Research classified by Journal of Economic Literature (JEL) codes

2016

• Donner, Herman & Song, Han-Suck & Wilhelmsson, Mats, 2016, "Forced sales and their impact on real estate prices," Journal of Housing Economics, Elsevier, volume 34, issue C, pages 60-68, DOI: 10.1016/j.jhe.2016.08.002.
• Rubia, Antonio & Sanchis-Marco, Lidia & Serrano, Pedro, 2016, "Market frictions and the pricing of sovereign credit default swaps," Journal of International Money and Finance, Elsevier, volume 60, issue C, pages 223-252, DOI: 10.1016/j.jimonfin.2015.04.006.
• Sola, Sergio & Palomba, Geremia, 2016, "Sub-nationals' risk premia in fiscal federations: Fiscal performance and institutional design," Journal of International Money and Finance, Elsevier, volume 63, issue C, pages 165-187, DOI: 10.1016/j.jimonfin.2016.01.009.
• Amstad, Marlene & Remolona, Eli & Shek, Jimmy, 2016, "How do global investors differentiate between sovereign risks? The new normal versus the old," Journal of International Money and Finance, Elsevier, volume 66, issue C, pages 32-48, DOI: 10.1016/j.jimonfin.2015.12.006.
• Dufrénot, Gilles & Gente, Karine & Monsia, Frédia, 2016, "Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 123-146, DOI: 10.1016/j.jimonfin.2016.04.002.
• Broeders, Dirk W.G.A. & van Oord, Arco & Rijsbergen, David R., 2016, "Scale economies in pension fund investments: A dissection of investment costs across asset classes," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 147-171, DOI: 10.1016/j.jimonfin.2016.04.003.
• Charlot, Philippe & Darné, Olivier & Moussa, Zakaria, 2016, "Commodity returns co-movements: Fundamentals or “style” effect?," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 130-160, DOI: 10.1016/j.jimonfin.2016.07.001.
• He, Dong & Yu, Xiangrong, 2016, "Network effects in currency internationalisation: Insights from BIS triennial surveys and implications for the renminbi," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 203-229, DOI: 10.1016/j.jimonfin.2016.07.009.
• Cakici, Nusret & Tang, Yi & Yan, An, 2016, "Do the size, value, and momentum factors drive stock returns in emerging markets?," Journal of International Money and Finance, Elsevier, volume 69, issue C, pages 179-204, DOI: 10.1016/j.jimonfin.2016.06.001.
• Gerlach-Kristen, Petra & McCauley, Robert N. & Ueda, Kazuo, 2016, "Currency intervention and the global portfolio balance effect: Japanese lessons," Journal of the Japanese and International Economies, Elsevier, volume 39, issue C, pages 1-16, DOI: 10.1016/j.jjie.2015.10.002.
• Fukunaga, Ichiro & Kato, Naoya, 2016, "Japanese repo and call markets before, during, and emerging from the financial crisis," Journal of the Japanese and International Economies, Elsevier, volume 39, issue C, pages 17-34, DOI: 10.1016/j.jjie.2015.11.001.
• Sakuragawa, Masaya & Sakuragawa, Yukie, 2016, "Absence of safe assets and fiscal crisis," Journal of the Japanese and International Economies, Elsevier, volume 40, issue C, pages 59-76, DOI: 10.1016/j.jjie.2016.03.006.
• Miyakoshi, Tatsuyoshi & Shimada, Junji & Li, Kui-Wai, 2016, "The impacts of the 2008 and 2011 crises on the Japan REIT market," Journal of the Japanese and International Economies, Elsevier, volume 41, issue C, pages 30-40, DOI: 10.1016/j.jjie.2016.05.002.
• Fukuda, Shin-ichi, 2016, "Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates," Journal of the Japanese and International Economies, Elsevier, volume 42, issue C, pages 109-122, DOI: 10.1016/j.jjie.2016.10.001.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2016, "The effectiveness of the ECB's asset purchase programs of 2009 to 2012," Journal of Macroeconomics, Elsevier, volume 47, issue PA, pages 45-57, DOI: 10.1016/j.jmacro.2015.09.006.
• Sinha, Arunima, 2016, "Monetary policy uncertainty and investor expectations," Journal of Macroeconomics, Elsevier, volume 47, issue PB, pages 188-199, DOI: 10.1016/j.jmacro.2015.12.001.
• Elias, Christopher J., 2016, "A heterogeneous agent exchange rate model with speculators and non-speculators," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 203-223, DOI: 10.1016/j.jmacro.2016.07.006.
• Equiza-Goñi, Juan, 2016, "Government debt maturity and debt dynamics in euro area countries," Journal of Macroeconomics, Elsevier, volume 49, issue C, pages 292-311, DOI: 10.1016/j.jmacro.2016.01.005.
• Buncic, Daniel & Lentner, Philipp, 2016, "The term structure of interest rates in an estimated New Keynesian policy model," Journal of Macroeconomics, Elsevier, volume 50, issue C, pages 126-150, DOI: 10.1016/j.jmacro.2016.09.004.
