Research classified by Journal of Economic Literature (JEL) codes

2013

• Nikolaou, Kleopatra, 2009, "Liquidity (risk) concepts: definitions and interactions," Working Paper Series, European Central Bank, number 1008, Feb.
• Tapking, Jens & Eisenschmidt, Jens, 2009, "Liquidity risk premia in unsecured interbank money markets," Working Paper Series, European Central Bank, number 1025, Mar.
• Blix Grimaldi, Marianna, 2010, "Detecting and interpreting financial stress in the euro area," Working Paper Series, European Central Bank, number 1214, Jun.
• Eisenschmidt, Jens & Holthausen, Cornelia, 2010, "The minimum liquidity deficit and the maturity structure of central banks' open market operations: lessons from the financial crisis," Working Paper Series, European Central Bank, number 1282, Dec.
• Ferrando, Annalisa & Griesshaber, Nicolas, 2011, "Financing obstacles among euro area firms: Who suffers the most?," Working Paper Series, European Central Bank, number 1293, Feb.
• Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012, "The scapegoat theory of exchange rates: the first tests," Working Paper Series, European Central Bank, number 1418, Feb.
• Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012, "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series, European Central Bank, number 1426, Mar.
• Durré, Alain & Beaupain, Renaud, 2012, "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series, European Central Bank, number 1500, Dec.
• Hoffmann, Peter, 2013, "Adverse selection, market access and inter-market competition," Working Paper Series, European Central Bank, number 1519, Mar.
• Thomas, Carlos & Nuño, Galo, 2013, "Bank leverage cycles," Working Paper Series, European Central Bank, number 1524, Mar.
• Sauer, Stephan & Mercier, Fabien, 2013, "Optimal CSD reshaping towards T2S," Working Paper Series, European Central Bank, number 1549, May.
• Louzis, Dimitrios & Vouldis, Angelos, 2013, "A financial systemic stress index for Greece," Working Paper Series, European Central Bank, number 1563, Jul.
• Ferrando, Annalisa & Mulier, Klaas, 2013, "Firms’ financing constraints: do perceptions match the actual situation?," Working Paper Series, European Central Bank, number 1577, Aug.
• Popov, Alexander, 2013, "Credit constraints and investment in human capital: training evidence from transition economies," Working Paper Series, European Central Bank, number 1606, Nov.
• Paola Sapienza & Anna Toldra‐Simats & Luigi Zingales, 2013, "Understanding Trust," Economic Journal, Royal Economic Society, volume 123, issue 12, pages 1313-1332, December.
• Jordi Mondria & Climent Quintana‐Domeque, 2013, "Financial Contagion and Attention Allocation," Economic Journal, Royal Economic Society, volume 123, issue 568, pages 429-454, May.
• Brice Corgnet & Praveen Kujal & David Porter, 2013, "Reaction to Public Information in Markets: How much does Ambiguity Matter?," Economic Journal, Royal Economic Society, volume 123, issue 569, pages 699-737, June.
• Buti, Sabrina & Rindi, Barbara & Wen, Yuanji & Werner, Ingrid M., 2013, "Tick Size Regulation and Sub-Penny Trading," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-14, Sep.
• Buti, Sabrina & Consonni, Francesco & Rindi, Barbara & Werner, Ingrid M., 2013, "Sub-Penny and Queue-Jumping," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-18, Nov.
• Bulow, Jeremy & Klemperer, Paul, 2013, "Market-Based Bank Capital Regulation," Research Papers, Stanford University, Graduate School of Business, number 2132, Aug.
• Borensztein, Eduardo & Cowan, Kevin & Valenzuela, Patricio, 2013, "Sovereign Ceilings "Lite"? The Impact of Sovereign Ratings on Corporate Ratings," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-11.
• Godfrey Ndlovu, 2013, "Financial Sector Development and Economic Growth: Evidence from Zimbabwe," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 2, pages 435-446.
• Aydan Kansu & Nurtac Yildirim & Oguzhan Ozcelebi, 2013, "Is There a Link Between Monetary Policy and Risk Perception in Eastern European Countries Implementing Inflation Targeting Regime?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 2, pages 476-485.
• Asrafuzzaman & Amit Roy & Sanat Das Gupta, 2013, "An Empirical Investigation of Budget and Trade Deficits: The Case of Bangladesh," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 3, pages 570-579.
