Research classified by Journal of Economic Literature (JEL) codes

2015

• Sharon Garyn-Tal, 2015, "Mutual fund fees and performance: new insights," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 454-477, July, DOI: 10.1007/s12197-013-9257-z.
• Florin Bidian & Camelia Bejan, 2015, "Martingale properties of self-enforcing debt," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 60, issue 1, pages 35-57, September, DOI: 10.1007/s00199-014-0832-0.
• Alon Kalay, 2015, "Investor sophistication and disclosure clienteles," Review of Accounting Studies, Springer, volume 20, issue 2, pages 976-1011, June, DOI: 10.1007/s11142-015-9317-z.
• Yuri Salazar & Wing Ng, 2015, "Nonparametric estimation of general multivariate tail dependence and applications to financial time series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 24, issue 1, pages 121-158, March, DOI: 10.1007/s10260-014-0274-7.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015, "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/29, 11.
• Pietro Dindo, 2015, "Survival in Speculative Markets," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/32, 12.
• Andreas Fagereng & Elin Halvorsen, 2015, "Imputing consumption from Norwegian income and wealth registry data," Discussion Papers, Statistics Norway, Research Department, number 831, Dec.
• Peter Schwendner & Martin Schuele & Thomas Ott & Martin Hillebrand, 2015, "European Government Bond Dynamics and Stability Policies: Taming Contagion Risks," Working Papers, European Stability Mechanism, number 8, Dec.
• Cristhian Mellado & Diego Escobari, 2015, "Virtual integration of financial markets: a dynamic correlation analysis of the creation of the Latin American Integrated Market," Applied Economics, Taylor & Francis Journals, volume 47, issue 19, pages 1956-1971, April, DOI: 10.1080/00036846.2014.1002892.
• Nicolas Huck, 2015, "Pairs trading: does volatility timing matter?," Applied Economics, Taylor & Francis Journals, volume 47, issue 57, pages 6239-6256, December, DOI: 10.1080/00036846.2015.1068923.
• Peter C. Dawson, 2015, "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, volume 47, issue 6, pages 569-598, February, DOI: 10.1080/00036846.2014.975333.
• Nicolas Huck & Komivi Afawubo, 2015, "Pairs trading and selection methods: is cointegration superior?," Applied Economics, Taylor & Francis Journals, volume 47, issue 6, pages 599-613, February, DOI: 10.1080/00036846.2014.975417.
• Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2015, "Independent Factor Autoregressive Conditional Density Model," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 5, pages 594-616, May, DOI: 10.1080/07474938.2013.808561.
• Renuka Sane & Susan Thomas, 2015, "In Search of Inclusion: Informal Sector Participation in a Voluntary, Defined Contribution Pension System," Journal of Development Studies, Taylor & Francis Journals, volume 51, issue 10, pages 1409-1424, October, DOI: 10.1080/00220388.2014.997220.
• Giannis Vardas & Anastasios Xepapadeas, 2015, "Uncertainty aversion, robust control and asset holdings," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 3, pages 477-491, March, DOI: 10.1080/14697688.2011.637077.
• Ozcan Ceylan, 2015, "Limited information-processing capacity and asymmetric stock correlations," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 6, pages 1031-1039, June, DOI: 10.1080/14697688.2013.808374.
• Vitali Alexeev & Mardi Dungey, 2015, "Equity portfolio diversification with high frequency data," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 7, pages 1205-1215, July, DOI: 10.1080/14697688.2014.973898.
• Ozgur Ozel & Mustafa Utku Ozmen & Erdal Yilmaz, 2015, "Importance of Foreign Ownership and Staggered Adjustment of Capital Outflows," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1531.
• , & ,, 2015, "The Foster-Hart measure of riskiness for general gambles," Theoretical Economics, Econometric Society, volume 10, issue 1, January.
• Siem Jan Koopman & Rutger Lit & André Lucas, 2015, "Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-037/III/DSF90, Mar.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral, 2015, "A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-056/III, May.
• David E. Allen & Michael McAleer & Robert J. Powell & Abbay K. Singh, 2015, "Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-122/III, Nov.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral, 2015, "Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-133/III, Dec.
• Prokudina, Elena & Renneboog, Luc & Tobler, Philippe, 2015, "Does Confidence Predict Out-of-Domain Effort?," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-055.
• Renneboog, Luc, 2015, "Investing in Diamonds," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4144e181-d12f-4c6f-a3f8-6.
• Claus Michelsen & Karsten Neuhoff & Anne Schopp, 2015, "Beteiligungskapital als Option für mehr Investitionen in die Gebäudeenergieeffizienz?," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 19, pages 463-470.
• Antonia Grohmann & Lukas Menkhoff, 2015, "Schule, Eltern und finanzielle Bildung bestimmen das Finanzverhalten," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 28, pages 655-661.
• Corporate author, 2015, "Viele Menschen kennen sich auch mit einfachen finanziellen Konzepten zu wenig aus: Sieben Fragen an Antonia Grohmann," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 82, issue 28, pages 662-662.
• Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff, 2015, "Childhood Roots of Financial Literacy," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1504.
