Research classified by Journal of Economic Literature (JEL) codes

2015

• Markus LEIPPOLD & Nikola VASILJEVIC, 2015, "Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-08, Feb, revised Mar 2015.
• Rajna GIBSON BRANDON & Christopher HEMMENS & Mathieu TRÉPANIER, 2015, "Does Market Irrationality in the Media Affect Stock Returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-25, Jul.
• Peter S. SCHMIDT & Urs VON ARX & Andreas SCHRIMPF & Alexander F. WAGNER & Andreas ZIEGLER, 2015, "Size and Momentum Profitability in International Stock Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-29, Jul.
• Diego ARDILA-ALVAREZ & Zalàn FORRÒ & Didier SORNETTE, 2015, "The Acceleration Effect and Gamma Factor in Asset Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-30, Aug.
• Peter H. GRUBER & Claudio TEBALDI & Fabio TROJANI, 2015, "The Price of the Smile and Variance Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-36, Sep.
• Arvind KRISHNAMURTHY & Annette VISSING-JORGENSEN, 2015, "The Impact of Treasury Supply on Financial Sector Lending and Stability," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-46, Nov.
• Eric JONDEAU & Qunzi ZHANG, 2015, "Average Skewness Matters!," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-47, Nov.
• Ivan Petzev & Andreas Schrimpf & Alexander F. Wagner, 2015, "Has the Pricing of Stocks Become More Global?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-48, Nov, revised Apr 2016.
• 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(0x83b7a0e0), 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.
• Chen, Yangyang & Dou, Paul Y. & Rhee, S. Ghon & Truong, Cameron & Veeraraghavan, Madhu, 2015, "National culture and corporate cash holdings around the world," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 1-18, DOI: 10.1016/j.jbankfin.2014.09.018.
• Das, Sanjiv R. & Kim, Seoyoung, 2015, "Credit spreads with dynamic debt," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 121-140, DOI: 10.1016/j.jbankfin.2014.09.012.
• Gong, Qiang & Liu, Ming & Liu, Qianqiu, 2015, "Momentum is really short-term momentum," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 169-182, DOI: 10.1016/j.jbankfin.2014.10.002.
• Wang, Junbo & Wu, Chunchi, 2015, "Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 183-203, DOI: 10.1016/j.jbankfin.2014.10.003.
• Friederich, Sylvain & Payne, Richard, 2015, "Order-to-trade ratios and market liquidity," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 214-223, DOI: 10.1016/j.jbankfin.2014.10.005.
• Fouquau, Julien & Spieser, Philippe K., 2015, "Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 632-643, DOI: 10.1016/j.jbankfin.2014.03.039.
• Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten, 2015, "Measuring the liquidity part of volume," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 92-105, DOI: 10.1016/j.jbankfin.2014.09.007.
• Neely, Christopher J., 2015, "Unconventional monetary policy had large international effects," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 101-111, DOI: 10.1016/j.jbankfin.2014.11.019.
• Lin, Tse-Chun & Lu, Xiaolong, 2015, "Why do options prices predict stock returns? Evidence from analyst tipping," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 17-28, DOI: 10.1016/j.jbankfin.2014.11.008.
• Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015, "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 217-229, DOI: 10.1016/j.jbankfin.2014.12.008.
• Mele, Antonio & Obayashi, Yoshiki & Shalen, Catherine, 2015, "Rate fears gauges and the dynamics of fixed income and equity volatilities," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 256-265, DOI: 10.1016/j.jbankfin.2014.04.030.
• Bo, Lijun & Capponi, Agostino, 2015, "Counterparty risk for CDS: Default clustering effects," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 29-42, DOI: 10.1016/j.jbankfin.2014.11.010.
• Duong, Truong X. & Huszár, Zsuzsa R. & Yamada, Takeshi, 2015, "The costs and benefits of short sale disclosure," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 124-139, DOI: 10.1016/j.jbankfin.2014.12.014.
• He, Xue-Zhong & Li, Kai, 2015, "Profitability of time series momentum," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 140-157, DOI: 10.1016/j.jbankfin.2014.12.017.