• Zouheir Mighri & Faysal Mansouri, 2013, "Dynamic Conditional Correlation Analysis of Stock Market Contagion: Evidence from the 2007-2010 Financial Crises," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 3, pages 637-661.
• Najeb M.H. Masoud, 2013, "The Impact of Stock Market Performance upon Economic Growth," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 4, pages 788-798.
• Berna Bulgurcu, 2013, "Financial Performance Ranking of the Automotive Industry Firms in Turkey: Evidence from an Entropy-Weighted Technique," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 4, pages 844-851.
• Vicente Medina & Angel Pardo & Roberto Pascual, 2013, "Carbon Credits: Who is the Leader of the Pack?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 3, issue 3, pages 210-220.
• Paulo Cesar Coutinho & Andre Rossi de Oliveira, 2013, "Trading Forward in the Brazilian Electricity Market," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 3, issue 3, pages 272-287.
• Diasakos, Theodoros M, 2013, "A Simple Characterization of Dynamic Completeness in Continuous Time," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-91.
• Miao, Daniel Wei-Chung & Wu, Chun-Chou & Su, Yi-Kai, 2013, "Regime-switching in volatility and correlation structure using range-based models with Markov-switching," Economic Modelling, Elsevier, volume 31, issue C, pages 87-93, DOI: 10.1016/j.econmod.2012.11.013.
• Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso, 2013, "Does the stock market cause economic growth? Portuguese evidence of economic regime change," Economic Modelling, Elsevier, volume 32, issue C, pages 316-324, DOI: 10.1016/j.econmod.2013.02.015.
• Girardin, Eric & Joyeux, Roselyne, 2013, "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Economic Modelling, Elsevier, volume 34, issue C, pages 59-68, DOI: 10.1016/j.econmod.2012.12.001.
• Yeh, Chih-Chuan & Huang, Ho-Chuan (River) & Lin, Pei-Chien, 2013, "Financial structure on growth and volatility," Economic Modelling, Elsevier, volume 35, issue C, pages 391-400, DOI: 10.1016/j.econmod.2013.07.034.
• Weber, Enzo, 2013, "Decomposing U.S. Stock Market Comovement into spillovers and common factors," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 106-118, DOI: 10.1016/j.najef.2013.08.001.
• Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013, "Time-varying mixture GARCH models and asymmetric volatility," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 602-623, DOI: 10.1016/j.najef.2013.02.024.
• Jacob, Marcus & Jacob, Martin, 2013, "Taxation and the cash flow sensitivity of dividends," Economics Letters, Elsevier, volume 118, issue 1, pages 186-188, DOI: 10.1016/j.econlet.2012.09.019.
• Choi, Sangyup, 2013, "Are the effects of Bloom’s uncertainty shocks robust?," Economics Letters, Elsevier, volume 119, issue 2, pages 216-220, DOI: 10.1016/j.econlet.2013.02.015.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2013, "Dynamic co-movements of stock market returns, implied volatility and policy uncertainty," Economics Letters, Elsevier, volume 120, issue 1, pages 87-92, DOI: 10.1016/j.econlet.2013.04.004.
• Zhu, Xiaoneng, 2013, "Perpetual learning and stock return predictability," Economics Letters, Elsevier, volume 121, issue 1, pages 19-22, DOI: 10.1016/j.econlet.2013.06.035.
• Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi, 2013, "Jump tails, extreme dependencies, and the distribution of stock returns," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 307-324, DOI: 10.1016/j.jeconom.2012.08.014.
• Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013, "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 1-10, DOI: 10.1016/j.jeconom.2012.08.004.
• Daniëls, Tijmen R. & Dönges, Jutta & Heinemann, Frank, 2013, "Crossing network versus dealer market: Unique equilibrium in the allocation of order flow," European Economic Review, Elsevier, volume 62, issue C, pages 41-57, DOI: 10.1016/j.euroecorev.2013.04.001.
• Eterovic, Nicolas A. & Eterovic, Dalibor S., 2013, "Separating the wheat from the chaff: Understanding portfolio returns in an emerging market," Emerging Markets Review, Elsevier, volume 16, issue C, pages 145-169, DOI: 10.1016/j.ememar.2013.05.001.
