Research classified by Journal of Economic Literature (JEL) codes

2016

• Ferson, Wayne & Mo, Haitao, 2016, "Performance measurement with selectivity, market and volatility timing," Journal of Financial Economics, Elsevier, volume 121, issue 1, pages 93-110, DOI: 10.1016/j.jfineco.2016.02.012.
• Jensen, Mads Vestergaard & Pedersen, Lasse Heje, 2016, "Early option exercise: Never say never," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 278-299, DOI: 10.1016/j.jfineco.2016.05.008.
• Anand, Amber & Venkataraman, Kumar, 2016, "Market conditions, fragility, and the economics of market making," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 327-349, DOI: 10.1016/j.jfineco.2016.03.006.
• Eisenbach, Thomas M. & Schmalz, Martin C., 2016, "Anxiety in the face of risk," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 414-426, DOI: 10.1016/j.jfineco.2015.10.002.
• Kim, Hugh Hoikwang & Maurer, Raimond & Mitchell, Olivia S., 2016, "Time is money: Rational life cycle inertia and the delegation of investment management," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 427-447, DOI: 10.1016/j.jfineco.2016.03.008.
• Gompers, Paul & Kaplan, Steven N. & Mukharlyamov, Vladimir, 2016, "What do private equity firms say they do?," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 449-476, DOI: 10.1016/j.jfineco.2016.06.003.
• Brown, Jeffrey R. & Farrell, Anne M. & Weisbenner, Scott J., 2016, "Decision-making approaches and the propensity to default: Evidence and implications," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 477-495, DOI: 10.1016/j.jfineco.2016.05.010.
• Gao, Meng & Huang, Jiekun, 2016, "Capitalizing on Capitol Hill: Informed trading by hedge fund managers," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 521-545, DOI: 10.1016/j.jfineco.2015.11.001.
• Joos, Peter & Piotroski, Joseph D. & Srinivasan, Suraj, 2016, "Can analysts assess fundamental risk and valuation uncertainty? An empirical analysis of scenario-based value estimates," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 645-663, DOI: 10.1016/j.jfineco.2016.05.003.
• Byun, Suk-Joon & Kim, Da-Hea, 2016, "Gambling preference and individual equity option returns," Journal of Financial Economics, Elsevier, volume 122, issue 1, pages 155-174, DOI: 10.1016/j.jfineco.2016.06.004.
• Michaely, Roni & Rubin, Amir & Vedrashko, Alexander, 2016, "Are Friday announcements special? Overcoming selection bias," Journal of Financial Economics, Elsevier, volume 122, issue 1, pages 65-85, DOI: 10.1016/j.jfineco.2016.05.006.
• Chernenko, Sergey & Hanson, Samuel G. & Sunderam, Adi, 2016, "Who neglects risk? Investor experience and the credit boom," Journal of Financial Economics, Elsevier, volume 122, issue 2, pages 248-269, DOI: 10.1016/j.jfineco.2016.08.001.
• Han, Yufeng & Zhou, Guofu & Zhu, Yingzi, 2016, "A trend factor: Any economic gains from using information over investment horizons?," Journal of Financial Economics, Elsevier, volume 122, issue 2, pages 352-375, DOI: 10.1016/j.jfineco.2016.01.029.
• Keys, Benjamin J. & Pope, Devin G. & Pope, Jaren C., 2016, "Failure to refinance," Journal of Financial Economics, Elsevier, volume 122, issue 3, pages 482-499, DOI: 10.1016/j.jfineco.2016.01.031.
• Lu, Yan & Ray, Sugata & Teo, Melvyn, 2016, "Limited attention, marital events and hedge funds," Journal of Financial Economics, Elsevier, volume 122, issue 3, pages 607-624, DOI: 10.1016/j.jfineco.2016.09.004.
• Pelgrin, Florian & St-Amour, Pascal, 2016, "Life cycle responses to health insurance status," Journal of Health Economics, Elsevier, volume 49, issue C, pages 76-96, DOI: 10.1016/j.jhealeco.2016.06.007.
• Bergin, Paul R. & Pyun, Ju Hyun, 2016, "International portfolio diversification and multilateral effects of correlations," Journal of International Money and Finance, Elsevier, volume 62, issue C, pages 52-71, DOI: 10.1016/j.jimonfin.2015.12.012.
• Lu, Helen & Jacobsen, Ben, 2016, "Cross-asset return predictability: Carry trades, stocks and commodities," Journal of International Money and Finance, Elsevier, volume 64, issue C, pages 62-87, DOI: 10.1016/j.jimonfin.2016.02.013.
• Alexander, Carol & Korovilas, Dimitris & Kapraun, Julia, 2016, "Diversification with volatility products," Journal of International Money and Finance, Elsevier, volume 65, issue C, pages 213-235, DOI: 10.1016/j.jimonfin.2016.03.002.
• Amstad, Marlene & Remolona, Eli & Shek, Jimmy, 2016, "How do global investors differentiate between sovereign risks? The new normal versus the old," Journal of International Money and Finance, Elsevier, volume 66, issue C, pages 32-48, DOI: 10.1016/j.jimonfin.2015.12.006.
• Broeders, Dirk W.G.A. & van Oord, Arco & Rijsbergen, David R., 2016, "Scale economies in pension fund investments: A dissection of investment costs across asset classes," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 147-171, DOI: 10.1016/j.jimonfin.2016.04.003.
• Ersal-Kiziler, Eylem & Nguyen, Ha, 2016, "Euro currency risk and the geography of debt flows to peripheral EMU," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 1-20, DOI: 10.1016/j.jimonfin.2016.06.013.
