Research classified by Journal of Economic Literature (JEL) codes

2014

• John Eshleman & Peng Guo, 2014, "The market’s use of supplier earnings information to value customers," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 2, pages 405-422, August, DOI: 10.1007/s11156-013-0379-3.
• Dina El-Mahdy & Myung Park, 2014, "Internal control quality and information asymmetry in the secondary loan market," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 4, pages 683-720, November, DOI: 10.1007/s11156-013-0389-1.
• Jin-Huei Yeh & Jying-Nan Wang & Chung-Ming Kuan, 2014, "A noise-robust estimator of volatility based on interquantile ranges," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 4, pages 751-779, November, DOI: 10.1007/s11156-013-0391-7.
• Masafumi Kozuka, 2014, "Policy Duration Effects, Quantitative Monetary Easing Policy and Economic Growth: Evidence from Japanese Time Series Data," Discussion Papers, Graduate School of Economics, Kobe University, number 1410, Mar.
• Raimonda Martinkutė-Kaulienė, 2014, "Risk Factors in Derivatives Markets," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 2, issue 4, pages 71-83.
• Kondor, Péter & Koren, Miklós & Pál, Jenő & Szeidl, Ádám, 2014, "Cégek kapcsolati hálózatainak gazdasági szerepe
  [The economic role of the networks of connections possessed by firms]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1341-1360.
• Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai, 2014, "The change of correlation structure across industries:an analysis in the regime-switching framework," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-14-002, Apr.
• Marie-Hélène Broihanne & Christophe J. GODLEWSKI, 2014, "Building reputation on the syndicated lending market: A participant bank perspective," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2014-02.
• Kavita Sirichand & Andrew Vivian & Mark E.Wohar, 2014, "Examining real interest parity: which component reverts quickest and in which regime?," Discussion Paper Series, Department of Economics, Loughborough University, number 2014_05, Jul, revised Jul 2014.
• Rizwana Bashir & Rabia Shakir & Badar Ashfaq & Atif Hassan, 2014, "The Efficiency of Foreign Exchange Markets in Pakistan: An Empirical Analysis," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 19, issue 1, pages 133-149, Jan-June.
• Shahchera, Mahshid, 2014, "Compliance with the Basel Core Principles in Iranian Banking System," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 18, pages 109-129, March.
• Shahchera, Mahshid & Keshishian, Lian, 2014, "Simultaneous Effects of Bank Concentration and Monetary Policy on Bank Lending Channel in Iranian Banking System," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 7, issue 19, pages 27-50, May.
• ZalbgiDarestani, Hesam, 2014, "Main Determinants of Stability in Iran's Banking System," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 7, issue 20, pages 307-327, July.
• Adabi firouzjaee, Bagher & Mehrara, Mohsen & Mohammadi, Shapour, 2014, "Optimal Portfolio Selection for Tehran Stock Exchange Using Conditional, Partitioned and Worst-case Value at Risk Measures," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 1, pages 1-30, October.
• Bastanzad, Hossein, 2014, "A New Policy Environment to Achieve Monetary Goals," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 4, pages 73-108, July.
• Siemroth, Christoph, 2014, "Why prediction markets work : The role of information acquisition and endogenous weighting," Working Papers, University of Mannheim, Department of Economics, number 14-02.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2014, "On existence and bubbles of Ramsey equilibrium with borrowing constraints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14040, Mar, DOI: 10.1007/s00199-014-0810-6.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with production: bubbles and efficiency," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14043, May.
• Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14085, Aug.
• Cuong Le Van & Ngoc-Sang Pham, 2014, "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14085r, Aug, revised Feb 2015, DOI: 10.1007/s00199-015-0881-z.
• Orléan, André, 2014, "The Empire of Value: A New Foundation for Economics," MIT Press Books, The MIT Press, number 026202697x, edition 1, ISBN: ARRAY(0x679ec4c8), December.
• Guiying Laura WU & Qu FENG & Pei LI, 2014, "Does Local Governments' Budget Deficit Push Up Housing Prices in China?," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1409, Aug.
• Michał Zator, 2014, "Transaction costs and volatility on Warsaw Stock Exchange: implications for financial transaction tax," Bank i Kredyt, Narodowy Bank Polski, volume 45, issue 4, pages 349-372.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014, "Scale and Skill in Active Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 19891, Feb.
• Robert F. Stambaugh, 2014, "Investment Noise and Trends," NBER Working Papers, National Bureau of Economic Research, Inc, number 20072, Apr.
• Alberto Bisin & Gian Luca Clementi & Piero Gottardi, 2014, "Capital Structure and Hedging Demand with Incomplete Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20345, Jul.
