Research classified by Journal of Economic Literature (JEL) codes

2015

• Yiğit ATILGAN & K.Özgür DEMİRTAŞ & Alper ERDOĞAN, 2015, "Macroeconomic factors and equity returns in Borsa İstanbul," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 349, pages 09-30.
• İbrahim BOZKURT, 2015, "Ay’ın Pay Getirileri Üzerindeki Etkisinin İncelenmesi: BİST’de Ampirik Bir Uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 352, pages 55-78.
• Andrew G. Haldane, 2015, "Multi-Polar Regulation," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 3, pages 385-401, June.
• Manel Youssef & Lotfi Belkacem & Khaled Mokni, 2015, "Extreme Value Theory and long-memory-GARCH Framework: Application to Stock Market," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 3, issue 8, pages 371-388, August.
• Antoine Martin & James McAndrews & Ali Palida & David Skeie, 2015, "Federal Reserve Tools for Managing Rates and Reserves," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-08, Jul.
• Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015, "Maturity Structure and Supply Factors in Japanese Government Bond Markets," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-10, Jul.
• Tetsuya Adachi & Yoshihiko Uchida, 2015, "Variation of Wrong-Way Risk Management and Its Impact on Security Price Changes," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-11, Jul.
• Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015, "Maturity Structure and Supply Factors in Japanese Government Bond Markets," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 33, pages 45-96, November.
• Marco A Espinosa-Vega & Mr. Steven Russell, 2015, "Interconnectedness, Systemic Crises and Recessions," IMF Working Papers, International Monetary Fund, number 2015/046, Feb.
• Stefan Laseen & Mr. Andrea Pescatori & Mr. Jarkko Turunen, 2015, "Systemic Risk: A New Trade-off for Monetary Policy?," IMF Working Papers, International Monetary Fund, number 2015/142, Jun.
• Mr. Aleš Bulíř & Mr. Jan Vlcek, 2015, "Monetary Transmission: Are Emerging Market and Low Income Countries Different?," IMF Working Papers, International Monetary Fund, number 2015/239, Nov.
• Erwan Morellec & Philip Valta & Alexei Zhdanov, 2015, "Financing Investment: The Choice Between Bonds and Bank Loans," Management Science, INFORMS, volume 61, issue 11, pages 2580-2602, November, DOI: 10.1287/mnsc.2014.2005.
• Fredj Jawadi & Georges Prat, 2015, "Equity Prices and Fundamentals: a DDM-APT Mixed Approach," Working Papers, Department of Research, Ipag Business School, number 2015-630, Jan.
• D'Artis Kancs & Pavel Ciaian & Rajcaniova Miroslava, 2015, "The Digital Agenda of Virtual Currencies. Can BitCoin Become a Global Currency?," JRC Research Reports, Joint Research Centre, number JRC97043, Sep.
• Ahmed El-Masry & Dalia El-Mosallamy & Juan Carlos Matallín-Sáez & Emili Tortosa-Ausina, 2015, "Mutual Fund Performance in MENA Countries: Environmental Conditions and Fund Characteristics," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/02.
• Shabir Ahmad Hakim & Zarinah Hamid & Ahamed Kameel Mydin Meera, 2015, "Combining local and global markets in asset pricing in emerging markets:Evidence from three BRICS nations," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 3, pages 365-378, July-Sepe.
• Meng-Feng Yen & Jia-Hui Lin & Yu-Ting Sun, 2015, "Does Corporate Social Responsibility Deliver Alpha?," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 11, issue 1, pages 23-45, January.
• Silvio John Camilleri, 2015, "The Impact of Stock Market Structure on Volatility: Evidence from a Call Auction Suspension," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, volume 6, issue 2, pages 44-53, April.
• Esad Smajlbegovic, 2015, "Regional Economic Activity and Stock Returns," 2015 Papers, Job Market Papers, number psm196, Nov.
• Joel Vanden, 2015, "Noisy information and the size effect in stock returns," Annals of Finance, Springer, volume 11, issue 1, pages 77-107, February, DOI: 10.1007/s10436-014-0250-0.