• Baldeaux, Jan & Grasselli, Martino & Platen, Eckhard, 2015, "Pricing currency derivatives under the benchmark approach," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 34-48, DOI: 10.1016/j.jbankfin.2014.11.018.
• Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano, 2015, "Local IPOs, local delistings, and the firm location premium," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 67-83, DOI: 10.1016/j.jbankfin.2014.12.012.
• Bertone, Stephen & Paeglis, Imants & Ravi, Rahul, 2015, "(How) has the market become more efficient?," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 72-86, DOI: 10.1016/j.jbankfin.2014.12.019.
• Gençay, Ramazan & Signori, Daniele & Xue, Yi & Yu, Xiao & Zhang, Keyi, 2015, "Economic links and credit spreads," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 157-169, DOI: 10.1016/j.jbankfin.2015.02.007.
• Perrakis, Stylianos & Zhong, Rui, 2015, "Credit spreads and state-dependent volatility: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 215-231, DOI: 10.1016/j.jbankfin.2015.02.017.
• Baek, Seungho & Bilson, John F.O., 2015, "Size and value risk in financial firms," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 295-326, DOI: 10.1016/j.jbankfin.2014.02.011.
• Leung, Henry & Ton, Thai, 2015, "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 37-55, DOI: 10.1016/j.jbankfin.2015.01.009.
• Huang, Tao & Wu, Fei & Yu, Jing & Zhang, Bohui, 2015, "International political risk and government bond pricing," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 393-405, DOI: 10.1016/j.jbankfin.2014.08.003.
• Ahn, Seryoong & Choi, Kyoung Jin & Koo, Hyeng Keun, 2015, "A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 9-22, DOI: 10.1016/j.jbankfin.2015.01.019.
• Panopoulou, Ekaterini & Vrontos, Spyridon, 2015, "Hedge fund return predictability; To combine forecasts or combine information?," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 103-122, DOI: 10.1016/j.jbankfin.2015.03.004.
• De Santis, Roberto A. & Stein, Michael, 2015, "Financial indicators signaling correlation changes in sovereign bond markets," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 86-102, DOI: 10.1016/j.jbankfin.2015.02.018.
• Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni, 2015, "A new approach to measuring riskiness in the equity market: Implications for the risk premium," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 101-117, DOI: 10.1016/j.jbankfin.2015.03.005.
• Ahmed, Shamim & Valente, Giorgio, 2015, "Understanding the price of volatility risk in carry trades," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 118-129, DOI: 10.1016/j.jbankfin.2015.04.002.
• Schuster, Philipp & Uhrig-Homburg, Marliese, 2015, "Limits to arbitrage and the term structure of bond illiquidity premiums," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 143-159, DOI: 10.1016/j.jbankfin.2014.10.016.
• Walkshäusl, Christian, 2015, "Equity financing activities and European value-growth returns," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 27-40, DOI: 10.1016/j.jbankfin.2015.04.008.
• Chen, Linda H. & Dyl, Edward A. & Jiang, George J. & Juneja, Januj A., 2015, "Risk, illiquidity or marketability: What matters for the discounts on private equity placements?," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 41-50, DOI: 10.1016/j.jbankfin.2015.03.009.
• Tarsalewska, Monika, 2015, "The timing of mergers along the production chain, capital structure, and risk dynamics," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 51-64, DOI: 10.1016/j.jbankfin.2015.03.014.
• Jacobs, Heiko, 2015, "What explains the dynamics of 100 anomalies?," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 65-85, DOI: 10.1016/j.jbankfin.2015.03.006.
• Correia, Ricardo & Población, Javier, 2015, "A structural model with Explicit Distress," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 112-130, DOI: 10.1016/j.jbankfin.2015.03.011.
• Leippold, Markus & Su, Lujing, 2015, "Collateral smile," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 15-28, DOI: 10.1016/j.jbankfin.2015.03.019.
• Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand, 2015, "Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 179-193, DOI: 10.1016/j.jbankfin.2015.03.018.