• Bodnar, Taras & Reiß, Markus, 2016, "Exact and asymptotic tests on a factor model in low and large dimensions with applications," Journal of Multivariate Analysis, Elsevier, volume 150, issue C, pages 125-151, DOI: 10.1016/j.jmva.2016.05.011.
• Beaver, William & McNichols, Maureen & Price, Richard, 2016, "The costs and benefits of long-short investing: A perspective on the market efficiency literature," Journal of Accounting Literature, Elsevier, volume 37, issue C, pages 1-18, DOI: 10.1016/j.acclit.2016.07.001.
• Chaves, Denis B. & Viswanathan, Vivek, 2016, "Momentum and mean-reversion in commodity spot and futures markets," Journal of Commodity Markets, Elsevier, volume 3, issue 1, pages 39-53, DOI: 10.1016/j.jcomm.2016.08.001.
• Lübbers, Johannes & Posch, Peter N., 2016, "Commodities' common factor: An empirical assessment of the markets' drivers," Journal of Commodity Markets, Elsevier, volume 4, issue 1, pages 28-40, DOI: 10.1016/j.jcomm.2016.10.002.
• Takino, Kazuhiro, 2016, "An equilibrium model for the OTC derivatives market with a collateral agreement," Journal of Commodity Markets, Elsevier, volume 4, issue 1, pages 41-55, DOI: 10.1016/j.jcomm.2016.11.001.
• Georgoutsos, Dimitris & Kounitis, Thomas, 2016, "Treasury yields and credit spread dynamics: A regime-switching approach," The Journal of Economic Asymmetries, Elsevier, volume 14, issue PA, pages 39-51, DOI: 10.1016/j.jeca.2016.07.010.
• Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2016, "Intra-national and international spillovers between the real economy and the stock market: The case of China," The Journal of Economic Asymmetries, Elsevier, volume 14, issue PA, pages 78-92, DOI: 10.1016/j.jeca.2016.07.001.
• Cronin, David & McQuinn, Kieran, 2016, "Credit availability, macroprudential regulations and the house price-to-rent ratio," Journal of Policy Modeling, Elsevier, volume 38, issue 5, pages 971-984, DOI: 10.1016/j.jpolmod.2016.06.002.
• Omura, Akihiro & Todorova, Neda & Li, Bin & Chung, Richard, 2016, "Steel scrap and equity market in Japan," Resources Policy, Elsevier, volume 47, issue C, pages 115-124, DOI: 10.1016/j.resourpol.2016.01.001.
• Chauvet, Marcelle & Gabriel, Stuart & Lutz, Chandler, 2016, "Mortgage default risk: New evidence from internet search queries," Journal of Urban Economics, Elsevier, volume 96, issue C, pages 91-111, DOI: 10.1016/j.jue.2016.08.004.
• Borovicka, J. & Hansen, L.P., 2016, "Term Structure of Uncertainty in the Macroeconomy," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.06.005.
• Hall, R.E., 2016, "Macroeconomics of Persistent Slumps," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.03.010.
• Favilukis, Jack & Lin, Xiaoji, 2016, "Does wage rigidity make firms riskier? Evidence from long-horizon return predictability," Journal of Monetary Economics, Elsevier, volume 78, issue C, pages 80-95, DOI: 10.1016/j.jmoneco.2016.01.003.
• Elenev, Vadim & Landvoigt, Tim & Van Nieuwerburgh, Stijn, 2016, "Phasing out the GSEs," Journal of Monetary Economics, Elsevier, volume 81, issue C, pages 111-132, DOI: 10.1016/j.jmoneco.2016.06.003.
• Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory, 2016, "The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis," Journal of Monetary Economics, Elsevier, volume 81, issue C, pages 25-43, DOI: 10.1016/j.jmoneco.2016.03.008.
• Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2016, "Risks for the long run: Estimation with time aggregation," Journal of Monetary Economics, Elsevier, volume 82, issue C, pages 52-69, DOI: 10.1016/j.jmoneco.2016.07.003.
• Abrahams, Michael & Adrian, Tobias & Crump, Richard K. & Moench, Emanuel & Yu, Rui, 2016, "Decomposing real and nominal yield curves," Journal of Monetary Economics, Elsevier, volume 84, issue C, pages 182-200, DOI: 10.1016/j.jmoneco.2016.10.006.
• Gollier, Christian, 2016, "Evaluation of long-dated assets: The role of parameter uncertainty," Journal of Monetary Economics, Elsevier, volume 84, issue C, pages 66-83, DOI: 10.1016/j.jmoneco.2016.10.007.
• Ghadhab, Imen, 2016, "The effect of additional foreign market presence on the trading volume of cross-listed/traded stocks," Journal of Multinational Financial Management, Elsevier, volume 34, issue C, pages 18-27, DOI: 10.1016/j.mulfin.2015.12.002.