• Lau, Chi Keung Marco & Demir, Ender & Bilgin, Mehmet Huseyin, 2013, "Experience-based corporate corruption and stock market volatility: Evidence from emerging markets," Emerging Markets Review, Elsevier, volume 17, issue C, pages 1-13, DOI: 10.1016/j.ememar.2013.07.002.
• Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2013, "What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 109-129, DOI: 10.1016/j.jempfin.2012.11.004.
• Du, Ding, 2013, "Another look at the cross-section and time-series of stock returns: 1951 to 2011," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 130-146, DOI: 10.1016/j.jempfin.2012.12.001.
• Lee, Hyunchul & Cho, Euije & Cheong, Chongcheul & Kim, Jinsu, 2013, "Do strategic alliances in a developing country create firm value? Evidence from Korean firms," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 30-41, DOI: 10.1016/j.jempfin.2012.10.003.
• Wang, Jianxin & Yang, Minxian, 2013, "On the risk return relationship," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 132-141, DOI: 10.1016/j.jempfin.2013.01.001.
• Blau, Benjamin M. & Pinegar, J. Michael, 2013, "Are short sellers incrementally informed prior to earnings announcements?," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 142-155, DOI: 10.1016/j.jempfin.2013.01.005.
• Albrecher, Hansjoerg & Guillaume, Florence & Schoutens, Wim, 2013, "Implied liquidity: Model sensitivity," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 48-67, DOI: 10.1016/j.jempfin.2013.05.003.
• Lepone, Andrew & Yang, Jin Young, 2013, "Informational role of market makers: The case of exchange traded CFDs," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 84-92, DOI: 10.1016/j.jempfin.2013.04.007.
• Tsai, Chun-Li, 2013, "The high-frequency asymmetric response of stock returns to monetary policy for high oil price events," Energy Economics, Elsevier, volume 36, issue C, pages 166-176, DOI: 10.1016/j.eneco.2012.12.009.
• Awartani, Basel & Maghyereh, Aktham Issa, 2013, "Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries," Energy Economics, Elsevier, volume 36, issue C, pages 28-42, DOI: 10.1016/j.eneco.2012.11.024.
• Conlon, Thomas & Cotter, John, 2013, "Downside risk and the energy hedger's horizon," Energy Economics, Elsevier, volume 36, issue C, pages 371-379, DOI: 10.1016/j.eneco.2012.09.012.
• Lammerding, Marc & Stephan, Patrick & Trede, Mark & Wilfling, Bernd, 2013, "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," Energy Economics, Elsevier, volume 36, issue C, pages 491-502, DOI: 10.1016/j.eneco.2012.10.006.
• Alexander, Carol & Prokopczuk, Marcel & Sumawong, Anannit, 2013, "The (de)merits of minimum-variance hedging: Application to the crack spread," Energy Economics, Elsevier, volume 36, issue C, pages 698-707, DOI: 10.1016/j.eneco.2012.11.016.
• Creti, Anna & Joëts, Marc & Mignon, Valérie, 2013, "On the links between stock and commodity markets' volatility," Energy Economics, Elsevier, volume 37, issue C, pages 16-28, DOI: 10.1016/j.eneco.2013.01.005.
• Bohl, Martin T. & Kaufmann, Philipp & Stephan, Patrick M., 2013, "From hero to zero: Evidence of performance reversal and speculative bubbles in German renewable energy stocks," Energy Economics, Elsevier, volume 37, issue C, pages 40-51, DOI: 10.1016/j.eneco.2013.01.006.
• Sklavos, Konstantinos & Dam, Lammertjan & Scholtens, Bert, 2013, "The liquidity of energy stocks," Energy Economics, Elsevier, volume 38, issue C, pages 168-175, DOI: 10.1016/j.eneco.2013.02.015.
• Kollias, Christos & Kyrtsou, Catherine & Papadamou, Stephanos, 2013, "The effects of terrorism and war on the oil price–stock index relationship," Energy Economics, Elsevier, volume 40, issue C, pages 743-752, DOI: 10.1016/j.eneco.2013.09.006.
• Fowowe, Babajide, 2013, "Jump dynamics in the relationship between oil prices and the stock market: Evidence from Nigeria," Energy, Elsevier, volume 56, issue C, pages 31-38, DOI: 10.1016/j.energy.2013.04.062.
