin, Alberto; & Gottardi, Piero; & Ruta, Guido, 2014, "Equilibrium corporate finance and intermediation," Economics Working Papers, European University Institute, number ECO2014/09.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with production: bubbles and efficiency," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 14-09.
• Petra Andrlíková, 2014, "Bayesian default probability models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/14, Apr, revised Apr 2014.
• Pérez García Francisco (ed.), 2014, "Crecimiento y competitividad: los desafíos de un desarrollo inteligente," Reports, Fundacion BBVA / BBVA Foundation, number 2014156, edition 1, spring.
• Péter Csóka & P. Jean-Jacques Herings, 2014, "Risk Allocation under Liquidity Constraints," Working Papers, Fondazione Eni Enrico Mattei, number 2014.47, Apr.
• Mary Robertson, 2014, "Housing Provision, Finance, and Well-Being in Europe," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper14, Mar.
• Jerome Creel & Paul Hubert & Fabien Labondance, 2014, "Financial Stability and Economic Performance," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper35, Jul.
• Alessandro Vercelli, 2014, "Implications of different understandings of financial crises for divergent conclusions on the connections between finance and sustainability," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper46, Jul.
• Nikolay Gospodinov & Ibrahim Jamali, 2014, "The Response of Stock Market Volatility to Futures-Based Measures of Monetary Policy Shocks," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2014-14, Aug.
• Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2014, "The Extent and Cyclicality of Career Changes: Evidence for the U.K," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-21, Aug, DOI: 10.24148/wp2014-21.
• Jón Daníelsson & Kevin James & Marcela Valenzuela & Ilknur Zer, 2014, "Model Risk of Risk Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-34, Apr.
• Ivan T. Ivanov & João A. C. Santos & Thu Vo, 2014, "Tying loan interest rates to borrowers' CDS spreads," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-70, Jun.
• Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2014, "Financial Stability Monitoring," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2014-08-04, Aug, DOI: 10.17016/2380-7172.0026.
• Carol C. Bertaut & Ruth A. Judson, 2014, "Estimating U.S. Cross-Border Securities Positions: New Data and New Methods," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1113, Aug.
• Gara Afonso & Ricardo Lagos, 2014, "Trade Dynamics in the Market for Federal Funds," Working Papers, Federal Reserve Bank of Minneapolis, number 710, Mar.
• Gara Afonso & Ricardo Lagos, 2014, "The Over-the-Counter Theory of the Fed Funds Market: A Primer," Working Papers, Federal Reserve Bank of Minneapolis, number 711, Apr.
• Fatih Guvenen & Greg Kaplan & Jae Song, 2014, "The Glass Ceiling and the Paper Floor: Gender Differences among Top Earners, 1981–2012," Working Papers, Federal Reserve Bank of Minneapolis, number 716, Oct.
• Samuel Antill & David Hou & Asani Sarkar, 2014, "Components of U.S. financial sector growth, 1950-2013," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 59-83.
• William Dudley, 2014, "Restoring confidence in reference rates," Speech, Federal Reserve Bank of New York, number 143, Oct.
• William Dudley, 2014, "The 2015 economic outlook and the implications for monetary policy," Speech, Federal Reserve Bank of New York, number 153, Dec.
• J. Benson Durham, 2014, "Arbitrage-free affine models of the forward price of foreign currency," Staff Reports, Federal Reserve Bank of New York, number 665, Feb.
• Nina Boyarchenko & Andreas Fuster & David O. Lucca, 2014, "Understanding mortgage spreads," Staff Reports, Federal Reserve Bank of New York, number 674, May.
• Tobias Adrian & Karol Jan Borowiecki & Alexander Tepper, 2014, "A Leverage-Based Measure of Financial Instability," Staff Reports, Federal Reserve Bank of New York, number 688, Aug.
• Péter Kondor & Dimitri Vayanos, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," FMG Discussion Papers, Financial Markets Group, number dp730.
• Erick W. Rengifo & Debra Emanuela Trifan & Debra Rossen Trendafilov, 2014, "Investors Facing Risk: Prospect Theory and Non-Expected Utility in Portfolio Selection," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2014-03.
• Erick W. Rengifo & Debra Emanuela Trifan & Debra Rossen Trendafilov, 2014, "The Individually Accepted Loss," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2014-04.
• Gary Koop & Dimitris Korobilis, 2014, "Model uncertainty in panel vector autoregressive models," Working Papers, Business School - Economics, University of Glasgow, number 2014_10, Aug.
• Dalia El-Shiaty & Ahmed Abdelmotelib Badawi, 2014, "Herding Behavior in the Stock Market: An Empirical Analysis of the Egyptian Exchange," Working Papers, The German University in Cairo, Faculty of Management Technology, number 37, Jan.
