Research classified by Journal of Economic Literature (JEL) codes

2013

• Diasakos, Theodoros M, 2013, "Comparative Statics of Asset Prices: the effect of other assets' risk," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-94.
• Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats, 2013, "The present value model of U.S. stock prices revisited: long-run evidence with structural breaks, 1871-2010," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1305, Jan.
• Yiu, Matthew S. & Yu, Jun & Jin, Lu, 2013, "Detecting bubbles in Hong Kong residential property market," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 115-124, DOI: 10.1016/j.asieco.2013.04.005.
• Jiang, Wei & Stark, Andrew W., 2013, "Dividends, research and development expenditures, and the value relevance of book value for UK loss-making firms," The British Accounting Review, Elsevier, volume 45, issue 2, pages 112-124, DOI: 10.1016/j.bar.2013.03.003.
• Lin, Hui Ling & Pukthuanthong, Kuntara & Walker, Thomas John, 2013, "An international look at the lawsuit avoidance hypothesis of IPO underpricing," Journal of Corporate Finance, Elsevier, volume 19, issue C, pages 56-77, DOI: 10.1016/j.jcorpfin.2012.10.003.
• Byun, Hae-Young & Choi, Sunhwa & Hwang, Lee-Seok & Kim, Robert G., 2013, "Business group affiliation, ownership structure, and the cost of debt," Journal of Corporate Finance, Elsevier, volume 23, issue C, pages 311-331, DOI: 10.1016/j.jcorpfin.2013.09.003.
• Yamamoto, Ryuichi & Hirata, Hideaki, 2013, "Strategy switching in the Japanese stock market," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 10, pages 2010-2022, DOI: 10.1016/j.jedc.2013.05.006.
• Gagliardini, Patrick & Gouriéroux, Christian, 2013, "Correlated risks vs contagion in stochastic transition models," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2241-2269, DOI: 10.1016/j.jedc.2013.05.016.
• Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2013, "The bull and bear market model of Huang and Day: Some extensions and new results," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2351-2370, DOI: 10.1016/j.jedc.2013.06.005.
• Guégan, Dominique & Ielpo, Florian & Lalaharison, Hanjarivo, 2013, "Option pricing with discrete time jump processes," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2417-2445, DOI: 10.1016/j.jedc.2013.07.003.
• Panchenko, Valentyn & Gerasymchuk, Sergiy & Pavlov, Oleg V., 2013, "Asset price dynamics with heterogeneous beliefs and local network interactions," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2623-2642, DOI: 10.1016/j.jedc.2013.06.015.
• Ewald, Christian-Oliver & Menkens, Olaf & Hung Marten Ting, Sai, 2013, "Asian and Australian options: A common perspective," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 5, pages 1001-1018, DOI: 10.1016/j.jedc.2013.01.006.
• Chauveau, Th. & Subbotin, A., 2013, "Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 5, pages 1040-1065, DOI: 10.1016/j.jedc.2013.01.011.
• Malevergne, Y. & Saichev, A. & Sornette, D., 2013, "Zipf's law and maximum sustainable growth," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 6, pages 1195-1212, DOI: 10.1016/j.jedc.2013.02.004.
• Kurz, Mordecai & Piccillo, Giulia & Wu, Howei, 2013, "Modeling diverse expectations in an aggregated New Keynesian Model," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1403-1433, DOI: 10.1016/j.jedc.2013.01.016.
• Anufriev, Mikhail & Tuinstra, Jan, 2013, "The impact of short-selling constraints on financial market stability in a heterogeneous agents model," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1523-1543, DOI: 10.1016/j.jedc.2013.04.015.
• Dunbar, Geoffrey, 2013, "Returns-to-scale and the equity premium puzzle," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1736-1754, DOI: 10.1016/j.jedc.2013.04.007.
• Pakoš, Michal, 2013, "Long-run risk and hidden growth persistence," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1911-1928, DOI: 10.1016/j.jedc.2013.04.005.
• Warusawitharana, Missaka, 2013, "The expected real return to equity," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1929-1946, DOI: 10.1016/j.jedc.2013.04.003.
• Zhou, Jian, 2013, "Conditional market beta for REITs: A comparison of modeling techniques," Economic Modelling, Elsevier, volume 30, issue C, pages 196-204, DOI: 10.1016/j.econmod.2012.09.030.
• Yang, Chunpeng & Zhang, Rengui, 2013, "Sentiment asset pricing model with consumption," Economic Modelling, Elsevier, volume 30, issue C, pages 462-467, DOI: 10.1016/j.econmod.2012.11.004.
• Gupta, Rangan & Modise, Mampho P., 2013, "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, volume 30, issue C, pages 612-622, DOI: 10.1016/j.econmod.2012.10.015.
• Ahamada, Ibrahim & Jolivaldt, Philippe, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Economic Modelling, Elsevier, volume 31, issue C, pages 460-466, DOI: 10.1016/j.econmod.2012.12.007.
• Jouini, Jamel, 2013, "Stock markets in GCC countries and global factors: A further investigation," Economic Modelling, Elsevier, volume 31, issue C, pages 80-86, DOI: 10.1016/j.econmod.2012.11.039.
• Nneji, Ogonna & Brooks, Chris & Ward, Charles W.R., 2013, "House price dynamics and their reaction to macroeconomic changes," Economic Modelling, Elsevier, volume 32, issue C, pages 172-178, DOI: 10.1016/j.econmod.2013.02.007.
