Research classified by Journal of Economic Literature (JEL) codes

2015

• 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(0x896f6328), 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.
• 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.
• Merdad, Hesham Jamil & Kabir Hassan, M. & Hippler, William J., 2015, "The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 293-314, DOI: 10.1016/j.pacfin.2015.04.001.
• Umutlu, Mehmet & Shackleton, Mark B., 2015, "Stock-return volatility and daily equity trading by investor groups in Korea," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 43-70, DOI: 10.1016/j.pacfin.2015.05.003.
• Kim, Min-Su & Kim, Woojin & Lee, Dong Wook, 2015, "Stock return commonality within business groups: Fundamentals or sentiment?," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 198-224, DOI: 10.1016/j.pacfin.2015.01.001.
• Bissoondoyal-Bheenick, Emawtee & Brooks, Robert, 2015, "The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 37-55, DOI: 10.1016/j.pacfin.2014.09.001.
• Vu, Van & Chai, Daniel & Do, Viet, 2015, "Empirical tests on the liquidity-adjusted capital asset pricing model," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 73-89, DOI: 10.1016/j.pacfin.2014.10.007.
• Hurst, Gareth & Docherty, Paul, 2015, "Trend salience, investor behaviours and momentum profitability," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 471-484, DOI: 10.1016/j.pacfin.2015.08.001.
• Falagiarda, Matteo & Gregori, Wildmer Daniel, 2015, "The impact of fiscal policy announcements by the Italian government on the sovereign spread: A comparative analysis," European Journal of Political Economy, Elsevier, volume 39, issue C, pages 288-304, DOI: 10.1016/j.ejpoleco.2015.07.002.
• Magni, Carlo Alberto, 2015, "Aggregate Return On Investment for investments under uncertainty," International Journal of Production Economics, Elsevier, volume 165, issue C, pages 29-37, DOI: 10.1016/j.ijpe.2015.03.010.
• Tola, Albi & Wälti, Sébastien, 2015, "Deciphering financial contagion in the euro area during the crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 55, issue C, pages 108-123, DOI: 10.1016/j.qref.2014.09.009.
• Leone, Vitor & de Medeiros, Otavio Ribeiro, 2015, "Signalling the Dotcom bubble: A multiple changes in persistence approach," The Quarterly Review of Economics and Finance, Elsevier, volume 55, issue C, pages 77-86, DOI: 10.1016/j.qref.2014.08.006.
• Li, Wei-Xuan & Chen, Clara Chia-Sheng & French, Joseph J., 2015, "Toward an early warning system of financial crises: What can index futures and options tell us?," The Quarterly Review of Economics and Finance, Elsevier, volume 55, issue C, pages 87-99, DOI: 10.1016/j.qref.2014.07.004.
• Stucchi, Patrizia, 2015, "A unified approach to portfolio selection in a tracking error framework with additional constraints on risk," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 165-174, DOI: 10.1016/j.qref.2014.09.008.
• Rocha Armada, Manuel J. & Sousa, Ricardo M. & Wohar, Mark E., 2015, "Consumption growth, preference for smoothing, changes in expectations and risk premium," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 80-97, DOI: 10.1016/j.qref.2014.09.005.
• Frühwirth, Manfred & Sögner, Leopold, 2015, "Weather and SAD related mood effects on the financial market," The Quarterly Review of Economics and Finance, Elsevier, volume 57, issue C, pages 11-31, DOI: 10.1016/j.qref.2015.02.003.
• Arnold, Lutz G. & Brunner, Stephan, 2015, "The economics of rational speculation in the presence of positive feedback trading," The Quarterly Review of Economics and Finance, Elsevier, volume 57, issue C, pages 161-174, DOI: 10.1016/j.qref.2014.11.005.
• Rahman, M. Arifur & Chowdhury, Shah Saeed Hassan & Shibley Sadique, M., 2015, "Herding where retail investors dominate trading: The case of Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, volume 57, issue C, pages 46-60, DOI: 10.1016/j.qref.2015.01.002.