• Jonathan B. Berk & Jules H. van Binsbergen, 2014, "Assessing Asset Pricing Models Using Revealed Preference," NBER Working Papers, National Bureau of Economic Research, Inc, number 20435, Aug.
• Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2014, "Growth Expectations, Dividend Yields, and Future Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 20651, Oct.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014, "Do Funds Make More When They Trade More?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20700, Nov.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2014, "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1404, Dec.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2014, "Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1405, Dec.
• Michael Bleaney & Zhiyong Li, 2014, "A New Spread Estimator," Discussion Papers, University of Nottingham, School of Economics, number 14/01, Jan.
• Michael Bleaney & Zhiyong Li, 2014, "Decomposing the bid-ask spread in multi-dealer markets," Discussion Papers, University of Nottingham, School of Economics, number 14/03, Mar.
• Elson Rodrigo de Souza-Santos & Armando Dalla Costa, 2014, "As características da estrutura financeira brasileira e a trajetória de industrialização [Characteristics of the Brazilian financial structure and the industrialization trajectory]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 24, issue 2, pages 243-264, May-Augus.
• Fernanda Finotti Cordeiro Perobelli & Luiz Eduardo Teixeira Brandão & Taiany Abreu Soares, 2014, "Qual o melhor momento para a abertura de capital? Analisando o timing dos IPOS das empresas brasileiras de energia a partir da teoria de opções reais [What is the best time for initial public offer? Analyzing the timing of IPOS of brazilian energy co," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 24, issue 2, pages 337-362, May-Augus.
• Goldstein, Itay & Sapra, Haresh, 2014, "Should Banks' Stress Test Results be Disclosed? An Analysis of the Costs and Benefits," Foundations and Trends(R) in Finance, now publishers, volume 8, issue 1, pages 1-54, March, DOI: 10.1561/0500000038.
• Prakash Kumar Shrestha Ph.D. & Biggyan Raj Subedi, 2014, "Determinants of Stock Market Performance in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 26, issue 2, pages 25-40, October.
• Eduardo Olaberría, 2014, "US Long Term Interest Rates and Capital Flows to Emerging Economies," OECD Economics Department Working Papers, OECD Publishing, number 1155, Jul, DOI: 10.1787/5jz0wh67l733-en.
• Nicolas Albacete & Judith Eidenberger & Gerald Krenn & Peter Lindner & Michael Sigmund, 2014, "Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 27, pages 95-110.
• Sechel Ioana-Cristina & Ciobanu Gheorghe, 2014, "Characteristics Of The Emerging Market Economies - Brics, From The Perspective Of Stock Exchange Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 40-49, July.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2014, "Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 14-01, Jan.
• Seongman Moon & Carlos Velasco, 2014, "On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 151-173.
• Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2014, "Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 2, pages 206-246.
• Constantin Laura-Gabriela, 2014, "Online Disclosing Information on the Catastrophe Bonds Transactions – a European Perspective," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 467-472, May.
• Massimiliano Caporin & Eduardo Rossi & Paolo Santucci De Magistris, 2014, "Chasing Volatility. A Persistent Multiplicative Error Model With Jumps," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0186, Sep.
• Monika Hadas-Dyduch, 2014, "The market for structured products in the context of inflation," Chapters, Institute of Economic Research, chapter 5, in: Monika Papiez & S³awomir Smiech, "Proceedings of the 8th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena".
• Dorota Ostrowska, 2014, "Insurance Market Development In Comparison With Other Financial Markets Segments In Poland In The Prosperity And Recession," Oeconomia Copernicana, Institute of Economic Research, volume 5, issue 3, pages 153-170, September, DOI: 10.12775/OeC.2014.024.
• Aleksandra Pieloch-Babiarz, 2014, "Catering approach to the dividend payment policy on the Warsaw Stock Exchange," Working Papers, Institute of Economic Research, number 43/2014, Dec, revised Dec 2014.
• Sabin Armăşelu, 2014, "Risk Management Companies and Hedge Accounting," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 14, issue 2, pages 5-12.
• Attaullah Shah & Jasir Ilyas, 2014, "Is Negative Profitability-Leverage Relation the only Support for the Pecking Order Theory in Case of Pakistani Firms?," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 53, issue 1, pages 33-55.
• Jamshed Y. Uppal & Syeda Rabab Mudakkar, 2014, "Mitigating Vulnerability to Oil Price Risk— Applicability of Risk Models to Pakistan’s Energy Problem," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 53, issue 3, pages 293-308.