• Mishra, Ashok K. & Moss, Charles B., 2013, "Modeling the effect of off-farm income on farmland values: A quantile regression approach," Economic Modelling, Elsevier, volume 32, issue C, pages 361-368, DOI: 10.1016/j.econmod.2013.02.022.
• Duran, Murat & Gülşen, Eda, 2013, "Estimating inflation compensation for Turkey using yield curves," Economic Modelling, Elsevier, volume 32, issue C, pages 592-601, DOI: 10.1016/j.econmod.2013.02.036.
• Yang, Chunpeng & Zhang, Rengui, 2013, "Dynamic asset pricing model with heterogeneous sentiments," Economic Modelling, Elsevier, volume 33, issue C, pages 248-253, DOI: 10.1016/j.econmod.2013.03.026.
• Zhang, Wei & Shen, Dehua & Zhang, Yongjie & Xiong, Xiong, 2013, "Open source information, investor attention, and asset pricing," Economic Modelling, Elsevier, volume 33, issue C, pages 613-619, DOI: 10.1016/j.econmod.2013.03.018.
• Kiani, Khurshid M., 2013, "Can signal extraction help predict risk premia in foreign exchange rates," Economic Modelling, Elsevier, volume 33, issue C, pages 926-939, DOI: 10.1016/j.econmod.2013.06.005.
• Prat, Georges, 2013, "Equity risk premium and time horizon: What do the U.S. secular data say?," Economic Modelling, Elsevier, volume 34, issue C, pages 76-88, DOI: 10.1016/j.econmod.2012.12.004.
• Yang, Chunpeng & Yan, Wei & Zhang, Rengui, 2013, "Sentiment approach to negative expected return in the stock market," Economic Modelling, Elsevier, volume 35, issue C, pages 30-34, DOI: 10.1016/j.econmod.2013.06.018.
• Yang, Chunpeng & Li, Jinfang, 2013, "Investor sentiment, information and asset pricing model," Economic Modelling, Elsevier, volume 35, issue C, pages 436-442, DOI: 10.1016/j.econmod.2013.07.015.
• Aouadi, Amal & Arouri, Mohamed & Teulon, Frédéric, 2013, "Investor attention and stock market activity: Evidence from France," Economic Modelling, Elsevier, volume 35, issue C, pages 674-681, DOI: 10.1016/j.econmod.2013.08.034.
• Xie, Jun & Yang, Chunpeng, 2013, "Shouldn't all eggs be putted in one basket? A portfolio model based on investor sentiment and inertial thinking," Economic Modelling, Elsevier, volume 35, issue C, pages 682-688, DOI: 10.1016/j.econmod.2013.08.030.
• Shehzad, Choudhry Tanveer & De Haan, Jakob, 2013, "Was the 2007 crisis really a global banking crisis?," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 113-124, DOI: 10.1016/j.najef.2012.04.002.
• Hammoudeh, Shawkat & McAleer, Michael, 2013, "Risk management and financial derivatives: An overview," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 109-115, DOI: 10.1016/j.najef.2012.06.014.
• Larsson, Carl F., 2013, "What did Frederick the great know about financial engineering? A survey of recent covered bond market developments and research," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 22-39, DOI: 10.1016/j.najef.2013.01.001.
• Chia-Lin Chang & Allen, David & McAleer, Michael, 2013, "Recent developments in financial economics and econometrics: An overview," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 217-226, DOI: 10.1016/j.najef.2013.02.001.
• Dungey, Mardi & McKenzie, Michael D. & Yalama, Abdullah, 2013, "The cross market effects of short sale restrictions," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 53-71, DOI: 10.1016/j.najef.2013.06.001.
• Krippner, Leo, 2013, "Measuring the stance of monetary policy in zero lower bound environments," Economics Letters, Elsevier, volume 118, issue 1, pages 135-138, DOI: 10.1016/j.econlet.2012.10.011.
• Haug, Jørgen & Hens, Thorsten & Woehrmann, Peter, 2013, "Risk aversion in the large and in the small," Economics Letters, Elsevier, volume 118, issue 2, pages 310-313, DOI: 10.1016/j.econlet.2012.11.013.
• Massacci, Daniele, 2013, "A switching model with flexible threshold variable: With an application to nonlinear dynamics in stock returns," Economics Letters, Elsevier, volume 119, issue 2, pages 199-203, DOI: 10.1016/j.econlet.2013.02.031.
• Branch, William A. & Evans, George W., 2013, "Bubbles, crashes and risk," Economics Letters, Elsevier, volume 120, issue 2, pages 254-258, DOI: 10.1016/j.econlet.2013.04.030.
• David, Géraldine & Oosterlinck, Kim & Szafarz, Ariane, 2013, "Art market inefficiency," Economics Letters, Elsevier, volume 121, issue 1, pages 23-25, DOI: 10.1016/j.econlet.2013.06.033.
• Liu, Xiangbo & Qiu, Zhigang & Xiong, Yan, 2013, "VaR constrained asset pricing with relative performance," Economics Letters, Elsevier, volume 121, issue 2, pages 174-178, DOI: 10.1016/j.econlet.2013.07.026.
• Kandrac, John, 2013, "Have Federal Reserve MBS purchases affected market functioning?," Economics Letters, Elsevier, volume 121, issue 2, pages 188-191, DOI: 10.1016/j.econlet.2013.08.011.