• Lee, Huai-I & Hsieh, Tsung-Yu & Kuo, Wen-Hsiu & Hsu, Hsinan, 2015, "Can a path-dependent strategy outperform a path-independent strategy?," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 119-127, DOI: 10.1016/j.qref.2015.01.004.
• Zheng, Yao, 2015, "The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 128-142, DOI: 10.1016/j.qref.2015.02.008.
• Hung, Weifeng & Huang, Sheng-Tang & Lu, Chia-Chi & Liu, Nathan, 2015, "Trading behavior and stock returns in Japan," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 200-212, DOI: 10.1016/j.qref.2015.03.004.
• Davis, Morris A. & Van Nieuwerburgh, Stijn, 2015, "Housing, Finance, and the Macroeconomy," Handbook of Regional and Urban Economics, Elsevier, chapter 0, in: Gilles Duranton & J. V. Henderson & William C. Strange, "Handbook of Regional and Urban Economics", DOI: 10.1016/B978-0-444-59531-7.00012-0.
• Suh, Sangwon, 2015, "Measuring sovereign risk contagion in the Eurozone," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 45-65, DOI: 10.1016/j.iref.2014.09.002.
• Kuo, Su-Wen & Huang, Chin-Sheng & Jhang, Guan-Cih, 2015, "Liquidity, delistings, and credit risk premium," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 78-89, DOI: 10.1016/j.iref.2014.09.005.
• Chen, Lin & Qin, Lu & Zhu, Hongquan, 2015, "Opinion divergence, unexpected trading volume and stock returns: Evidence from China," International Review of Economics & Finance, Elsevier, volume 36, issue C, pages 119-127, DOI: 10.1016/j.iref.2014.11.012.
• Chen, Cathy Yi-Hsuan & Kuo, I-Doun, 2015, "Survey sentiment and interest rate option smile," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 125-137, DOI: 10.1016/j.iref.2014.11.018.
• Wang, Juan & Zhang, Dongxiang & Zhang, Jian, 2015, "Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 157-164, DOI: 10.1016/j.iref.2014.11.020.
• Jin, Xiaoye, 2015, "Asymmetry in return and volatility spillover between China's interbank and exchange T-bond markets," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 340-353, DOI: 10.1016/j.iref.2014.12.005.
• Gospodinov, Nikolay & Jamali, Ibrahim, 2015, "The response of stock market volatility to futures-based measures of monetary policy shocks," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 42-54, DOI: 10.1016/j.iref.2014.11.001.
• Gerlach, Richard & Obaydin, Ivan & Zurbruegg, Ralf, 2015, "The impact of leverage on the idiosyncratic risk and return relationship of REITs around the financial crisis," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 207-219, DOI: 10.1016/j.iref.2015.02.029.
• Londono, Juan M. & Regúlez, Marta & Vázquez, Jesús, 2015, "An alternative view of the US price–dividend ratio dynamics," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 291-307, DOI: 10.1016/j.iref.2015.03.005.
• Wu, Shue-Jen & Lee, Wei-Ming, 2015, "Intertemporal risk–return relationships in bull and bear markets," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 308-325, DOI: 10.1016/j.iref.2015.03.008.
• Bouaddi, Mohammed & Larocque, Denis & Normandin, Michel, 2015, "Equity premia and state-dependent risks," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 393-409, DOI: 10.1016/j.iref.2015.04.001.
• Chen, Qian & Lv, Xin, 2015, "The extreme-value dependence between the crude oil price and Chinese stock markets," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 121-132, DOI: 10.1016/j.iref.2015.03.007.
• Vortelinos, Dimitrios I. & Lakshmi, Geeta, 2015, "Market risk of BRIC Eurobonds in the financial crisis period," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 295-310, DOI: 10.1016/j.iref.2015.04.012.
• Balli, Faruk & Hajhoj, Hassan Rafdan & Basher, Syed Abul & Ghassan, Hassan Belkacem, 2015, "An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 311-325, DOI: 10.1016/j.iref.2015.04.013.
• Bai, Min & Qin, Yafeng, 2015, "Commonality in liquidity in emerging markets: Another supply-side explanation," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 90-106, DOI: 10.1016/j.iref.2015.06.005.