• Auer, Benjamin R. & Schuhmacher, Frank, 2013, "Diamonds — A precious new asset?," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 182-189, DOI: 10.1016/j.irfa.2013.03.008.
• Levy, Tamir & Qadan, Mahmod & Yagil, Joseph, 2013, "Predicting the limit-hit frequency in futures contracts," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 141-148, DOI: 10.1016/j.irfa.2013.06.004.
• Shafer, Michael & Yildirim, Yildiray, 2013, "Operational risk and equity prices," Finance Research Letters, Elsevier, volume 10, issue 4, pages 157-168, DOI: 10.1016/j.frl.2013.05.001.
• Auer, Benjamin R. & Schuhmacher, Frank, 2013, "Performance hypothesis testing with the Sharpe ratio: The case of hedge funds," Finance Research Letters, Elsevier, volume 10, issue 4, pages 196-208, DOI: 10.1016/j.frl.2013.08.001.
• Ronen, Tavy & Zhou, Xing, 2013, "Trade and information in the corporate bond market," Journal of Financial Markets, Elsevier, volume 16, issue 1, pages 61-103, DOI: 10.1016/j.finmar.2012.09.003.
• Berry, Thomas & Gamble, Keith Jacks, 2013, "Informed local trading prior to earnings announcements," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 505-525, DOI: 10.1016/j.finmar.2012.07.001.
• Hasbrouck, Joel & Saar, Gideon, 2013, "Low-latency trading," Journal of Financial Markets, Elsevier, volume 16, issue 4, pages 646-679, DOI: 10.1016/j.finmar.2013.05.003.
• Menkveld, Albert J., 2013, "High frequency trading and the new market makers," Journal of Financial Markets, Elsevier, volume 16, issue 4, pages 712-740, DOI: 10.1016/j.finmar.2013.06.006.
• Patro, Dilip K. & Qi, Min & Sun, Xian, 2013, "A simple indicator of systemic risk," Journal of Financial Stability, Elsevier, volume 9, issue 1, pages 105-116, DOI: 10.1016/j.jfs.2012.03.002.
• Bohl, Martin T. & Klein, Arne C. & Siklos, Pierre L., 2013, "Are short sellers positive feedback traders? Evidence from the global financial crisis," Journal of Financial Stability, Elsevier, volume 9, issue 3, pages 337-346, DOI: 10.1016/j.jfs.2012.11.004.
• Cihak, Martin & Demirgüç-Kunt, Asli & Martinez Peria, Maria Soledad & Mohseni-Cheraghlou, Amin, 2013, "Bank regulation and supervision in the context of the global crisis," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 733-746, DOI: 10.1016/j.jfs.2013.10.002.
• Aktug, R. Erdem & Nayar, Nandkumar (Nandu) & Vasconcellos, Geraldo M., 2013, "Is sovereign risk related to the banking sector?," Global Finance Journal, Elsevier, volume 24, issue 3, pages 222-249, DOI: 10.1016/j.gfj.2013.10.001.
• Chen, Yangyang & Koutsantony, Constantine & Truong, Cameron & Veeraraghavan, Madhu, 2013, "Stock price response to S&P 500 index inclusions: Do options listings and options trading volume matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 379-401, DOI: 10.1016/j.intfin.2012.09.008.
• Meng, Lei & Verousis, Thanos & ap Gwilym, Owain, 2013, "A substitution effect between price clustering and size clustering in credit default swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 139-152, DOI: 10.1016/j.intfin.2012.11.011.
• Auer, Benjamin R. & Schuhmacher, Frank, 2013, "Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 153-165, DOI: 10.1016/j.intfin.2012.11.010.
• Das, Sougata & Kadapakkam, Palani-Rajan & Tse, Yiuman, 2013, "Is carry-trade a viable alternative asset class?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 247-257, DOI: 10.1016/j.intfin.2012.12.004.
• Deb, Saikat Sovan & Kalev, Petko S. & Marisetty, Vijaya B., 2013, "Flexible price limits: The case of Tokyo Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 66-84, DOI: 10.1016/j.intfin.2012.11.002.
• 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.
• Philippe Bernard & Michel Blanchard, 2013, "The performance of amateur traders on a public internet site: a case of a stock-exchange contest," Post-Print, HAL, number hal-01515499.
• 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.