• Choi, Jaehyung & Kim, Young Shin & Mitov, Ivan, 2015, "Reward-risk momentum strategies using classical tempered stable distribution," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 194-213, DOI: 10.1016/j.jbankfin.2015.05.002.
• Levy, Moshe & Levy, Haim, 2015, "Keeping up with the Joneses and optimal diversification," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 29-38, DOI: 10.1016/j.jbankfin.2015.04.012.
• Oestreich, A. Marcel & Tsiakas, Ilias, 2015, "Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 294-308, DOI: 10.1016/j.jbankfin.2015.05.005.
• Zhang, Yue, 2015, "The securitization of gold and its potential impact on gold stocks," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 309-326, DOI: 10.1016/j.jbankfin.2015.03.016.
• Kaplanski, Guy & Levy, Haim, 2015, "Trading breaks and asymmetric information: The option markets," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 390-404, DOI: 10.1016/j.jbankfin.2015.05.010.
• Barinov, Alexander, 2015, "Why does higher variability of trading activity predict lower expected returns?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 457-470, DOI: 10.1016/j.jbankfin.2015.05.014.
• Gozzi, Juan Carlos & Levine, Ross & Martinez Peria, Maria Soledad & Schmukler, Sergio L., 2015, "How firms use corporate bond markets under financial globalization," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 532-551, DOI: 10.1016/j.jbankfin.2015.03.017.
• Fricke, Christoph & Menkhoff, Lukas, 2015, "Financial conditions, macroeconomic factors and disaggregated bond excess returns," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 80-94, DOI: 10.1016/j.jbankfin.2015.03.015.
• Barsotti, Flavia & Viva, Luca Del, 2015, "Performance and determinants of the Merton structural model: Evidence from hedging coefficients," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 95-111, DOI: 10.1016/j.jbankfin.2015.04.007.
• Angelidis, Timotheos & Sakkas, Athanasios & Tessaromatis, Nikolaos, 2015, "Stock market dispersion, the business cycle and expected factor returns," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 265-279, DOI: 10.1016/j.jbankfin.2015.04.025.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2015, "High frequency trading and end-of-day price dislocation," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 330-349, DOI: 10.1016/j.jbankfin.2015.06.011.
• Cao, Viet Nga, 2015, "What explains the value premium? The case of adjustment costs, operating leverage and financial leverage," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 350-366, DOI: 10.1016/j.jbankfin.2015.04.033.
• Stellner, Christoph & Klein, Christian & Zwergel, Bernhard, 2015, "Corporate social responsibility and Eurozone corporate bonds: The moderating role of country sustainability," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 538-549, DOI: 10.1016/j.jbankfin.2015.04.032.
• Duyvesteyn, Johan & de Zwart, Gerben, 2015, "Riding the swaption curve," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 57-75, DOI: 10.1016/j.jbankfin.2015.05.012.
• Chung, Dennis Y. & Hrazdil, Karel & Trottier, Kim, 2015, "On the efficiency of intra-industry information transfers: The dilution of the overreaction anomaly," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 153-167, DOI: 10.1016/j.jbankfin.2015.08.013.
• Cai, Yu & Lau, Sie Ting, 2015, "Informed trading around earnings and mutual fund alphas," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 168-180, DOI: 10.1016/j.jbankfin.2015.08.008.
• Callen, Jeffrey L. & Fang, Xiaohua, 2015, "Short interest and stock price crash risk," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 181-194, DOI: 10.1016/j.jbankfin.2015.08.009.
• Malagon, Juliana & Moreno, David & Rodríguez, Rosa, 2015, "The idiosyncratic volatility anomaly: Corporate investment or investor mispricing?," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 224-238, DOI: 10.1016/j.jbankfin.2015.08.014.
• Goto, Shingo & Xiao, Gang & Xu, Yan, 2015, "As told by the supplier: Trade credit and the cross section of stock returns," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 296-309, DOI: 10.1016/j.jbankfin.2015.08.030.