• Kandrac, John & Schlusche, Bernd, 2013, "Flow effects of large-scale asset purchases," Economics Letters, Elsevier, volume 121, issue 2, pages 330-335, DOI: 10.1016/j.econlet.2013.09.003.
• Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas, 2013, "Stock exchange mergers and return co-movement: A flexible dynamic component correlations model," Economics Letters, Elsevier, volume 121, issue 3, pages 511-515, DOI: 10.1016/j.econlet.2013.10.001.
• Wang, Hao & Zhou, Hao & Zhou, Yi, 2013, "Credit default swap spreads and variance risk premia," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3733-3746, DOI: 10.1016/j.jbankfin.2013.02.021.
• Easton, Steve & Pinder, Sean & Uylangco, Katherine, 2013, "A case study of short-sale constraints and limits to arbitrage," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3924-3929, DOI: 10.1016/j.jbankfin.2013.07.012.
• Jiang, Danling, 2013, "The second moment matters! Cross-sectional dispersion of firm valuations and expected returns," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3974-3992, DOI: 10.1016/j.jbankfin.2013.06.011.
• Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke, 2013, "Asset pricing with heterogeneous beliefs and relative performance," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4107-4119, DOI: 10.1016/j.jbankfin.2013.07.018.
• Zhu, Xiaoneng & Zhu, Jie, 2013, "Predicting stock returns: A regime-switching combination approach and economic links," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4120-4133, DOI: 10.1016/j.jbankfin.2013.07.016.
• Uhrig-Homburg, Marliese, 2013, "Sovereign credit spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4217-4225, DOI: 10.1016/j.jbankfin.2013.07.002.
• Stivers, Chris & Sun, Licheng, 2013, "Returns and option activity over the option-expiration week for S&P 100 stocks," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4226-4240, DOI: 10.1016/j.jbankfin.2013.07.030.
• Lundtofte, Frederik & Wilhelmsson, Anders, 2013, "Risk premia: Exact solutions vs. log-linear approximations," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4256-4264, DOI: 10.1016/j.jbankfin.2013.07.035.
• Cipriani, Marco & Gardenal, Gloria & Guarino, Antonio, 2013, "Financial contagion in the laboratory: The cross-market rebalancing channel," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4310-4326, DOI: 10.1016/j.jbankfin.2013.06.005.
• Slavutskaya, Anna, 2013, "Short-term hedge fund performance," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4404-4431, DOI: 10.1016/j.jbankfin.2013.07.034.
• Lin, Yueh-Neng, 2013, "VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4432-4446, DOI: 10.1016/j.jbankfin.2013.03.006.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2013, "Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4449-4464, DOI: 10.1016/j.jbankfin.2012.12.018.
• Xiao, Yuchao & Faff, Robert & Gharghori, Philip & Min, Byoung-Kyu, 2013, "Pricing innovations in consumption growth: A re-evaluation of the recursive utility model," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4465-4475, DOI: 10.1016/j.jbankfin.2012.08.015.
• Hagströmer, Björn & Hansson, Björn & Nilsson, Birger, 2013, "The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4476-4487, DOI: 10.1016/j.jbankfin.2013.01.029.
• Georgoutsos, Dimitris A. & Migiakis, Petros M., 2013, "Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4650-4664, DOI: 10.1016/j.jbankfin.2013.07.025.
• Qin, Zhenjiang, 2013, "Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4675-4694, DOI: 10.1016/j.jbankfin.2013.07.045.
• Drienko, Jozef & Sault, Stephen J., 2013, "The intraday impact of company responses to exchange queries," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4810-4819, DOI: 10.1016/j.jbankfin.2013.08.011.
• Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N., 2013, "A comprehensive long-term analysis of S&P 500 index additions and deletions," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4920-4930, DOI: 10.1016/j.jbankfin.2013.08.027.
• Dyakov, Teodor & Verbeek, Marno, 2013, "Front-running of mutual fund fire-sales," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4931-4942, DOI: 10.1016/j.jbankfin.2013.08.013.
• Maio, Paulo, 2013, "Return decomposition and the Intertemporal CAPM," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4958-4972, DOI: 10.1016/j.jbankfin.2013.08.021.
• Hahn, TeWhan & Ligon, James A. & Rhodes, Heather, 2013, "Liquidity and initial public offering underpricing," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4973-4988, DOI: 10.1016/j.jbankfin.2013.09.004.
• Liu, Wei & Kolari, James W. & Kyle Tippens, T. & Fraser, Donald R., 2013, "Did capital infusions enhance bank recovery from the great recession?," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5048-5061, DOI: 10.1016/j.jbankfin.2013.09.008.
• Karstanje, Dennis & Sojli, Elvira & Tham, Wing Wah & van der Wel, Michel, 2013, "Economic valuation of liquidity timing," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5073-5087, DOI: 10.1016/j.jbankfin.2013.09.010.
• Gourieroux, C. & Heam, J.C. & Monfort, A., 2013, "Liquidation equilibrium with seniority and hidden CDO," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5261-5274, DOI: 10.1016/j.jbankfin.2013.04.016.
• Maltritz, Dominik & Molchanov, Alexander, 2013, "Analyzing determinants of bond yield spreads with Bayesian Model Averaging," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5275-5284, DOI: 10.1016/j.jbankfin.2013.07.007.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2013, "Pricing deviation, misvaluation comovement, and macroeconomic conditions," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5285-5299, DOI: 10.1016/j.jbankfin.2013.08.005.