• Chauhan, Yogesh & Kumar, K. Kiran & Chaturvedula, Chakrapani, 2016, "Information asymmetry and the information content of insider trades: Evidence from the Indian stock market," Journal of Multinational Financial Management, Elsevier, volume 34, issue C, pages 65-79, DOI: 10.1016/j.mulfin.2015.12.003.
• French, Declan & Wu, Yuliang & Li, Youwei, 2016, "Identifying the relative importance of stock characteristics," Journal of Multinational Financial Management, Elsevier, volume 34, issue C, pages 80-91, DOI: 10.1016/j.mulfin.2016.01.002.
• Bhaumik, S. & Karanasos, M. & Kartsaklas, A., 2016, "The informative role of trading volume in an expanding spot and futures market," Journal of Multinational Financial Management, Elsevier, volume 35, issue C, pages 24-40, DOI: 10.1016/j.mulfin.2016.03.002.
• Hung, Chung-Wen & Shiu, Cheng-Yi, 2016, "Trader activities, ownership, and stock price reactions to MSCI standard index changes: Evidence from Taiwan," Journal of Multinational Financial Management, Elsevier, volume 36, issue C, pages 49-63, DOI: 10.1016/j.mulfin.2016.06.002.
• Arakelyan, Armen & Serrano, Pedro, 2016, "Liquidity in Credit Default Swap Markets," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 139-157, DOI: 10.1016/j.mulfin.2016.09.001.
• Lin, Chaonan & Ko, Kuan-Cheng & Chen, Yu-Lin & Chu, Hsiang-Hui, 2016, "Information discreteness, price limits and earnings momentum," Pacific-Basin Finance Journal, Elsevier, volume 37, issue C, pages 1-22, DOI: 10.1016/j.pacfin.2016.02.003.
• Heaney, Richard & Koh, SzeKee & Lan, Yihui, 2016, "Australian firm characteristics and the cross-section variation in equity returns," Pacific-Basin Finance Journal, Elsevier, volume 37, issue C, pages 104-115, DOI: 10.1016/j.pacfin.2016.03.001.
• Zhu, Bo & Niu, Feng, 2016, "Investor sentiment, accounting information and stock price: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 125-134, DOI: 10.1016/j.pacfin.2016.03.010.
• Shams, Syed M.M. & Duong, Huu Nhan & Singh, Harminder, 2016, "Information content of directors' trading around acquisitions," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 177-193, DOI: 10.1016/j.pacfin.2016.04.004.
• Lin, Chaonan & Ko, Kuan-Cheng & Feng, Zhi-Xiang & Yang, Nien-Tzu, 2016, "Market dynamics and momentum in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 59-75, DOI: 10.1016/j.pacfin.2016.03.009.
• Hahn, Jaehoon & Yoon, Heebin, 2016, "Determinants of the cross-sectional stock returns in Korea: evaluating recent empirical evidence," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 88-106, DOI: 10.1016/j.pacfin.2016.03.006.
• Ng, Chi Cheong Allen & Shen, Jianfu, 2016, "Screen winners from losers using simple fundamental analysis in the Pacific-Basin stock markets," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 159-177, DOI: 10.1016/j.pacfin.2016.06.003.
• Naifar, Nader & Hammoudeh, Shawkat, 2016, "Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 57-69, DOI: 10.1016/j.pacfin.2016.05.016.
• Chen, Jian & Jiang, Fuwei & Li, Hongyi & Xu, Weidong, 2016, "Chinese stock market volatility and the role of U.S. economic variables," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 70-83, DOI: 10.1016/j.pacfin.2016.05.013.
• Chen, Wei-Kuang & Lin, Ching-Ting, 2016, "Asymmetric responses to stock index reconstitutions: Evidence from the CSI 300 index additions and deletions," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PA, pages 36-48, DOI: 10.1016/j.pacfin.2016.08.005.
• Godfrey, Keith R.L., 2016, "Detecting the great short squeeze on Volkswagen," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PB, pages 323-334, DOI: 10.1016/j.pacfin.2016.02.001.
• Cuthbert, James R. & Magni, Carlo Alberto, 2016, "Measuring the inadequacy of IRR in PFI schemes using profitability index and AIRR," International Journal of Production Economics, Elsevier, volume 179, issue C, pages 130-140, DOI: 10.1016/j.ijpe.2016.05.024.
• Gollier, Christian, 2016, "Gamma discounters are short-termist," Journal of Public Economics, Elsevier, volume 142, issue C, pages 83-90, DOI: 10.1016/j.jpubeco.2016.08.006.
• Cheung, William & Fung, Scott & Tam, Lewis, 2016, "Does market microstructure matter for corporate finance? Theory and evidence on seasoned equity offering decisions," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 149-161, DOI: 10.1016/j.qref.2015.06.003.
• Quayes, Shakil & Jamal, Abul M.M., 2016, "Impact of demographic change on stock prices," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 172-179, DOI: 10.1016/j.qref.2015.08.005.