• Cai, Zongwu & Ren, Yu & Yang, Bingduo, 2015, "A semiparametric conditional capital asset pricing model," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 117-126, DOI: 10.1016/j.jbankfin.2015.09.002.
• Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia, 2015, "The liquidity premium in CDS transaction prices: Do frictions matter?," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 184-205, DOI: 10.1016/j.jbankfin.2015.08.024.
• Rau, Holger A., 2015, "The disposition effect in team investment decisions: Experimental evidence," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 272-282, DOI: 10.1016/j.jbankfin.2015.09.015.
• Christoffersen, Peter & Feunou, Bruno & Jeon, Yoontae, 2015, "Option valuation with observable volatility and jump dynamics," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 101-120, DOI: 10.1016/j.jbankfin.2015.08.002.
• He, Zhongzhi (Lawrence) & Zhu, Jie & Zhu, Xiaoneng, 2015, "Multi-factor volatility and stock returns," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 132-149, DOI: 10.1016/j.jbankfin.2015.09.013.
• Baghestanian, Sascha & Walker, Todd B., 2015, "Anchoring in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, volume 116, issue C, pages 15-25, DOI: 10.1016/j.jebo.2015.03.010.
• Velinov, Anton & Chen, Wenjuan, 2015, "Do stock prices reflect their fundamentals? New evidence in the aftermath of the financial crisis," Journal of Economics and Business, Elsevier, volume 80, issue C, pages 1-20, DOI: 10.1016/j.jeconbus.2015.02.001.
• Michelfelder, Richard A., 2015, "Empirical analysis of the generalized consumption asset pricing model: Estimating the cost of capital," Journal of Economics and Business, Elsevier, volume 80, issue C, pages 37-50, DOI: 10.1016/j.jeconbus.2015.04.001.
• Fitwi, Abrar M. & Hein, Scott E. & Mercer, Jeffrey M., 2015, "The U.S. housing price bubble: Bernanke versus Taylor," Journal of Economics and Business, Elsevier, volume 80, issue C, pages 62-80, DOI: 10.1016/j.jeconbus.2015.05.001.
• Gollier, Christian, 2015, "Discounting, inequality and economic convergence," Journal of Environmental Economics and Management, Elsevier, volume 69, issue C, pages 53-61, DOI: 10.1016/j.jeem.2014.10.005.
• Hugonnier, Julien & Malamud, Semyon & Morellec, Erwan, 2015, "Credit market frictions and capital structure dynamics," Journal of Economic Theory, Elsevier, volume 157, issue C, pages 1130-1158, DOI: 10.1016/j.jet.2014.09.021.
• Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M., 2015, "Put–Call Parity and market frictions," Journal of Economic Theory, Elsevier, volume 157, issue C, pages 730-762, DOI: 10.1016/j.jet.2014.12.011.
• Benhabib, Jess & Wang, Pengfei, 2015, "Private information and sunspots in sequential asset markets," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 558-584, DOI: 10.1016/j.jet.2014.12.003.
• Farhi, Emmanuel & Tirole, Jean, 2015, "Liquid bundles," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 634-655, DOI: 10.1016/j.jet.2014.09.002.
• Albagli, Elias, 2015, "Investment horizons and asset prices under asymmetric information," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 787-837, DOI: 10.1016/j.jet.2014.12.008.
• Qin, Jie, 2015, "A model of regret, investor behavior, and market turbulence," Journal of Economic Theory, Elsevier, volume 160, issue C, pages 150-174, DOI: 10.1016/j.jet.2015.08.010.
• Easley, David & Yang, Liyan, 2015, "Loss aversion, survival and asset prices," Journal of Economic Theory, Elsevier, volume 160, issue C, pages 494-516, DOI: 10.1016/j.jet.2015.08.013.
• Barberis, Nicholas & Greenwood, Robin & Jin, Lawrence & Shleifer, Andrei, 2015, "X-CAPM: An extrapolative capital asset pricing model," Journal of Financial Economics, Elsevier, volume 115, issue 1, pages 1-24, DOI: 10.1016/j.jfineco.2014.08.007.