• Groth, Christian & Madsen, Jakob B., 2016, "Medium-term fluctuations and the “Great Ratios” of economic growth," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 149-176, DOI: 10.1016/j.jmacro.2016.07.001.
• Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2016, "A semiparametric factor model for CDO surfaces dynamics," Journal of Multivariate Analysis, Elsevier, volume 146, issue C, pages 151-163, DOI: 10.1016/j.jmva.2015.09.002.
• Beaver, William & McNichols, Maureen & Price, Richard, 2016, "The costs and benefits of long-short investing: A perspective on the market efficiency literature," Journal of Accounting Literature, Elsevier, volume 37, issue C, pages 1-18, DOI: 10.1016/j.acclit.2016.07.001.
• Taylor, Nick, 2016, "Roll strategy efficiency in commodity futures markets," Journal of Commodity Markets, Elsevier, volume 1, issue 1, pages 14-34, DOI: 10.1016/j.jcomm.2015.12.001.
• Lombardi, Marco J. & Ravazzolo, Francesco, 2016, "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, volume 2, issue 1, pages 45-57, DOI: 10.1016/j.jcomm.2016.07.005.
• Chaves, Denis B. & Viswanathan, Vivek, 2016, "Momentum and mean-reversion in commodity spot and futures markets," Journal of Commodity Markets, Elsevier, volume 3, issue 1, pages 39-53, DOI: 10.1016/j.jcomm.2016.08.001.
• Gülseven, Osman & Ekici, Özgün, 2016, "The Turkish appetite for gold: An Islamic explanation," Resources Policy, Elsevier, volume 48, issue C, pages 41-49, DOI: 10.1016/j.resourpol.2016.02.006.
• Singhal, Shelly & Ghosh, Sajal, 2016, "Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models," Resources Policy, Elsevier, volume 50, issue C, pages 276-288, DOI: 10.1016/j.resourpol.2016.10.001.
• Baur, Dirk G. & Dimpfl, Thomas, 2016, "Googling gold and mining bad news," Resources Policy, Elsevier, volume 50, issue C, pages 306-311, DOI: 10.1016/j.resourpol.2016.10.013.
• Brunnermeier, M.K. & Sannikov, Y., 2016, "Macro, Money, and Finance," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.06.002.
• Magni, Carlo Alberto, 2016, "Capital depreciation and the underdetermination of rate of return: A unifying perspective," Journal of Mathematical Economics, Elsevier, volume 67, issue C, pages 54-79, DOI: 10.1016/j.jmateco.2016.09.007.
• Bosi, Stefano & Fontaine, Patrice & Le Van, Cuong, 2016, "Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets," Mathematical Social Sciences, Elsevier, volume 82, issue C, pages 26-36, DOI: 10.1016/j.mathsocsci.2016.04.002.
• Yogo, Motohiro, 2016, "Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets," Journal of Monetary Economics, Elsevier, volume 80, issue C, pages 17-34, DOI: 10.1016/j.jmoneco.2016.04.008.
• Coeurdacier, Nicolas & Gourinchas, Pierre-Olivier, 2016, "When bonds matter: Home bias in goods and assets," Journal of Monetary Economics, Elsevier, volume 82, issue C, pages 119-137, DOI: 10.1016/j.jmoneco.2016.07.005.
• Gollier, Christian, 2016, "Evaluation of long-dated assets: The role of parameter uncertainty," Journal of Monetary Economics, Elsevier, volume 84, issue C, pages 66-83, DOI: 10.1016/j.jmoneco.2016.10.007.
• Thapa, Chandra & Neupane, Suman & Marshall, Andrew, 2016, "Market liquidity risks of foreign exchange derivatives and cross-country equity portfolio allocations," Journal of Multinational Financial Management, Elsevier, volume 34, issue C, pages 46-64, DOI: 10.1016/j.mulfin.2016.01.001.
• Zou, Liping & Tang, Tiantian & Li, Xiaoming, 2016, "The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 12-28, DOI: 10.1016/j.mulfin.2016.11.002.
• Lin, Chaonan & Ko, Kuan-Cheng & Chen, Yu-Lin & Chu, Hsiang-Hui, 2016, "Information discreteness, price limits and earnings momentum," Pacific-Basin Finance Journal, Elsevier, volume 37, issue C, pages 1-22, DOI: 10.1016/j.pacfin.2016.02.003.
• Zhu, Bo & Niu, Feng, 2016, "Investor sentiment, accounting information and stock price: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 125-134, DOI: 10.1016/j.pacfin.2016.03.010.
• Lin, Chaonan & Ko, Kuan-Cheng & Feng, Zhi-Xiang & Yang, Nien-Tzu, 2016, "Market dynamics and momentum in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 59-75, DOI: 10.1016/j.pacfin.2016.03.009.
• Mishra, Anil V., 2016, "Foreign bias in Australian-domiciled mutual fund holdings," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 101-123, DOI: 10.1016/j.pacfin.2016.06.004.
• Chen, Jian & Jiang, Fuwei & Li, Hongyi & Xu, Weidong, 2016, "Chinese stock market volatility and the role of U.S. economic variables," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 70-83, DOI: 10.1016/j.pacfin.2016.05.013.
• Peranginangin, Yessy & Ali, Akbar Z. & Brockman, Paul & Zurbruegg, Ralf, 2016, "The impact of foreign trades on emerging market liquidity," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PA, pages 1-16, DOI: 10.1016/j.pacfin.2016.07.002.