• Robert Elliott & Jia Shen, 2015, "Dynamic optimal capital structure with regime switching," Annals of Finance, Springer, volume 11, issue 2, pages 199-220, May, DOI: 10.1007/s10436-015-0260-6.
• Arianna Agosto & Enrico Moretto, 2015, "Variance matters (in stochastic dividend discount models)," Annals of Finance, Springer, volume 11, issue 2, pages 283-295, May, DOI: 10.1007/s10436-014-0257-6.
• Alex Boulatov & Dan Bernhardt, 2015, "Robustness of equilibrium in the Kyle model of informed speculation," Annals of Finance, Springer, volume 11, issue 3, pages 297-318, November, DOI: 10.1007/s10436-015-0264-2.
• Alex Boulatov & Dan Bernhardt, 2015, "Robustness of equilibrium in the Kyle model of informed speculation," Annals of Finance, Springer, volume 11, issue 3, pages 297-318, November, DOI: 10.1007/s10436-015-0264-2.
• Robert Elliott & Jia Shen, 2015, "Credit risk and contagion via self-exciting default intensity," Annals of Finance, Springer, volume 11, issue 3, pages 319-344, November, DOI: 10.1007/s10436-015-0259-z.
• Donald Brown & Rustam Ibragimov & Johan Walden, 2015, "Bounds for path-dependent options," Annals of Finance, Springer, volume 11, issue 3, pages 433-451, November, DOI: 10.1007/s10436-015-0265-1.
• Chen Yang, 2015, "An Empirical Study of Liquidity and Return Autocorrelations in the Chinese Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 22, issue 3, pages 261-282, September, DOI: 10.1007/s10690-015-9203-5.
• Per-Olof Bjuggren & Johan Eklund, 2015, "Property rights and the cost of capital," European Journal of Law and Economics, Springer, volume 39, issue 3, pages 523-537, June, DOI: 10.1007/s10657-013-9396-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.
• 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.
• Steve Janner & Daniel Schmidt, 2015, "Are economically significant bond returns explained by corporate news? An examination of the German corporate bond market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 3, pages 271-298, August, DOI: 10.1007/s11408-015-0253-5.
• 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.
• Paulo Silva, 2015, "The information content of the open interest of credit default swaps," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 4, pages 381-427, November, DOI: 10.1007/s11408-015-0258-0.
• Keith Pilbeam & Kjell Langeland, 2015, "Forecasting exchange rate volatility: GARCH models versus implied volatility forecasts," International Economics and Economic Policy, Springer, volume 12, issue 1, pages 127-142, March, DOI: 10.1007/s10368-014-0289-4.
• Daniel Harenberg & Alexander Ludwig, 2015, "Social security in an analytically tractable overlapping generations model with aggregate and idiosyncratic risks," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 22, issue 4, pages 579-603, August, DOI: 10.1007/s10797-015-9368-x.
• Guifeng Shi & Jianfei Sun, 2015, "Corporate Bond Covenants and Social Responsibility Investment," Journal of Business Ethics, Springer, volume 131, issue 2, pages 285-303, October, DOI: 10.1007/s10551-014-2272-y.
• 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.
• Suparna Chakraborty & Yi Tang & Liuren Wu, 2015, "Imports, Exports, Dollar Exposures, and Stock Returns," Open Economies Review, Springer, volume 26, issue 5, pages 1059-1079, November, DOI: 10.1007/s11079-015-9362-z.
• Roger Buckland & Julian Williams & Janice Beecher, 2015, "Risk and regulation in water utilities: a cross-country comparison of evidence from the CAPM," Journal of Regulatory Economics, Springer, volume 47, issue 2, pages 117-145, April, DOI: 10.1007/s11149-014-9261-z.
• Sommarat Chantarat & Krirk Pannangpetch & Nattapong Puttanapong & Preesan Rakwatin & Thanasin Tanompongphandh, 2015, "Index-Based Risk Financing and Development of Natural Disaster Insurance Programs in Developing Asian Countries," Risk, Governance and Society, Springer, chapter 0, in: Daniel P. Aldrich & Sothea Oum & Yasuyuki Sawada, "Resilience and Recovery in Asian Disasters", DOI: 10.1007/978-4-431-55022-8_9.
• Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez, 2015, "Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 6, issue 2, pages 207-245, June, DOI: 10.1007/s13209-015-0123-4.
• 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.
• Rudolf Alvise Lennkh & Florian Walch, 2015, "Collateral Damage? Micro-Simulation of Transaction Cost Shocks on the Value of Central Bank Collateral," Working Papers, European Stability Mechanism, number 6, Nov.
• 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.
• Philip Inyeob Ji & Glenn Otto, 2015, "Explosive Behaviour in Australian Housing Markets: Rational Bubbles or Not?," Discussion Papers, School of Economics, The University of New South Wales, number 2015-27, Dec.
• Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2015, "Which precious metals spill over on which, when and why? Some evidence," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 6, pages 466-473, April, DOI: 10.1080/13504851.2014.950789.
• Gianfranco Gianfelice & Giuseppe Marotta & Costanza Torricelli, 2015, "A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises," Applied Economics, Taylor & Francis Journals, volume 47, issue 2, pages 129-147, January, DOI: 10.1080/00036846.2014.967379.
• Joscha Beckmann & Ansgar Belke & Michael Kühl, 2015, "Foreign exchange market interventions and the $-¥ exchange rate in the long run," Applied Economics, Taylor & Francis Journals, volume 47, issue 38, pages 4037-4055, August, DOI: 10.1080/00036846.2015.1013621.
• 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.
• Flavio Bazzana & Luigi Mittone & Luciano Andreozzi, 2015, "The Freeze-out Bond Exchange Offer: An Experimental Approach," Journal of Behavioral Finance, Taylor & Francis Journals, volume 16, issue 2, pages 150-162, April, DOI: 10.1080/15427560.2015.1034860.
• Daniele Girardi, 2015, "Financialization of food . Modelling the time-varying relation between agricultural prices and stock market dynamics," International Review of Applied Economics, Taylor & Francis Journals, volume 29, issue 4, pages 482-505, July, DOI: 10.1080/02692171.2015.1016406.
• Nawar Hashem & Larry Su, 2015, "Industry Concentration and the Cross-Section of Stock Returns: Evidence from the UK," Journal of Business Economics and Management, Taylor & Francis Journals, volume 16, issue 4, pages 769-785, August, DOI: 10.3846/16111699.2013.833547.
• Yan Li & Liangjun Su & Yuewu Xu, 2015, "A Combined Approach to the Inference of Conditional Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 2, pages 203-220, April, DOI: 10.1080/07350015.2014.940082.
• Antonio Diez de Los Rios, 2015, "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 33, issue 2, pages 282-295, April, DOI: 10.1080/07350015.2014.948176.
• Paolo Canofari & Giancarlo Marini & Giovanni Piersanti, 2015, "Expectations and systemic risk in EMU government bond spreads," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 4, pages 711-724, April, DOI: 10.1080/14697688.2014.968606.
• Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2015, "Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 5, pages 889-900, May, DOI: 10.1080/14697688.2014.943273.
• Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015, "Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Journal of Applied Economics, Taylor & Francis Journals, volume 18, issue 2, pages 225-246, November, DOI: 10.1016/S1514-0326(15)30010-6.
• Michael Stein & Daniel Piazolo & Stoyan V. Stoyanov, 2015, "Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents," Journal of Real Estate Research, Taylor & Francis Journals, volume 37, issue 2, pages 245-280, April, DOI: 10.1080/10835547.2015.12091414.
• Roman Frydman & Michael Goldberg & Nicholas Mangee, 2015, "New Evidence for the Present-Value Model of Stock Prices: Why the REH Version Failed Empirically," Working Papers Series, Institute for New Economic Thinking, number 2, Feb, DOI: 10.2139/ssrn.2585690.
• Stefan Arping, 2015, "Banks and Market Liquidity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-020/IV, Feb.
• Casper de Vries & Xuedong Wang, 2015, "Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-066/VI, May.