• Jung, Young Cheol, 2016, "A portfolio insurance strategy for volatility index (VIX) futures," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 189-200, DOI: 10.1016/j.qref.2015.09.001.
• Escobari, Diego & Jafarinejad, Mohammad, 2016, "Date stamping bubbles in Real Estate Investment Trusts," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 224-230, DOI: 10.1016/j.qref.2015.10.003.
• Bohl, Martin T. & Czaja, Marc-Gregor & Kaufmann, Philipp, 2016, "Momentum profits, market cycles, and rebounds: Evidence from Germany," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 139-159, DOI: 10.1016/j.qref.2016.01.003.
• Su, Xuan-Qi, 2016, "Does systematic distress risk drive the investment growth anomaly?," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 240-248, DOI: 10.1016/j.qref.2016.02.011.
• Ivanov, Stoyu I., 2016, "Analysis of ETF bid-ask spread components," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 249-259, DOI: 10.1016/j.qref.2016.02.004.
• Labidi, Chiraz & Yaakoubi, Soumaya, 2016, "Investor sentiment and aggregate volatility pricing," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 53-63, DOI: 10.1016/j.qref.2015.11.005.
• Agapova, Anna & Madura, Jeff, 2016, "Market uncertainty and earnings guidance," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 97-111, DOI: 10.1016/j.qref.2015.12.001.
• Agnello, Richard J., 2016, "Do U.S. paintings follow the CAPM? Findings disaggregated by subject, artist, and value of the work," Research in Economics, Elsevier, volume 70, issue 3, pages 403-411, DOI: 10.1016/j.rie.2016.06.002.
• Hiller, Norbert & Lerbs, Oliver W., 2016, "Aging and urban house prices," Regional Science and Urban Economics, Elsevier, volume 60, issue C, pages 276-291, DOI: 10.1016/j.regsciurbeco.2016.07.010.
• Bali, Rakesh & Francis, Jack Clark, 2016, "Ex day effects of the 2003 dividend tax cut," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 11-22, DOI: 10.1016/j.iref.2015.09.007.
• Le, Van & Zurbruegg, Ralf, 2016, "The impact of short sale restrictions on informed trading in the stock and options markets," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 262-273, DOI: 10.1016/j.iref.2015.08.007.
• Hu, May & Chao, Chi-Chur & Lim, Jin Hao, 2016, "Another explanation of the mutual fund fee puzzle," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 134-152, DOI: 10.1016/j.iref.2015.11.002.
• Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016, "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 88-102, DOI: 10.1016/j.iref.2015.11.001.
• Hao, Ying & Chu, Hsiang-Hui & Ho, Keng-Yu & Ko, Kuan-Cheng, 2016, "The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases?," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 121-138, DOI: 10.1016/j.iref.2015.10.035.
• Lin, Yueh-Neng & Lin, Anchor Y., 2016, "Using VIX futures to hedge forward implied volatility risk," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 88-106, DOI: 10.1016/j.iref.2015.10.033.
• Gomes, Pedro & Taamouti, Abderrahim, 2016, "In search of the determinants of European asset market comovements," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 103-117, DOI: 10.1016/j.iref.2016.03.005.
• Suzuki, Masataka, 2016, "A representative agent asset pricing model with heterogeneous beliefs and recursive utility," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 298-315, DOI: 10.1016/j.iref.2016.06.009.
• Shang, Hua & Yuan, Ping & Huang, Lin, 2016, "Macroeconomic factors and the cross-section of commodity futures returns," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 316-332, DOI: 10.1016/j.iref.2016.06.008.
• Laborda, Ricardo & Muñoz, Fernando, 2016, "Optimal allocation of government bond funds through the business cycle. Is money smart?," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 46-67, DOI: 10.1016/j.iref.2016.04.008.
• Chao, Shih-Wei, 2016, "Do economic variables improve bond return volatility forecasts?," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 10-26, DOI: 10.1016/j.iref.2016.08.001.
• Gong, Fuzhou & Liu, Hong, 2016, "Asymmetric information, heterogeneous prior beliefs, and public information," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 100-120, DOI: 10.1016/j.iref.2016.07.005.
• Smales, Lee A., 2016, "Trading behavior in S&P 500 index futures," Review of Financial Economics, Elsevier, volume 28, issue C, pages 46-55, DOI: 10.1016/j.rfe.2015.11.001.
• Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2016, "Can stochastic discount factor models explain the cross-section of equity returns?," Review of Financial Economics, Elsevier, volume 28, issue C, pages 56-68, DOI: 10.1016/j.rfe.2016.01.001.
• Fischer, Mario & Hanauer, Matthias X. & Heigermoser, Robert, 2016, "Synthetic hedge funds," Review of Financial Economics, Elsevier, volume 29, issue C, pages 12-22, DOI: 10.1016/j.rfe.2016.02.002.
• Aiken, Adam L. & Kilic, Osman & Reid, Sean, 2016, "Can hedge funds time global equity markets? Evidence from emerging markets," Review of Financial Economics, Elsevier, volume 29, issue C, pages 2-11, DOI: 10.1016/j.rfe.2015.05.002.