2012

• Loncarski, Igor & Szilagyi, Peter G., 2012, "Empirical analysis of credit spread changes of US corporate bonds," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 12-19, DOI: 10.1016/j.irfa.2012.06.011.
• Shan, Liwei & Gong, Stephen X., 2012, "Investor sentiment and stock returns: Wenchuan Earthquake," Finance Research Letters, Elsevier, volume 9, issue 1, pages 36-47, DOI: 10.1016/j.frl.2011.07.002.
• Jarrow, Robert & Protter, Philip, 2012, "Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory," Finance Research Letters, Elsevier, volume 9, issue 2, pages 58-62, DOI: 10.1016/j.frl.2012.03.002.
• Simonato, Jean-Guy, 2012, "GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case," Finance Research Letters, Elsevier, volume 9, issue 4, pages 213-219, DOI: 10.1016/j.frl.2012.06.002.
• Akay, Ozgur (Ozzy) & Cyree, Ken B. & Griffiths, Mark D. & Winters, Drew B., 2012, "What does PIN identify? Evidence from the T-bill market," Journal of Financial Markets, Elsevier, volume 15, issue 1, pages 29-46, DOI: 10.1016/j.finmar.2011.08.005.
• Lecce, Steven & Lepone, Andrew & McKenzie, Michael D. & Segara, Reuben, 2012, "The impact of naked short selling on the securities lending and equity market," Journal of Financial Markets, Elsevier, volume 15, issue 1, pages 81-107, DOI: 10.1016/j.finmar.2011.07.001.
• Fong, Wai Mun, 2012, "Do expected business conditions explain the value premium?," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 181-206, DOI: 10.1016/j.finmar.2011.08.004.
• Rhee, S. Ghon & Wu, Feng, 2012, "Anything wrong with breaking a buck? An empirical evaluation of NASDAQ's $1 minimum bid price maintenance criterion," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 258-285, DOI: 10.1016/j.finmar.2011.09.002.
• van Gulick, Gerwald & De Waegenaere, Anja & Norde, Henk, 2012, "Excess based allocation of risk capital," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 1, pages 26-42, DOI: 10.1016/j.insmatheco.2011.09.003.
• Vivian, Andrew & Wohar, Mark E., 2012, "Commodity volatility breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 395-422, DOI: 10.1016/j.intfin.2011.12.003.
• Murtazashvili, Irina & Vozlyublennaia, Nadia, 2012, "The role of data limitations, seasonality and frequency in asset pricing models," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 555-574, DOI: 10.1016/j.intfin.2011.12.001.
• Smales, Lee A., 2012, "30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 1006-1023, DOI: 10.1016/j.intfin.2011.12.004.
• Abdou, Hussein A. & Pointon, John & El-Masry, Ahmed & Olugbode, Moji & Lister, Roger J., 2012, "A variable impact neural network analysis of dividend policies and share prices of transportation and related companies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 796-813, DOI: 10.1016/j.intfin.2012.04.008.
• Galagedera, Don U.A., 2012, "Recent trends in relative performance of global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 834-854, DOI: 10.1016/j.intfin.2012.05.003.
• Bangassa, Kenbata & Su, Chen & Joseph, Nathan L., 2012, "Selectivity and timing performance of UK investment trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1149-1175, DOI: 10.1016/j.intfin.2012.06.001.
• Koutmos, Dimitrios, 2012, "An intertemporal capital asset pricing model with heterogeneous expectations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1176-1187, DOI: 10.1016/j.intfin.2012.05.007.
• Broussard, John Paul & Vaihekoski, Mika, 2012, "Profitability of pairs trading strategy in an illiquid market with multiple share classes," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1188-1201, DOI: 10.1016/j.intfin.2012.06.002.
• Chakrabarty, Bidisha & Moulton, Pamela C., 2012, "Earnings announcements and attention constraints: The role of market design," Journal of Accounting and Economics, Elsevier, volume 53, issue 3, pages 612-634, DOI: 10.1016/j.jacceco.2012.01.001.
• Kadan, Ohad & Madureira, Leonardo & Wang, Rong & Zach, Tzachi, 2012, "Analysts' industry expertise," Journal of Accounting and Economics, Elsevier, volume 54, issue 2, pages 95-120, DOI: 10.1016/j.jacceco.2012.05.002.