Research classified by Journal of Economic Literature (JEL) codes

2015

• Carlo Sala & Giovanni Barone-Adesi, 2015, "Conditioning the Information in Portfolio Optimization," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-50, Oct, revised Apr 2016.
• Ciprian Necula & Elise Gourier & Robert Huitema & Walter Farkas, 2015, "A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-54, Oct, revised Jun 2016.
• Carlo Sala & Giovanni Barone-Adesi, 2015, "Sentiment Lost: The Effect of Projecting the Empirical Pricing Kernel Onto a Smaller Filtration Set," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-58, Oct, revised May 2016.
• Walter Farkas & Ciprian Necula & Boris Waelchli, 2015, "Herding and Stochastic Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-59, Oct.
• Paul Schneider & Fabio Trojani, 2015, "Divergence and the Price of Uncertainty," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-60, Nov.
• Itzhak Ben-DAVID & Francesco A. FRANZONI & Rabih MOUSSAWI & John SEDUNOV III, 2015, "The Granular Nature of Large Institutional Investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-67, Jun, revised Apr 2016.
• Vince Bourke & David Porter, 2015, "The Effects of Make and Take Fees in Experimental Markets," Working Papers, Chapman University, Economic Science Institute, number 15-19.
• Marlène Isoré & Urszula Szczerbowicz, 2015, "Disaster Risk and Preference Shifts in a New Keynesian Model," Working Papers, CEPII research center, number 2015-16, Sep.
• Francesco Molteni, 2015, "Liquidity, Government Bonds and Sovereign Debt Crises," Working Papers, CEPII research center, number 2015-32, Dec.
• Federico M. Bandi & Benoit Perron & Andrea Tamoni & Claudio Tebaldi, 2015, "The scale of predictability," CIRANO Working Papers, CIRANO, number 2015s-21, May.
• Dirk Bergemann & Tibor Heumann & Stephen Morris, 2015, "Information and Market Power," Levine's Bibliography, UCLA Department of Economics, number 786969000000001101, Sep.
• Cristina CIUMAȘ & Diana-Maria CHIȘ, 2015, "Modelling The Guarantee Liability Under Unit-Linked Contracts," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 165-170, April.
• Gerardo Licandro & Jorge Ponce (ed.), 2015, "Precios de activos internos, fundamentos globales y estabilidad financiera," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 4sp, edition 1, ISBN: ARRAY(0x98433bc0), December.
• A. Pinna, 2015, "Price Formation of Pledgeable Securities," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201511.
• Gustavo Peralta, 2015, "Network-based Measures as Leading Indicators of Market Instability: The case of the Spanish Stock," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no 59.
• Gibran Watfe, 2015, "The Impact of the ECB's Asset Purchase Programmes on Sovereign Bond Spreads in the Euro Area," Bruges European Economic Research Papers, European Economic Studies Department, College of Europe, number 35, Sep.
• José E. Gómez-González & Jair N. Ojeda-Joya & Catalina Rey-Guerra & Natalia Sicard, 2015, "Testing for Bubbles in the Colombian Housing Market: A New Approach," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Juan Andr�s Espinosa-Torres & Luis Fernando Melo-Veland�a & Jos� Fernando Moreno-Guti�rrez, 2015, "Expectativas de inflaci�n, prima de riesgo inflacionario y prima de liquidez: una descomposici�n del break-even inflation para los bonos del gobierno colombiano," Borradores de Economia, Banco de la Republica, number 13700, Sep.
• Ignacio Lozano & Norberto Rodr�guez, 2015, "Una Nota Sobre el Impacto del Gravamen a las Transacciones Financieras en los M�rgenes Bancarios en Colombia," Borradores de Economia, Banco de la Republica, number 13876, Oct.
• Diego Alejandro Mart�nez Cruz & Jos� Fernando Moreno Guti�rrez & Juan Sebasti�n Rojas Moreno, 2015, "Evoluci�n de la relaci�n entre bonos locales y externos del gobierno colombiano frente a choques de riesgo," Borradores de Economia, Banco de la Republica, number 14112, Dec.
• Carlos S. García & Jimmy A. Saravia & David A. Yepes, 2015, "The weighted average cost of capital over the lifecycle of the firm: is the overinvestment problem of mature firms intensified by a higher WACC?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14082, Nov.
• Orlando E. Contreras & Roberto Stein Bronfman & Carlos E. Vecino Arenas, 2015, "Estrategia de inversión optimizando la relación rentabilidad-riesgo: evidencia en el mercado accionario colombiano," Estudios Gerenciales, Universidad Icesi, volume 31, issue 137, pages 383-392.
• Orlando E. Contreras & Roberto Stein Bronfman & Carlos E. Vecino Arenas, 2015, "Estrategia de inversión optimizando la relación rentabilidad-riesgo: evidencia en el mercado accionario colombiano," Estudios Gerenciales, Universidad Icesi, volume 31, issue 137, pages 383-392.
• Carlos Alberto Cuadros Lara, 2015, "Descomposicion de la estructura a terminos de la tasa de interes de los bonos soberanos de Estados Unidos y Colombia," Revista de Economía del Rosario, Universidad del Rosario, volume 18, issue 2, pages 309-342.