• Abudy, Menachem & Benninga, Simon, 2013, "Non-marketability and the value of employee stock options," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5500-5510, DOI: 10.1016/j.jbankfin.2013.03.022.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013, "Liquidity commonality in commodities," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 11-20, DOI: 10.1016/j.jbankfin.2012.08.013.
• Kim, Sei-Wan & Krausz, Joshua & Nam, Kiseok, 2013, "Revisiting asset pricing under habit formation in an overlapping-generations economy," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 132-138, DOI: 10.1016/j.jbankfin.2012.08.018.
• Harris, Richard D.F. & Mazibas, Murat, 2013, "Dynamic hedge fund portfolio construction: A semi-parametric approach," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 139-149, DOI: 10.1016/j.jbankfin.2012.08.017.
• Morana, Claudio, 2013, "Oil price dynamics, macro-finance interactions and the role of financial speculation," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 206-226, DOI: 10.1016/j.jbankfin.2012.08.027.
• Golbeck, Steven & Linetsky, Vadim, 2013, "Asset financing with credit risk," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 43-59, DOI: 10.1016/j.jbankfin.2012.08.010.
• Liu, Zhuoshi & Spencer, Peter, 2013, "Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 241-256, DOI: 10.1016/j.jbankfin.2012.08.012.
• Jacobs, Kris & Pallage, Stéphane & Robe, Michel A., 2013, "Market incompleteness and the equity premium puzzle: Evidence from state-level data," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 378-388, DOI: 10.1016/j.jbankfin.2012.09.005.
• Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio, 2013, "No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 389-402, DOI: 10.1016/j.jbankfin.2012.09.003.
• Berrada, Tony & Hugonnier, Julien, 2013, "Incomplete information, idiosyncratic volatility and stock returns," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 448-462, DOI: 10.1016/j.jbankfin.2012.09.004.
• Driessen, Joost & Maenhout, Pascal, 2013, "The world price of jump and volatility risk," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 518-536, DOI: 10.1016/j.jbankfin.2012.09.008.
• Chen, Zhian & Du, Jinmin & Li, Donghui & Ouyang, Rui, 2013, "Does foreign institutional ownership increase return volatility? Evidence from China," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 660-669, DOI: 10.1016/j.jbankfin.2012.10.006.
• Mateti, Ravi S. & Hegde, Shantaram P. & Puri, Tribhuvan, 2013, "Pricing securities with multiple risks: A case of exchangeable debt," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1018-1028, DOI: 10.1016/j.jbankfin.2012.11.009.
• Shang, Hua, 2013, "Inference in asset pricing models with a low-variance factor," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1046-1060, DOI: 10.1016/j.jbankfin.2012.11.007.
• Zakamulin, Valeriy, 2013, "Forecasting the size premium over different time horizons," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1061-1072, DOI: 10.1016/j.jbankfin.2012.11.006.
• Jitmaneeroj, Boonlert & Wood, Andrew, 2013, "The expectations hypothesis: New hope or illusory support?," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1084-1092, DOI: 10.1016/j.jbankfin.2012.11.013.
• Schaub, Nic & Schmid, Markus, 2013, "Hedge fund liquidity and performance: Evidence from the financial crisis," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 671-692, DOI: 10.1016/j.jbankfin.2012.09.019.
• ap Gwilym, Rhys & Ebrahim, M. Shahid, 2013, "Can position limits restrain ‘rogue’ trading?," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 824-836, DOI: 10.1016/j.jbankfin.2012.10.025.
• Dutt, Tanuj & Humphery-Jenner, Mark, 2013, "Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 999-1017, DOI: 10.1016/j.jbankfin.2012.11.001.
• Levy, Ariel & Lieberman, Offer, 2013, "Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1412-1421, DOI: 10.1016/j.jbankfin.2012.03.024.
• Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2013, "Revisiting mutual fund performance evaluation," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1759-1776, DOI: 10.1016/j.jbankfin.2013.01.006.
• Wang, Kent & Liu, Junwei & Liu, Zhi, 2013, "Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1777-1786, DOI: 10.1016/j.jbankfin.2013.01.024.
• Gropper, Daniel M. & Jahera, John S. & Park, Jung Chul, 2013, "Does it help to have friends in high places? Bank stock performance and congressional committee chairmanships," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1986-1999, DOI: 10.1016/j.jbankfin.2013.01.003.
• Fiordelisi, Franco & Marqués-Ibañez, David, 2013, "Is bank default risk systematic?," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2000-2010, DOI: 10.1016/j.jbankfin.2013.01.004.
• Finnerty, John D. & Miller, Cameron D. & Chen, Ren-Raw, 2013, "The impact of credit rating announcements on credit default swap spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2011-2030, DOI: 10.1016/j.jbankfin.2013.01.028.
• Chevapatrakul, Thanaset, 2013, "Return sign forecasts based on conditional risk: Evidence from the UK stock market index," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2342-2353, DOI: 10.1016/j.jbankfin.2013.01.033.
• Hwang, Soosung & Rubesam, Alexandre, 2013, "A behavioral explanation of the value anomaly based on time-varying return reversals," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2367-2377, DOI: 10.1016/j.jbankfin.2013.01.030.
• Badaoui, Saad & Cathcart, Lara & El-Jahel, Lina, 2013, "Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2392-2407, DOI: 10.1016/j.jbankfin.2013.01.038.