• Smales, Lee A., 2016, "Order aggressiveness of different broker-types in response to monetary policy news," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PB, pages 367-383, DOI: 10.1016/j.pacfin.2016.02.005.
• Pascoal, Rui & Augusto, Mário & Monteiro, A.M., 2016, "Size distribution of Portuguese firms between 2006 and 2012," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 458, issue C, pages 342-355, DOI: 10.1016/j.physa.2016.04.010.
• Cuthbert, James R. & Magni, Carlo Alberto, 2016, "Measuring the inadequacy of IRR in PFI schemes using profitability index and AIRR," International Journal of Production Economics, Elsevier, volume 179, issue C, pages 130-140, DOI: 10.1016/j.ijpe.2016.05.024.
• Gollier, Christian, 2016, "Gamma discounters are short-termist," Journal of Public Economics, Elsevier, volume 142, issue C, pages 83-90, DOI: 10.1016/j.jpubeco.2016.08.006.
• Herrmann, Ulf & Rohleder, Martin & Scholz, Hendrik, 2016, "Does style-shifting activity predict performance? Evidence from equity mutual funds," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 112-130, DOI: 10.1016/j.qref.2015.03.003.
• Necker, Sarah & Ziegelmeyer, Michael, 2016, "Household risk taking after the financial crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 141-160, DOI: 10.1016/j.qref.2015.03.006.
• Auer, Benjamin R. & Schuhmacher, Frank, 2016, "Do socially (ir)responsible investments pay? New evidence from international ESG data," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 51-62, DOI: 10.1016/j.qref.2015.07.002.
• Jung, Young Cheol, 2016, "A portfolio insurance strategy for volatility index (VIX) futures," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 189-200, DOI: 10.1016/j.qref.2015.09.001.
• Bohl, Martin T. & Czaja, Marc-Gregor & Kaufmann, Philipp, 2016, "Momentum profits, market cycles, and rebounds: Evidence from Germany," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 139-159, DOI: 10.1016/j.qref.2016.01.003.
• Lu, Jin-Ray & Hwang, Chih-Chiang & Liu, Min-Luan & Lin, Chien-Yi, 2016, "An incentive problem of risk balancing in portfolio choices," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 192-200, DOI: 10.1016/j.qref.2016.02.006.
• Labidi, Chiraz & Yaakoubi, Soumaya, 2016, "Investor sentiment and aggregate volatility pricing," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 53-63, DOI: 10.1016/j.qref.2015.11.005.
• Agnello, Richard J., 2016, "Do U.S. paintings follow the CAPM? Findings disaggregated by subject, artist, and value of the work," Research in Economics, Elsevier, volume 70, issue 3, pages 403-411, DOI: 10.1016/j.rie.2016.06.002.
• Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2016, "Can commodity returns forecast Canadian sector stock returns?," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 172-188, DOI: 10.1016/j.iref.2015.08.013.
• Guo, Liang, 2016, "Are U.S. investors blindly chasing returns in foreign countries?," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 309-334, DOI: 10.1016/j.iref.2015.08.002.
• Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey, 2016, "Portfolio choice with stochastic interest rates and learning about stock return predictability," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 347-370, DOI: 10.1016/j.iref.2015.07.003.
• Lin, Chih-Yung & Ho, Po-Hsin & Shen, Chung-Hua & Wang, Yu-Chun, 2016, "Political connection, government policy, and investor trading: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 153-166, DOI: 10.1016/j.iref.2015.09.008.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016, "Gold, oil, and stocks: Dynamic correlations," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 186-201, DOI: 10.1016/j.iref.2015.08.006.
• Huang, MeiChi & Wu, Chih-Chiang & Liu, Shih-Min & Wu, Chang-Che, 2016, "Facts or fates of investors' losses during crises? Evidence from REIT-stock volatility and tail dependence structures," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 54-71, DOI: 10.1016/j.iref.2015.10.046.
• Hao, Ying & Chu, Hsiang-Hui & Ho, Keng-Yu & Ko, Kuan-Cheng, 2016, "The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases?," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 121-138, DOI: 10.1016/j.iref.2015.10.035.
• Liu, Jiapeng & Tao, Qizhi & Hou, Wenxuan & Zhang, Ting, 2016, "Systematic risk, government policy intervention, and dynamic contrarian investments," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 334-343, DOI: 10.1016/j.iref.2015.12.006.
• Lu, Jin-Ray & Hwang, Chih-Chiang & Lin, Chien-Yi, 2016, "Do shareholders appreciate capital investment policies of corporations?," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 344-353, DOI: 10.1016/j.iref.2015.12.007.
• Chen, An-Sing & Chang, Chong-Chuo & Cheng, Lee-Young & Tu, Hsing-Yu, 2016, "Do analysts cater to investor beliefs via target prices," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 232-252, DOI: 10.1016/j.iref.2016.04.005.
• Laborda, Ricardo & Muñoz, Fernando, 2016, "Optimal allocation of government bond funds through the business cycle. Is money smart?," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 46-67, DOI: 10.1016/j.iref.2016.04.008.
• Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet, 2016, "Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 180-195, DOI: 10.1016/j.iref.2016.09.004.
• Fischer, Mario & Hanauer, Matthias X. & Heigermoser, Robert, 2016, "Synthetic hedge funds," Review of Financial Economics, Elsevier, volume 29, issue C, pages 12-22, DOI: 10.1016/j.rfe.2016.02.002.
• Aiken, Adam L. & Kilic, Osman & Reid, Sean, 2016, "Can hedge funds time global equity markets? Evidence from emerging markets," Review of Financial Economics, Elsevier, volume 29, issue C, pages 2-11, DOI: 10.1016/j.rfe.2015.05.002.