• Stephen B. Kaplan & Kaj Thomsson, 2014, "The Political Economy of Sovereign Debt: Global Finance and Electoral Cycles," Working Papers, The George Washington University, Institute for International Economic Policy, number 2015-1, Dec.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014, "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01020635, Mar.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with production: bubbles and efficiency," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01020888, May.
• Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01147470, Aug.
• Marine Carrasco & Rachidi Kotchoni, 2014, "Adaptive Realized Kernels," Post-Print, HAL, number hal-01386059, DOI: 10.1093/jjfinec/nbu015.
• Anne-Laure Delatte & Claude Lopez, 2014, "Commodity and Equity Markets: Some Stylized Facts from a Copula Approach," Post-Print, HAL, number hal-01410596, DOI: 10.1016/j.jbankfin.2013.06.012.
• Bertrand Candelon & Sessi Tokpavi, 2014, "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Post-Print, HAL, number hal-01411694.
• Christophe J. Godlewski, 2014, "The determinants of multiple bank loan renegotiations in Europe," Post-Print, HAL, number hal-03047758, Jul, DOI: 10.1016/j.irfa.2014.07.005.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014, "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Post-Print, HAL, number halshs-01020635, Mar.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with production: bubbles and efficiency," Post-Print, HAL, number halshs-01020888, May.
• Valérie Revest & Alessandro Sapio, 2014, "L'Alternative Investment Market : un modèle pour le financement des petites et moyennes capitalisations ?," Post-Print, HAL, number halshs-01062613, DOI: 10.3917/ecofi.114.0167.
• Herve Alexandre & Karima Bouaiss & Catherine Refait-Alexandre, 2014, "Banking Relationships and Syndicated Loans during the 2008 Financial Crisis," Post-Print, HAL, number halshs-01067252, Aug, DOI: 10.1007/s10693-013-0172-4.
• Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with financial asset and physical capital," Post-Print, HAL, number halshs-01147470, Aug.
• Paul Lagneau-Ymonet & Amir Rezaee & Angelo Riva, 2014, "Is the proof of the pudding in the eating? » - Comparaison entre l’Alternative Investment Market et Alternext," Post-Print, HAL, number halshs-01207195, Jun.
• Paul Lagneau-Ymonet & Amir Rezaee & Angelo Riva, 2014, "Is the proof of the pudding in the eating? » - Comparaison entre l’Alternative Investment Market et Alternext," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01207195, Jun.
• Raphaël Homayoun Boroumand & Stéphane Goutte & Simon Porcher & Thomas Porcher, 2014, "A Conditional Markov Regime Switching Model to Study Margins: Application to the French Fuel Retail Markets," Working Papers, HAL, number hal-01090837, Nov.
• Philippe Charlot & Olivier Darné & Zakaria Moussa, 2014, "Commodity returns co-movements: Fundamentals or "style" effect?," Working Papers, HAL, number hal-01093631, Dec.
• Jjrrme Dugast & Thierry Foucault, 2014, "False News, Informational Efficiency, and Price Reversals," Working Papers, HAL, number hal-02058260, Feb, DOI: 10.2139/ssrn.2398904.
• Thierry Foucault & Roman Kozhan & Wing Wah Tham, 2014, "Toxic Arbitrage," Working Papers, HAL, number hal-02058262, Mar, DOI: 10.2139/ssrn.2409054.
• Bertrand Candelon & Sessi Tokpavi, 2014, "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Working Papers, HAL, number hal-04141347.
• Sofiane Aboura & Julien Chevallier, 2014, "Cross-Market Spillovers with 'Volatility Surprise'," Working Papers, HAL, number halshs-01052488, Jul.
• Gilles de Truchis & Florent Dubois, 2014, "Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets," Working Papers, HAL, number halshs-01065775, Sep.
• Dóra Balog & Tamás László Bátyi & Péter Csóka & Miklós Pintér, 2014, "Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1417, Jul.
• Byström, Hans, 2014, "Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges," Working Papers, Lund University, Department of Economics, number 2014:34, Sep.
• Byström, Hans, 2014, "Language, News and Volatility," Working Papers, Lund University, Department of Economics, number 2014:41, Nov.
• Aase, Knut K., 2014, "Recursive utility using the stochastic maximum principle," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/3, Feb, revised 25 Mar 2015.
• Aase, Knut K., 2014, "Heterogeneity and limited stock market Participation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/5, Feb, revised 25 Mar 2015.
• Aase, Knut K., 2014, "Recursive utility and jump-diffusions," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2014/9, Mar.
• Dennis, Patrick J. & Sandås, Patrik, 2014, "Does Trading Anonymously Enhance Liquidity?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 288, Oct.
• Tepper, Alexander & Borowiecki, Karol Jan, 2014, "A Leverage-Based Measure of Financial Instability," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 14/2014, Aug.