• Møller, Stig V. & Rangvid, Jesper, 2015, "End-of-the-year economic growth and time-varying expected returns," Journal of Financial Economics, Elsevier, volume 115, issue 1, pages 136-154, DOI: 10.1016/j.jfineco.2014.08.006.
• Kung, Howard, 2015, "Macroeconomic linkages between monetary policy and the term structure of interest rates," Journal of Financial Economics, Elsevier, volume 115, issue 1, pages 42-57, DOI: 10.1016/j.jfineco.2014.09.006.
• Jotikasthira, Chotibhak & Le, Anh & Lundblad, Christian, 2015, "Why do term structures in different currencies co-move?," Journal of Financial Economics, Elsevier, volume 115, issue 1, pages 58-83, DOI: 10.1016/j.jfineco.2014.09.004.
• Eun, Cheol S. & Wang, Lingling & Xiao, Steven C., 2015, "Culture and R2," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 283-303, DOI: 10.1016/j.jfineco.2014.09.003.
• Kwan, Amy & Masulis, Ronald & McInish, Thomas H., 2015, "Trading rules, competition for order flow and market fragmentation," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 330-348, DOI: 10.1016/j.jfineco.2014.09.010.
• Jeong, Daehee & Kim, Hwagyun & Park, Joon Y., 2015, "Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 361-382, DOI: 10.1016/j.jfineco.2014.10.003.
• Hugonnier, Julien & Prieto, Rodolfo, 2015, "Asset pricing with arbitrage activity," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 411-428, DOI: 10.1016/j.jfineco.2014.10.001.
• Hanson, Samuel G. & Stein, Jeremy C., 2015, "Monetary policy and long-term real rates," Journal of Financial Economics, Elsevier, volume 115, issue 3, pages 429-448, DOI: 10.1016/j.jfineco.2014.11.001.
• Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu W., 2015, "Trade credit and cross-country predictable firm returns," Journal of Financial Economics, Elsevier, volume 115, issue 3, pages 592-613, DOI: 10.1016/j.jfineco.2014.10.007.
• Fama, Eugene F. & French, Kenneth R., 2015, "A five-factor asset pricing model," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 1-22, DOI: 10.1016/j.jfineco.2014.10.010.
• Barroso, Pedro & Santa-Clara, Pedro, 2015, "Momentum has its moments," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 111-120, DOI: 10.1016/j.jfineco.2014.11.010.
• Conrad, Jennifer & Wahal, Sunil & Xiang, Jin, 2015, "High-frequency quoting, trading, and the efficiency of prices," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 271-291, DOI: 10.1016/j.jfineco.2015.02.008.
• Dow, James & Han, Jungsuk, 2015, "Contractual incompleteness, limited liability and asset price bubbles," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 383-409, DOI: 10.1016/j.jfineco.2015.02.002.
• Schneider, Paul, 2015, "Generalized risk premia," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 487-504, DOI: 10.1016/j.jfineco.2015.03.003.
• Lyle, Matthew R. & Wang, Charles C.Y., 2015, "The cross section of expected holding period returns and their dynamics: A present value approach," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 505-525, DOI: 10.1016/j.jfineco.2015.03.001.
• Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri V., 2015, "Deflating profitability," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 225-248, DOI: 10.1016/j.jfineco.2015.02.004.
• Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman, 2015, "Are institutions informed about news?," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 249-287, DOI: 10.1016/j.jfineco.2015.03.007.
• Amihud, Yakov & Hameed, Allaudeen & Kang, Wenjin & Zhang, Huiping, 2015, "The illiquidity premium: International evidence," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 350-368, DOI: 10.1016/j.jfineco.2015.04.005.
• Segal, Gill & Shaliastovich, Ivan & Yaron, Amir, 2015, "Good and bad uncertainty: Macroeconomic and financial market implications," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 369-397, DOI: 10.1016/j.jfineco.2015.05.004.
• Banerjee, Snehal & Green, Brett, 2015, "Signal or noise? Uncertainty and learning about whether other traders are informed," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 398-423, DOI: 10.1016/j.jfineco.2015.05.003.