• Moll, Cliff R. & Huffman, Stephen P., 2016, "The incremental information content of innovations in implied idiosyncratic volatility," Review of Financial Economics, Elsevier, volume 30, issue C, pages 33-44, DOI: 10.1016/j.rfe.2016.04.001.
• Gutierrez, Jose, 2016, "Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ," Review of Financial Economics, Elsevier, volume 30, issue C, pages 68-73, DOI: 10.1016/j.rfe.2016.07.001.
• Sclip, Alex & Dreassi, Alberto & Miani, Stefano & Paltrinieri, Andrea, 2016, "Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets," Review of Financial Economics, Elsevier, volume 31, issue C, pages 34-44, DOI: 10.1016/j.rfe.2016.06.005.
• Li, Bob & Ee, Mong Shan & Rashid, Mamunur, 2016, "Is momentum trading profitable from Shari'ah compliant stocks?," Review of Financial Economics, Elsevier, volume 31, issue C, pages 56-63, DOI: 10.1016/j.rfe.2016.08.002.
• Al Nasser, Omar M. & Hajilee, Massomeh, 2016, "Integration of emerging stock markets with global stock markets," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 1-12, DOI: 10.1016/j.ribaf.2015.09.025.
• Arjoon, Vaalmikki, 2016, "Microstructures, financial reforms and informational efficiency in an emerging market," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 112-126, DOI: 10.1016/j.ribaf.2015.09.016.
• Clare, Andrew & Sherman, Meadhbh Brid & Thomas, Steve, 2016, "Multi-asset class mutual funds: Can they time the market? Evidence from the US, UK and Canada," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 212-221, DOI: 10.1016/j.ribaf.2015.09.011.
• Alexakis, Panayotis D. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2016, "On emerging stock market contagion: The Baltic region," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 312-321, DOI: 10.1016/j.ribaf.2015.09.035.
• Urquhart, Andrew & Hudson, Robert, 2016, "Investor sentiment and local bias in extreme circumstances: The case of the Blitz," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 340-350, DOI: 10.1016/j.ribaf.2015.09.010.
• Charfeddine, Lanouar & Najah, Ahlem & Teulon, Frédéric, 2016, "Socially responsible investing and Islamic funds: New perspectives for portfolio allocation," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 351-361, DOI: 10.1016/j.ribaf.2015.09.031.
• McQuillan, William & Lucey, Brian, 2016, "The validity of Islamic art as an investment," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 388-401, DOI: 10.1016/j.ribaf.2015.02.010.
• Sui, Lu & Sun, Lijuan, 2016, "Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 459-471, DOI: 10.1016/j.ribaf.2015.10.011.
• Aytaç, Beysül & Hoang, Thi-Hong-Van & Mandou, Cyrille, 2016, "Wine: To drink or invest in? A study of wine as an investment asset in French portfolios," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 591-614, DOI: 10.1016/j.ribaf.2015.03.001.
• Sila Alan, Nazli & Karagozoglu, Ahmet K. & Korkmaz, Sibel, 2016, "Growing pains: The evolution of new stock index futures in emerging markets," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 1-16, DOI: 10.1016/j.ribaf.2015.10.004.
• Venanzi, Daniela, 2016, "The performance of the Italian mutual funds: Does the metric matter?," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 406-421, DOI: 10.1016/j.ribaf.2016.01.002.
• Berggrun, Luis & Lizarzaburu, Edmundo & Cardona, Emilio, 2016, "Idiosyncratic volatility and stock returns: Evidence from the MILA," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 422-434, DOI: 10.1016/j.ribaf.2016.01.011.
• Tekçe, Bülent & Yılmaz, Neslihan & Bildik, Recep, 2016, "What factors affect behavioral biases? Evidence from Turkish individual stock investors," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 515-526, DOI: 10.1016/j.ribaf.2015.11.017.
• Yavas, Burhan F. & Dedi, Lidija, 2016, "An investigation of return and volatility linkages among equity markets: A study of selected European and emerging countries," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 583-596, DOI: 10.1016/j.ribaf.2016.01.025.
• Chkili, Walid, 2016, "Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 22-34, DOI: 10.1016/j.ribaf.2016.03.005.
• Baldi, Lucia & Peri, Massimo & Vandone, Daniela, 2016, "Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 277-285, DOI: 10.1016/j.ribaf.2016.04.020.
• Roig Hernando, Jaume, 2016, "Crowdfunding: The collaborative economy for channelling institutional and household savings," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 326-337, DOI: 10.1016/j.ribaf.2016.03.004.
• Shank, Corey A. & Vianna, Andre C., 2016, "Are US-Dollar-Hedged-ETF investors aggressive on exchange rates? A panel VAR approach," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 430-438, DOI: 10.1016/j.ribaf.2016.05.002.
• Zaremba, Adam & Szyszka, Adam, 2016, "Is there momentum in equity anomalies? Evidence from the Polish emerging market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 546-564, DOI: 10.1016/j.ribaf.2016.07.004.

2015

• Dang, Tung Lam & Moshirian, Fariborz & Wee, Claudia Koon Ghee & Zhang, Bohui, 2015, "Cross-listings and liquidity commonality around the world," Journal of Financial Markets, Elsevier, volume 22, issue C, pages 1-26, DOI: 10.1016/j.finmar.2014.11.003.
• Andonov, Aleksandar & Eichholtz, Piet & Kok, Nils, 2015, "Intermediated investment management in private markets: Evidence from pension fund investments in real estate," Journal of Financial Markets, Elsevier, volume 22, issue C, pages 73-103, DOI: 10.1016/j.finmar.2014.11.002.