• Diego A. Restrepo-Tobón, 2015, "Evidence that Risk Adjustment is Unnecessary in Estimates of the User Cost of Money," Revista Ecos de Economía, Universidad EAFIT, volume 19, issue 41, pages 49-70.
• Andrés Mauricio Gómez Sánchez & Jos� Gabriel Astaiza G�mez, 2015, "Ex-post Equity Risk Premiums and Economic Cycles in Colombia: An Empirical Research Using Kalman and Hodrick-Prescott Filters," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 7, issue 1, pages 109-129.
• Jaime Andrés Vargas Vives & Juan Sergio Cruz Merch�n, 2015, "Generación del valor a partir de la gerencia del riesgo sistemático," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 7, issue 1, pages 55-82.
• Nancy van Beers & Michiel Bijlsma & Remco Mocking, 2015, "House Price Shocks and Household Savings: evidence from Dutch administrative data," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 299, Jan.
• Sabina Nowak & Joanna Olbrys, 2015, "Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 15, pages 49-69.
• Kaniel, Ron & Yan, Hong & Carlson, Murray & Chapman, David A., 2015, "Asset Return Predictability in a Heterogeneous Agent Equilibrium Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 10328, Jan.
• Gabaix, Xavier & Farhi, Emmanuel, 2015, "Rare Disasters and Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 10334, Jan.
• Lettau, Martin & Ludvigson, Sydney & Ma, Sai, 2015, "Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 10335, Jan.
• Lettau, Martin & Ludvigson, Sydney & Greenwald, Dan, 2015, "Origins of Stock Market Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 10336, Jan.
• Eichenbaum, Martin & Rebelo, Sérgio & Albuquerque, Rui & Papanikolaou, Dimitris, 2015, "Long-run bulls and bears," CEPR Discussion Papers, Centre for Economic Policy Research, number 10351, Jan.
• Farmer, Roger, 2015, "Global Sunspots and Asset Prices in a Monetary Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 10402, Feb.
• Gomes, Francisco & Brown, Jeffrey & Fang, Chichun, 2015, "Risk and Returns to Education Over Time," CEPR Discussion Papers, Centre for Economic Policy Research, number 10416, Feb.
• Gromb, Denis & Vayanos, Dimitri, 2015, "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 10436, Feb.
• Uppal, Raman & Vilkov, Grigory & Buss, Adrian, 2015, "Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets," CEPR Discussion Papers, Centre for Economic Policy Research, number 10437, Feb.
• Moench, Emanuel & Adrian, Tobias & Crump, Richard K., 2015, "Regression Based Estimation of Dynamic Asset Pricing Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 10449, Mar.
• Ellul, Andrew & Lundblad, Christian T & Wang, Yihui & Jotikasthira, Chotibhak, 2015, "Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading," CEPR Discussion Papers, Centre for Economic Policy Research, number 10450, Mar.
• Bianchi, Francesco, 2015, "Rare Events, Financial Crises, and the Cross-Section of Asset Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 10520, Mar.
• Massa, Massimo & von Beschwitz, Bastian & Keim, Donald B, 2015, "First to ?Read? the News: News Analytics and Institutional Trading," CEPR Discussion Papers, Centre for Economic Policy Research, number 10534, Apr.
• Massa, Massimo & von Beschwitz, Bastian, 2015, "Biased Shorts: Stock Market Implications of Short Sellers? Disposition Effect," CEPR Discussion Papers, Centre for Economic Policy Research, number 10535, Apr.
• Massa, Massimo & Zhang, Lei, 2015, "Bank Credit Tightening, Debt Market Frictions and Corporate Yield Spreads," CEPR Discussion Papers, Centre for Economic Policy Research, number 10537, Apr.
• Faia, Ester & Bursian, Dirk, 2015, "Trust in the Monetary Authority," CEPR Discussion Papers, Centre for Economic Policy Research, number 10541, Apr.
• Gavazza, Alessandro, 2015, "An Empirical Equilibrium Model of a Decentralized Asset Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 10546, Apr.
• Kosowski, Robert & Joenväärä, Juha, 2015, "Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 10577, May.
• Favero, Carlo A. & Bisetti, Emilio & Nocera, Giacomo & Tebaldi, Claudio, 2015, "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 10595, May.
• Weber, Martin & Jacobs, Heiko & Regele, Tobias, 2015, "Expected Skewness and Momentum," CEPR Discussion Papers, Centre for Economic Policy Research, number 10601, May.
• Vayanos, Dimitri & Rabin, Matthew & Eyster, Erik, 2015, "Financial Markets where Traders Neglect the Informational Content of Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 10629, May.
• Koijen, Ralph & van Binsbergen, Jules, 2015, "The Term Structure of Returns: Facts and Theory," CEPR Discussion Papers, Centre for Economic Policy Research, number 10633, May.
• Basak, Suleyman & Pavlova, Anna, 2015, "A Model of Financialization of Commodities," CEPR Discussion Papers, Centre for Economic Policy Research, number 10651, Jun.
• Campbell, John Y & Polk, Christopher & Giglio, Stefano & Turley, Robert, 2015, "An Intertemporal CAPM with Stochastic Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 10681, Jun.
• Guiso, Luigi & Mistrulli, Paolo Emilio & Gambacorta, Leonardo & Foà , Gabriele, 2015, "The supply side of household finance," CEPR Discussion Papers, Centre for Economic Policy Research, number 10714, Jul.