• Cars Hommes & Daan in't Veld, 2015, "Booms, Busts and Behavioural Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-088/II, Jul.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2015, "Daily Market News Sentiment and Stock Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-090/III, Jul.
• Lin Zhao & Sweder van Wijnbergen, 2015, "Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-104/VI/DSF95, Aug.
• Renneboog, Luc, 2015, "Investing in Diamonds," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4144e181-d12f-4c6f-a3f8-6.
• Shin-ichi Fukuda, 2015, "Abenomics: Why Was It So Successful in Changing Market Expectations?," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-969, Mar.
• Timothy J. Richards & Stephen F. Hamilton, 2015, "Variety Pass-Through: An Examination of the Ready-to-Eat Breakfast Cereal Market," The Review of Economics and Statistics, MIT Press, volume 97, issue 1, pages 166-180, March.
• Josh R. Stillwagon, 2015, "Exchange Rate Dynamics and Forecast Errors about Persistently Trending Fundamentals," Working Papers, Trinity College, Department of Economics, number 1501, Feb.
• Josh R. Stillwagon, 2015, "TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation," Working Papers, Trinity College, Department of Economics, number 1502, Feb.
• Manuel Hoffmann & Matthias Neuenkirch, 2015, "The Pro-Russian Conflict and its Impact on Stock Returns in Russia and the Ukraine," Research Papers in Economics, University of Trier, Department of Economics, number 2015-01.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2015, "Daily Market News Sentiment and Stock Prices," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-11, Jul.
• Pando Sohn & Ji-Yong Seo, 2015, "Investor heterogeneity and asymmetric volatility under short-sale constraints: Evidence from Korean fund market," Estudios de Economia, University of Chile, Department of Economics, volume 42, issue 1 Year 20, pages 21-51, June.
• David Kohn, 2015, "Addicted to Debt: Foreign Purchases of U.S. Treasuries and the Term-Premium," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2015_1, Feb.
• Sylvain Barde, 2015, "Direct calibration and comparison of agent-based herding models of financial markets," Studies in Economics, School of Economics, University of Kent, number 1507, Apr.
• Marysergia Esther Peña Guerra & Luisa Maribel Rivero de Elcure, 2015, "Mortgage subprimes crisis and its impact on the venezuelan economy," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 40, issue 40, pages 11-46, july-dece.
• Ariane Szafarz, 2015, "Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/239874.
• Jin Cheng & Meixing Dai & Frédéric Dufourt, 2015, "The banking crisis with interbank market freeze," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2015-20.
• Miguel Carriquiry, 2015, "An examination of the relationship between biodiesel and soybean oil prices using an asset pricing model," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 15-17, Dec.
• Aaron Hedlund, 2015, "Failure to Launch: Housing, Debt Overhang, and the Inflation Option During the Great Recession," Working Papers, Department of Economics, University of Missouri, number 1515, Oct.
• Alexandr Susyev, 2015, "Forms and methods of combating the illegal use of insider information and intentional market manipulation in modern Russia," Working Papers, Moscow State University, Faculty of Economics, number 0020, Aug.
• Vladimir Asriyan & William Fuchs & Brett Green, 2015, "Information spillovers in asset markets with correlated values," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1482, Apr, revised Jul 2016.
• Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2015, "Option prices by differential evolution," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1511, revised 2015.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2015, "Risk-Return Trade-Off for European Stock Markets," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/246967.
• Aslanidis, Nektarios & Christiansen, Charlotte & Lambertides, Neophytos & Savva, Christos S., 2015, "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/246968.
• Mordecai Kurz & M. Motolese & G. Piccillo & H. Hu, 2015, "Monetary Policy with Diverse Private Expectations," Working Papers, Utrecht School of Economics, number 15-03.
• Buncic, Daniel & Tischhauser, Martin, 2015, "Macroeconomic Factors and Equity Premium Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1522, Oct.
• Mahringer, Steffen & Fuess, Roland & Prokopczuk, Marcel, 2015, "Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach," Working Papers on Finance, University of St. Gallen, School of Finance, number 1512, Jun.