• Massa, Massimo & Simonov, Andrei & Stenkrona, Anders, 2015, "Style representation and portfolio choice," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 1-25, DOI: 10.1016/j.finmar.2015.02.001.
• Berger, David & Turtle, Harry J., 2015, "Sentiment bubbles," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 59-74, DOI: 10.1016/j.finmar.2015.01.002.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2015, "Frontier market transaction costs and diversification," Journal of Financial Markets, Elsevier, volume 24, issue C, pages 1-24, DOI: 10.1016/j.finmar.2015.04.002.
• Novotný, Jan & Petrov, Dmitri & Urga, Giovanni, 2015, "Trading price jump clusters in foreign exchange markets," Journal of Financial Markets, Elsevier, volume 24, issue C, pages 66-92, DOI: 10.1016/j.finmar.2015.03.002.
• Pae, Yuntaek & Sabbaghi, Navid, 2015, "Equally weighted portfolios vs value weighted portfolios: Reasons for differing betas," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 203-207, DOI: 10.1016/j.jfs.2015.04.006.
• Delis, Manthos D. & Mylonidis, Nikolaos, 2015, "Trust, happiness, and households’ financial decisions," Journal of Financial Stability, Elsevier, volume 20, issue C, pages 82-92, DOI: 10.1016/j.jfs.2015.08.002.
• Bansal, Vipul K. & Marshall, John F., 2015, "A tracking error approach to leveraged ETFs: Are they really that bad?," Global Finance Journal, Elsevier, volume 26, issue C, pages 47-63, DOI: 10.1016/j.gfj.2015.01.004.
• Manganelli, Simone & Popov, Alexander, 2015, "Financial development, sectoral reallocation, and volatility: International evidence," Journal of International Economics, Elsevier, volume 96, issue 2, pages 323-337, DOI: 10.1016/j.jinteco.2015.03.008.
• Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015, "International portfolios: A comparison of solution methods," Journal of International Economics, Elsevier, volume 97, issue 2, pages 404-422, DOI: 10.1016/j.jinteco.2015.08.001.
• Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2015, "Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization," Insurance: Mathematics and Economics, Elsevier, volume 60, issue C, pages 47-60, DOI: 10.1016/j.insmatheco.2014.10.013.
• He, Lin & Liang, Zongxia, 2015, "Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims," Insurance: Mathematics and Economics, Elsevier, volume 61, issue C, pages 227-234, DOI: 10.1016/j.insmatheco.2015.01.006.
• Ghossoub, Mario, 2015, "Vigilant measures of risk and the demand for contingent claims," Insurance: Mathematics and Economics, Elsevier, volume 61, issue C, pages 27-35, DOI: 10.1016/j.insmatheco.2014.11.009.
• Guan, Guohui & Liang, Zongxia, 2015, "Mean–variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns," Insurance: Mathematics and Economics, Elsevier, volume 61, issue C, pages 99-109, DOI: 10.1016/j.insmatheco.2014.12.006.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph, 2015, "Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection," Insurance: Mathematics and Economics, Elsevier, volume 63, issue C, pages 91-107, DOI: 10.1016/j.insmatheco.2015.03.031.
• Liang, Zongxia & Ma, Ming, 2015, "Optimal dynamic asset allocation of pension fund in mortality and salary risks framework," Insurance: Mathematics and Economics, Elsevier, volume 64, issue C, pages 151-161, DOI: 10.1016/j.insmatheco.2015.05.008.
• Liang, Zongxia & Long, Mingsi, 2015, "Minimization of absolute ruin probability under negative correlation assumption," Insurance: Mathematics and Economics, Elsevier, volume 65, issue C, pages 247-258, DOI: 10.1016/j.insmatheco.2015.10.003.
• Liang, Zongxia & Song, Min, 2015, "Time-consistent reinsurance and investment strategies for mean–variance insurer under partial information," Insurance: Mathematics and Economics, Elsevier, volume 65, issue C, pages 66-76, DOI: 10.1016/j.insmatheco.2015.08.008.
• Porras, Eva & Ülkü, Numan, 2015, "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 111-126, DOI: 10.1016/j.intfin.2014.11.008.
• Mansor, F. & Bhatti, M.I. & Ariff, M., 2015, "New evidence on the impact of fees on mutual fund performance of two types of funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 102-115, DOI: 10.1016/j.intfin.2014.12.009.
• Chen, Doris & Dempsey, Michael & Lajbcygier, Paul, 2015, "Is Fundamental Indexation able to time the market? Evidence from the Dow Jones Industrial Average and the Russell 1000," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 162-177, DOI: 10.1016/j.intfin.2015.02.004.
• Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015, "Education and the local equity bias around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 65-88, DOI: 10.1016/j.intfin.2015.06.002.
• Lleo, Sébastien & Ziemba, William T., 2015, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 399-425, DOI: 10.1016/j.ijforecast.2015.02.001.
• Chichernea, Doina C. & Holder, Anthony D. & Petkevich, Alex, 2015, "Does return dispersion explain the accrual and investment anomalies?," Journal of Accounting and Economics, Elsevier, volume 60, issue 1, pages 133-148, DOI: 10.1016/j.jacceco.2014.08.001.
• Bloomfield, Matthew J. & Bloomfield, Robert, 2015, "Discussion of delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 104-109, DOI: 10.1016/j.jacceco.2015.09.001.
• Taylor, Daniel J. & Verrecchia, Robert E., 2015, "Delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 8-32, DOI: 10.1016/j.jacceco.2015.07.002.