• Rubina Shaheen & Attiya Yasmin Javid, 2014, "Effect of Credit Rating on Firm Performance and Stock Return; Evidence form KSE Listed Firms," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2014:104.
• Olkhov, Victor, 2014, "Expressions of market-based correlations between prices and returns of two assets," MPRA Paper, University Library of Munich, Germany, number 123009, Dec.
• Facchini, François, 2014, "Retour sur la crise et les politiques mises en œuvre : une perspective autrichienne
  [Past and Future of the crisis]," MPRA Paper, University Library of Munich, Germany, number 52984, Jan.
• Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2014, "Un modelo TGARCH con una distribución t de Student asimétrica y las hipotesis de racionalidad de los inversionistas bursátiles en Latinoamérica
  [A TGARCH model with an asymmetric Student´s t distribution and the rationality hypotheses of stock inv," MPRA Paper, University Library of Munich, Germany, number 53019, Jan.
• Cosma, Antonio & Galli, Fausto, 2014, "A non parametric ACD model," MPRA Paper, University Library of Munich, Germany, number 53990, Feb.
• Sylvain, Serginio, 2014, "Does Human Capital Risk Explain The Value Premium Puzzle?," MPRA Paper, University Library of Munich, Germany, number 54551, Mar.
• Ivanov, Sergei, 2014, "Exploiting of fundamental interest rates inefficiency," MPRA Paper, University Library of Munich, Germany, number 54627, Mar.
• Malik, Saif Ullah, 2014, "Determinants of Currency Depreciation in Pakistan," MPRA Paper, University Library of Munich, Germany, number 54734, Mar.
• Alimi, R. Santos, 2014, "Inflation and Financial Sector Performance: The Case Of Nigeria," MPRA Paper, University Library of Munich, Germany, number 57180, Jan.
• Naik, Pramod Kumar & Padhi, Puja, 2014, "An Empirical Evidence of Dynamic Interaction between institutional fund flows and Stock Market Returns," MPRA Paper, University Library of Munich, Germany, number 57723, Aug.
• Bell, Peter Newton, 2014, "Book Review – Rethinking Housing Bubbles," MPRA Paper, University Library of Munich, Germany, number 58024, Aug.
• Koop, Gary & Korobilis, Dimitris, 2014, "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 58131.
• Su, EnDer, 2014, "Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model," MPRA Paper, University Library of Munich, Germany, number 58161, Aug.
• Jackowicz, Krzszof & Kowalewski, Oskar & Kozłowski, Łukasz & Roszkowska, Paulina, 2014, "Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy," MPRA Paper, University Library of Munich, Germany, number 58212, Aug, revised 31 Aug 2014.
• Filoso, Valerio & Papagni, Erasmo, 2014, "Fertility Choice and Financial Development," MPRA Paper, University Library of Munich, Germany, number 58237, Jul.
• De Santis, Paola & Drago, Carlo, 2014, "Asimmetria del rischio sistematico dei titoli immobiliari americani: nuove evidenze econometriche
  [Systematic Risk Asymmetry of the American Real Estate Securities: Some New Econometric Evidence]," MPRA Paper, University Library of Munich, Germany, number 59381, Oct.
• Demiralay, Sercan & Ulusoy, Veysel, 2014, "Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises," MPRA Paper, University Library of Munich, Germany, number 59727, Aug.
• Fang, Yi & Wang, Haiping, 2014, "Fund Manager Characteristics and Performance," MPRA Paper, University Library of Munich, Germany, number 60012, Sep.
• Fang, Yi & Wang, Haiping, 2014, "Fund Manager Characteristics and Performance," MPRA Paper, University Library of Munich, Germany, number 60013, Sep.
• Mensah, Jones Odei & Premaratne, Gamini, 2014, "Dependence patterns among Banking Sectors in Asia: A Copula Approach," MPRA Paper, University Library of Munich, Germany, number 60119, Oct.
• Chen, Dong & Gao, Yanmin & Kaul, Mayank & Leung, Charles Ka Yui & Tsang, Desmond, 2014, "The role of sponsor and external management on the capital structure of Asian-Pacific REITs: the case of Australia, Japan, and Singapore," MPRA Paper, University Library of Munich, Germany, number 60490, Dec.
• Gu, Xian & Kowalewski, Oskar, 2014, "Law and structure of the capital markets," MPRA Paper, University Library of Munich, Germany, number 61003, Dec, revised 2014.
• Islahi, Abdul Azim, 2014, "Book Review: Islamic Finance: Issues in Ṣukūk and Proposals for Reform," MPRA Paper, University Library of Munich, Germany, number 61476, revised 2014.