• Krishnamurthy, Arvind & Vissing-Jørgensen, Annette, 2015, "The Impact of Treasury Supply on Financial Sector Lending and Stability," CEPR Discussion Papers, Centre for Economic Policy Research, number 10717, Jul.
• Marcet, Albert & Adam, Klaus & Beutel, Johannes & Merkel, Sebastian, 2015, "Can a Financial Transaction Tax Prevent Stock Price Booms?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10727, Jul.
• Dumas, Bernard & Buss, Adrian, 2015, "Trading Fees and Slow-Moving Capital," CEPR Discussion Papers, Centre for Economic Policy Research, number 10737, Jul.
• Bergemann, Dirk & Morris, Stephen & Heumann, Tibor, 2015, "Information and Market Power," CEPR Discussion Papers, Centre for Economic Policy Research, number 10791, Aug.
• Wagner, Alexander F. & Schrimpf, Paul & Schmidt, Peter S. & von Arx, Urs & Ziegler, Andreas, 2015, "Size and Momentum Profitability in International Stock Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 10804, Sep.
• Stork, Philip & Koedijk, Kees & Slager, Alfred, 2015, "Investing in Systematic Factor Premiums," CEPR Discussion Papers, Centre for Economic Policy Research, number 10824, Sep.
• Nimark, Kristoffer P & Barillas, Francisco, 2015, "Speculation and the Bond Market: An Empirical No-arbitrage Framework," CEPR Discussion Papers, Centre for Economic Policy Research, number 10892, Oct.
• Veronesi, Pietro & Pástor, LuboÅ¡, 2015, "Income Inequality and Asset Prices under Redistributive Taxation," CEPR Discussion Papers, Centre for Economic Policy Research, number 10899, Oct.
• Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo & Weber, Andreas, 2015, "Climate Change and Long-Run Discount Rates: Evidence from Real Estate," CEPR Discussion Papers, Centre for Economic Policy Research, number 10958, Nov.
• Wagner, Alexander F. & Schrimpf, Paul & Petzev, Ivan, 2015, "Has the Pricing of Stocks Become More Global?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10966, Nov.
• Lundblad, Christian T & Jotikasthira, Chotibhak & Babina, Tania, 2015, "Heterogenous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds," CEPR Discussion Papers, Centre for Economic Policy Research, number 10971, Dec.
• Vayanos, Dimitri & Greenwood, Robin & Hanson, Samuel G, 2015, "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," CEPR Discussion Papers, Centre for Economic Policy Research, number 11005, Dec.
• Pedersen, Lasse Heje & Vestergaard Jensen, Mads, 2015, "Early Option Exercise: Never Say Never," CEPR Discussion Papers, Centre for Economic Policy Research, number 11019, Dec.
• Adrian, Tobias & Muir, Tyler, 2015, "The Cost of Capital of the Financial Sector," CEPR Discussion Papers, Centre for Economic Policy Research, number 11031, Dec.
• Lee, Jiyon, 2015, "A semiparametric single index model with heterogeneous impacts on an unobserved variable," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 13-36, DOI: 10.1016/j.jeconom.2014.08.001.
• Cederburg, Scott & O’Doherty, Michael S., 2015, "Asset-pricing anomalies at the firm level," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 113-128, DOI: 10.1016/j.jeconom.2014.06.004.
• Aït-Sahalia, Yacine & Amengual, Dante & Manresa, Elena, 2015, "Market-based estimation of stochastic volatility models," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 418-435, DOI: 10.1016/j.jeconom.2015.02.028.
• Bollerslev, Tim & Xu, Lai & Zhou, Hao, 2015, "Stock return and cash flow predictability: The role of volatility risk," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 458-471, DOI: 10.1016/j.jeconom.2015.02.031.
• Calvet, Laurent E. & Fearnley, Marcus & Fisher, Adlai J. & Leippold, Markus, 2015, "What is beneath the surface? Option pricing with multifrequency latent states," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 498-511, DOI: 10.1016/j.jeconom.2015.02.034.
• Andersen, Torben G. & Bondarenko, Oleg & Todorov, Viktor & Tauchen, George, 2015, "The fine structure of equity-index option dynamics," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 532-546, DOI: 10.1016/j.jeconom.2015.02.037.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2015, "The long and the short of the risk-return trade-off," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 580-592, DOI: 10.1016/j.jeconom.2015.02.040.
• Sojli, Elvira & Tham, Wing Wah, 2015, "Divided governments and futures prices," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 622-633, DOI: 10.1016/j.jeconom.2015.02.043.
• Hong, Han & Li, Weiming & Wang, Boyu, 2015, "Estimation of dynamic discrete models from time aggregated data," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 435-446, DOI: 10.1016/j.jeconom.2015.03.009.
• Kleibergen, Frank & Zhan, Zhaoguo, 2015, "Unexplained factors and their effects on second pass R-squared’s," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 101-116, DOI: 10.1016/j.jeconom.2014.11.006.
• Liu, Shouwei & Tse, Yiu-Kuen, 2015, "Intraday Value-at-Risk: An asymmetric autoregressive conditional duration approach," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 437-446, DOI: 10.1016/j.jeconom.2015.03.035.
• Chang, Tsangyao & Chen, Wen-Yi & Gupta, Rangan & Nguyen, Duc Khuong, 2015, "Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test," Economic Systems, Elsevier, volume 39, issue 2, pages 288-300, DOI: 10.1016/j.ecosys.2014.10.005.