• Atanasov, Victoria, 2016, "Conditional interest rate risk and the cross-section of excess stock returns," Review of Financial Economics, Elsevier, volume 30, issue C, pages 23-32, DOI: 10.1016/j.rfe.2016.02.003.
• Moll, Cliff R. & Huffman, Stephen P., 2016, "The incremental information content of innovations in implied idiosyncratic volatility," Review of Financial Economics, Elsevier, volume 30, issue C, pages 33-44, DOI: 10.1016/j.rfe.2016.04.001.
• Gutierrez, Jose, 2016, "Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ," Review of Financial Economics, Elsevier, volume 30, issue C, pages 68-73, DOI: 10.1016/j.rfe.2016.07.001.
• Sclip, Alex & Dreassi, Alberto & Miani, Stefano & Paltrinieri, Andrea, 2016, "Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets," Review of Financial Economics, Elsevier, volume 31, issue C, pages 34-44, DOI: 10.1016/j.rfe.2016.06.005.
• Li, Bob & Ee, Mong Shan & Rashid, Mamunur, 2016, "Is momentum trading profitable from Shari'ah compliant stocks?," Review of Financial Economics, Elsevier, volume 31, issue C, pages 56-63, DOI: 10.1016/j.rfe.2016.08.002.
• Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine, 2016, "International evidence on Islamic equity fund characteristics and performance persistence," Review of Financial Economics, Elsevier, volume 31, issue C, pages 75-82, DOI: 10.1016/j.rfe.2016.06.002.
• Arjoon, Vaalmikki, 2016, "Microstructures, financial reforms and informational efficiency in an emerging market," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 112-126, DOI: 10.1016/j.ribaf.2015.09.016.
• Urquhart, Andrew & Hudson, Robert, 2016, "Investor sentiment and local bias in extreme circumstances: The case of the Blitz," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 340-350, DOI: 10.1016/j.ribaf.2015.09.010.
• McQuillan, William & Lucey, Brian, 2016, "The validity of Islamic art as an investment," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 388-401, DOI: 10.1016/j.ribaf.2015.02.010.
• Al-Azzam, Moh’d & Mimouni, Karim, 2016, "Is exchange rate risk priced in microfinance?," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 520-531, DOI: 10.1016/j.ribaf.2015.10.009.
• Drakos, Anastassios A., 2016, "Does the relationship between small and large portfolios’ returns confirm the lead–lag effect? Evidence from the Athens Stock Exchange," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 546-561, DOI: 10.1016/j.ribaf.2015.05.002.
• Cissé, Abdoul Karim & Fontaine, Patrice, 2016, "Why do companies transfer the trading compartment of their common stocks," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 624-640, DOI: 10.1016/j.ribaf.2015.08.001.
• Tissaoui, Kais & Ftiti, Zied, 2016, "Liquidity, liquidity risk, and information flow: Lessons from an emerging market," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 28-48, DOI: 10.1016/j.ribaf.2015.09.028.
• Koutmos, Dimitrios, 2016, "Distilling private information from plain-vanilla options to predict future underlying stock price volatility: Evidence from the H-shares of Chinese banks," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 391-405, DOI: 10.1016/j.ribaf.2016.01.017.
• Huchet, Nicolas & Fam, Papa Gueye, 2016, "The role of speculation in international futures markets on commodity prices," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 49-65, DOI: 10.1016/j.ribaf.2015.09.034.
• Bank, Matthias & Baumann, Ralf H., 2016, "Price formation, market quality and the effects of reduced latency in the very short run," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 629-645, DOI: 10.1016/j.ribaf.2016.01.010.
• Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016, "Periodically collapsing bubbles in the South African stock market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 191-201, DOI: 10.1016/j.ribaf.2016.04.010.
• Hammami, Yacine & Bahri, Maha, 2016, "On the determinants of expected corporate bond returns in Tunisia," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 224-235, DOI: 10.1016/j.ribaf.2016.04.015.
• Stocker, Marshall L., 2016, "The price of freedom: Idiosyncratic currency devaluations," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 312-325, DOI: 10.1016/j.ribaf.2016.03.016.
• Shank, Corey A. & Vianna, Andre C., 2016, "Are US-Dollar-Hedged-ETF investors aggressive on exchange rates? A panel VAR approach," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 430-438, DOI: 10.1016/j.ribaf.2016.05.002.
• Zaremba, Adam & Szyszka, Adam, 2016, "Is there momentum in equity anomalies? Evidence from the Polish emerging market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 546-564, DOI: 10.1016/j.ribaf.2016.07.004.
• Juneja, Januj A., 2016, "Financial crises and estimation bias in international bond markets," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 593-607, DOI: 10.1016/j.ribaf.2016.07.010.
• Tsouknidis, Dimitris A., 2016, "Dynamic volatility spillovers across shipping freight markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 91, issue C, pages 90-111, DOI: 10.1016/j.tre.2016.04.001.