• Arnold, Marc & Westermann, Ramona, 2015, "The Value of Creditor Governance: Debt Renegotiations In and Outside Distress," Working Papers on Finance, University of St. Gallen, School of Finance, number 1514, Jul, revised Jul 2016.
• Ben Ammar, Semir & Eling, Martin & Milidonis, Andreas, 2015, "Asset Pricing of Financial Insitutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry," Working Papers on Finance, University of St. Gallen, School of Finance, number 1516, Jul.
• Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2015, "Something in the Air: Information Density, News Surprises, and Price Jumps," Working Papers on Finance, University of St. Gallen, School of Finance, number 1517, Aug.
• Finke, Christian & Weigert, Florian, 2015, "Does Foreign Information Predict the Returns of Multinational Firms Worldwide?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1519, Sep, revised Oct 2015.
• Kiesel, Ruediger & Paraschiv, Florentina, 2015, "Econometric Analysis of 15-minute Intraday Electricity Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1521, Oct.
• Soederlind, Paul, 2015, "Testing Competing Factor Pricing Models," Working Papers on Finance, University of St. Gallen, School of Finance, number 1524, Nov, revised May 2016.
• Xue-Zhong He & Kai Li & Youwei Li, 2015, "Optimal Time Series Momentum," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 353, Jan.
• Xue-Zhong He & Youwei Li, 2015, "Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 354, Jan.
• Liya Chu & Xue-Zhong He & Kai Li & Jun Tu, 2015, "Market Sentiment and Paradigm Shifts," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 356, Mar.
• Mathias Barkhagen & Jörgen Blomvall & Eckhard Platen, 2015, "Recovering the Real-World Density and Liquidity Premia From Option Data," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 363, Sep.
• Xue-Zhong He & Youwei Li, 2015, "The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 364, Sep.
• Xue-Zhong He & Kai Li & Chuncheng Wan, 2015, "Volatility Clustering: A Nonlinear Theoretical Approach," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 365, Nov.
• Bertrand Maillet & Michele Costola & Massimiliano Caporin & Gregory Jannin, 2015, "On the (Ab)Use of Omega?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:02.
• Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini, 2015, "An entropy-based early warning indicator for systemic risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:09.
• DUMITRESCU, Sorin, 2015, "European Equity Market Return, Volatility And Liquidity Spillover Dynamics During The Eurozone Debt Crisis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 2, pages 30-50.
• HOUBENOVA-DELISIVKOVA, Tatiana, 2015, "Contemporary Tendencies In The Development Of The Financial Sector In Bulgaria In The Context Of The Regulative Changes In The Eu," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 2, issue 1, pages 76-91.
• Đorđe Đukić & Mališa Đukić, 2015, "Interdependencies of Markets in Southeastern Europe and Buyback of Shares on Shallow Capital Markets: The Application of Cointegration and Causality Tests," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 4, pages 469-491.
• Pasca Lucian, 2015, "A Critical Review of the Main Approaches on Financial Market Dynamics Modelling," Journal of Heterodox Economics, Sciendo, volume 2, issue 2, pages 151-167, December, DOI: 10.1515/jheec-2015-0017.
• Ryuichi Yamamoto, 2015, "Dynamic predictor selection and order splitting in a limit order market," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1514, Oct.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2015, "Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-39.
• Acharya,Sushant & Pedraza Morales,Alvaro Enrique, 2015, "Asset price effects of peer benchmarking : evidence from a natural experiment," Policy Research Working Paper Series, The World Bank, number 7239, Apr.
• Gregory Phelan, 2015, "Collateralized Borrowing and Increasing Risk," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-03, Apr, revised Jun 2015.
• Philippe Wingender & Sara LaLumia, 2015, "Income Effects in Labor Supply: Evidence from Child-Related Tax Benefits," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-04, Apr.
• Gregory Phelan & Alexis Akira Toda, 2015, "On the Robustness of Theoretical Asset Pricing Models," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-10, Jul.
• David Love & Gregory Phelan, 2015, "Hyperbolic Discounting and Life-Cycle Portfolio Choice," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-11, Jul.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2015, "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-12, Jul, revised Feb 2017.