• Fama, Eugene F. & French, Kenneth R., 2015, "Incremental variables and the investment opportunity set," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 470-488, DOI: 10.1016/j.jfineco.2015.05.001.
• Beber, Alessandro & Brandt, Michael W. & Luisi, Maurizio, 2015, "Distilling the macroeconomic news flow," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 489-507, DOI: 10.1016/j.jfineco.2015.05.005.
• Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor, 2015, "The risk premia embedded in index options," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 558-584, DOI: 10.1016/j.jfineco.2015.06.005.
• Bollerslev, Tim & Todorov, Viktor & Xu, Lai, 2015, "Tail risk premia and return predictability," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 113-134, DOI: 10.1016/j.jfineco.2015.02.010.
• Amaya, Diego & Christoffersen, Peter & Jacobs, Kris & Vasquez, Aurelio, 2015, "Does realized skewness predict the cross-section of equity returns?," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 135-167, DOI: 10.1016/j.jfineco.2015.02.009.
• Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015, "Regression-based estimation of dynamic asset pricing models," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 211-244, DOI: 10.1016/j.jfineco.2015.07.004.
• Jordan, Bradford D. & Riley, Timothy B., 2015, "Volatility and mutual fund manager skill," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 289-298, DOI: 10.1016/j.jfineco.2015.06.012.
• Levi, Shai & Zhang, Xiao-Jun, 2015, "Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 383-398, DOI: 10.1016/j.jfineco.2015.08.003.
• Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2015, "The price of wine," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 431-449, DOI: 10.1016/j.jfineco.2015.08.005.
• Krishnamurthy, Arvind & Vissing-Jorgensen, Annette, 2015, "The impact of Treasury supply on financial sector lending and stability," Journal of Financial Economics, Elsevier, volume 118, issue 3, pages 571-600, DOI: 10.1016/j.jfineco.2015.08.012.
• Kwan, Yum K. & Leung, Charles Ka Yui & Dong, Jinyue, 2015, "Comparing consumption-based asset pricing models: The case of an Asian city," Journal of Housing Economics, Elsevier, volume 28, issue C, pages 18-41, DOI: 10.1016/j.jhe.2014.12.001.
• Becker, Christoph & Schmidt, Wolfgang M., 2015, "How past market movements affect correlation and volatility," Journal of International Money and Finance, Elsevier, volume 50, issue C, pages 78-107, DOI: 10.1016/j.jimonfin.2014.09.003.
• Dell' Erba, Salvatore & Mattina, Todd & Roitman, Agustin, 2015, "Pressure or prudence? Tales of market pressure and fiscal adjustment," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 196-213, DOI: 10.1016/j.jimonfin.2014.11.003.
• Steeley, James M., 2015, "The side effects of quantitative easing: Evidence from the UK bond market," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 303-336, DOI: 10.1016/j.jimonfin.2014.11.007.
• Krapl, Alain & Giaccotto, Carmelo, 2015, "Foreign exchange risk and the term-structure of industry costs of equity," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 71-88, DOI: 10.1016/j.jimonfin.2014.11.001.
• Engsted, Tom & Pedersen, Thomas Q., 2015, "Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 257-275, DOI: 10.1016/j.jimonfin.2015.02.001.
• Falagiarda, Matteo & Reitz, Stefan, 2015, "Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 276-295, DOI: 10.1016/j.jimonfin.2015.02.005.
• Straetmans, Stefan & Chaudhry, Sajid M., 2015, "Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis," Journal of International Money and Finance, Elsevier, volume 58, issue C, pages 191-223, DOI: 10.1016/j.jimonfin.2015.07.003.
• Dupuy, Philippe, 2015, "The tail risk premia of the carry trades," Journal of International Money and Finance, Elsevier, volume 59, issue C, pages 123-145, DOI: 10.1016/j.jimonfin.2015.07.016.
• Lehkonen, Heikki & Heimonen, Kari, 2015, "Democracy, political risks and stock market performance," Journal of International Money and Finance, Elsevier, volume 59, issue C, pages 77-99, DOI: 10.1016/j.jimonfin.2015.06.002.