• Fredj Jawadi & Georges Prat, 2015, "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-16.
• Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2015, "Towards Greater Diversification in Central Bank Reserves," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-34.
• Lauren Stagnol, 2015, "Designing a corporate bond index on solvency criteria," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-39.
• Catherine , Sylvain, 2015, "A Certainty Equivalent Valuation of Social Security Entitlements," HEC Research Papers Series, HEC Paris, number 1086, Feb.
• Thesmar , David & Landier , Augustin, 2015, "The Capacity of Trading Strategies," HEC Research Papers Series, HEC Paris, number 1089, Mar.
• Ovtchinnikov , Alexei & Cooper , Michael, 2015, "Geographical Vibrancy and Firm Performance," HEC Research Papers Series, HEC Paris, number 1090, Mar.
• Martin , Thorsten & Sonnenburg , Florian, 2015, "Managerial Ownership Changes and Mutual Fund Performance," HEC Research Papers Series, HEC Paris, number 1102, Aug.
• Mengus , Eric & Pancrazi , Roberto, 2015, "The Inequality Accelerator," HEC Research Papers Series, HEC Paris, number 1108, Sep.
• Habib, Maurizio Michael & Floreani, Vincent Arthur, 2015, "Financial exposure to the euro area before and after the crisis: home bias and institutions at home," Working Paper Series, European Central Bank, number 1799, Jun.
• Georgarakos, Dimitris & Inderst, Roman & Deuflhard, Florian, 2015, "Financial literacy and savings account returns," Working Paper Series, European Central Bank, number 1852, Sep.
• Birru, Justin, 2015, "Psychological Barriers, Expectational Errors, and Underreaction to News," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2014-03, Jan.
• Bollen, Nicolas P. B. & Sensoy, Berk A., 2015, "How Much for a Haircut? Illiquidity, Secondary Markets, and the Value of Private Equity," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-08, May.
• Bao, Jack & Chen, Jia & Hou, Kewei & Lu, Lei, 2015, "Prices and Volatilities in the Corporate Bond Market," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-18, Aug.
• Berk, Jonathan B. & van Binsbergen, Jules H., 2015, "Assessing Asset Pricing Models Using Revealed Preference," Research Papers, Stanford University, Graduate School of Business, number 3130, Mar.
• Israeli, Doron & Lee, Charles M. C. & Sridharan, Suhas A., 2015, "Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective," Research Papers, Stanford University, Graduate School of Business, number 3322, Jul.
• Ogneva, Maria & Piotroski, Joseph D. & Zakolyukina, Anastasia A., 2015, "When Is Distress Risk Priced? Evidence from Recessionary Failure Prediction," Research Papers, Stanford University, Graduate School of Business, number 3333, May.
• Lee, Charles M. C. & Ma, Paul & Wang, Charles C. Y., 2015, "The Search for Benchmarks: When Do Crowds Provide Wisdom?," Research Papers, Stanford University, Graduate School of Business, number 3373, May.
• Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M., 2015, "Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-07, Jun.
• Alaaeddin Al-Tarawneh & Mohmmad Khataybeh, 2015, "Portfolio Behaviour of Commercial Banks: The Expected Utility Approach: Evidence from Jordan," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 312-323.
• Kasilingam Lingaraja & Murugesan Selvam & Vinayagamoorthi Vasanth & Ramachandran Rajesh Ramkumar, 2015, "Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 324-333.
• Mehmet Islamo lu & Mehmet Apan & Adem Ayvali, 2015, "Determination of Factors Affecting Individual Investor Behaviours: A Study on Bankers," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 531-543.
• Rafiq Bhuyan & James Kuhle & Talla Mohammed Al-Deehani & Munir Mahmood, 2015, "Portfolio Diversification Benefits Using Real Estate Investment Trusts An Experiment with US Common Stocks, Equity Real Estate Investment Trusts, and Mortgage Real Estate Investment Trusts," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 4, pages 922-928.
• Téllez de Vettori, Giannio & Chávez-Bedoya, Luis & Loaiza Alamo, Carlos, 2015, "Precios de adjudicación y componentes del spread en la Bolsa de Valores de Lima," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Castro, Rubén & Fortunato, Andrés, 2015, "¿Se comporta el alfabetismo financiero como un bien económico?," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Téllez de Vettori, Giannio & Chávez-Bedoya, Luis & Loaiza Alamo, Carlos, 2015, "Pricing and spread components at the Lima Stock Exchange," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Castro, Rubén & Fortunato, Andrés, 2015, "Is financial literacy an economic good?," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-71.
• Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015, "Education and the local equity bias around the world," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-76, Jun.
• Bachmann, Kremena & Hens, Thorsten, 2015, "Investment competence and advice seeking," Journal of Behavioral and Experimental Finance, Elsevier, volume 6, issue C, pages 27-41, DOI: 10.1016/j.jbef.2015.03.001.
• Aspara, Jaakko & Hoffmann, Arvid O.I., 2015, "Cut your losses and let your profits run: How shifting feelings of personal responsibility reverses the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 8, issue C, pages 18-24, DOI: 10.1016/j.jbef.2015.10.002.