• Papapostolou, Nikos C. & Pouliasis, Panos K. & Nomikos, Nikos K. & Kyriakou, Ioannis, 2016, "Shipping investor sentiment and international stock return predictability," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 96, issue C, pages 81-94, DOI: 10.1016/j.tre.2016.10.006.
• Andrea Morone & Simone Nuzzo, 2016, "Market Efficiency, Trading Institutions and Information Mirages: Evidence from an Experimental Asset Market," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2016/17, Jul.
• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2016, "The Impact of Oil Price Shocks on the U.S. Stock Market: A Note on the Roles of U.S. and Non-U.S. Oil Production," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-33, Jun.
• Bojan Tomic & Andrijana Sesar, 2016, "Basic Characteristics of Bonds and their Dynamics on the Croatian Secondary Market," Effectus - Working Paper Series, Effectus - University College for Law and Finance, number 0015, Jan.
• 牛霖琳 & 洪智武 & 陈国进, 2016, "中国地方政府性债务风险与国债定价--基于城投债利差与国债收益率的分析," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2016-10-19, Oct.
• Han, Xing & Li, Youwei, 2016, "Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China," RIEI Working Papers, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration, number 2016-07, Jul, revised 12 Jan 2017.
• Becker, Marcus & Löffler, Andreas, 2016, "Arbitrage and nonlinear tax scales," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 205.
• Eichfelder, Sebastian & Lau, Mona, 2016, "Financial transaction taxes: Announcement effects, short-run effects, and long-run effects," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 211.
• Faria, Gonçalo & Verona, Fabio, 2016, "Forecasting stock market returns by summing the frequency-decomposed parts," Bank of Finland Research Discussion Papers, Bank of Finland, number 29/2016.
• Speck, Christian, 2016, "Inflation anchoring in the euro area," Discussion Papers, Deutsche Bundesbank, number 04/2016.
• Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2016, "Credit risk interconnectedness: What does the market really know?," Discussion Papers, Deutsche Bundesbank, number 09/2016.
• Schlepper, Kathi, 2016, "High-frequency trading in the Bund futures market," Discussion Papers, Deutsche Bundesbank, number 15/2016.
• Pelster, Matthias & Vilsmeier, Johannes, 2016, "The determinants of CDS spreads: Evidence from the model space," Discussion Papers, Deutsche Bundesbank, number 43/2016.
• Nippel, Peter, 2016, "Investitionsrechnerische Bewertung von ausfallgefährdeten Krediten," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre, number 664.
• Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese, 2016, "A heterogeneous agents equilibrium model for the term structure of bond market liquidity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-05 [rev.2].
• Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016, "Spoilt for choice: Order routing decisions in fragmented equity markets," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-04.
• Jaspersen, Stefan, 2021, "Mutual Fund Bets on Market Power," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-07, revised 2021.
• Kanne, Stefan & Korn, Olaf & Uhrig-Homburg, Marliese, 2016, "Stock Illiquidity, option prices, and option returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-08.
• Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M., 2016, "Why does idiosyncratic risk increase with market risk?," CFS Working Paper Series, Center for Financial Studies (CFS), number 533.
• Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G., 2016, "Why do investors buy sovereign default insurance?," CFS Working Paper Series, Center for Financial Studies (CFS), number 540, DOI: 10.2139/ssrn.2848944.
• Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Subrahmanyam, Marti G., 2016, "How do insiders trade?," CFS Working Paper Series, Center for Financial Studies (CFS), number 541.
• Schneider, Paul & Wagner, Christian & Zechner, Josef, 2016, "Low risk anomalies?," CFS Working Paper Series, Center for Financial Studies (CFS), number 550.
• Dumitru, Ana-Maria & Urga, Giovanni, 2016, "Jumps and Information Asymmetry in the US Treasury Market," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 130148.
• Vulanovic, Milos, 2016, "SPACs: Post-merger survival," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 148304.
• Keiber, Karl Ludwig & Samyschew, Helene, 2016, "The pricing of sentiment risk in European stock markets," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 384.
• Rabitsch, Katrin, 2016, "An incomplete markets explanation of the UIP puzzle," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 53.
• Kukacka, Jiri & Barunik, Jozef, 2016, "Estimation of financial agent-based models with simulated maximum likelihood," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 63.
• Hüning, Hendrik, 2016, "Asset market response to monetary policy news from SNB press releases," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 177.
• Berdin, Elia, 2016, "Interest rate risk, longevity risk and the solvency of life insurers," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 23/16.
• Raddant, Matthias & Wagner, Friedrich, 2016, "Multivariate GARCH for a large number of stocks," Kiel Working Papers, Kiel Institute for the World Economy, number 2049.
• Eichler, Stefan & Roevekamp, Ingmar, 2016, "A Market-based Indicator of Currency Risk: Evidence from American Depositary Receipts," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 4/2016.