• Fukuda, Shin-ichi, 2015, "Abenomics: Why was it so successful in changing market expectations?," Journal of the Japanese and International Economies, Elsevier, volume 37, issue C, pages 1-20, DOI: 10.1016/j.jjie.2015.05.006.
• Ichiue, Hibiki & Ueno, Yoichi, 2015, "Monetary policy and the yield curve at zero interest," Journal of the Japanese and International Economies, Elsevier, volume 38, issue C, pages 1-12, DOI: 10.1016/j.jjie.2015.04.001.
• Zhu, Xiaoneng & Rahman, Shahidur, 2015, "A regime-switching Nelson–Siegel term structure model of the macroeconomy," Journal of Macroeconomics, Elsevier, volume 44, issue C, pages 1-17, DOI: 10.1016/j.jmacro.2014.12.007.
• Xu, Yuan, 2015, "Robustness to model uncertainty and the nominal term premium puzzle," Journal of Macroeconomics, Elsevier, volume 44, issue C, pages 124-137, DOI: 10.1016/j.jmacro.2015.01.007.
• Hasan, Mostafa Monzur & Hossain, Mahmud & Cheung, Adrian (Wai-Kong) & Habib, Ahsan, 2015, "Corporate life cycle and cost of equity capital," Journal of Contemporary Accounting and Economics, Elsevier, volume 11, issue 1, pages 46-60, DOI: 10.1016/j.jcae.2014.12.002.
• Martin, Darius & Qiu, Junfeng & Zhang, Yongli, 2015, "Asymmetric information and conversion price reset policy: The case of Chinese convertible debt," The Journal of Economic Asymmetries, Elsevier, volume 12, issue 2, pages 133-141, DOI: 10.1016/j.jeca.2015.05.002.
• Lepori, Gabriele M., 2015, "Investor mood and demand for stocks: Evidence from popular TV series finales," Journal of Economic Psychology, Elsevier, volume 48, issue C, pages 33-47, DOI: 10.1016/j.joep.2015.02.003.
• Hughes Hallett, Andrew & Martinez Oliva, Juan Carlos, 2015, "The importance of trade and capital imbalances in the European debt crisis," Journal of Policy Modeling, Elsevier, volume 37, issue 2, pages 229-252, DOI: 10.1016/j.jpolmod.2015.02.001.
• Bosch, David & Pradkhan, Elina, 2015, "The impact of speculation on precious metals futures markets," Resources Policy, Elsevier, volume 44, issue C, pages 118-134, DOI: 10.1016/j.resourpol.2015.02.006.
• Huang, Weihong & Chen, Zhenxi, 2015, "Heterogeneous agents in multi-markets: A coupled map lattices approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 108, issue C, pages 3-15, DOI: 10.1016/j.matcom.2013.10.004.
• Backus, David & Ferriere, Axelle & Zin, Stanley, 2015, "Risk and ambiguity in models of business cycles," Journal of Monetary Economics, Elsevier, volume 69, issue C, pages 42-63, DOI: 10.1016/j.jmoneco.2014.12.005.
• Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2015, "A probability-based stress test of Federal Reserve assets and income," Journal of Monetary Economics, Elsevier, volume 73, issue C, pages 26-43, DOI: 10.1016/j.jmoneco.2015.03.007.
• Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2015, "Margin regulation and volatility," Journal of Monetary Economics, Elsevier, volume 75, issue C, pages 54-68, DOI: 10.1016/j.jmoneco.2014.12.007.
• Ireland, Peter N., 2015, "Monetary policy, bond risk premia, and the economy," Journal of Monetary Economics, Elsevier, volume 76, issue C, pages 124-140, DOI: 10.1016/j.jmoneco.2015.09.003.
• Chien, YiLi & Naknoi, Kanda, 2015, "The risk premium and long-run global imbalances," Journal of Monetary Economics, Elsevier, volume 76, issue C, pages 299-315, DOI: 10.1016/j.jmoneco.2015.04.001.