• Feixue Gong & Gregory Phelan, 2015, "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-13, Jul, revised Jul 2016.
• Gregory Phelan & Alexis Akira Toda, 2015, "Securitized Markets, International Capital Flows, and Global Welfare," Department of Economics Working Papers, Department of Economics, Williams College, number 2015-14, Jul, revised Jul 2017.
• Feixue Gong & Gregory Phelan, 2019, "Debt Collateralization, Capital Structure, and Maximal Leverage," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-07, Jul, revised Jul 2019.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "Parametric Inference and Dynamic State Recovery From Option Panels," Econometrica, Econometric Society, volume 83, issue 3, pages 1081-1145, May.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2015, "Collateral Requirements And Asset Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 1, pages 1-25, February, DOI: 10.1111/iere.12092.
• Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015, "Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 30, issue 4, pages 529-550, June.
• Thomas Q. Pedersen, 2015, "Predictable Return Distributions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 34, issue 2, pages 114-132, March.
• Minqiang Li & Fabio Mercurio, 2015, "Analytic Approximation of Finite‐Maturity Timer Option Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 3, pages 245-273, March.
• Minqiang Li, 2015, "Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 6, pages 582-595, June.
• Kevin X.D. Huang & Zheng Liu & John Qi Zhu, 2015, "Temptation and Self‐Control: Some Evidence and Applications," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 4, pages 581-615, June, DOI: 10.1111/jmcb.12222.
• Benjamin Lester & Guillaume Rocheteau & Pierre‐Olivier Weill, 2015, "Competing for Order Flow in OTC Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue S2, pages 77-126, June, DOI: 10.1111/jmcb.12215.
• Lucjan T. Orlowski, 2015, "From pit to electronic trading: Impact on price volatility of U.S. Treasury futures," Review of Financial Economics, John Wiley & Sons, volume 25, issue 1, pages 3-9, April, DOI: 10.1016/j.rfe.2015.02.001.
• Terence D. Agbeyegbe, 2015, "An inverted U‐shaped crude oil price return‐implied volatility relationship," Review of Financial Economics, John Wiley & Sons, volume 27, issue 1, pages 28-45, November, DOI: 10.1016/j.rfe.2015.08.001.
• Peter Lerner, 2015, "Patience vs. impatience of traders: Formation of the value-at-price distribution through competition for liquidity," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 1-30, DOI: 10.1142/S2424786315500292.
• Eduardo Olaberría, 2015, "US Long-Term Interest Rates and Capital Flows to Emerging Economies," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 02, pages 1-32, DOI: 10.1142/S1793993315500088.
• Viral V. Acharya & Stephen Schaefer & Yili Zhang, 2015, "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 1-51, DOI: 10.1142/S2010139215500068.
• Murray Carlson & David A. Chapman & Ron Kaniel & Hong Yan, 2015, "Asset Return Predictability in a Heterogeneous Agent Equilibrium Model," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 1-45, DOI: 10.1142/S201013921550010X.
• Belén Nieto & Alfonso Novales & Gonzalo Rubio, 2015, "Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 04, pages 1-41, December, DOI: 10.1142/S2010139215500214.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2015, "Carry and Trend Following Returns in the Foreign Exchange Market," Discussion Papers, Department of Economics, University of York, number 15/07, May.
• Laura Coroneo, 2015, "TIPS Liquidity Premium and Quantitative Easing," Discussion Papers, Department of Economics, University of York, number 15/23, Oct.
• Eichfelder, Sebastian & Lau, Mona, 2015, "Capitalization of capital gains taxes: (In)attention and turn-of-the-year returns," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 195.
• Kinnunen, Jyri & Martikainen, Minna, 2015, "Expected returns and idiosyncratic risk: Industry-level evidence from Russia," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 30/2015.
• Laakkonen, Helinä, 2015, "Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market," Bank of Finland Research Discussion Papers, Bank of Finland, number 4/2015.
• Nippel, Peter, 2015, "Eine finanzwirtschaftliche Analyse der Risikovorsorge für erwartete Verluste im Kreditgeschäft," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre, number 659.