• Zhao, Yanping & Chang, Hsu-Ling & Su, Chi-Wei & Nian, Rui, 2015, "Gold bubbles: When are they most likely to occur?," Japan and the World Economy, Elsevier, volume 34, issue , pages 17-23, DOI: 10.1016/j.japwor.2015.03.001.
• Honjo, Yuji, 2015, "Why are entrepreneurship levels so low in Japan?," Japan and the World Economy, Elsevier, volume 36, issue C, pages 88-101, DOI: 10.1016/j.japwor.2015.08.002.
• Cici, Gjergji & Palacios, Luis-Felipe, 2015, "On the use of options by mutual funds: Do they know what they are doing?," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 157-168, DOI: 10.1016/j.jbankfin.2014.09.008.
• Cogneau, Philippe & Hübner, Georges, 2015, "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 224-241, DOI: 10.1016/j.jbankfin.2014.10.004.
• Calcagno, Riccardo & Monticone, Chiara, 2015, "Financial literacy and the demand for financial advice," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 363-380, DOI: 10.1016/j.jbankfin.2014.03.013.
• Navone, Marco & Pagani, Marco, 2015, "Brothers from different mothers how distribution fees change investment behavior," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 12-25, DOI: 10.1016/j.jbankfin.2014.10.013.
• Choy, Siu-Kai, 2015, "Retail clientele and option returns," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 26-42, DOI: 10.1016/j.jbankfin.2014.11.004.
• Koch-Medina, Pablo & Moreno-Bromberg, Santiago & Munari, Cosimo, 2015, "Capital adequacy tests and limited liability of financial institutions," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 93-102, DOI: 10.1016/j.jbankfin.2014.11.002.
• Cukierman, Alex & Izhakian, Yehuda, 2015, "Bailout uncertainty in a microfounded general equilibrium model of the financial system," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 160-179, DOI: 10.1016/j.jbankfin.2014.08.018.
• Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015, "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 217-229, DOI: 10.1016/j.jbankfin.2014.12.008.
• Mele, Antonio & Obayashi, Yoshiki & Shalen, Catherine, 2015, "Rate fears gauges and the dynamics of fixed income and equity volatilities," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 256-265, DOI: 10.1016/j.jbankfin.2014.04.030.
• Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano, 2015, "Local IPOs, local delistings, and the firm location premium," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 67-83, DOI: 10.1016/j.jbankfin.2014.12.012.
• Bussière, Matthieu & Hoerova, Marie & Klaus, Benjamin, 2015, "Commonality in hedge fund returns: Driving factors and implications," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 266-280, DOI: 10.1016/j.jbankfin.2014.01.039.
• Adam, Tim & Guettler, Andre, 2015, "Pitfalls and perils of financial innovation: The use of CDS by corporate bond funds," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 204-214, DOI: 10.1016/j.jbankfin.2015.02.019.
• Choi, Nicole & Skiba, Hilla, 2015, "Institutional herding in international markets," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 246-259, DOI: 10.1016/j.jbankfin.2015.02.002.
• Ahn, Seryoong & Choi, Kyoung Jin & Koo, Hyeng Keun, 2015, "A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 9-22, DOI: 10.1016/j.jbankfin.2015.01.019.
• Panopoulou, Ekaterini & Vrontos, Spyridon, 2015, "Hedge fund return predictability; To combine forecasts or combine information?," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 103-122, DOI: 10.1016/j.jbankfin.2015.03.004.
• Jang, Bong-Gyu & Kim, Kyeong Tae, 2015, "Optimal reinsurance and asset allocation under regime switching," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 37-47, DOI: 10.1016/j.jbankfin.2015.03.002.
• Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni, 2015, "A new approach to measuring riskiness in the equity market: Implications for the risk premium," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 101-117, DOI: 10.1016/j.jbankfin.2015.03.005.
• Schuster, Philipp & Uhrig-Homburg, Marliese, 2015, "Limits to arbitrage and the term structure of bond illiquidity premiums," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 143-159, DOI: 10.1016/j.jbankfin.2014.10.016.
• Walkshäusl, Christian, 2015, "Equity financing activities and European value-growth returns," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 27-40, DOI: 10.1016/j.jbankfin.2015.04.008.
• Delgado, Francisco & Dumas, Bernard & Puopolo, Giovanni W., 2015, "Hysteresis bands on returns, holding period and transaction costs," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 86-100, DOI: 10.1016/j.jbankfin.2014.12.015.
• Choi, Jaehyung & Kim, Young Shin & Mitov, Ivan, 2015, "Reward-risk momentum strategies using classical tempered stable distribution," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 194-213, DOI: 10.1016/j.jbankfin.2015.05.002.
• Guillaume, F., 2015, "The LIX: A model-independent liquidity index," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 214-231, DOI: 10.1016/j.jbankfin.2015.04.015.
• Brandtner, Mario & Kürsten, Wolfgang, 2015, "Decision making with Expected Shortfall and spectral risk measures: The problem of comparative risk aversion," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 268-280, DOI: 10.1016/j.jbankfin.2015.03.012.
• Levy, Moshe & Levy, Haim, 2015, "Keeping up with the Joneses and optimal diversification," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 29-38, DOI: 10.1016/j.jbankfin.2015.04.012.
• Antoniou, Constantinos & Harris, Richard D.F. & Zhang, Ruogu, 2015, "Ambiguity aversion and stock market participation: An empirical analysis," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 57-70, DOI: 10.1016/j.jbankfin.2015.04.009.