• Babalos, Vassilios & Balcilar, Mehmet & Gupta, Rangan, 2015, "Herding behavior in real estate markets: Novel evidence from a Markov-switching model," Journal of Behavioral and Experimental Finance, Elsevier, volume 8, issue C, pages 40-43, DOI: 10.1016/j.jbef.2015.10.004.
• Bernile, Gennaro & Sulaeman, Johan & Wang, Qin, 2015, "Institutional trading during a wave of corporate scandals: “Perfect Payday”?," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 191-209, DOI: 10.1016/j.jcorpfin.2015.07.004.
• Aymanns, Christoph & Farmer, J. Doyne, 2015, "The dynamics of the leverage cycle," Journal of Economic Dynamics and Control, Elsevier, volume 50, issue C, pages 155-179, DOI: 10.1016/j.jedc.2014.09.015.
• Colwell, David B. & Feldman, David & Hu, Wei, 2015, "Non-transferable non-hedgeable executive stock option pricing," Journal of Economic Dynamics and Control, Elsevier, volume 53, issue C, pages 161-191, DOI: 10.1016/j.jedc.2015.02.002.
• Lei, Yaoting & Xu, Jing, 2015, "Costly arbitrage through pairs trading," Journal of Economic Dynamics and Control, Elsevier, volume 56, issue C, pages 1-19, DOI: 10.1016/j.jedc.2015.04.006.
• Branger, Nicole & Mahayni, Antje & Zieling, Daniel, 2015, "Robustness of stable volatility strategies," Journal of Economic Dynamics and Control, Elsevier, volume 60, issue C, pages 134-151, DOI: 10.1016/j.jedc.2015.08.007.
• Isaenko, Sergey, 2015, "Equilibrium theory of stock market crashes," Journal of Economic Dynamics and Control, Elsevier, volume 60, issue C, pages 73-94, DOI: 10.1016/j.jedc.2015.08.004.
• Shi, Yun & Cui, Xiangyu & Li, Duan, 2015, "Discrete-time behavioral portfolio selection under cumulative prospect theory," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 283-302, DOI: 10.1016/j.jedc.2015.10.002.
• Branger, Nicole & Schlag, Christian & Wu, Lue, 2015, "‘Nobody is perfect’: Asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 303-333, DOI: 10.1016/j.jedc.2015.08.005.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2015, "Does gold act as a hedge or a safe haven for stocks? A smooth transition approach," Economic Modelling, Elsevier, volume 48, issue C, pages 16-24, DOI: 10.1016/j.econmod.2014.10.044.
• Hoang, Thi-Hong-Van & Wong, Wing-Keung & Zhu, Zhenzhen, 2015, "Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange," Economic Modelling, Elsevier, volume 50, issue C, pages 200-211, DOI: 10.1016/j.econmod.2015.06.021.
• Broll, Udo & Guo, Xu & Welzel, Peter & Wong, Wing-Keung, 2015, "The banking firm and risk taking in a two-moment decision model," Economic Modelling, Elsevier, volume 50, issue C, pages 275-280, DOI: 10.1016/j.econmod.2015.06.016.
• Kim, Hyeongwoo & Ryu, Deockhyun, 2015, "Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach," Economic Modelling, Elsevier, volume 51, issue C, pages 227-241, DOI: 10.1016/j.econmod.2015.07.009.
• Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis, 2015, "Improving international diversification benefits for US investors," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 64-76, DOI: 10.1016/j.najef.2015.01.005.
• Arnold, Stephan & Auer, Benjamin R., 2015, "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 187-214, DOI: 10.1016/j.najef.2015.08.005.
• Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2015, "Performance and performance persistence of socially responsible investment funds in Europe and North America," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 254-266, DOI: 10.1016/j.najef.2015.09.011.
• Billio, Monica & Caporin, Massimiliano & Costola, Michele, 2015, "Backward/forward optimal combination of performance measures for equity screening," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 63-83, DOI: 10.1016/j.najef.2015.08.002.
• Bernasconi, Michele & Levaggi, Rosella & Menoncin, Francesco, 2015, "Tax evasion and uncertainty in a dynamic context," Economics Letters, Elsevier, volume 126, issue C, pages 171-175, DOI: 10.1016/j.econlet.2014.12.013.
• Bilson, John F.O. & Kang, Sang Baum & Luo, Hong, 2015, "The term structure of implied dividend yields and expected returns," Economics Letters, Elsevier, volume 128, issue C, pages 9-13, DOI: 10.1016/j.econlet.2015.01.003.
• Sauter, Nicolas, 2015, "Social networks as a catalyst of economic change," Economics Letters, Elsevier, volume 134, issue C, pages 45-48, DOI: 10.1016/j.econlet.2015.06.010.
• Sims, Theodore S., 2015, "Income taxation, wealth effects, and uncertainty: Portfolio adjustments with isoelastic utility and discrete probability," Economics Letters, Elsevier, volume 135, issue C, pages 52-54, DOI: 10.1016/j.econlet.2015.07.006.
• Shamsuddin, Abul & Kim, Jae H., 2015, "Market sentiment and the Fama–French factor premia," Economics Letters, Elsevier, volume 136, issue C, pages 129-132, DOI: 10.1016/j.econlet.2015.09.021.