• Holtemöller, Oliver, 2016, "Agrarrohstoffpreise und Lebensmittelpreise in armen Ländern," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 22, issue 1, pages 5-8.
• Turner, John D. & Ye, Qing & Walker, Clive B., 2016, "Media coverage and stock returns on the London Stock Exchange, 1825-70," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2016-02.
• Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory, 2016, "The intended and unintended consequences of financial-market regulations: A general equilibrium analysis," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 124, DOI: 10.2139/ssrn.2870525.
• Bienz, Carsten & Thorburn, Karin & Walz, Uwe, 2019, "Ownership, Wealth, and Risk Taking: Evidence on Private Equity Fund Managers," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 126, revised 2019, DOI: 10.2139/ssrn.3428969.
• Elsinger, Helmut & Schmidt-Dengler, Philipp & Zulehner, Christine, 2016, "Competition in treasury auctions," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 127, DOI: 10.2139/ssrn.2738381.
• Curatola, Giuliano, 2016, "Preference evolution and the dynamics of capital markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 128, DOI: 10.2139/ssrn.2747269.
• Curatola, Giuliano & Donadelli, Michael & Grüning, Patrick & Meinerding, Christoph, 2016, "Investment-specific shocks, business cycles, and asset prices," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 129, DOI: 10.2139/ssrn.2747383.
• Curatola, Giuliano, 2016, "Optimal consumption and portfolio choice with loss aversion," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 130, DOI: 10.2139/ssrn.2749498.
• Branger, Nicole & Grüning, Patrick & Schlag, Christian, 2016, "Commodities, financialization, and heterogeneous agents," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 131, DOI: 10.2139/ssrn.2759314.
• Branger, Nicole & Grüning, Patrick & Schlag, Christian, 2016, "Commodities, financialization, and heterogeneous agents," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 131 [rev.], revised 2016, DOI: 10.2139/ssrn.2759314.
• Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016, "Spoilt for choice: Order routing decisions in fragmented equity markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 143, DOI: 10.2139/ssrn.2839285.
• Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Uno, Jun & Yuferova, Darya, 2017, "Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 144, revised 2017, DOI: 10.2139/ssrn.2841242.
• Geppert, Christian & Ludwig, Alexander & Abiry, Raphael, 2016, "Secular stagnation? Growth, asset returns and welfare in the next decades: First results," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 145, DOI: 10.2139/ssrn.2841555.
• Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl, 2016, "Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-001.
• Boortz, Christopher, 2016, "Irrational exuberance and herding in financial markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-016.
• Koenig, Philipp & Pothier, David, 2016, "Information acquisition and liquidity dry-ups," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-045.
• Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2016, "The banking firm under ambiguity aversion," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 01/16.
• Velinov, Anton, 2016, "On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145581.
• Winter, Christoph & Kraus, Beatrice, 2016, "Do Tax Changes Affect Credit Markets and Financial Frictions? Evidence from Credit Spreads," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145636.
• Beckers, Benjamin & Bernoth, Kerstin, 2016, "Monetary Policy and Asset Mispricing," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145684.
• Ludwig, Alexander & Geppert, Christian & Abiry, Raphael, 2016, "Secular Stagnation? Growth, Asset Returns and Welfare in the Next Decades," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145764.
• Hiller, Norbert & Lerbs, Oliver W., 2016, "Aging and urban house prices," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 15-024, revised 2016.
• Florian Madison, 2016, "Asymmetric information in frictional markets for liquidity: collateralized credit vs asset sale," ECON - Working Papers, Department of Economics - University of Zurich, number 220, Mar, revised Nov 2020.
• D. V. Boreiko & Y. M. Kaniovski & G. Ch. Pflug, 2016, "Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 24, issue 4, pages 989-1007, December, DOI: 10.1007/s10100-015-0415-6.
• Karl Michael Ortmann, 2016, "The link between the Shapley value and the beta factor," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 39, issue 2, pages 311-325, November, DOI: 10.1007/s10203-016-0178-0.
• Klaus Grobys & Jesper Haga, 2016, "The market price of credit risk and economic states," Empirical Economics, Springer, volume 50, issue 3, pages 1111-1134, May, DOI: 10.1007/s00181-015-0952-9.
• Philip Hans Franses & Wouter Knecht, 2016, "The late 1970s bubble in Dutch collectible postage stamps," Empirical Economics, Springer, volume 50, issue 4, pages 1215-1228, June, DOI: 10.1007/s00181-015-0974-3.
• Vipin Arora & Shuping Shi, 2016, "Nonlinearities and tests of asset price bubbles," Empirical Economics, Springer, volume 50, issue 4, pages 1421-1433, June, DOI: 10.1007/s00181-015-0976-1.
• Jacques Peeperkorn & Yudhvir Seetharam, 2016, "A learning-augmented approach to pricing risk in South Africa," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 6, issue 1, pages 117-139, April, DOI: 10.1007/s40821-015-0038-9.