• Egbers, Tom & Swinkels, Laurens, 2015, "Can implied volatility predict returns on the currency carry trade?," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 14-26, DOI: 10.1016/j.jbankfin.2015.04.026.
• Dionne, Georges & Pacurar, Maria & Zhou, Xiaozhou, 2015, "Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 202-219, DOI: 10.1016/j.jbankfin.2015.06.005.
• Bernini, Michele & Guillou, Sarah & Bellone, Flora, 2015, "Financial leverage and export quality: Evidence from France," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 280-296, DOI: 10.1016/j.jbankfin.2015.06.014.
• Hiraki, Takato & Liu, Ming & Wang, Xue, 2015, "Country and industry concentration and the performance of international mutual funds," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 297-310, DOI: 10.1016/j.jbankfin.2015.04.023.
• Cao, Viet Nga, 2015, "What explains the value premium? The case of adjustment costs, operating leverage and financial leverage," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 350-366, DOI: 10.1016/j.jbankfin.2015.04.033.
• Branger, Nicole & Hansis, Alexandra, 2015, "Earning the right premium on the right factor in portfolio planning," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 367-383, DOI: 10.1016/j.jbankfin.2015.05.011.
• Jenkinson, Tim & Sousa, Miguel, 2015, "What determines the exit decision for leveraged buyouts?," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 399-408, DOI: 10.1016/j.jbankfin.2015.06.007.
• Bessler, Wolfgang & Wolff, Dominik, 2015, "Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 1-20, DOI: 10.1016/j.jbankfin.2015.06.021.
• Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke, 2015, "Do social factors influence investment behavior and performance? Evidence from mutual fund holdings," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 112-126, DOI: 10.1016/j.jbankfin.2015.07.001.
• Cai, Yu & Lau, Sie Ting, 2015, "Informed trading around earnings and mutual fund alphas," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 168-180, DOI: 10.1016/j.jbankfin.2015.08.008.
• Adam, Tim R. & Fernando, Chitru S. & Golubeva, Evgenia, 2015, "Managerial overconfidence and corporate risk management," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 195-208, DOI: 10.1016/j.jbankfin.2015.07.013.
• Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey, 2015, "Robust portfolio choice with derivative trading under stochastic volatility," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 142-157, DOI: 10.1016/j.jbankfin.2015.08.033.
• Magron, Camille & Merli, Maxime, 2015, "Repurchase behavior of individual investors, sophistication and regret," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 15-26, DOI: 10.1016/j.jbankfin.2015.08.021.
• Lu, Tsung-Hsun & Chen, Yi-Chi & Hsu, Yu-Chin, 2015, "Trend definition or holding strategy: What determines the profitability of candlestick charting?," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 172-183, DOI: 10.1016/j.jbankfin.2015.09.009.
• Ding, Xiaoya (Sara) & Ni, Yang & Rahman, Abdul & Saadi, Samir, 2015, "Housing price growth and the cost of equity capital," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 283-300, DOI: 10.1016/j.jbankfin.2015.09.017.
• Chen, An & Hentschel, Felix & Klein, Jakob K., 2015, "A utility- and CPT-based comparison of life insurance contracts with guarantees," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 327-339, DOI: 10.1016/j.jbankfin.2015.09.016.
• Doerrenberg, Philipp & Duncan, Denvil & Zeppenfeld, Christopher, 2015, "Circumstantial risk: Impact of future tax evasion and labor supply opportunities on risk exposure," Journal of Economic Behavior & Organization, Elsevier, volume 109, issue C, pages 85-100, DOI: 10.1016/j.jebo.2014.11.005.
• Beckmann, Elisabeth & Stix, Helmut, 2015, "Foreign currency borrowing and knowledge about exchange rate risk," Journal of Economic Behavior & Organization, Elsevier, volume 112, issue C, pages 1-16, DOI: 10.1016/j.jebo.2014.12.015.
• Spaenjers, Christophe & Spira, Sven Michael, 2015, "Subjective life horizon and portfolio choice," Journal of Economic Behavior & Organization, Elsevier, volume 116, issue C, pages 94-106, DOI: 10.1016/j.jebo.2015.04.006.
• Bauer, Rob & Smeets, Paul, 2015, "Social identification and investment decisions," Journal of Economic Behavior & Organization, Elsevier, volume 117, issue C, pages 121-134, DOI: 10.1016/j.jebo.2015.06.006.
• Cueva, Carlos & Rustichini, Aldo, 2015, "Is financial instability male-driven? Gender and cognitive skills in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, volume 119, issue C, pages 330-344, DOI: 10.1016/j.jebo.2015.08.014.
• Ladley, Daniel & Lensberg, Terje & Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2015, "Fragmentation and stability of markets," Journal of Economic Behavior & Organization, Elsevier, volume 119, issue C, pages 466-481, DOI: 10.1016/j.jebo.2015.09.013.
• Wengner, Andreas & Burghof, Hans-Peter & Schneider, Johannes, 2015, "The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?," Journal of Economics and Business, Elsevier, volume 78, issue C, pages 79-91, DOI: 10.1016/j.jeconbus.2014.11.003.
• Spierdijk, Laura & Umar, Zaghum, 2015, "Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession," Journal of Economics and Business, Elsevier, volume 79, issue C, pages 1-37, DOI: 10.1016/j.jeconbus.2014.12.002.
• Gollier, Christian, 2015, "Discounting, inequality and economic convergence," Journal of Environmental Economics and Management, Elsevier, volume 69, issue C, pages 53-61, DOI: 10.1016/j.jeem.2014.10.005.