• Chen, Tsung-Kang & Liao, Hsien-Hsing & Kuo, Hui-Ju, 2013, "Internal liquidity risk, financial bullwhip effects, and corporate bond yield spreads: Supply chain perspectives," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2434-2456, DOI: 10.1016/j.jbankfin.2013.02.011.
• Alles, Lakshman & Murray, Louis, 2013, "Rewards for downside risk in Asian markets," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2501-2509, DOI: 10.1016/j.jbankfin.2013.02.006.
• Chen, Yunling & Liu, Ming & Su, Jun, 2013, "Greasing the wheels of bank lending: Evidence from private firms in China," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2533-2545, DOI: 10.1016/j.jbankfin.2013.02.002.
• Yao, Jing & Li, Duan, 2013, "Prospect theory and trading patterns," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2793-2805, DOI: 10.1016/j.jbankfin.2013.04.001.
• Nejadmalayeri, Ali & Nishikawa, Takeshi & Rao, Ramesh P., 2013, "Sarbanes-Oxley Act and corporate credit spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2991-3006, DOI: 10.1016/j.jbankfin.2013.04.013.
• Khovansky, Serguey & Zhylyevskyy, Oleksandr, 2013, "Impact of idiosyncratic volatility on stock returns: A cross-sectional study," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3064-3075, DOI: 10.1016/j.jbankfin.2013.02.034.
• Chen, Tsung-Kang & Liao, Hsien-Hsing & Kuo, Hui-Ju & Hsieh, Yu-Ling, 2013, "Suppliers’ and customers’ information asymmetry and corporate bond yield spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3181-3191, DOI: 10.1016/j.jbankfin.2013.02.026.
• Chang, Charles & Fuh, Cheng-Der & Lin, Shih-Kuei, 2013, "A tale of two regimes: Theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3204-3217, DOI: 10.1016/j.jbankfin.2013.03.009.
• Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke, 2013, "Asymmetry in government bond returns," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3218-3226, DOI: 10.1016/j.jbankfin.2013.03.002.
• Weiß, Gregor N.F. & Supper, Hendrik, 2013, "Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3334-3350, DOI: 10.1016/j.jbankfin.2013.05.013.
• Ederington, Louis H. & Guan, Wei, 2013, "The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3388-3400, DOI: 10.1016/j.jbankfin.2013.04.017.
• Annaert, Jan & De Ceuster, Marc & Verstegen, Kurt, 2013, "Are extreme returns priced in the stock market? European evidence," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3401-3411, DOI: 10.1016/j.jbankfin.2013.05.015.
• Kuo, Wei-Yu & Lin, Tse-Chun, 2013, "Overconfident individual day traders: Evidence from the Taiwan futures market," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3548-3561, DOI: 10.1016/j.jbankfin.2013.04.036.
• Jiang, Li & Kim, Jeong-Bon & Pang, Lei, 2013, "Insiders’ incentives for asymmetric disclosure and firm-specific information flows," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3562-3576, DOI: 10.1016/j.jbankfin.2013.05.001.
• Dreyer, Johannes K. & Schneider, Johannes & Smith, William T., 2013, "Saving-based asset-pricing," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3704-3715, DOI: 10.1016/j.jbankfin.2013.04.034.
• Wang, Yudong & Wu, Chongfeng & Yang, Li, 2013, "Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries," Journal of Comparative Economics, Elsevier, volume 41, issue 4, pages 1220-1239, DOI: 10.1016/j.jce.2012.12.004.
• Calice, Giovanni & Chen, Jing & Williams, Julian, 2013, "Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 122-143, DOI: 10.1016/j.jebo.2011.10.013.
• Ebrahim, M. Shahid & Mathur, Ike, 2013, "On the efficiency of the UPREIT organizational form: Implications for the subprime crisis and CDO's," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 286-305, DOI: 10.1016/j.jebo.2012.02.015.
• McAlvanah, Patrick & Moul, Charles C., 2013, "The house doesn’t always win: Evidence of anchoring among Australian bookies," Journal of Economic Behavior & Organization, Elsevier, volume 90, issue C, pages 87-99, DOI: 10.1016/j.jebo.2013.03.009.
• Hüsler, A. & Sornette, D. & Hommes, C.H., 2013, "Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price," Journal of Economic Behavior & Organization, Elsevier, volume 92, issue C, pages 304-316, DOI: 10.1016/j.jebo.2013.06.005.
• Bayar, Onur, 2013, "Liquidity provision in a limit order book without adverse selection," Journal of Economics and Business, Elsevier, volume 66, issue C, pages 98-124, DOI: 10.1016/j.jeconbus.2013.01.001.
• Hammami, Yacine & Lindahl, Anna, 2013, "Estimating and testing beta pricing models on industries," Journal of Economics and Business, Elsevier, volume 69, issue C, pages 45-63, DOI: 10.1016/j.jeconbus.2013.05.003.
• Oberndorfer, Ulrich & Schmidt, Peter & Wagner, Marcus & Ziegler, Andreas, 2013, "Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms," Journal of Environmental Economics and Management, Elsevier, volume 66, issue 3, pages 497-509, DOI: 10.1016/j.jeem.2013.04.005.
• Loewenstein, Mark & Willard, Gregory A., 2013, "Consumption and bubbles," Journal of Economic Theory, Elsevier, volume 148, issue 2, pages 563-600, DOI: 10.1016/j.jet.2012.07.001.
• Challe, Edouard & Le Grand, François & Ragot, Xavier, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," Journal of Economic Theory, Elsevier, volume 148, issue 6, pages 2483-2519, DOI: 10.1016/j.jet.2013.10.003.