• Gao, Ming & Fok, Robert (Chi-Wing), 2015, "Demographics, family/social interaction, and household finance," Economics Letters, Elsevier, volume 136, issue C, pages 194-196, DOI: 10.1016/j.econlet.2015.09.027.
• Almenberg, Johan & Dreber, Anna, 2015, "Gender, stock market participation and financial literacy," Economics Letters, Elsevier, volume 137, issue C, pages 140-142, DOI: 10.1016/j.econlet.2015.10.009.
• Stark, Oded & Zawojska, Ewa, 2015, "Gender differentiation in risk-taking behavior: On the relative risk aversion of single men and single women," Economics Letters, Elsevier, volume 137, issue C, pages 83-87, DOI: 10.1016/j.econlet.2015.09.023.
• Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey, 2015, "Bad environments, good environments: A non-Gaussian asymmetric volatility model," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 258-275, DOI: 10.1016/j.jeconom.2014.06.021.
• Wachter, Jessica A. & Warusawitharana, Missaka, 2015, "What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 74-93, DOI: 10.1016/j.jeconom.2014.05.018.
• Chang, Chia-Lin & Jiménez-Martín, Juan-Ángel & Maasoumi, Esfandiar & Pérez-Amaral, Teodosio, 2015, "A stochastic dominance approach to financial risk management strategies," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 472-485, DOI: 10.1016/j.jeconom.2015.02.032.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2015, "The long and the short of the risk-return trade-off," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 580-592, DOI: 10.1016/j.jeconom.2015.02.040.
• Paolella, Marc S. & Polak, Paweł, 2015, "COMFORT: A common market factor non-Gaussian returns model," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 593-605, DOI: 10.1016/j.jeconom.2015.02.041.
• Lyócsa, Štefan & Baumöhl, Eduard, 2015, "Similarity of emerging market returns under changing market conditions: Markets in the ASEAN-4, Latin America, Middle East, and BRICs," Economic Systems, Elsevier, volume 39, issue 2, pages 253-268, DOI: 10.1016/j.ecosys.2014.08.001.
• Zhang, Tao & Zhou, Hongfeng & Li, Larry & Gu, Feng, 2015, "Optimal rebalance rules for the constant proportion portfolio insurance strategy – Evidence from China," Economic Systems, Elsevier, volume 39, issue 3, pages 413-422, DOI: 10.1016/j.ecosys.2015.02.001.
• Zhang, Linwan & Wu, Weixing & Wei, Ying & Pan, Rulu, 2015, "Stock holdings over the life cycle: Who hesitates to join the market?," Economic Systems, Elsevier, volume 39, issue 3, pages 423-438, DOI: 10.1016/j.ecosys.2015.05.001.
• Maillet, Bertrand & Tokpavi, Sessi & Vaucher, Benoit, 2015, "Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach," European Journal of Operational Research, Elsevier, volume 244, issue 1, pages 289-299, DOI: 10.1016/j.ejor.2015.01.010.
• Mink, Mark, 2015, "Measuring stock market contagion: Local or common currency returns?," Emerging Markets Review, Elsevier, volume 22, issue C, pages 18-24, DOI: 10.1016/j.ememar.2014.11.003.
• Park, Hyuna, 2015, "Emerging market hedge funds in the United States," Emerging Markets Review, Elsevier, volume 22, issue C, pages 25-42, DOI: 10.1016/j.ememar.2014.11.004.
• Saad, Mohsen & Samet, Anis, 2015, "Pricing, dynamics, and determinants of illiquidity risks: International evidence," Emerging Markets Review, Elsevier, volume 23, issue C, pages 124-147, DOI: 10.1016/j.ememar.2014.11.005.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015, "Regional and global spillovers and diversification opportunities in the GCC equity sectors," Emerging Markets Review, Elsevier, volume 24, issue C, pages 160-187, DOI: 10.1016/j.ememar.2015.06.002.
• Wang, Kevin Q. & Xu, Jianguo, 2015, "Market volatility and momentum," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 79-91, DOI: 10.1016/j.jempfin.2014.11.009.
• Prono, Todd, 2015, "Market proxies as factors in linear asset pricing models: Still living with the roll critique," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 36-53, DOI: 10.1016/j.jempfin.2015.02.001.
• Mainik, Georg & Mitov, Georgi & Rüschendorf, Ludger, 2015, "Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 115-134, DOI: 10.1016/j.jempfin.2015.03.003.
• Sun, Baojing & van Kooten, G. Cornelis, 2015, "Financial weather derivatives for corn production in Northern China: A comparison of pricing methods," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 201-209, DOI: 10.1016/j.jempfin.2015.03.014.
• Chiang, I-Hsuan Ethan, 2015, "Modern portfolio management with conditioning information," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 114-134, DOI: 10.1016/j.jempfin.2015.05.003.
• Brown, Sarah & Ghosh, Pulak & Su, Li & Taylor, Karl, 2015, "Modelling household finances: A Bayesian approach to a multivariate two-part model," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 190-207, DOI: 10.1016/j.jempfin.2015.03.017.