• Odegaard, Bernt Arne, 2014, "Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2013," UiS Working Papers in Economics and Finance, University of Stavanger, number 2014/1, Jan.
• Jørgensen, Kjell & Skjeltorp, Johannes Atle & Ødegaard, Bernt Arne, 2014, "Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance, University of Stavanger, number 2014/3, Feb.
• Akinci, Gönül Yüce & Akinci, Merter & Yilmaz, Ömer, 2014, "Financial Development-Economic Growth Nexus : A Panel Data Analysis Upon Oecd Countries," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 55, issue 1, pages 33-50, June, DOI: 10.15057/26816.
• Mirna Dumičić, 2014, "Financial Stress Indicators for Small, Open, Highly Euroised Countries – the Case of Croatia," Working Papers, The Croatian National Bank, Croatia, number 41, Dec.
• Dragos Stefan Oprea, 2014, "The Fisher effect: Evidence from the Romanian Stock Market," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 5, pages 637-644, May.
• Dragos Stefan Oprea, 2014, "The Halloween Effect Evidence from Romania," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 7, pages 463-471, July.
• Dinh Tran Ngoc Huy, 2014, "The Volatility of Market Risk In Viet Nam Listed Public Utilities Company Groups during and after the Financial Crisis 2007-2009," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 2, issue 1, pages 26-37, March.
• Stoyu I. Ivanov & Kenneth Leong & Janis K. Zaima, 2014, "An Empirical Examination of Negative Economic Value Added Firms," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 1, pages 103-112.
• Omar Gharaibeh & Graham Bornholt & Michael Dempsey, 2014, "Evidence on Industry Cost of Equity Estimators," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 1-15.
• Lynda S. Livingston, 2014, "Finding The Discount Rate For A Private Firm Using Public Comparables," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 5, issue 1, pages 37-49.
• Seok Young Hong & Oliver Linton & Hui Jun Zhang, 2014, "Multivariate variance ratio statistics," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP29/14, Jun.
• Öyküm Esra AŞKIN & Ali Hakan BÜYÜKLÜ, 2014, "Testing the Calendar Anomalies for BIST City Indexes with Symmetric and Asymmetric GARCH Models," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 336, pages 59-82.
• Marcello Pericoli, 2014, "Real Term Structure and Inflation Compensation in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 1, pages 1-42, March.
• Valentina Michelangeli & Mario Pietrunti, 2014, "A Microsimulation Model to evaluate Italian Households Financial Vulnerability," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 3, pages 53-79.
• Nidhi Aggarwal & Susan Thomas, 2014, "The causal impact of algorithmic trading on market quality," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2014-023, Jul.
• Codruta Maria FAT & Simona MUTU, 2014, "Analyzing The Relationship Between Eonia And Eoniaswap Rates. A Cointegration Approach," Romanian Journal of Economics, Institute of National Economy, volume 38, issue 1(47), pages 197-207, June.
• Michael Kirchler & Caroline Bonn & Jürgen Huber & Michael Razen, 2014, "The "Inflow-Effect" - Trader Inflow and Bubble Formation in Asset Markets," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2014-22, Sep.
• Bruna Skarica, 2014, "Determinants of non-performing loans in Central and Eastern European countries," Financial Theory and Practice, Institute of Public Finance, volume 38, issue 1, pages 37-59.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014, "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers, Department of Research, Ipag Business School, number 2014-105, Jan.
• Fredj Jawadi & Nabila Jawadi & Waël Louhichi, 2014, "Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis," Working Papers, Department of Research, Ipag Business School, number 2014-279, Jan.
• Amal Aouadi & Mohamed Arouri & Frédéric Teulon, 2014, "Investor Following and Volatility: A GARCH Approach," Working Papers, Department of Research, Ipag Business School, number 2014-286, Jan.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with production: bubbles and efficiency," Working Papers, Department of Research, Ipag Business School, number 2014-306, Jan.
• Jean-Michel Sahut, 2014, "A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates," Working Papers, Department of Research, Ipag Business School, number 2014-352, Jan.
• Núñez-Mora, José Antonio & Mata-Mata, Leovardo, 2014, "Una aplicación de la teoría de matrices aleatorias para analizar la variación del rendimiento de diferentes commodities a lo largo del periodo 2000-2012," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 41, pages 7-20, segundo s.
• António Afonso & Maria João Guedes, 2014, "EU Finance Ministers, Capital Markets and Fiscal Outcomes," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2014/01, Jan.
• Huber, Jürgen & Kirchler, Michael & Kleinlercher, Daniel & Sutter, Matthias, 2014, "Market vs. Residence Principle: Experimental Evidence on the Effects of a Financial Transaction Tax," IZA Discussion Papers, IZA Network @ LISER, number 7978, Feb.