• Wahal, Sunil & Yavuz, M. Deniz, 2013, "Style investing, comovement and return predictability," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 136-154, DOI: 10.1016/j.jfineco.2012.08.005.
• Asquith, Paul & Au, Andrea S. & Covert, Thomas & Pathak, Parag A., 2013, "The market for borrowing corporate bonds," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 155-182, DOI: 10.1016/j.jfineco.2012.08.007.
• Shive, Sophie & Yun, Hayong, 2013, "Are mutual funds sitting ducks?," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 220-237, DOI: 10.1016/j.jfineco.2012.08.012.
• Chang, Bo Young & Christoffersen, Peter & Jacobs, Kris, 2013, "Market skewness risk and the cross section of stock returns," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 46-68, DOI: 10.1016/j.jfineco.2012.07.002.
• Corsi, Fulvio & Fusari, Nicola & La Vecchia, Davide, 2013, "Realizing smiles: Options pricing with realized volatility," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 284-304, DOI: 10.1016/j.jfineco.2012.08.015.
• Belo, Frederico & Gala, Vito D. & Li, Jun, 2013, "Government spending, political cycles, and the cross section of stock returns," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 305-324, DOI: 10.1016/j.jfineco.2012.08.016.
• Ai, Hengjie & Kiku, Dana, 2013, "Growth to value: Option exercise and the cross section of equity returns," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 325-349, DOI: 10.1016/j.jfineco.2012.08.009.
• Arnold, Marc & Wagner, Alexander F. & Westermann, Ramona, 2013, "Growth options, macroeconomic conditions, and the cross section of credit risk," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 350-385, DOI: 10.1016/j.jfineco.2012.08.017.
• Ramadorai, Tarun, 2013, "Capacity constraints, investor information, and hedge fund returns," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 401-416, DOI: 10.1016/j.jfineco.2012.08.020.
• Ferson, Wayne & Nallareddy, Suresh & Xie, Biqin, 2013, "The “out-of-sample” performance of long run risk models," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 537-556, DOI: 10.1016/j.jfineco.2012.09.006.
• Polkovnichenko, Valery & Zhao, Feng, 2013, "Probability weighting functions implied in options prices," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 580-609, DOI: 10.1016/j.jfineco.2012.09.008.
• Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei, 2013, "Innovative efficiency and stock returns," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 632-654, DOI: 10.1016/j.jfineco.2012.09.011.
• Li, Yan & Yang, Liyan, 2013, "Prospect theory, the disposition effect, and asset prices," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 715-739, DOI: 10.1016/j.jfineco.2012.11.002.
• Favilukis, Jack, 2013, "Inequality, stock market participation, and the equity premium," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 740-759, DOI: 10.1016/j.jfineco.2012.10.008.
• Bonaparte, Yosef & Kumar, Alok, 2013, "Political activism, information costs, and stock market participation," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 760-786, DOI: 10.1016/j.jfineco.2012.09.012.
• Novy-Marx, Robert, 2013, "The other side of value: The gross profitability premium," Journal of Financial Economics, Elsevier, volume 108, issue 1, pages 1-28, DOI: 10.1016/j.jfineco.2013.01.003.
• Avramov, Doron & Chordia, Tarun & Jostova, Gergana & Philipov, Alexander, 2013, "Anomalies and financial distress," Journal of Financial Economics, Elsevier, volume 108, issue 1, pages 139-159, DOI: 10.1016/j.jfineco.2012.10.005.
• Cao, Jie & Han, Bing, 2013, "Cross section of option returns and idiosyncratic stock volatility," Journal of Financial Economics, Elsevier, volume 108, issue 1, pages 231-249, DOI: 10.1016/j.jfineco.2012.11.010.
• Israel, Ronen & Moskowitz, Tobias J., 2013, "The role of shorting, firm size, and time on market anomalies," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 275-301, DOI: 10.1016/j.jfineco.2012.11.005.
• Blocher, Jesse & Reed, Adam V. & Van Wesep, Edward D., 2013, "Connecting two markets: An equilibrium framework for shorts, longs, and stock loans," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 302-322, DOI: 10.1016/j.jfineco.2012.12.006.
• Bebchuk, Lucian A. & Cohen, Alma & Wang, Charles C.Y., 2013, "Learning and the disappearing association between governance and returns," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 323-348, DOI: 10.1016/j.jfineco.2012.10.004.
• Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013, "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 409-424, DOI: 10.1016/j.jfineco.2013.01.002.
• D’Amico, Stefania & King, Thomas B., 2013, "Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 425-448, DOI: 10.1016/j.jfineco.2012.11.007.
• Watanabe, Akiko & Xu, Yan & Yao, Tong & Yu, Tong, 2013, "The asset growth effect: Insights from international equity markets," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 529-563, DOI: 10.1016/j.jfineco.2012.12.002.
• Strebulaev, Ilya A. & Yang, Baozhong, 2013, "The mystery of zero-leverage firms," Journal of Financial Economics, Elsevier, volume 109, issue 1, pages 1-23, DOI: 10.1016/j.jfineco.2013.02.001.
• Aït-Sahalia, Yacine & Fan, Jianqing & Li, Yingying, 2013, "The leverage effect puzzle: Disentangling sources of bias at high frequency," Journal of Financial Economics, Elsevier, volume 109, issue 1, pages 224-249, DOI: 10.1016/j.jfineco.2013.02.018.