• Moneta, Fabio, 2015, "Measuring bond mutual fund performance with portfolio characteristics," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 223-242, DOI: 10.1016/j.jempfin.2015.03.012.
• Conlin, Andrew & Kyröläinen, Petri & Kaakinen, Marika & Järvelin, Marjo-Riitta & Perttunen, Jukka & Svento, Rauli, 2015, "Personality traits and stock market participation," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 34-50, DOI: 10.1016/j.jempfin.2015.06.001.
• Kim, Daehwan, 2015, "Beta vs. characteristics: Comparison of risk model performances," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 156-171, DOI: 10.1016/j.jempfin.2015.10.002.
• Schauten, Marc B.J. & Willemstein, Robin & Zwinkels, Remco C.J., 2015, "A tale of feedback trading by hedge funds," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 239-259, DOI: 10.1016/j.jempfin.2015.05.006.
• Mishra, Anil V., 2015, "Measures of equity home bias puzzle," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 293-312, DOI: 10.1016/j.jempfin.2015.08.001.
• Nolte, Ingmar & Xu, Qi, 2015, "The economic value of volatility timing with realized jumps," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 45-59, DOI: 10.1016/j.jempfin.2015.03.019.
• Liu, Li & Ma, Feng & Wang, Yudong, 2015, "Forecasting excess stock returns with crude oil market data," Energy Economics, Elsevier, volume 48, issue C, pages 316-324, DOI: 10.1016/j.eneco.2014.12.006.
• Demirer, Rıza & Jategaonkar, Shrikant P. & Khalifa, Ahmed A.A., 2015, "Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries," Energy Economics, Elsevier, volume 49, issue C, pages 132-140, DOI: 10.1016/j.eneco.2015.02.010.
• Block, Alexander Souza & Righi, Marcelo Brutti & Schlender, Sérgio Guilherme & Coronel, Daniel Arruda, 2015, "Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework: The financial and economic role of structural breaks," Energy Economics, Elsevier, volume 49, issue C, pages 23-32, DOI: 10.1016/j.eneco.2015.01.011.
• Ben Ammar, Semir & Eling, Martin, 2015, "Common risk factors of infrastructure investments," Energy Economics, Elsevier, volume 49, issue C, pages 257-273, DOI: 10.1016/j.eneco.2015.01.021.
• Khalfaoui, R. & Boutahar, M. & Boubaker, H., 2015, "Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis," Energy Economics, Elsevier, volume 49, issue C, pages 540-549, DOI: 10.1016/j.eneco.2015.03.023.
• Martínez, Beatriz & Torró, Hipòlit, 2015, "European natural gas seasonal effects on futures hedging," Energy Economics, Elsevier, volume 50, issue C, pages 154-168, DOI: 10.1016/j.eneco.2015.04.002.
• Avdulaj, Krenar & Barunik, Jozef, 2015, "Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data," Energy Economics, Elsevier, volume 51, issue C, pages 31-44, DOI: 10.1016/j.eneco.2015.05.018.
• Du, Limin & He, Yanan, 2015, "Extreme risk spillovers between crude oil and stock markets," Energy Economics, Elsevier, volume 51, issue C, pages 455-465, DOI: 10.1016/j.eneco.2015.08.007.
• Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas, 2015, "Hedging strategies in energy markets: The case of electricity retailers," Energy Economics, Elsevier, volume 51, issue C, pages 503-509, DOI: 10.1016/j.eneco.2015.06.021.
• Fouilloux, Jessica & Moraux, Franck & Viviani, Jean-Laurent, 2015, "Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty," Energy Policy, Elsevier, volume 82, issue C, pages 310-320, DOI: 10.1016/j.enpol.2014.12.004.
• Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat, 2015, "Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle," Energy Policy, Elsevier, volume 87, issue C, pages 72-82, DOI: 10.1016/j.enpol.2015.08.039.
• Cotter, John & Sullivan, Niall O' & Rossi, Francesco, 2015, "The conditional pricing of systematic and idiosyncratic risk in the UK equity market," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 184-193, DOI: 10.1016/j.irfa.2014.10.002.
• O'Hagan-Luff, Martha & Berrill, Jenny, 2015, "Why stay-at-home investing makes sense," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 1-14, DOI: 10.1016/j.irfa.2015.01.002.
• Auer, Benjamin R., 2015, "Does the choice of performance measure influence the evaluation of commodity investments?," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 142-150, DOI: 10.1016/j.irfa.2014.10.003.
• Bertrand, Philippe & Lapointe, Vincent, 2015, "How performance of risk-based strategies is modified by socially responsible investment universe?," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 175-190, DOI: 10.1016/j.irfa.2014.11.009.
• Dichtl, Hubert & Drobetz, Wolfgang, 2015, "Sell in May and Go Away: Still good advice for investors?," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 29-43, DOI: 10.1016/j.irfa.2014.09.007.
• Kim, Woo Chang & Kim, Jang Ho & Mulvey, John M. & Fabozzi, Frank J., 2015, "Focusing on the worst state for robust investing," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 19-31, DOI: 10.1016/j.irfa.2015.02.001.