• Miyajima, Ken & Mohanty, M.S. & Chan, Tracy, 2015, "Emerging market local currency bonds: Diversification and stability," Emerging Markets Review, Elsevier, volume 22, issue C, pages 126-139, DOI: 10.1016/j.ememar.2014.09.006.
• Curatola, Giuliano & Donadelli, Michael & Grüning, Patrick, 2015, "Matching the BRIC equity premium: A structural approach," Emerging Markets Review, Elsevier, volume 22, issue C, pages 65-75, DOI: 10.1016/j.ememar.2014.12.001.
• Civilize, Sireethorn & Wongchoti, Udomsak & Young, Martin, 2015, "Military regimes and stock market performance," Emerging Markets Review, Elsevier, volume 22, issue C, pages 76-95, DOI: 10.1016/j.ememar.2015.01.001.
• Chung, Hyunchul & Majerbi, Basma & Rizeanu, Sorin, 2015, "Exchange risk premia and firm characteristics," Emerging Markets Review, Elsevier, volume 22, issue C, pages 96-125, DOI: 10.1016/j.ememar.2015.01.002.
• Saad, Mohsen & Samet, Anis, 2015, "Pricing, dynamics, and determinants of illiquidity risks: International evidence," Emerging Markets Review, Elsevier, volume 23, issue C, pages 124-147, DOI: 10.1016/j.ememar.2014.11.005.
• Garyn-Tal, Sharon & Lauterbach, Beni, 2015, "The formulation of the four factor model when a considerable proportion of firms is dual-listed," Emerging Markets Review, Elsevier, volume 24, issue C, pages 1-12, DOI: 10.1016/j.ememar.2015.05.006.
• Westerlund, Joakim & Narayan, Paresh Kumar & Zheng, Xinwei, 2015, "Testing for stock return predictability in a large Chinese panel," Emerging Markets Review, Elsevier, volume 24, issue C, pages 81-100, DOI: 10.1016/j.ememar.2015.05.004.
• Tsai, Hui-Ju & Wu, Yangru, 2015, "Bond and stock market response to unexpected dividend changes," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2014.11.001.
• Yeh, Chung-Ying & Hsu, Junming & Wang, Kai-Li & Lin, Che-Hui, 2015, "Explaining the default risk anomaly by the two-beta model," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 16-33, DOI: 10.1016/j.jempfin.2014.11.006.
• Wang, Kevin Q. & Xu, Jianguo, 2015, "Market volatility and momentum," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 79-91, DOI: 10.1016/j.jempfin.2014.11.009.
• Lamoureux, Christopher G. & Wang, Qin, 2015, "Measuring private information in a specialist market," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 92-119, DOI: 10.1016/j.jempfin.2014.10.002.
• He, Xue-Zhong & Li, Youwei, 2015, "Testing of a market fraction model and power-law behaviour in the DAX 30," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 1-17, DOI: 10.1016/j.jempfin.2015.01.001.
• Han, Bing & Zhou, Yi, 2015, "Understanding the term structure of credit default swap spreads," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 18-35, DOI: 10.1016/j.jempfin.2015.02.002.
• Prono, Todd, 2015, "Market proxies as factors in linear asset pricing models: Still living with the roll critique," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 36-53, DOI: 10.1016/j.jempfin.2015.02.001.
• Abhyankar, Abhay & Klinkowska, Olga & Lee, Soyeon, 2015, "Consumption risk and the cross-section of government bond returns," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 180-200, DOI: 10.1016/j.jempfin.2015.03.015.
• Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza, 2015, "Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 19-34, DOI: 10.1016/j.jempfin.2014.11.003.
• Sun, Baojing & van Kooten, G. Cornelis, 2015, "Financial weather derivatives for corn production in Northern China: A comparison of pricing methods," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 201-209, DOI: 10.1016/j.jempfin.2015.03.014.
• Ejsing, Jacob & Grothe, Magdalena & Grothe, Oliver, 2015, "Liquidity and credit premia in the yields of highly-rated sovereign bonds," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 160-173, DOI: 10.1016/j.jempfin.2015.04.001.
• Argyropoulos, Efthymios & Tzavalis, Elias, 2015, "Real term structure forecasts of consumption growth," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 208-222, DOI: 10.1016/j.jempfin.2015.03.013.
• Chesney, Marc & Crameri, Remo & Mancini, Loriano, 2015, "Detecting abnormal trading activities in option markets," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 263-275, DOI: 10.1016/j.jempfin.2015.03.008.
• Maio, Paulo & Philip, Dennis, 2015, "Macro variables and the components of stock returns," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 287-308, DOI: 10.1016/j.jempfin.2015.03.004.
• Gao, Lin & Süss, Stephan, 2015, "Market sentiment in commodity futures returns," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 84-103, DOI: 10.1016/j.jempfin.2015.07.001.
• Kim, Jae H. & Ji, Philip Inyeob, 2015, "Significance testing in empirical finance: A critical review and assessment," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 1-14, DOI: 10.1016/j.jempfin.2015.08.006.
• Kim, Daehwan, 2015, "Beta vs. characteristics: Comparison of risk model performances," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 156-171, DOI: 10.1016/j.jempfin.2015.10.002.