• Matteo Burzoni & Marco Frittelli & Marco Maggis, 2016, "Universal arbitrage aggregator in discrete-time markets under uncertainty," Finance and Stochastics, Springer, volume 20, issue 1, pages 1-50, January, DOI: 10.1007/s00780-015-0283-x.
• Matteo Burzoni & Marco Frittelli & Marco Maggis, 2016, "Universal arbitrage aggregator in discrete-time markets under uncertainty," Finance and Stochastics, Springer, volume 20, issue 1, pages 1-50, January, DOI: 10.1007/s00780-015-0283-x.
• Peter Bank & Selim Gökay, 2016, "Superreplication when trading at market indifference prices," Finance and Stochastics, Springer, volume 20, issue 1, pages 153-182, January, DOI: 10.1007/s00780-015-0278-7.
• Eyal Neuman & Alexander Schied, 2016, "Optimal portfolio liquidation in target zone models and catalytic superprocesses," Finance and Stochastics, Springer, volume 20, issue 2, pages 495-509, April, DOI: 10.1007/s00780-015-0280-0.
• Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto, 2016, "A general HJM framework for multiple yield curve modelling," Finance and Stochastics, Springer, volume 20, issue 2, pages 267-320, April, DOI: 10.1007/s00780-016-0291-5.
• Pierre Henry-Labordère & Nizar Touzi, 2016, "An explicit martingale version of the one-dimensional Brenier theorem," Finance and Stochastics, Springer, volume 20, issue 3, pages 635-668, July, DOI: 10.1007/s00780-016-0299-x.
• Damir Filipović & Martin Larsson, 2016, "Polynomial diffusions and applications in finance," Finance and Stochastics, Springer, volume 20, issue 4, pages 931-972, October, DOI: 10.1007/s00780-016-0304-4.
• Stéphane Crépey & Shiqi Song, 2016, "Counterparty risk and funding: immersion and beyond," Finance and Stochastics, Springer, volume 20, issue 4, pages 901-930, October, DOI: 10.1007/s00780-016-0305-3.
• Pavel Ciaian & Miroslava Rajcaniova & d’Artis Kancs, 2016, "The digital agenda of virtual currencies: Can BitCoin become a global currency?," Information Systems and e-Business Management, Springer, volume 14, issue 4, pages 883-919, November, DOI: 10.1007/s10257-016-0304-0.
• Sebastian Utz & Martina Weber & Maximilian Wimmer, 2016, "German Mittelstand bonds: yield spreads and liquidity," Journal of Business Economics, Springer, volume 86, issue 1, pages 103-129, January, DOI: 10.1007/s11573-015-0791-3.
• Marko Volker Krause & Alexander Lahmann, 2016, "Reconsidering the appropriate discount rate for tax shield valuation," Journal of Business Economics, Springer, volume 86, issue 5, pages 477-512, July, DOI: 10.1007/s11573-015-0782-4.
• Nader Virk & Hilal Butt, 2016, "Specification errors of asset-pricing models for a market characterized by few large capitalization firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 40, issue 1, pages 68-84, January, DOI: 10.1007/s12197-014-9297-z.
• Hervé Crès & Tobias Markeprand & Mich Tvede, 2016, "Incomplete financial markets and jumps in asset prices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 62, issue 1, pages 201-219, June, DOI: 10.1007/s00199-015-0884-9.
• Athanasios Geromichalos & Jiwon Lee & Seungduck Lee & Keita Oikawa, 2016, "Over-the-counter trade and the value of assets as collateral," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 62, issue 3, pages 443-475, August, DOI: 10.1007/s00199-015-0904-9.
• François Grand & Xavier Ragot, 2016, "Incomplete markets and derivative assets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 62, issue 3, pages 517-545, August, DOI: 10.1007/s00199-015-0912-9.
• Bong-Gyu Jang & Hyeng Keun Koo & Yuna Rhee, 2016, "Asset demands and consumption with longevity risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 62, issue 3, pages 587-633, August, DOI: 10.1007/s00199-015-0922-7.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2016, "Rock around the clock: An agent-based model of low- and high-frequency trading," Journal of Evolutionary Economics, Springer, volume 26, issue 1, pages 49-76, March, DOI: 10.1007/s00191-015-0418-4.
• Michele Berardi, 2016, "Endogenous time-varying risk aversion and asset returns," Journal of Evolutionary Economics, Springer, volume 26, issue 3, pages 581-601, July, DOI: 10.1007/s00191-015-0435-3.
• Carlos Pinho & Mara Madaleno, 2016, "Oil prices and stock returns: nonlinear links across sectors," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 15, issue 2, pages 79-97, August, DOI: 10.1007/s10258-016-0117-6.
• Yaniv Konchitchki & Yan Luo & Mary L. Z. Ma & Feng Wu, 2016, "Accounting-based downside risk, cost of capital, and the macroeconomy," Review of Accounting Studies, Springer, volume 21, issue 1, pages 1-36, March, DOI: 10.1007/s11142-015-9338-7.