• Syriopoulos, Theodore & Makram, Beljid & Boubaker, Adel, 2015, "Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 7-18, DOI: 10.1016/j.irfa.2015.01.015.
• Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia, 2015, "Stock market expectations and risk aversion of individual investors," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 122-131, DOI: 10.1016/j.irfa.2015.05.011.
• Leite, Paulo & Cortez, Maria Céu, 2015, "Performance of European socially responsible funds during market crises: Evidence from France," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 132-141, DOI: 10.1016/j.irfa.2015.05.012.
• Hudson, Robert & Urquhart, Andrew, 2015, "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 166-177, DOI: 10.1016/j.irfa.2015.05.015.
• Bohl, Martin T. & Kaufmann, Philipp & Siklos, Pierre L., 2015, "What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 194-206, DOI: 10.1016/j.irfa.2015.05.018.
• Jenwittayaroje, Nattawut & Charoenwong, Charlie & Ding, David K. & Yang, Yung Chiang, 2015, "Trading costs on the Stock Exchange of Thailand," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 31-40, DOI: 10.1016/j.irfa.2015.05.008.
• Bredin, Don & Conlon, Thomas & Potì, Valerio, 2015, "Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 320-328, DOI: 10.1016/j.irfa.2015.01.010.
• Białkowski, Jędrzej & Bohl, Martin T. & Stephan, Patrick M. & Wisniewski, Tomasz P., 2015, "The gold price in times of crisis," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 329-339, DOI: 10.1016/j.irfa.2014.07.001.
• Ramiah, Vikash & Xu, Xiaoming & Moosa, Imad A., 2015, "Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 89-100, DOI: 10.1016/j.irfa.2015.05.021.
• Palaiodimos, George & Tzavalis, Elias, 2015, "The EMU effects on asset market holdings and the recent financial crisis," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 153-161, DOI: 10.1016/j.irfa.2015.04.003.
• Echterling, F. & Eierle, B. & Ketterer, S., 2015, "A review of the literature on methods of computing the implied cost of capital," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 235-252, DOI: 10.1016/j.irfa.2015.08.001.
• López, Raquel, 2015, "Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 292-303, DOI: 10.1016/j.irfa.2015.08.005.
• Switzer, Lorne N. & Tahaoglu, Cagdas, 2015, "The benefits of international diversification: market development, corporate governance, market cap, and structural change effects," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 76-97, DOI: 10.1016/j.irfa.2014.11.010.
• Hoang, Thi-Hong-Van & Lean, Hooi Hooi & Wong, Wing-Keung, 2015, "Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 98-108, DOI: 10.1016/j.irfa.2014.11.020.
• Eun, Cheol S. & Kim, Soo-Hyun & Lee, Kyuseok, 2015, "Currency competition between the dollar and euro: Evidence from exchange rate behaviors," Finance Research Letters, Elsevier, volume 12, issue C, pages 100-108, DOI: 10.1016/j.frl.2014.11.003.
• Chow, Victor & Lai, Christine W., 2015, "Conditional Sharpe Ratios," Finance Research Letters, Elsevier, volume 12, issue C, pages 117-133, DOI: 10.1016/j.frl.2014.11.001.
• Peltomäki, Jarkko & Äijö, Janne, 2015, "Cross-sectional anomalies and volatility risk in different economic and market cycles," Finance Research Letters, Elsevier, volume 12, issue C, pages 17-22, DOI: 10.1016/j.frl.2014.12.004.
• Voelzke, Jan, 2015, "Weakening the Gain–Loss-Ratio measure to make it stronger," Finance Research Letters, Elsevier, volume 12, issue C, pages 58-66, DOI: 10.1016/j.frl.2014.11.007.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2015, "Effects of macroeconomic uncertainty on the stock and bond markets," Finance Research Letters, Elsevier, volume 13, issue C, pages 10-16, DOI: 10.1016/j.frl.2015.03.008.
• Han, Nan-Wei & Hung, Mao-Wei, 2015, "The investment management for a downside-protected equity-linked annuity under interest rate risk," Finance Research Letters, Elsevier, volume 13, issue C, pages 113-124, DOI: 10.1016/j.frl.2015.02.006.
• Acker, Daniella & Duck, Nigel W., 2015, "Political risk, investor attention and the Scottish Independence referendum," Finance Research Letters, Elsevier, volume 13, issue C, pages 163-171, DOI: 10.1016/j.frl.2015.01.008.
• Xiang, Hua & Yang, Zhaojun, 2015, "Investment timing and capital structure with loan guarantees," Finance Research Letters, Elsevier, volume 13, issue C, pages 179-187, DOI: 10.1016/j.frl.2015.01.006.
• Boudt, Kris & Lu, Wanbo & Peeters, Benedict, 2015, "Higher order comoments of multifactor models and asset allocation," Finance Research Letters, Elsevier, volume 13, issue C, pages 225-233, DOI: 10.1016/j.frl.2014.12.008.
• Godek, Paul E., 2015, "A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles," Finance Research Letters, Elsevier, volume 13, issue C, pages 29-35, DOI: 10.1016/j.frl.2015.03.006.