• Tse, Yiuman, 2015, "Do industries lead stock markets? A reexamination," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 195-203, DOI: 10.1016/j.jempfin.2015.10.003.
• Chelley-Steeley, Patricia L. & Lambertides, Neophytos & Steeley, James M., 2015, "The effects of non-trading on the illiquidity ratio," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 204-228, DOI: 10.1016/j.jempfin.2015.05.004.
• He, Ling T. & Casey, K.M., 2015, "Forecasting ability of the investor sentiment endurance index: The case of oil service stock returns and crude oil prices," Energy Economics, Elsevier, volume 47, issue C, pages 121-128, DOI: 10.1016/j.eneco.2014.11.005.
• Birkelund, Ole Henrik & Haugom, Erik & Molnár, Peter & Opdal, Martin & Westgaard, Sjur, 2015, "A comparison of implied and realized volatility in the Nordic power forward market," Energy Economics, Elsevier, volume 48, issue C, pages 288-294, DOI: 10.1016/j.eneco.2014.12.021.
• Liu, Li & Ma, Feng & Wang, Yudong, 2015, "Forecasting excess stock returns with crude oil market data," Energy Economics, Elsevier, volume 48, issue C, pages 316-324, DOI: 10.1016/j.eneco.2014.12.006.
• Inchauspe, Julian & Ripple, Ronald D. & Trück, Stefan, 2015, "The dynamics of returns on renewable energy companies: A state-space approach," Energy Economics, Elsevier, volume 48, issue C, pages 325-335, DOI: 10.1016/j.eneco.2014.11.013.
• Demirer, Rıza & Jategaonkar, Shrikant P. & Khalifa, Ahmed A.A., 2015, "Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries," Energy Economics, Elsevier, volume 49, issue C, pages 132-140, DOI: 10.1016/j.eneco.2015.02.010.
• Ben Ammar, Semir & Eling, Martin, 2015, "Common risk factors of infrastructure investments," Energy Economics, Elsevier, volume 49, issue C, pages 257-273, DOI: 10.1016/j.eneco.2015.01.021.
• Fleten, Stein-Erik & Hagen, Liv Aune & Nygård, Maria Tandberg & Smith-Sivertsen, Ragnhild & Sollie, Johan M., 2015, "The overnight risk premium in electricity forward contracts," Energy Economics, Elsevier, volume 49, issue C, pages 293-300, DOI: 10.1016/j.eneco.2014.12.022.
• Cortazar, Gonzalo & Kovacevic, Ivo & Schwartz, Eduardo S., 2015, "Expected commodity returns and pricing models," Energy Economics, Elsevier, volume 49, issue C, pages 60-71, DOI: 10.1016/j.eneco.2015.01.015.
• Cotter, John & Hanly, Jim, 2015, "Performance of utility based hedges," Energy Economics, Elsevier, volume 49, issue C, pages 718-726, DOI: 10.1016/j.eneco.2015.04.004.
• Salisu, Afees A. & Oloko, Tirimisiyu F., 2015, "Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach," Energy Economics, Elsevier, volume 50, issue C, pages 1-12, DOI: 10.1016/j.eneco.2015.03.031.
• Cochran, Steven J. & Mansur, Iqbal & Odusami, Babatunde, 2015, "Equity market implied volatility and energy prices: A double threshold GARCH approach," Energy Economics, Elsevier, volume 50, issue C, pages 264-272, DOI: 10.1016/j.eneco.2015.05.013.
• Tsai, Chun-Li, 2015, "How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?," Energy Economics, Elsevier, volume 50, issue C, pages 47-62, DOI: 10.1016/j.eneco.2015.04.012.
• Lubnau, Thorben & Todorova, Neda, 2015, "Trading on mean-reversion in energy futures markets," Energy Economics, Elsevier, volume 51, issue C, pages 312-319, DOI: 10.1016/j.eneco.2015.06.018.
• Hitzemann, Steffen & Uhrig-Homburg, Marliese & Ehrhart, Karl-Martin, 2015, "Emission permits and the announcement of realized emissions: Price impact, trading volume, and volatilities," Energy Economics, Elsevier, volume 51, issue C, pages 560-569, DOI: 10.1016/j.eneco.2015.07.007.
• Bouri, Elie, 2015, "Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis," Energy Economics, Elsevier, volume 51, issue C, pages 590-598, DOI: 10.1016/j.eneco.2015.09.002.
• Steeley, James M. & Matyushkin, Alexander, 2015, "The effects of quantitative easing on the volatility of the gilt-edged market," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 113-128, DOI: 10.1016/j.irfa.2014.11.004.
• Marra, Miriam, 2015, "The impact of liquidity on senior credit index spreads during the subprime crisis," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 148-167, DOI: 10.1016/j.irfa.2014.11.016.
• Cotter, John & Sullivan, Niall O' & Rossi, Francesco, 2015, "The conditional pricing of systematic and idiosyncratic risk in the UK equity market," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 184-193, DOI: 10.1016/j.irfa.2014.10.002.
• Smales, Lee A., 2015, "Time-variation in the impact of news sentiment," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 40-50, DOI: 10.1016/j.irfa.2014.11.019.
• Sutcliffe, Charles, 2015, "Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 163-174, DOI: 10.1016/j.irfa.2014.10.010.