• Karartı, Tuncay, 2014, "Impact of ownership structure on leverage of non-financial firms in developing countries," MPRA Paper, University Library of Munich, Germany, number 61483, Jan.
• Modena, Matteo & Linciano, Nadia & Gentile, Monica & Fancello, Francesco, 2014, "The liquidity of dual-listed corporate bonds: empirical evidence from Italian markets," MPRA Paper, University Library of Munich, Germany, number 62479, Oct, revised 23 Feb 2015.
• Bebel, Arkadiusz, 2014, "Low Versus High Leverage (LVH)," MPRA Paper, University Library of Munich, Germany, number 62889, Nov, revised 08 Nov 2014.
• Emara, Noha, 2014, "Predictive ability of three different estimates of “cay” to excess stock returns - A comparative study Germany & U.S -," MPRA Paper, University Library of Munich, Germany, number 68686.
• Hussain, Adnan & Mubin, Muhammad & Lal, Irfan Lal, 2014, "Determinants of Dividend with Industry wise Effect: Evidence from KSE 100 Index," MPRA Paper, University Library of Munich, Germany, number 70013, Dec.
• Bosupeng, Mpho, 2014, "Sensitivity Of Stock Prices To Money Supply Dynamics," MPRA Paper, University Library of Munich, Germany, number 77924, revised 2014.
• Abozaid, Abdulazeem, 2014, "التحليل الفقهي والمقاصدي للمشتقات المالية
  [Shariah and Maqasid analysis of financial derivatives]," MPRA Paper, University Library of Munich, Germany, number 93382.
• Camilleri, Silvio John & Green, Christopher J., 2014, "Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India," MPRA Paper, University Library of Munich, Germany, number 95302.
• Degiannakis, Stavros & Filis, George & Kizys, Renatas, 2014, "The effects of oil price shocks on stock market volatility: Evidence from European data," MPRA Paper, University Library of Munich, Germany, number 96296.
• Furkan Emirmahmutoglu & Mehmet Balcilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta, 2014, "Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test," Working Papers, University of Pretoria, Department of Economics, number 201411, Mar.
• Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014, "A Time-Varying Approach of the US Welfare Cost of Inflation," Working Papers, University of Pretoria, Department of Economics, number 201419, May.
• Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2014, "Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test," Working Papers, University of Pretoria, Department of Economics, number 201471, Nov.
• Goodness C. Aye, 2014, "Does Oil Price Uncertainty Matter for Stock Returns in South Africa?," Working Papers, University of Pretoria, Department of Economics, number 201484, Dec.
• Milan Bašta, 2014, "Simulating Bivariate Stationary Processes with Scale-Specific Characteristics," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2014, issue 1, pages 3-26, DOI: 10.18267/j.aop.423.
• Lain-Tze Tee & Soo-Wah Low & Si-Roei Kew & Noor A. Ghazali, 2014, "Financial Development and Innovation Activity: Evidence from Selected East Asian Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 2, pages 162-180, DOI: 10.18267/j.pep.478.
• Michael Greenstone & Alexandre Mas & Hoai -Luu Nguyen, 2014, "Do Credit Market Shocks affect the Real Economy? Quasi-Experimental Evidence from the Great Recession and "Normal" Economic Times," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 584, Nov.
• George Kapetanios & Michael Neumann & George Skiadopoulos, 2014, "Jumps in Option Prices and Their Determinants: Real-time Evidence from the E-mini S&P 500 Option Market," Working Papers, Queen Mary University of London, School of Economics and Finance, number 730, Oct.
• Charoula Daskalaki & George Skiadopoulos, 2014, "The Effects of Margin Changes on Commodity Futures Markets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 736, Dec.
• Adam Clements & Neda Todorova, 2014, "The impact of information flow and trading activity on gold and oil futures volatility," NCER Working Paper Series, National Centre for Econometric Research, number 102, Jun.
• Eleonora Pierucci, 2014, "A survey of empirical studies on international risk sharing," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 2, July.
• Zevallos, Mauricio & Villarreal, Fernanda & Del Carpio, Carlos & Abbara, Omar, 2014, "Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano," Working Papers, Banco Central de Reserva del Perú, number 2014-023, Dec.
• Roberto Savona, 2014, "Detecting Early Warnings for Hedge Fund Contagion," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 60-73, March-Apr.
• Abdelbari El Khamlichi & Aurélie Sannajust & Humaylin Kabir Sarkar, 2014, "Islamic Equity Indices: Insight and Comparison with Conventional Counterparts," Bankers, Markets & Investors, ESKA Publishing, issue 130, pages 69-80, May-June.