• Jermann, Urban J., 2013, "A production-based model for the term structure," Journal of Financial Economics, Elsevier, volume 109, issue 2, pages 293-306, DOI: 10.1016/j.jfineco.2013.03.001.
• Joslin, Scott & Le, Anh & Singleton, Kenneth J., 2013, "Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 604-622, DOI: 10.1016/j.jfineco.2013.04.004.
• Hartzmark, Samuel M. & Solomon, David H., 2013, "The dividend month premium," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 640-660, DOI: 10.1016/j.jfineco.2013.02.015.
• Filipović, Damir & Trolle, Anders B., 2013, "The term structure of interbank risk," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 707-733, DOI: 10.1016/j.jfineco.2013.03.014.
• Edelman, Daniel & Fung, William & Hsieh, David A., 2013, "Exploring uncharted territories of the hedge fund Industry: Empirical characteristics of mega hedge fund firms," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 734-758, DOI: 10.1016/j.jfineco.2013.04.003.
• Green, T. Clifton & Jame, Russell, 2013, "Company name fluency, investor recognition, and firm value," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 813-834, DOI: 10.1016/j.jfineco.2013.04.007.
• Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2013, "Pricing the term structure with linear regressions," Journal of Financial Economics, Elsevier, volume 110, issue 1, pages 110-138, DOI: 10.1016/j.jfineco.2013.04.009.
• Bakshi, Gurdip & Panayotov, George, 2013, "Predictability of currency carry trades and asset pricing implications," Journal of Financial Economics, Elsevier, volume 110, issue 1, pages 139-163, DOI: 10.1016/j.jfineco.2013.04.010.
• Yang, Fan, 2013, "Investment shocks and the commodity basis spread," Journal of Financial Economics, Elsevier, volume 110, issue 1, pages 164-184, DOI: 10.1016/j.jfineco.2013.04.012.
• Lan, Yingcong & Wang, Neng & Yang, Jinqiang, 2013, "The economics of hedge funds," Journal of Financial Economics, Elsevier, volume 110, issue 2, pages 300-323, DOI: 10.1016/j.jfineco.2013.05.004.
• Aharoni, Gil & Grundy, Bruce & Zeng, Qi, 2013, "Stock returns and the Miller Modigliani valuation formula: Revisiting the Fama French analysis," Journal of Financial Economics, Elsevier, volume 110, issue 2, pages 347-357, DOI: 10.1016/j.jfineco.2013.08.003.
• Acharya, Viral V. & Amihud, Yakov & Bharath, Sreedhar T., 2013, "Liquidity risk of corporate bond returns: conditional approach," Journal of Financial Economics, Elsevier, volume 110, issue 2, pages 358-386, DOI: 10.1016/j.jfineco.2013.08.002.
• Li, Yan & Ng, David T. & Swaminathan, Bhaskaran, 2013, "Predicting market returns using aggregate implied cost of capital," Journal of Financial Economics, Elsevier, volume 110, issue 2, pages 419-436, DOI: 10.1016/j.jfineco.2013.06.006.
• Maheu, John M. & McCurdy, Thomas H. & Zhao, Xiaofei, 2013, "Do jumps contribute to the dynamics of the equity premium?," Journal of Financial Economics, Elsevier, volume 110, issue 2, pages 457-477, DOI: 10.1016/j.jfineco.2013.07.006.
• van Binsbergen, Jules & Hueskes, Wouter & Koijen, Ralph & Vrugt, Evert, 2013, "Equity yields," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 503-519, DOI: 10.1016/j.jfineco.2013.08.017.
• Pástor, Ľuboš & Veronesi, Pietro, 2013, "Political uncertainty and risk premia," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 520-545, DOI: 10.1016/j.jfineco.2013.08.007.
• Hong, Harrison & Sraer, David, 2013, "Quiet bubbles," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 596-606, DOI: 10.1016/j.jfineco.2013.07.002.
• Kitsul, Yuriy & Wright, Jonathan H., 2013, "The economics of options-implied inflation probability density functions," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 696-711, DOI: 10.1016/j.jfineco.2013.08.013.
• Chang, Sanders S., 2013, "Can cross-country portfolio rebalancing give rise to forward bias in FX markets?," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 1079-1096, DOI: 10.1016/j.jimonfin.2012.09.002.
• De Moor, Lieven & Sercu, Piet, 2013, "The smallest firm effect: An international study," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 129-155, DOI: 10.1016/j.jimonfin.2012.04.002.
• Dieckmann, Stephan & Gallmeyer, Michael, 2013, "Rare event risk and emerging market debt with heterogeneous beliefs," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 163-187, DOI: 10.1016/j.jimonfin.2012.11.017.
• Acker, Daniella & Duck, Nigel W., 2013, "Inflation illusion and the US dividend yield: Some further evidence," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 235-254, DOI: 10.1016/j.jimonfin.2012.11.018.
• Beetsma, Roel & Giuliodori, Massimo & de Jong, Frank & Widijanto, Daniel, 2013, "Spread the news: The impact of news on the European sovereign bond markets during the crisis," Journal of International Money and Finance, Elsevier, volume 34, issue C, pages 83-101, DOI: 10.1016/j.jimonfin.2012.11.005.
• Díaz, Antonio & Groba, Jonatan & Serrano, Pedro, 2013, "What drives corporate default risk premia? Evidence from the CDS market," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 529-563, DOI: 10.1016/j.jimonfin.2013.07.003.
• ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2013, "Dynamic expectation formation in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 75-97, DOI: 10.1016/j.jimonfin.2013.06.001.
• King, Michael R. & Osler, Carol L. & Rime, Dagfinn, 2013, "The market microstructure approach to foreign exchange: Looking back and looking forward," Journal of International Money and Finance, Elsevier, volume 38, issue C, pages 95-119, DOI: 10.1016/j.jimonfin.2013.05.004.
• Patnaik, Ila & Shah, Ajay, 2013, "The investment technology of foreign and domestic institutional investors in an emerging market," Journal of International Money and Finance, Elsevier, volume 39, issue C, pages 65-88, DOI: 10.1016/j.jimonfin.2013.06.019.
• Chen, Sichong, 2013, "How do leverage ratios affect bank share performance during financial crises: The Japanese experience of the late 1990s," Journal of the Japanese and International Economies, Elsevier, volume 30, issue C, pages 1-18, DOI: 10.1016/j.jjie.2013.07.003.
• Bouakez, Hafedh & Essid, Badye & Normandin, Michel, 2013, "Stock returns and monetary policy: Are there any ties?," Journal of Macroeconomics, Elsevier, volume 36, issue C, pages 33-50, DOI: 10.1016/j.jmacro.2013.01.002.
• McMillan, David G., 2013, "Consumption and stock prices: Evidence from a small international panel," Journal of Macroeconomics, Elsevier, volume 36, issue C, pages 76-88, DOI: 10.1016/j.jmacro.2013.01.007.
• Sadique, Shibley & In, Francis & Veeraraghavan, Madhu & Wachtel, Paul, 2013, "Soft information and economic activity: Evidence from the Beige Book," Journal of Macroeconomics, Elsevier, volume 37, issue C, pages 81-92, DOI: 10.1016/j.jmacro.2013.01.004.
• Kivedal, Bjørnar Karlsen, 2013, "Testing for rational bubbles in the US housing market," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 369-381, DOI: 10.1016/j.jmacro.2013.08.021.
• Humphreys, Brad R. & Paul, Rodney J. & Weinbach, Andrew P., 2013, "Consumption benefits and gambling: Evidence from the NCAA basketball betting market," Journal of Economic Psychology, Elsevier, volume 39, issue C, pages 376-386, DOI: 10.1016/j.joep.2013.05.010.
• Majumder, Debasish, 2013, "Towards an efficient stock market: Empirical evidence from the Indian market," Journal of Policy Modeling, Elsevier, volume 35, issue 4, pages 572-587, DOI: 10.1016/j.jpolmod.2011.08.016.
• Jouini, Jamel, 2013, "Return and volatility interaction between oil prices and stock markets in Saudi Arabia," Journal of Policy Modeling, Elsevier, volume 35, issue 6, pages 1124-1144, DOI: 10.1016/j.jpolmod.2013.08.003.
• Riedel, Frank & Herzberg, Frederik, 2013, "Existence of financial equilibria in continuous time with potentially complete markets," Journal of Mathematical Economics, Elsevier, volume 49, issue 5, pages 398-404, DOI: 10.1016/j.jmateco.2013.07.001.
• Ang, Andrew & Longstaff, Francis A., 2013, "Systemic sovereign credit risk: Lessons from the U.S. and Europe," Journal of Monetary Economics, Elsevier, volume 60, issue 5, pages 493-510, DOI: 10.1016/j.jmoneco.2013.04.009.
• Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013, "Risk, uncertainty and monetary policy," Journal of Monetary Economics, Elsevier, volume 60, issue 7, pages 771-788, DOI: 10.1016/j.jmoneco.2013.06.003.
• Chien, Cheng-Yi & Lee, Hsiu-Chuan & Tai, Shih-Wen & Liao, Tzu-Hsiang, 2013, "Information, hedging demand, and institutional investors: Evidence from the Taiwan Futures Exchange," Journal of Multinational Financial Management, Elsevier, volume 23, issue 5, pages 394-414, DOI: 10.1016/j.mulfin.2013.08.001.
• Chae, Joon & Yang, Cheol-Won, 2013, "Commonality in individuals' trading: A systematic path between behavioral bias and expected returns," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1008-1023, DOI: 10.1016/j.pacfin.2012.07.003.
• Tswei, Keshin, 2013, "Is transaction price more value relevant compared to accounting information? An investigation of a time-series approach," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1062-1078, DOI: 10.1016/j.pacfin.2012.08.001.
• Doukas, John A. & Wang, Liu, 2013, "Information asymmetry, price discovery, and the Chinese B-share discount puzzle," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1116-1135, DOI: 10.1016/j.pacfin.2012.08.004.
• Nguyen, Nhut H. & Lo, Ka Hei, 2013, "Asset returns and liquidity effects: Evidence from a developed but small market," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1175-1190, DOI: 10.1016/j.pacfin.2012.05.002.
• Pan, Li & Tang, Ya & Xu, Jianguo, 2013, "Weekly momentum by return interval ranking," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1191-1208, DOI: 10.1016/j.pacfin.2012.06.001.
• Wang, Jianxin, 2013, "Liquidity commonality among Asian equity markets," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1209-1231, DOI: 10.1016/j.pacfin.2012.06.003.
• Durand, Robert B. & Koh, SzeKee & Tan, Paul LiJian, 2013, "The price of sin in the Pacific-Basin," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 899-913, DOI: 10.1016/j.pacfin.2012.06.005.