• Dichtl, Hubert & Drobetz, Wolfgang, 2015, "Sell in May and Go Away: Still good advice for investors?," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 29-43, DOI: 10.1016/j.irfa.2014.09.007.
• Chevapatrakul, Thanaset, 2015, "Monetary environments and stock returns: International evidence based on the quantile regression technique," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 83-108, DOI: 10.1016/j.irfa.2015.01.013.
• Gębka, Bartosz & Serwa, Dobromił, 2015, "The elusive nature of motives to trade: Evidence from international stock markets," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 147-157, DOI: 10.1016/j.irfa.2015.03.001.
• Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay, 2015, "Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 167-178, DOI: 10.1016/j.irfa.2015.01.012.
• Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015, "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 1-13, DOI: 10.1016/j.irfa.2015.04.001.
• Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia, 2015, "Stock market expectations and risk aversion of individual investors," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 122-131, DOI: 10.1016/j.irfa.2015.05.011.
• Hudson, Robert & Urquhart, Andrew, 2015, "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 166-177, DOI: 10.1016/j.irfa.2015.05.015.
• Metghalchi, Massoud & Chen, Chien-Ping & Hayes, Linda A., 2015, "History of share prices and market efficiency of the Madrid general stock index," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 178-184, DOI: 10.1016/j.irfa.2015.05.016.
• González-Urteaga, Ana & Muga, Luis & Santamaria, Rafael, 2015, "Momentum and default risk. Some results using the jump component," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 185-193, DOI: 10.1016/j.irfa.2015.05.017.
• Bohl, Martin T. & Kaufmann, Philipp & Siklos, Pierre L., 2015, "What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 194-206, DOI: 10.1016/j.irfa.2015.05.018.
• Jafarinejad, Mohammad & Jory, Surendranath R. & Ngo, Thanh N., 2015, "The effects of institutional ownership on the value and risk of diversified firms," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 207-219, DOI: 10.1016/j.irfa.2015.05.019.
• Byun, Suk Joon & Chang, Ki Cheon, 2015, "Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 88-102, DOI: 10.1016/j.irfa.2015.03.018.
• Apergis, Nicholas & Voliotis, Dimitrios, 2015, "Spillover effects between lit and dark stock markets: Evidence from a panel of London Stock Exchange transactions," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 101-106, DOI: 10.1016/j.irfa.2015.06.002.
• Kryzanowski, Lawrence & Mohsni, Sana, 2015, "Earnings forecasts and idiosyncratic volatilities," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 107-123, DOI: 10.1016/j.irfa.2015.06.001.
• Mihaylov, George & Cheong, Chee Seng & Zurbruegg, Ralf, 2015, "Can security analyst forecasts predict gold returns?," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 237-246, DOI: 10.1016/j.irfa.2015.03.012.
• Białkowski, Jędrzej & Bohl, Martin T. & Stephan, Patrick M. & Wisniewski, Tomasz P., 2015, "The gold price in times of crisis," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 329-339, DOI: 10.1016/j.irfa.2014.07.001.
• Echterling, F. & Eierle, B. & Ketterer, S., 2015, "A review of the literature on methods of computing the implied cost of capital," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 235-252, DOI: 10.1016/j.irfa.2015.08.001.
• Poskitt, Russell & Dassanayake, Wajira, 2015, "Modelling the lowballing of the LIBOR fixing," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 270-277, DOI: 10.1016/j.irfa.2015.08.003.
• López, Raquel, 2015, "Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 292-303, DOI: 10.1016/j.irfa.2015.08.005.
• Balli, Faruk & Balli, Hatice O. & Jean Louis, Rosmy & Vo, Tuan Kiet, 2015, "The transmission of market shocks and bilateral linkages: Evidence from emerging economies," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 349-357, DOI: 10.1016/j.irfa.2015.08.010.
• Narayan, Seema & Smyth, Russell, 2015, "The financial econometrics of price discovery and predictability," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 380-393, DOI: 10.1016/j.irfa.2015.09.003.
• Reza Bradrania, M. & Peat, Maurice & Satchell, Stephen, 2015, "Liquidity costs, idiosyncratic volatility and expected stock returns," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 394-406, DOI: 10.1016/j.irfa.2015.09.005.
• Wisniewski, Tomasz Piotr & Lambe, Brendan John, 2015, "Does economic policy uncertainty drive CDS spreads?," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 447-458, DOI: 10.1016/j.irfa.2015.09.009.
• Switzer, Lorne N. & Tahaoglu, Cagdas, 2015, "The benefits of international diversification: market development, corporate governance, market cap, and structural change effects," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 76-97, DOI: 10.1016/j.irfa.2014.11.010.
• Peltomäki, Jarkko & Äijö, Janne, 2015, "Cross-sectional anomalies and volatility risk in different economic and market cycles," Finance Research Letters, Elsevier, volume 12, issue C, pages 17-22, DOI: 10.1016/j.frl.2014.12.004.
• Voelzke, Jan, 2015, "Weakening the Gain–Loss-Ratio measure to make it stronger," Finance Research Letters, Elsevier, volume 12, issue C, pages 58-66, DOI: 10.1016/j.frl.2014.11.007.
• Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih, 2015, "Long memory and the relation between options and stock prices," Finance Research Letters, Elsevier, volume 12, issue C, pages 77-91, DOI: 10.1016/j.frl.2014.11.005.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2015, "Effects of macroeconomic uncertainty on the stock and bond markets," Finance Research Letters, Elsevier, volume 13, issue C, pages 10-16, DOI: 10.1016/j.frl.2015.03.008.