• Albuquerque, Rui & Eichenbaum, Martin & Papanikolaou, Dimitris & Rebelo, Sergio, 2015, "Long-run bulls and bears," Journal of Monetary Economics, Elsevier, volume 76, issue S, pages 21-36, DOI: 10.1016/j.jmoneco.2015.09.010.
• Adam, Klaus & Beutel, Johannes & Marcet, Albert & Merkel, Sebastian, 2015, "Can a financial transaction tax prevent stock price booms?," Journal of Monetary Economics, Elsevier, volume 76, issue S, pages 90-109, DOI: 10.1016/j.jmoneco.2015.09.009.
• Šević, Aleksandar & Brawn, Derek, 2015, "Do demographic changes matter? A cross-country perspective," Journal of Multinational Financial Management, Elsevier, volume 30, issue C, pages 36-61, DOI: 10.1016/j.mulfin.2014.12.001.
• Lafuente, Juan Angel & Serrano, Pedro, 2015, "On the compensation for illiquidity in sovereign credit markets," Journal of Multinational Financial Management, Elsevier, volume 30, issue C, pages 83-100, DOI: 10.1016/j.mulfin.2015.03.003.
• Wang, Jing & Zhou, Haigang, 2015, "Competition of trading volume among markets: Evidence from stocks with multiple cross-listing destinations," Journal of Multinational Financial Management, Elsevier, volume 31, issue C, pages 23-62, DOI: 10.1016/j.mulfin.2015.02.002.
• Beckmann, Klaus S. & Ngo, Thanh & Wang, Daphne, 2015, "The informational content of ADR mispricing," Journal of Multinational Financial Management, Elsevier, volume 32, issue , pages 1-14, DOI: 10.1016/j.mulfin.2015.03.002.
• Pereira da Silva, Paulo & Vieira, Isabel & Vieira, Carlos, 2015, "M&A operations: Further evidence of informed trading in the CDS market," Journal of Multinational Financial Management, Elsevier, volume 32, issue , pages 116-130, DOI: 10.1016/j.mulfin.2015.10.002.
• Gao, Wenlian & Zhu, Feifei, 2015, "Information asymmetry and capital structure around the world," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 131-159, DOI: 10.1016/j.pacfin.2015.01.005.
• Lam, Keith S.K. & Qiao, Zhuo, 2015, "Herding and fundamental factors: The Hong Kong experience," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 160-188, DOI: 10.1016/j.pacfin.2014.11.002.
• He, Zhongzhi (Lawrence) & Zhu, Jie & Zhu, Xiaoneng, 2015, "Dynamic factors and asset pricing: International and further U.S. evidence," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 21-39, DOI: 10.1016/j.pacfin.2015.02.002.
• Wang, Shu-Feng & Lee, Kuan-Hui, 2015, "Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 56-75, DOI: 10.1016/j.pacfin.2015.01.004.
• Chen, Chun-Da & Demirer, Riza & Jategaonkar, Shrikant P., 2015, "Risk and return in the Chinese stock market: Does equity return dispersion proxy risk?," Pacific-Basin Finance Journal, Elsevier, volume 33, issue C, pages 23-37, DOI: 10.1016/j.pacfin.2015.03.005.
• Shin, Dongheon & Kim, Baeho, 2015, "Liquidity and credit risk before and after the global financial crisis: Evidence from the Korean corporate bond market," Pacific-Basin Finance Journal, Elsevier, volume 33, issue C, pages 38-61, DOI: 10.1016/j.pacfin.2015.03.003.
• Cakici, Nusret & Chatterjee, Sris & Topyan, Kudret, 2015, "Decomposition of book-to-market and the cross-section of returns for Chinese shares," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 102-120, DOI: 10.1016/j.pacfin.2015.05.004.
• Hao, Ying & Chou, Robin K. & Ho, Keng-Yu & Weng, Pei-Shih, 2015, "The impact of foreign institutional traders on price efficiency: Evidence from the Taiwan futures market," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 24-42, DOI: 10.1016/j.pacfin.2015.05.002.