• Lam, Swee-Sum & Zhang, Weina & Jacob, Gabriel Henry, 2015, "The mispricing of socially ambiguous grey stocks," Finance Research Letters, Elsevier, volume 13, issue C, pages 81-89, DOI: 10.1016/j.frl.2015.02.010.
• Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei, 2015, "Revisiting the earnings–price effect: The importance of future earnings," Finance Research Letters, Elsevier, volume 13, issue C, pages 90-96, DOI: 10.1016/j.frl.2015.02.009.
• Erragraguy, Elias & Revelli, Christophe, 2015, "Should Islamic investors consider SRI criteria in their investment strategies?," Finance Research Letters, Elsevier, volume 14, issue C, pages 11-19, DOI: 10.1016/j.frl.2015.07.003.
• Peltomäki, Jarkko & Vähämaa, Emilia, 2015, "Investor attention to the Eurozone crisis and herding effects in national bank stock indexes," Finance Research Letters, Elsevier, volume 14, issue C, pages 111-116, DOI: 10.1016/j.frl.2015.05.009.
• Fouquau, Julien & Six, Pierre, 2015, "A comparison of the convenience yield and interest-adjusted basis," Finance Research Letters, Elsevier, volume 14, issue C, pages 142-149, DOI: 10.1016/j.frl.2015.05.005.
• Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V., 2015, "The benefits of combining seasonal anomalies and technical trading rules," Finance Research Letters, Elsevier, volume 14, issue C, pages 36-44, DOI: 10.1016/j.frl.2015.06.001.
• Liu, Yang & Yang, Jinqiang, 2015, "Optimal investment of private equity," Finance Research Letters, Elsevier, volume 14, issue C, pages 76-86, DOI: 10.1016/j.frl.2015.05.013.
• Park, James L., 2015, "Equity returns of distressed equity issuers," Finance Research Letters, Elsevier, volume 14, issue C, pages 93-103, DOI: 10.1016/j.frl.2015.05.011.
• De Moor, Lieven & Sercu, Piet, 2015, "Measuring the impact of extreme observations on CAPM alphas: Some methodological issues," Finance Research Letters, Elsevier, volume 15, issue C, pages 1-10, DOI: 10.1016/j.frl.2014.05.002.
• Angoshtari, Bahman & Bayraktar, Erhan & Young, Virginia R., 2015, "Minimizing the expected lifetime spent in drawdown under proportional consumption," Finance Research Letters, Elsevier, volume 15, issue C, pages 106-114, DOI: 10.1016/j.frl.2015.08.010.
• Ehsani, Sina & Lien, Donald, 2015, "A note on minimum riskiness hedge ratio," Finance Research Letters, Elsevier, volume 15, issue C, pages 11-17, DOI: 10.1016/j.frl.2015.05.002.
• Hitaj, Asmerilda & Mercuri, Lorenzo & Rroji, Edit, 2015, "Portfolio selection with independent component analysis," Finance Research Letters, Elsevier, volume 15, issue C, pages 146-159, DOI: 10.1016/j.frl.2015.09.005.
• Dodd, Olga & Frijns, Bart, 2015, "Cross-listing decisions and the foreign bias of investors," Finance Research Letters, Elsevier, volume 15, issue C, pages 160-166, DOI: 10.1016/j.frl.2015.09.006.
• Kim, Thomas, 2015, "Does individual-stock skewness/coskewness reflect portfolio risk?," Finance Research Letters, Elsevier, volume 15, issue C, pages 167-174, DOI: 10.1016/j.frl.2015.09.007.
• Corbet, Shaen & Dowling, Michael & Cummins, Mark, 2015, "Analyst recommendations and volatility in a rising, falling, and crisis equity market," Finance Research Letters, Elsevier, volume 15, issue C, pages 187-194, DOI: 10.1016/j.frl.2015.09.009.
• Fu, Chengbo & Jacoby, Gady & Wang, Yan, 2015, "Investor sentiment and portfolio selection," Finance Research Letters, Elsevier, volume 15, issue C, pages 266-273, DOI: 10.1016/j.frl.2015.11.004.
• Bai, Jushan & Zhou, Guofu, 2015, "Fama–MacBeth two-pass regressions: Improving risk premia estimates," Finance Research Letters, Elsevier, volume 15, issue C, pages 31-40, DOI: 10.1016/j.frl.2015.08.001.
• Haga, Jesper, 2015, "Intermediate-term momentum and credit rating," Finance Research Letters, Elsevier, volume 15, issue C, pages 59-67, DOI: 10.1016/j.frl.2015.08.004.
• Guglielmo Caporale & Burcu Erdogan & Vladimir Kuzin, 2015, "Testing stock market convergence: a non-linear factor approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 3, pages 481-498, August, DOI: 10.1007/s10663-014-9259-x.
• Aymen Karoui & Iwan Meier, 2015, "Fund performance and subsequent risk: a study of mutual fund tournaments using holdings-based measures," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 1, pages 1-20, February, DOI: 10.1007/s11408-014-0241-1.
• Aymen Karoui & Iwan Meier, 2015, "A note on sorting bias correction in regression-based mutual fund tournament tests," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 1, pages 21-29, February, DOI: 10.1007/s11408-014-0240-2.