• Lei, Zhen & Shcherbakova, Anastasia V., 2015, "Revealing climate change opinions through investment behavior: Evidence from Fukushima," Journal of Environmental Economics and Management, Elsevier, volume 70, issue C, pages 92-108, DOI: 10.1016/j.jeem.2015.01.004.
• Challe, Edouard & Chrétien, Edouard, 2015, "Market composition and price informativeness in a large market with endogenous order types," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 679-696, DOI: 10.1016/j.jet.2014.12.006.
• Ehling, Paul & Heyerdahl-Larsen, Christian, 2015, "Complete and incomplete financial markets in multi-good economies," Journal of Economic Theory, Elsevier, volume 160, issue C, pages 438-462, DOI: 10.1016/j.jet.2015.10.006.
• Easley, David & Yang, Liyan, 2015, "Loss aversion, survival and asset prices," Journal of Economic Theory, Elsevier, volume 160, issue C, pages 494-516, DOI: 10.1016/j.jet.2015.08.013.
• Hugonnier, Julien & Prieto, Rodolfo, 2015, "Asset pricing with arbitrage activity," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 411-428, DOI: 10.1016/j.jfineco.2014.10.001.
• Barroso, Pedro & Santa-Clara, Pedro, 2015, "Momentum has its moments," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 111-120, DOI: 10.1016/j.jfineco.2014.11.010.
• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015, "Scale and skill in active management," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 23-45, DOI: 10.1016/j.jfineco.2014.11.008.
• Lee, Charles M.C. & Ma, Paul & Wang, Charles C.Y., 2015, "Search-based peer firms: Aggregating investor perceptions through internet co-searches," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 410-431, DOI: 10.1016/j.jfineco.2015.02.003.
• Harris, Lawrence E. & Hartzmark, Samuel M. & Solomon, David H., 2015, "Juicing the dividend yield: Mutual funds and the demand for dividends," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 433-451, DOI: 10.1016/j.jfineco.2015.04.001.
• Schneider, Paul, 2015, "Generalized risk premia," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 487-504, DOI: 10.1016/j.jfineco.2015.03.003.
• Lyle, Matthew R. & Wang, Charles C.Y., 2015, "The cross section of expected holding period returns and their dynamics: A present value approach," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 505-525, DOI: 10.1016/j.jfineco.2015.03.001.
• Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri V., 2015, "Deflating profitability," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 225-248, DOI: 10.1016/j.jfineco.2015.02.004.
• Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman, 2015, "Are institutions informed about news?," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 249-287, DOI: 10.1016/j.jfineco.2015.03.007.
• Cronqvist, Henrik & Siegel, Stephan & Yu, Frank, 2015, "Value versus growth investing: Why do different investors have different styles?," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 333-349, DOI: 10.1016/j.jfineco.2015.04.006.
• Fama, Eugene F. & French, Kenneth R., 2015, "Incremental variables and the investment opportunity set," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 470-488, DOI: 10.1016/j.jfineco.2015.05.001.
• Hvide, Hans K. & Östberg, Per, 2015, "Social interaction at work," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 628-652, DOI: 10.1016/j.jfineco.2015.06.004.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2015, "Measuring skill in the mutual fund industry," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 1-20, DOI: 10.1016/j.jfineco.2015.05.002.
• Amaya, Diego & Christoffersen, Peter & Jacobs, Kris & Vasquez, Aurelio, 2015, "Does realized skewness predict the cross-section of equity returns?," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 135-167, DOI: 10.1016/j.jfineco.2015.02.009.
• Jordan, Bradford D. & Riley, Timothy B., 2015, "Volatility and mutual fund manager skill," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 289-298, DOI: 10.1016/j.jfineco.2015.06.012.
• Akbas, Ferhat & Armstrong, Will J. & Sorescu, Sorin & Subrahmanyam, Avanidhar, 2015, "Smart money, dumb money, and capital market anomalies," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 355-382, DOI: 10.1016/j.jfineco.2015.07.003.
• Sen, Rik & Tumarkin, Robert, 2015, "Stocking up: Executive optimism, option exercise, and share retention," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 399-430, DOI: 10.1016/j.jfineco.2015.08.001.
• Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2015, "The price of wine," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 431-449, DOI: 10.1016/j.jfineco.2015.08.005.
• Milbradt, Konstantin & Oehmke, Martin, 2015, "Maturity rationing and collective short-termism," Journal of Financial Economics, Elsevier, volume 118, issue 3, pages 553-570, DOI: 10.1016/j.jfineco.2014.08.009.
• Trani, Tommaso, 2015, "Asset pledgeability and international transmission of financial shocks," Journal of International Money and Finance, Elsevier, volume 50, issue C, pages 49-77, DOI: 10.1016/j.jimonfin.2014.09.002.
• Becker, Christoph & Schmidt, Wolfgang M., 2015, "How past market movements affect correlation and volatility," Journal of International Money and Finance, Elsevier, volume 50, issue C, pages 78-107, DOI: 10.1016/j.jimonfin.2014.09.003.
• Bremus, Franziska & Fratzscher, Marcel, 2015, "Drivers of structural change in cross-border banking since the global financial crisis," Journal of International Money and Finance, Elsevier, volume 52, issue C, pages 32-59, DOI: 10.1016/j.jimonfin.2014.11.012.
• Temesvary, Judit, 2015, "Foreign activities of U.S. banks since 1997: The roles of regulations and market conditions in crises and normal times," Journal of International Money and Finance, Elsevier, volume 56, issue C, pages 202-222, DOI: 10.1016/j.jimonfin.2014.09.008.