• Han, Nan-Wei & Hung, Mao-Wei, 2015, "The investment management for a downside-protected equity-linked annuity under interest rate risk," Finance Research Letters, Elsevier, volume 13, issue C, pages 113-124, DOI: 10.1016/j.frl.2015.02.006.
• Acker, Daniella & Duck, Nigel W., 2015, "Political risk, investor attention and the Scottish Independence referendum," Finance Research Letters, Elsevier, volume 13, issue C, pages 163-171, DOI: 10.1016/j.frl.2015.01.008.
• Baur, Dirk G. & Löffler, Gunter, 2015, "Predicting the equity premium with the demand for gold coins and bars," Finance Research Letters, Elsevier, volume 13, issue C, pages 172-178, DOI: 10.1016/j.frl.2015.01.007.
• Wu, Shue-Jen & Lee, Wei-Ming, 2015, "Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators," Finance Research Letters, Elsevier, volume 13, issue C, pages 196-204, DOI: 10.1016/j.frl.2015.01.003.
• Boudt, Kris & Lu, Wanbo & Peeters, Benedict, 2015, "Higher order comoments of multifactor models and asset allocation," Finance Research Letters, Elsevier, volume 13, issue C, pages 225-233, DOI: 10.1016/j.frl.2014.12.008.
• Amaya, Diego & Filbien, Jean-Yves, 2015, "The similarity of ECB’s communication," Finance Research Letters, Elsevier, volume 13, issue C, pages 234-242, DOI: 10.1016/j.frl.2014.12.006.
• Han, Jihun & Park, Hyungbin, 2015, "The intrinsic bounds on the risk premium of Markovian pricing kernels," Finance Research Letters, Elsevier, volume 13, issue C, pages 36-44, DOI: 10.1016/j.frl.2015.03.005.
• Makarov, R. & Metzler, A. & Ni, Z., 2015, "Modelling default risk with occupation times," Finance Research Letters, Elsevier, volume 13, issue C, pages 54-65, DOI: 10.1016/j.frl.2015.03.003.
• Lam, Swee-Sum & Zhang, Weina & Jacob, Gabriel Henry, 2015, "The mispricing of socially ambiguous grey stocks," Finance Research Letters, Elsevier, volume 13, issue C, pages 81-89, DOI: 10.1016/j.frl.2015.02.010.
• Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei, 2015, "Revisiting the earnings–price effect: The importance of future earnings," Finance Research Letters, Elsevier, volume 13, issue C, pages 90-96, DOI: 10.1016/j.frl.2015.02.009.
• Fouquau, Julien & Six, Pierre, 2015, "A comparison of the convenience yield and interest-adjusted basis," Finance Research Letters, Elsevier, volume 14, issue C, pages 142-149, DOI: 10.1016/j.frl.2015.05.005.
• Guo, Bin & Zhang, Wei & Chen, Shu-Heng & Zhang, Yongjie, 2015, "The optimal pricing of a market maker in a heterogeneous agent economy," Finance Research Letters, Elsevier, volume 14, issue C, pages 178-187, DOI: 10.1016/j.frl.2015.04.001.
• Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V., 2015, "The benefits of combining seasonal anomalies and technical trading rules," Finance Research Letters, Elsevier, volume 14, issue C, pages 36-44, DOI: 10.1016/j.frl.2015.06.001.
• Yılmaz, Mustafa Kemal & Erdem, Orhan & Eraslan, Veysel & Arık, Evren, 2015, "Technology upgrades in emerging equity markets: Effects on liquidity and trading activity," Finance Research Letters, Elsevier, volume 14, issue C, pages 87-92, DOI: 10.1016/j.frl.2015.05.012.
• Park, James L., 2015, "Equity returns of distressed equity issuers," Finance Research Letters, Elsevier, volume 14, issue C, pages 93-103, DOI: 10.1016/j.frl.2015.05.011.
• De Moor, Lieven & Sercu, Piet, 2015, "Measuring the impact of extreme observations on CAPM alphas: Some methodological issues," Finance Research Letters, Elsevier, volume 15, issue C, pages 1-10, DOI: 10.1016/j.frl.2014.05.002.
• Kim, Thomas, 2015, "Does individual-stock skewness/coskewness reflect portfolio risk?," Finance Research Letters, Elsevier, volume 15, issue C, pages 167-174, DOI: 10.1016/j.frl.2015.09.007.
• Wen, Yi-Chieh & Lin, Philip T. & Li, Bin & Roca, Eduardo, 2015, "Stock return predictability in South Africa: The role of major developed markets," Finance Research Letters, Elsevier, volume 15, issue C, pages 257-265, DOI: 10.1016/j.frl.2015.10.014.
• Bai, Jushan & Zhou, Guofu, 2015, "Fama–MacBeth two-pass regressions: Improving risk premia estimates," Finance Research Letters, Elsevier, volume 15, issue C, pages 31-40, DOI: 10.1016/j.frl.2015.08.001.
• Haga, Jesper, 2015, "Intermediate-term momentum and credit rating," Finance Research Letters, Elsevier, volume 15, issue C, pages 59-67, DOI: 10.1016/j.frl.2015.08.004.
