Research classified by Journal of Economic Literature (JEL) codes

2015

• Abdoul K. Cissé & Patrice Fontaine, 2015, "Consequences of Voluntary Stock Exchange Section Switching on Stock Prices, Liquidity and Volatility," Bankers, Markets & Investors, ESKA Publishing, issue 136-137, pages 42-62, May-June.
• Anna Creti & Khaled Guesmi, 2015, "International CAPM and Oil Price: Evidence from Selected OPEC Countries," Bankers, Markets & Investors, ESKA Publishing, issue 136-137, pages 64-78, May-June.
• Ariane Szafarz, 2015, "Market Efficiency and Crises:Don’t Throw the Baby out with the Bathwater," Bankers, Markets & Investors, ESKA Publishing, issue 139, pages 20-26, November-.
• Chris Godfrey & Chris Brooks, 2015, "The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-07, Sep.
• Ryo Jinnai, 2015, "Innovation, Product Cycle, and Asset Prices," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 18, issue 3, pages 484-504, July, DOI: 10.1016/j.red.2014.10.002.
• Derek Stacey, 2015, "Advertised Prices in Decentralized Markets," 2015 Meeting Papers, Society for Economic Dynamics, number 1011.
• Thomas Eisenbach & Martin Schmalz & Marianne Andries, 2015, "Asset Pricing with Horizon-Dependent Risk Aversion," 2015 Meeting Papers, Society for Economic Dynamics, number 1069.
• Haoxiang Zhu & Bart Yueshen & Albert Menkveld, 2015, "Shades of Darkness: A Pecking Order of Trading Venues," 2015 Meeting Papers, Society for Economic Dynamics, number 1164.
• Steven Riddiough & Lucio Sarno & Pasquale Della Corte, 2015, "Currency Premia and Global Imbalances," 2015 Meeting Papers, Society for Economic Dynamics, number 1215.
• Anisha Ghosh & George Constantinides, 2015, "Asset Pricing with Countercyclical Household Consumption Risk," 2015 Meeting Papers, Society for Economic Dynamics, number 185.
• Jenny Tang, 2015, "FOMC Communication and Interest Rate Sensitivity to News," 2015 Meeting Papers, Society for Economic Dynamics, number 349.
• Kai Li & Fang Yang & Hengjie Ai, 2015, "Financial Intermediation and Capital Reallocation," 2015 Meeting Papers, Society for Economic Dynamics, number 429.
• Ian Dew-Becker & Rhys Bidder, 2015, "Long-Run Risk is the Worst-Case Scenario," 2015 Meeting Papers, Society for Economic Dynamics, number 490.
• Piotr Dworczak & Haoxiang Zhu & Darrell Duffie, 2015, "Benchmarks in Search Markets," 2015 Meeting Papers, Society for Economic Dynamics, number 51.
• Vladimir Asriyan, 2015, "Information Spillovers in Asset Markets with Correlated Values," 2015 Meeting Papers, Society for Economic Dynamics, number 711.
• Alexis Akira Toda & Kieran Walsh, 2015, "Asset Pricing and the One Percent," 2015 Meeting Papers, Society for Economic Dynamics, number 858.
• Tim Landvoigt & Stijn Van Nieuwerburgh & Vadim Elenev, 2015, "Phasing out the GSEs," 2015 Meeting Papers, Society for Economic Dynamics, number 977.
• A. Marcel Oestreich & Ilias Tsiakas, 2015, "Carbon Emissions and Stock Returns: Evidence from the EU Emissions Trading Scheme," Working Paper series, Rimini Centre for Economic Analysis, number 15-18, May.
• Sermin Gungor & Richard Luger, 2015, "Bootstrap Tests Of Mean-Variance Efficiency With Multiple Portfolio Groupings," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 35-65.
• K. M. Zahidul Islam & Sayed Farrukh Ahmed, 2015, "Stock Market Crash and Stock Return Volatility: Empirical Evidence from Dhaka Stock Exchange," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 38, issue 3, pages 25-34.
• Nazlı Kalfa Baş & Serra Eren Sarıoğlu, 2015, "Tracking Ability and Pricing Efficiency of Exchange Traded Funds: Evidence from Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 19-33.
• İbrahim Bozkurt, 2015, "Investigation of the Anomaly Existence in the Advanced and Emerging Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 4, pages 19-37.
• Metin Tetik & Reşat Ceylan, 2015, "Analysis of the Effect of Interest Rate Corridor Strategy on Common Stock and Exchange Rate," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 4, pages 55-69.
• Kin-Yip Ho & Jiyoun An & Lanyue Zhou, 2015, "The Book-to-Market Anomaly in the Chinese Stock Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 19, issue 3, pages 223-241, DOI: 10.11644/KIEP.JEAI.2015.19.3.297.