• Kaiji Chen & Alfonso Irarrazabal, 2014, "Online Appendix to "The Role of Allocative Efficiency in a Decade of Recovery"," Online Appendices, Review of Economic Dynamics, number 13-61.
• Stefan Avdjiev, 2014, "Code and data files for "News Driven Business Cycles and Data on Asset Prices in Estimated DSGE Models"," Computer Codes, Review of Economic Dynamics, number 12-186, revised .
• Kaiji Chen & Alfonso Irarrazabal, 2014, "Code and data files for "The Role of Allocative Efficiency in a Decade of Recovery"," Computer Codes, Review of Economic Dynamics, number 13-61, revised .
• Wolfgang Pesendorfer & Tomasz Strzalecki & Faruk Gul, 2014, "Coarse Competitive Equilibrium and Extreme Prices," 2014 Meeting Papers, Society for Economic Dynamics, number 1412.
• Stijn Van Nieuwerburgh & Hanno Lustig & Bryan Kelly, 2014, "Firm Volatility in Granular Networks," 2014 Meeting Papers, Society for Economic Dynamics, number 253.
• Roger Farmer & Carine Nourry & Alain Venditti, 2014, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," 2014 Meeting Papers, Society for Economic Dynamics, number 516.
• Thomas Eisenbach & Fernando Duarte, 2014, "Fire-Sale Spillovers and Systemic Risk," 2014 Meeting Papers, Society for Economic Dynamics, number 541.
• Sydney Ludvigson & Martin Lettau & Daniel Greenwald, 2014, "The Origins of Stock Market Fluctuations," 2014 Meeting Papers, Society for Economic Dynamics, number 542.
• Dimitri Vayanos & Peter Kondor, 2014, "Liquidity Risk and the Dynamics of Arbitrage Capital," 2014 Meeting Papers, Society for Economic Dynamics, number 912.
• Hyung-Suk Choi, 2014, "Long-run equilibrium relationships in the international stock market factor systems," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 32, issue 1, pages 101-119.
• Gary Koop & Dimitris Korobilis, 2014, "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series, Rimini Centre for Economic Analysis, number 39_14, Nov.
• Naoyuki Yoshino & Farhad Taghizadeh-Hesary & Ali Hassanzadeh & Ahmad Danu Prasetyo, 2014, "Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective," ADBI Working Papers, Asian Development Bank Institute, number 497, Sep.
• Henry Penikas, 2014, "Investment portfolio risk modelling based on hierarchical copulas," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 35, issue 3, pages 18-38.
• Ruslan Durdyev & Anatoly Peresetsky, 2014, "Autocorrelation in the global stochastic trend," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 35, issue 3, pages 39-58.
• Md. Toufique x Md. Toufique Hossain, 2014, "The Fundamental Deviation and the Riddle of Manipulation: A Critical Analysis in the Context of Bangladesh Stock Market Crash in 2010-11," Asian Business Review, Asian Business Consortium, volume 4, issue 3, pages 92-99.
• Kazi Iqbal & Mir Ariful Islam, 2014, "Commercial Banks' Investment in Capital Market and Its Impact on Private Sector Credit," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 37, issue 3, pages 51-77.
• Julijana Angelovska, 2014, "Month Related Seasonality on the Macedonian Stock Market," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 5, issue 1, pages 143-150.
• Hikmet Ulusan & H. Ali Ata, 2014, "Testing of Value Relevance of Accounting Measures Based on IFRS in Borsa Istanbul Equity Market," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 61-78.
• Georges Dionne & Jingyuan Li, 2014, "When can expected utility handle first-order risk aversion?," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 11-1, Sep.
• Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou, 2014, "Effects of the Limit Order Book on Price Dynamics," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 14-5, Nov.
• Samet Günay, 2014, "Fractal Structure of the Stock Markets of Leading Asian Countries," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 4, pages 367-394, DOI: 10.11644/KIEP.JEAI.2014.18.4.286.
• Ryan Bender & Anna Schneider, 2014, "More News from New Street: Uncovering Stock Prices During the 1914 Wall Street Shutdown," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 18, Sep.
• Alberto Burchi & Paola Musile Tanzi, 2014, "Are structured products a sustainable financial innovation? A lesson from the European markets," Journal of Financial Perspectives, EY Global FS Institute, volume 2, issue 3, pages 147-158.
• D Sykes WILFORD, 2014, "Risk management insights from Markowitz optimization for constructing portfolios with commodity futures," Journal of Financial Perspectives, EY Global FS Institute, volume 2, issue 2, pages 141-150.

2013

• 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," KRTK-KTI 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.