• Dang, Tung Lam & Moshirian, Fariborz & Wee, Claudia Koon Ghee & Zhang, Bohui, 2015, "Cross-listings and liquidity commonality around the world," Journal of Financial Markets, Elsevier, volume 22, issue C, pages 1-26, DOI: 10.1016/j.finmar.2014.11.003.
• He, Peng William & Jarnecic, Elvis & Liu, Yubo, 2015, "The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X," Journal of Financial Markets, Elsevier, volume 22, issue C, pages 27-49, DOI: 10.1016/j.finmar.2014.10.002.
• Berger, David & Turtle, Harry J., 2015, "Sentiment bubbles," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 59-74, DOI: 10.1016/j.finmar.2015.01.002.
• Jacobs, Heiko & Weber, Martin, 2015, "On the determinants of pairs trading profitability," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 75-97, DOI: 10.1016/j.finmar.2014.12.001.
• Grant, Andrew & Jarnecic, Elvis & Su, Mark, 2015, "Asymmetric effects of sell-side analyst optimism and broker market share by clientele," Journal of Financial Markets, Elsevier, volume 24, issue C, pages 49-65, DOI: 10.1016/j.finmar.2015.04.001.
• Bansal, Naresh & Connolly, Robert A. & Stivers, Chris, 2015, "Equity volatility as a determinant of future term-structure volatility," Journal of Financial Markets, Elsevier, volume 25, issue C, pages 33-51, DOI: 10.1016/j.finmar.2015.05.002.
• Bernales, Alejandro & Guidolin, Massimo, 2015, "Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 1-37, DOI: 10.1016/j.finmar.2015.10.002.
• Park, Yang-Ho, 2015, "Volatility-of-volatility and tail risk hedging returns," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 38-63, DOI: 10.1016/j.finmar.2015.05.003.
• Waisman, Maya & Ye, Pengfei & Zhu, Yun, 2015, "The effect of political uncertainty on the cost of corporate debt," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 106-117, DOI: 10.1016/j.jfs.2015.01.002.
• Jank, Stephan & Wedow, Michael, 2015, "Sturm und Drang in money market funds: When money market funds cease to be narrow," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 59-70, DOI: 10.1016/j.jfs.2014.12.002.
• Chatterjee, Ujjal K., 2015, "Bank liquidity creation and asset market liquidity," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 139-153, DOI: 10.1016/j.jfs.2015.03.006.
• Mora, Nada, 2015, "Creditor recovery: The macroeconomic dependence of industry equilibrium," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 172-186, DOI: 10.1016/j.jfs.2015.04.004.
• Nave, Juan M. & Ruiz, Javier, 2015, "Risk aversion and monetary policy in a global context," Journal of Financial Stability, Elsevier, volume 20, issue C, pages 14-35, DOI: 10.1016/j.jfs.2015.06.001.
• Silva, Paulo Pereira da & Vieira, Carlos & Vieira, Isabel, 2015, "The determinants of CDS open interest dynamics," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 95-109, DOI: 10.1016/j.jfs.2015.09.003.
• Yao, Wenjing & Mei, Bin, 2015, "Assessing forestry-related assets with the intertemporal capital asset pricing model," Forest Policy and Economics, Elsevier, volume 50, issue C, pages 192-199, DOI: 10.1016/j.forpol.2014.06.006.
• Sayim, Mustafa & Rahman, Hamid, 2015, "An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market," Global Finance Journal, Elsevier, volume 26, issue C, pages 1-17, DOI: 10.1016/j.gfj.2015.01.001.
• Shachmurove, Yochanan & Vulanovic, Milos, 2015, "Specified purpose acquisition companies in shipping," Global Finance Journal, Elsevier, volume 26, issue C, pages 64-79, DOI: 10.1016/j.gfj.2015.01.005.
• Alhashel, Bader, 2015, "Does stealth trading coexist with high levels of insider trading? Evidence from Kuwait," Global Finance Journal, Elsevier, volume 27, issue C, pages 112-118, DOI: 10.1016/j.gfj.2015.04.007.
• Chiang, Thomas C. & Zheng, Dazhi, 2015, "Liquidity and stock returns: Evidence from international markets," Global Finance Journal, Elsevier, volume 27, issue C, pages 73-97, DOI: 10.1016/j.gfj.2015.04.005.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015, "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, volume 28, issue C, pages 95-110, DOI: 10.1016/j.gfj.2015.02.001.
• Fillat, José L. & Garetto, Stefania & Oldenski, Lindsay, 2015, "Diversification, cost structure, and the risk premium of multinational corporations," Journal of International Economics, Elsevier, volume 96, issue 1, pages 37-54, DOI: 10.1016/j.jinteco.2015.01.004.
• Dierkes, Thomas & Ortmann, Karl Michael, 2015, "On the efficient utilisation of duration," Insurance: Mathematics and Economics, Elsevier, volume 60, issue C, pages 29-37, DOI: 10.1016/j.insmatheco.2014.11.002.
• Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen, 2015, "State price densities implied from weather derivatives," Insurance: Mathematics and Economics, Elsevier, volume 64, issue C, pages 106-125, DOI: 10.1016/j.insmatheco.2015.05.001.
• Porras, Eva & Ülkü, Numan, 2015, "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 111-126, DOI: 10.1016/j.intfin.2014.11.008.