• Arun Muralidhar & Kazuhiko Ohashi & Sunghwan Shin, 2015, "The relative asset pricing model: implications for asset allocation, rebalancing and asset pricing," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 1, pages 197-224.
• Daly Vince & Seyyed Ali Paytakhti Oskooe, 2015, "Stock market efficiency in Iran: unit root testing with smooth structural breaks and non-trading days," Economics Discussion Papers, School of Economics, Kingston University London, number 2015-6, Sep.
• Azam Mohammadzadeh & Mohammad Nabi Shahikitash & Reza Roshan, 2015, "Comparison of Consumption Based Capital Asset Pricing (CCAPM) and Housing CCAPM (HCCAPM) Model in Explaining Stock Returns in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 2, issue 3, pages 49-72.
• Elitsa PETROVA, 2015, "A brief overview of the types of ETFs," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 6, issue 3, pages 39-45.
• Zoran Ivanovski & Nadica Ivanovska & Zoran Narasanov, 2015, "Application Of Dividend Discount Model Valuation At Macedonian Stock-Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 6, issue 1, pages 147-154.
• Denis Dolinar & Silvije Orsag & Paola Suman, 2015, "Test Of The Chen-Roll-Ross Macroeconomic Factor Model: Evidence From Croatian Stock Market," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 6, issue 2, pages 185-196.
• Zoran Ivanovski & Toni Stojanovski & Zoran Narasanov, 2015, "Volatility And Kurtosis Of Daily Stock Returns At Mse," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 6, issue 2, pages 209-221.
• Mine AKSOY & Veysel ULUSOY, 2015, "Analysis Of Relative Return Behaviour Of Borsa Istanbul Reit And Borsa Istanbul 100 Index," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 107-128, March.
• Ming-Cheng WU & I-Cheng LIN & Yi-Ting HUANG & Chang-Rong, 2015, "Forecasting Prices Of Presale Houses: A Real Option Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 143-158, March.
• Andrei ANGHEL & Dalina DUMITRESCU & Cristiana TUDOR, 2015, "Modeling Portfolio Returns On Bucharest Stock Exchange Using The Fama-French Multifactor Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 22-46, March.
• Murad A.Bein & Gulcay TUNA, 2015, "Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 61-80, June.
• Adam ZAREMBA, 2015, "Low Risk Anomaly In The Cee Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 81-102, September.
• Emilian Dobrescu, 2015, "Comparative Price Level (Cpl) – A Representative Parameter of Economic Convergence," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 7-28, December.
• Orléan, André, 2015, "La valeur économique comme fait social : la preuve par les évaluations boursières," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 18.
• Derek G. Stacey, 2015, "Posted Prices, Search and Bargaining," Working Papers, Toronto Metropolitan University, Department of Economics, number 059, Aug, revised May 2019.
• Adam Zaremba & Przemys³aw Konieczka, 2015, "The Profitability Of Following Analyst Recommendations On The Polish Stock Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 1, pages 22-31, August.
• Greg Clinch & Robert E Verrecchia, 2015, "Voluntary disclosure and the cost of capital," Australian Journal of Management, Australian School of Business, volume 40, issue 2, pages 201-223, May, DOI: 10.1177/0312896214529441.
• Kathleen Walsh, 2015, "The investment horizon and asset pricing models," Australian Journal of Management, Australian School of Business, volume 40, issue 2, pages 277-294, May, DOI: 10.1177/0312896214521439.
• Zhanglong Wang & Kent Wang & Zheyao Pan, 2015, "Conditional equity risk premia and realized variance jump risk," Australian Journal of Management, Australian School of Business, volume 40, issue 2, pages 295-317, May, DOI: 10.1177/0312896214526602.
• Prashant Das & Alan Ziobrowski, 2015, "The Relationship between Indian Realty Stocks and Online Searches," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 1, pages 1-19, April, DOI: 10.1177/0972652714567994.
• Seshadev Sahoo, 2015, "Subscription Rate and Volatility," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 1, pages 20-58, April, DOI: 10.1177/0972652714567995.
• Kausik Chaudhuri & Alok Kumar, 2015, "A Markov-Switching Model for Indian Stock Price and Volume," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 3, pages 239-257, December, DOI: 10.1177/0972652715607116.
• Ranjanendra Narayan Nag & Sayan Baksi & Sayantan Bandhu Majumder, 2015, "Capital Flows, Asset Prices and Output in Emerging Market Economies," Foreign Trade Review, , volume 50, issue 1, pages 1-20, February, DOI: 10.1177/0015732514558138.
• Arun Kumar Misra & Sabyasachi Mohapatra, 2015, "Indexing CNX NIFTY 50 Momentum Effects," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 9, issue 2, pages 157-178, May, DOI: 10.1177/0973801014568143.