• Schwandt, Hannes, 2014, "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," IZA Discussion Papers, IZA Network @ LISER, number 8298, Jun.
• Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2014, "The Extent and Cyclicality of Career Changes: Evidence for the U.K," IZA Discussion Papers, IZA Network @ LISER, number 8430, Aug.
• Sabyasachi Kar & Kumarjit Mandal, 2014, "Re-examining the finance-growth relationship for a developing economy: A time series analysis of post-reform India," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 1, pages 83-105, January-M.
• Tarron Khemraj & Sukrishnalall Pasha, 2014, "The determinants of bid-ask spread in the guyanese fx market," Journal of Developing Areas, Tennessee State University, College of Business, volume 48, issue 2, pages 39-62, April-Jun.
• Ya-Chi Huang, 2014, "Re-Exploring the Existence of Arbitrage Opportunity with an Agent-based Artificial Stock Market," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 10, issue 2, pages 157-180, July.
• Luis Eduardo Quintero, 2014, "Housing Consumption and Prices in a Unified Metropolitan Market with Heterogeneous Preferences," 2014 Papers, Job Market Papers, number pqu53, Dec.
• Radka Picková, 2014, "Generalized volatility-stabilized processes," Annals of Finance, Springer, volume 10, issue 1, pages 101-125, February, DOI: 10.1007/s10436-013-0230-9.
• Ernst Eberlein & Dilip Madan & Martijn Pistorius & Wim Schoutens & Marc Yor, 2014, "Two price economies in continuous time," Annals of Finance, Springer, volume 10, issue 1, pages 71-100, February, DOI: 10.1007/s10436-013-0228-3.
• Andrey Sarantsev, 2014, "On a class of diverse market models," Annals of Finance, Springer, volume 10, issue 2, pages 291-314, May, DOI: 10.1007/s10436-013-0245-2.
• Barik Kumar & M. Supriya, 2014, "Evidence on Hedging Effectiveness in Indian Derivatives Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 21, issue 2, pages 121-131, May, DOI: 10.1007/s10690-014-9179-6.
• Katelyn Rowley & Michael Seeborg, 2014, "Surprising Recent Immigrant Wage Growth: Evidence from Information Technology Occupations," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 42, issue 1, pages 115-116, March, DOI: 10.1007/s11293-014-9411-9.
• Christian Glocker & Serguei Kaniovski, 2014, "A financial market stress indicator for Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 41, issue 3, pages 481-504, August, DOI: 10.1007/s10663-014-9246-2.
• Stephan Meyer & Sebastian Schroff & Christof Weinhardt, 2014, "(Un)skilled leveraged trading of retail investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 2, pages 111-138, May, DOI: 10.1007/s11408-014-0225-1.
• Yacine Hammami, 2014, "An empirical investigation of asset pricing models under divergent lending and borrowing rates," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 3, pages 263-279, August, DOI: 10.1007/s11408-014-0233-1.
• Tchai Tavor, 2014, "Abnormal investor response to the index effect for daily and intraday data," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 3, pages 281-303, August, DOI: 10.1007/s11408-014-0234-0.
• Andreas Höfer & Andreas Oehler, 2014, "Analyst Recommendations and Regulation: Scopes for European Policy Makers to Enhance Investor Protection," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 4, pages 369-384, November, DOI: 10.1007/s11294-014-9484-x.
• Trevor Chamberlain & Rahman Khokhar, 2014, "Canadian Stock Returns and the Term Structure of Interest Rates," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 4, pages 465-466, November, DOI: 10.1007/s11294-014-9491-y.
• Hervé Alexandre & Karima Bouaiss & Catherine Refait-Alexandre, 2014, "Banking Relationships and Syndicated Loans during the 2008 Financial Crisis," Journal of Financial Services Research, Springer;Western Finance Association, volume 46, issue 1, pages 99-113, August, DOI: 10.1007/s10693-013-0172-4.
• Sheng Guo & William Hardin, 2014, "Wealth, Composition, Housing, Income and Consumption," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 2, pages 221-243, February, DOI: 10.1007/s11146-012-9390-z.
• Nusret Cakici & Isil Erol & Dogan Tirtiroglu, 2014, "Tracking the Evolution of Idiosyncratic Risk and Cross-Sectional Expected Returns for US REITs," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 3, pages 415-440, April, DOI: 10.1007/s11146-013-9410-7.
• Jeffrey Jones & Jenny Gu & Pu Liu, 2014, "Do dividend initiations signal a reduction in risk? Evidence from the option market," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 143-158, January, DOI: 10.1007/s11156-012-0337-5.
• Judson Caskey & Kyle Peterson, 2014, "Conservatism measures that control for the effects of economic rents on stock returns," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 4, pages 731-756, May, DOI: 10.1007/s11156-013-0360-1.