• Hoffmann, Steffen, 2015, "Renditesteigerung durch Steuerstundungseffekte bei Kuponanleihen und Nullkuponanleihen," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre, number 661.
• Rau, Holger A., 2015, "The disposition effect in team investment decisions: Experimental evidence," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 256.
• Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia, 2015, "The liquidity premium in CDS transaction prices: Do frictions matter?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-12 [rev.2].
• Bethke, Sebastian & Gehde-Trapp, Monika & Kempf, Alexander, 2015, "Investor sentiment, flight-to-quality, and corporate bond comovement," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-06 [rev.3].
• Brown, Jeffrey R. & Fang, Chichun & Gomes, Francisco, 2015, "Risks and returns to education over time," CFS Working Paper Series, Center for Financial Studies (CFS), number 512.
• Vasilev, Aleksandar, 2015, "Analysis of Sovereign Yield Spreads Behavior: The French Bonds Case," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 0, issue 3.
• Xiao,Tim, 2015, "Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 4, issue 1, pages 1-25.
• Mehta, Deepshikha, 2015, "Evidences of Efficient Investment Portfolio in Indian Capital Markets - An Analysis Based on BSE and NSE Indices," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 117335, Aug, DOI: 10.6084/m9.figshare.1536453.
• Vasilev, Aleksandar, 2015, "Analysis of Sovereign Yield Spreads Behavior: The French Bonds Case," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 142468.
• Ghonghadze, Jaba & Lux, Thomas, 2015, "Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 38.
• Chen, Zhenxi & Huang, Weihong & Zheng, Huanhuan, 2015, "Estimating heterogeneous agents behavior in a two-market financial system," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 48.
• Eichfelder, Sebastian & Lau, Mona, 2015, "Capitalization of capital gains taxes: (In)attention and turn-of-the-year returns," Discussion Papers, Free University Berlin, School of Business & Economics, number 2015/33.
• Frydman, Roman & Goldberg, Michael D. & Mangee, Nicholas, 2015, "Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-38.
• Frydman, Roman & Goldberg, Michael D. & Mangee, Nicholas, 2015, "Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 9, pages 1-50, DOI: 10.5018/economics-ejournal.ja.2015-.
• Baetje, Fabian & Menkhoff, Lukas, 2015, "Equity premium prediction: Are economic and technical indicators instable?," Kiel Working Papers, Kiel Institute for the World Economy, number 1987.
• Krauss, Christopher & Stübinger, Johannes, 2015, "Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 15/2015.
• Caporin, Massimiliano & Pelizzon, Loriana & Ravazzolo, Francesco & Rigobon, Roberto, 2015, "Measuring sovereign contagion in Europe," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 103, DOI: 10.2139/ssrn.2606508.
• Baghestanian, Sascha & Gortner, Paul & Massenot, Baptiste, 2015, "Compensation schemes, liquidity provision, and asset prices: An experimental analysis," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 108, DOI: 10.2139/ssrn.2613432.
• 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," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 114, DOI: 10.2139/ssrn.2642274.
• Brennan, Michael J. & Kraft, Holger, 2016, "Leaning against the wind: Debt financing in the face of adversity," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 119, revised 2016, DOI: 10.2139/ssrn.2696886.
• Grüning, Patrick, 2016, "International endogenous growth, macro anomalies, and asset prices," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 83, revised 2016, DOI: 10.2139/ssrn.2554286.
• Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2015, "Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 95, DOI: 10.2139/ssrn.2587786.
• Chen, Shi & Härdle, Wolfgang Karl & Wang, Weining, 2015, "Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-049.
• Beckers, Benjamin, 2015, "The real-time predictive content of asset price bubbles for macro forecasts," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112852.
• Smajlbegovic, Esad, 2015, "Regional Economic Activity and Stock Returns," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112854.
• Eichler, Stefan, 2015, "How Do Political Factors Shape the Bank Risk-Sovereign Risk Nexus in Emerging Markets?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112877.
• Kruse, Yves Robinson & Kaufmann, Hendrik, 2015, "Bias-corrected estimation in mildly explosive autoregressions," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112897.