• Нечаева М. Д. & Ремизов О. В., 2015, "Применение методов современной оценки активов для анализа экономической эффективности проектов в российском нефтегазовом секторе. Applications of modern asset pricing methods to project valuation in o," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 15, issue 2, pages 48-61.
• Alessandro Beber & Daniela Fabbri & Marco Pagano & Saverio Simonelli, 2015, "Short-Selling Bans and Bank Stability," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 423, Dec, revised 25 Sep 2020.
• James Foye, 2015, "A New Perspective on the Size, Value, and Momentum Effects: Broad Sample Evidence from Europe," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2604415, Jul.
• Bader Alhashel, 2015, "Rights Offering Announcements and the Efficiency of the Kuwaiti Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2203849, Sep.
• Esref Savas Basci, 2015, "Yield Spreads on Government Benchmark Bonds: Cross Country Evidence," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204522, Sep.
• . Harshita & Shveta Singh & Surendra S. Yadav, 2015, "Indian stock market and the asset pricing models," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204802, Sep.
• Filip ?ramko, 2015, "The impact of Securities Transaction Tax on market quality: Evidence from France and Italy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 3, pages 52-93, September.
• Lucas Herrenbrueck & Athanasios Geromichalos, 2015, "A Tractable Model of Indirect Asset Liquidity," Discussion Papers, Department of Economics, Simon Fraser University, number dp15-08, Sep.
• Abderrazak Dhaoui & Mohammed Aydi & Raja Ouled Ahmed Ben Ali, 2015, "Revisiting Empirical Linkages Between Direction Of Canadian Stock Price Index Movement And Oil Supply And Demand Stocks: Artificial Neural Networks And Support Vector Machines Approaches," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 3 (Decemb, pages 319-344.
• Kentaro Kikuchi, 2015, "Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis," Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research, number 14, Jan.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015, "Monetary Policy with Diverse Private Expectations," Discussion Papers, Stanford Institute for Economic Policy Research, number 15-004, Mar.
• Jens H. E. Christensen & Signe Krogstrup, 2015, "Transmission of Quantitative Easing: The Role of Central Bank Reserves," Working Papers, Swiss National Bank, number 2015-06.
• Ariane Szafarz, 2015, "Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-036, Sep.
• Fernando Chague & Rodrigo De-Losso, Alan De Genaro, Bruno Giovannetti, 2015, "Why Do Different Short-sellers Pay Different Loan Fees? A Market-wide Analysis," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2015_17, Aug.
• Rodrigo De-Losso & Joelson Oliveira Sampaio, Luciana Gross Cunha, 2015, "Trust in the Judicial System: Evidence from Brazil," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2015_18, Aug.
• Joelson Oliveira Sampaio & Rodrigo De-Losso, Luciana Gross Cunha, Renan Gomes de Pieri, 2015, "Does the Concern About Local Crime Affect Trust in the Police?," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2015_19, Aug.
• Eduardo Astorino & Fernando Chague, Bruno Cara Giovannetti, Marcos Eugênio da Silva, 2015, "Variance Premium and Implied Volatility in a Low-Liquidity Option Market," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2015_08, May.
• Stylianos X. Koufadakis, 2015, "Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 65, issue 3-4, pages 29-65, july-Dece.
• Jakša Cvitanić & Charles Plott & Chien-Yao Tseng, 2015, "Markets with random lifetimes and private values: mean reversion and option to trade," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 1, pages 1-19, April, DOI: 10.1007/s10203-014-0155-4.
• Frank Riedel, 2015, "Financial economics without probabilistic prior assumptions," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 1, pages 75-91, April, DOI: 10.1007/s10203-014-0159-0.
• Polychronis Manousopoulos & Michalis Michalopoulos, 2015, "Term structure of interest rates estimation using rational Chebyshev functions," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 2, pages 119-146, October, DOI: 10.1007/s10203-014-0161-6.
• Mark Bowden, 2015, "A model of information flows and confirmatory bias in financial markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 2, pages 197-215, October, DOI: 10.1007/s10203-015-0164-y.
• Rebeca Jiménez-Rodríguez, 2015, "Oil price shocks and stock markets: testing for non-linearity," Empirical Economics, Springer, volume 48, issue 3, pages 1079-1102, May, DOI: 10.1007/s00181-014-0832-8.
• Heather Gibson & Stephen Hall & George Tavlas, 2015, "Are all sovereigns equal? A test of the common determination of sovereign spreads in the euro area," Empirical Economics, Springer, volume 48, issue 3, pages 939-949, May, DOI: 10.1007/s00181-014-0825-7.