• Fotis Papailias & Dimitrios Thomakos, 2015, "Covariance averaging for improved estimation and portfolio allocation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 1, pages 31-59, February, DOI: 10.1007/s11408-014-0242-0.
• Jochen Papenbrock & Peter Schwendner, 2015, "Handling risk-on/risk-off dynamics with correlation regimes and correlation networks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 2, pages 125-147, May, DOI: 10.1007/s11408-015-0248-2.
• Bryan Foltice & Thomas Langer, 2015, "Profitable momentum trading strategies for individual investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 2, pages 85-113, May, DOI: 10.1007/s11408-015-0246-4.
• Zvika Afik, 2015, "Do not put all your eggs in one (time) basket," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 3, pages 251-269, August, DOI: 10.1007/s11408-015-0252-6.
• Y. Chung & Thomas Kim, 2015, "The win–loss ratio as an ability signal of mutual fund managers: a measure that is less influenced by luck," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 4, pages 301-335, November, DOI: 10.1007/s11408-015-0255-3.
• Eduard Baitinger & Christian Fieberg & Thorsten Poddig & Armin Varmaz, 2015, "Liquidity-driven approach to dynamic asset allocation: evidence from the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 4, pages 365-379, November, DOI: 10.1007/s11408-015-0257-1.
• Paolo Caro, 2015, "Risk, ambiguity, and sovereign rating," International Economics and Economic Policy, Springer, volume 12, issue 1, pages 41-57, March, DOI: 10.1007/s10368-014-0279-6.
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2015, "Do wealthier households save more? The impact of the demographic factor," International Economics and Economic Policy, Springer, volume 12, issue 2, pages 163-173, June, DOI: 10.1007/s10368-014-0275-x.
• Karen Kunz & Jena Martin, 2015, "Into the Breech: The Increasing Gap between Algorithmic Trading and Securities Regulation," Journal of Financial Services Research, Springer;Western Finance Association, volume 47, issue 1, pages 135-152, February, DOI: 10.1007/s10693-013-0184-0.
• Linh Tran Dieu, 2015, "A Comparison of Bank and Non-bank Funds in the French Market," Journal of Financial Services Research, Springer;Western Finance Association, volume 47, issue 3, pages 273-294, June, DOI: 10.1007/s10693-014-0195-5.
• Cristina Ortiz & Gloria Ramírez & Luis Vicente, 2015, "Mutual Fund Trading and Portfolio Disclosures," Journal of Financial Services Research, Springer;Western Finance Association, volume 48, issue 1, pages 83-102, August, DOI: 10.1007/s10693-014-0198-2.
• Francesco Gangi & Carmen Trotta, 2015, "The ethical finance as a response to the financial crises: an empirical survey of European SRFs performance," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 19, issue 2, pages 371-394, May, DOI: 10.1007/s10997-013-9264-7.
• Christian Weistroffer & Steffen Sebastian, 2015, "The German Open-End Fund Crisis – A Valuation Problem?," The Journal of Real Estate Finance and Economics, Springer, volume 50, issue 4, pages 517-548, May, DOI: 10.1007/s11146-014-9485-9.
• Jon Poynter & James Winder & Tzu Tai, 2015, "An analysis of co-movements in industrial sector indices over the last 30 years," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 1, pages 69-88, January, DOI: 10.1007/s11156-013-0399-z.
• Hann-Shing Ju & Ren-Raw Chen & Shih-Kuo Yeh & Tung-Hsiao Yang, 2015, "Evaluation of conducting capital structure arbitrage using the multi-period extended Geske–Johnson model," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 1, pages 89-111, January, DOI: 10.1007/s11156-013-0400-x.
• Meichi Huang & Chih-Chiang Wu, 2015, "Economic benefits and determinants of extreme dependences between REIT and stock returns," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 2, pages 299-327, February, DOI: 10.1007/s11156-013-0407-3.
• Hsien-Li Lee & Hua Lee, 2015, "Effect of information disclosure and transparency ranking system on mispricing of accruals of Taiwanese firms," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 3, pages 445-471, April, DOI: 10.1007/s11156-013-0413-5.
• William Forbes & Aloysius Igboekwu, 2015, "The explanatory power of representative agent earnings momentum models," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 3, pages 473-492, April, DOI: 10.1007/s11156-013-0414-4.
• Robert Goldberg, 2015, "A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 4, pages 733-754, May, DOI: 10.1007/s11156-013-0424-2.
• Hui-Ju Tsai & Yangru Wu, 2015, "Optimal portfolio choice with asset return predictability and nontradable labor income," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 1, pages 215-249, July, DOI: 10.1007/s11156-014-0435-7.
• Thomas Chiang & Jiandong Li & Sheng-Yung Yang, 2015, "Dynamic stock–bond return correlations and financial market uncertainty," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 1, pages 59-88, July, DOI: 10.1007/s11156-013-0430-4.
• Hung-Chao Yu & Wen-Ying Wang & Chingfu Chang, 2015, "The stock market valuation of intellectual capital in the IT industry," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 2, pages 279-304, August, DOI: 10.1007/s11156-014-0437-5.