• Dimpfl, Thomas & Langen, Tobias, 2015, "A Cross-Country Analysis of Unemployment and Bonds with Long-Memory Relations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112921.
• Baetje, Fabian & Menkhoff, Lukas, 2015, "Equity premium prediction: Are economic and technical indicators instable?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113079.
• Lerbs, Oliver & Hiller, Norbert, 2015, "Aging and Urban House Prices," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113136.
• Lemke, Wolfgang & Vladu, Andreea, 2015, "A Shadow-Rate Term Structure Model for the Euro Area," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113159.
• Gelman, Sergey & Lushchikov, Roman, 2015, "Stock liquidity in forefront of anticipated announcements," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113176.
• Schumacher, Julian & Chamon, Marcos & Trebesch, Christoph, 2015, "Foreign Law Bonds: Can They Reduce Sovereign Borrowing Costs?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113199.
• Adaemmer, Philipp & Bohl, Martin T. & Christian, Groß, 2015, "Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113213.
• Jank, Stephan, 2015, "Specialized human capital, unemployment risk, and the value premium," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113214.
• Samuel Huber & Jaehong Kim, 2015, "On the optimal quantity of liquid bonds," ECON - Working Papers, Department of Economics - University of Zurich, number 193, Nov, revised Apr 2017.
• Samuel Huber & Jaehong Kim, 2015, "The role of trading frictions in financial markets," ECON - Working Papers, Department of Economics - University of Zurich, number 211, Nov, revised Jul 2017.
• Andreas Rathgeber & David Rudolph & Stefan Stöckl, 2015, "Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option," Review of Derivatives Research, Springer, volume 18, issue 2, pages 107-143, July, DOI: 10.1007/s11147-014-9106-z.
• Finbarr Murphy & Ehud Ronn, 2015, "The valuation and information content of options on crude-oil futures contracts," Review of Derivatives Research, Springer, volume 18, issue 2, pages 95-106, July, DOI: 10.1007/s11147-014-9107-y.
• Christian Meine & Hendrik Supper & Gregor Weiß, 2015, "Do CDS spreads move with commonality in liquidity?," Review of Derivatives Research, Springer, volume 18, issue 3, pages 225-261, October, DOI: 10.1007/s11147-015-9110-y.
• 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.
• Taufiq Choudhry & Ranadeva Jayasekera, 2015, "Level of efficiency in the UK equity market: empirical study of the effects of the global financial crisis," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 2, pages 213-242, February, DOI: 10.1007/s11156-013-0404-6.
• 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.
• Mark Holder & Aiwu Zhao, 2015, "Value exploration and materialization in diversification strategies," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 1, pages 175-213, July, DOI: 10.1007/s11156-014-0434-8.
• 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.
• J. Davies & Jonathan Fletcher & Andrew Marshall, 2015, "Testing index-based models in U.K. stock returns," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 2, pages 337-362, August, DOI: 10.1007/s11156-014-0439-3.
• Richard Chung & Scott Fung & Jayendu Patel, 2015, "Alpha–beta–churn of equity picks by institutional investors and the robust superiority of hedge funds," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 2, pages 363-405, August, DOI: 10.1007/s11156-014-0440-x.
• David Feldman & Charles Trzcinka & Russell Winer, 2015, "Pricing under noisy signaling," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 2, pages 435-454, August, DOI: 10.1007/s11156-014-0442-8.
• Qin Wang & Jun Zhang, 2015, "Individual investor trading and stock liquidity," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 3, pages 485-508, October, DOI: 10.1007/s11156-014-0444-6.
• Pengguo Wang & Wei Huang, 2015, "The implied growth rates and country risk premium: evidence from Chinese stock markets," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 3, pages 641-663, October, DOI: 10.1007/s11156-014-0450-8.
• Timothy Crack & Helen Roberts, 2015, "Credit card balances and repayment under competing minimum payment regimes," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 4, pages 785-801, November, DOI: 10.1007/s11156-014-0455-3.
• Thomas Bollinger & Axel Kind, 2015, "Risk Premiums in the Cross-Section of Commodity Convenience Yields," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-17, Aug.