• Georg Lehecka, 2015, "Do hedging and speculative pressures drive commodity prices, or the other way round?," Empirical Economics, Springer, volume 49, issue 2, pages 575-603, September, DOI: 10.1007/s00181-014-0886-7.
• Dmitry Kramkov, 2015, "Existence of an endogenously complete equilibrium driven by a diffusion," Finance and Stochastics, Springer, volume 19, issue 1, pages 1-22, January, DOI: 10.1007/s00780-014-0250-y.
• Paolo Guasoni & Miklós Rásonyi, 2015, "Fragility of arbitrage and bubbles in local martingale diffusion models," Finance and Stochastics, Springer, volume 19, issue 2, pages 215-231, April, DOI: 10.1007/s00780-015-0256-0.
• Marcus Christiansen & Andreas Niemeyer, 2015, "On the forward rate concept in multi-state life insurance," Finance and Stochastics, Springer, volume 19, issue 2, pages 295-327, April, DOI: 10.1007/s00780-014-0244-9.
• Peter Bank & Dmitry Kramkov, 2015, "A model for a large investor trading at market indifference prices. I: Single-period case," Finance and Stochastics, Springer, volume 19, issue 2, pages 449-472, April, DOI: 10.1007/s00780-015-0258-y.
• Paolo Guasoni & Gu Wang, 2015, "Hedge and mutual funds’ fees and the separation of private investments," Finance and Stochastics, Springer, volume 19, issue 3, pages 473-507, July, DOI: 10.1007/s00780-015-0266-y.
• Denis Belomestny & Mark Joshi & John Schoenmakers, 2015, "Addendum to: Multilevel dual approach for pricing American style derivatives," Finance and Stochastics, Springer, volume 19, issue 3, pages 681-684, July, DOI: 10.1007/s00780-015-0267-x.
• Fred Benth & Nils Detering, 2015, "Pricing and hedging Asian-style options on energy," Finance and Stochastics, Springer, volume 19, issue 4, pages 849-889, October, DOI: 10.1007/s00780-015-0270-2.
• Roman Ivanov, 2015, "The distribution of the maximum of a variance gamma process and path-dependent option pricing," Finance and Stochastics, Springer, volume 19, issue 4, pages 979-993, October, DOI: 10.1007/s00780-015-0277-8.
• Georg Dettmann, 2015, "An asymmetric model on Seigniorage and the dynamics of net foreign assets," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 62, issue 1, pages 41-55, March, DOI: 10.1007/s12232-014-0214-8.
• Sharon Garyn-Tal, 2015, "Mutual fund fees and performance: new insights," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 454-477, July, DOI: 10.1007/s12197-013-9257-z.
• Frank Schmielewski & Thomas Wein, 2015, "Are private banks the better banks? An insight into the principal–agent structure and risk-taking behavior of German banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 518-540, July, DOI: 10.1007/s12197-013-9266-y.
• Vasileios Siakoulis & Ioannis Venetis, 2015, "On inter-arrival times of bond market extreme events. An application to seven European markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 4, pages 717-741, October, DOI: 10.1007/s12197-013-9276-9.
• Raphael Espinoza & Dimitrios Tsomocos, 2015, "Monetary transaction costs and the term premium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 59, issue 2, pages 355-375, June, DOI: 10.1007/s00199-014-0817-z.
• Bo Zhao, 2015, "Rational housing bubble," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 60, issue 1, pages 141-201, September, DOI: 10.1007/s00199-015-0889-4.
• Florin Bidian & Camelia Bejan, 2015, "Martingale properties of self-enforcing debt," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 60, issue 1, pages 35-57, September, DOI: 10.1007/s00199-014-0832-0.
• Costis Skiadas, 2015, "Dynamic choice with constant source-dependent relative risk aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 60, issue 3, pages 393-422, November, DOI: 10.1007/s00199-015-0920-9.
• Andrew Blake & Garreth Rule & Ole Rummel, 2015, "Inflation targeting and term premia estimates for Latin America," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 24, issue 1, pages 1-21, December, DOI: 10.1007/s40503-015-0017-7.
• Michel Magnan & Andrea Menini & Antonio Parbonetti, 2015, "Fair value accounting: information or confusion for financial markets?," Review of Accounting Studies, Springer, volume 20, issue 1, pages 559-591, March, DOI: 10.1007/s11142-014-9306-7.
• Frank Heflin & Charles Hsu & Qinglu Jin, 2015, "Accounting conservatism and Street earnings," Review of Accounting Studies, Springer, volume 20, issue 2, pages 674-709, June, DOI: 10.1007/s11142-014-9311-x.
• Yu Hou, 2015, "The role of diversification in the pricing of accruals quality," Review of Accounting Studies, Springer, volume 20, issue 3, pages 1059-1092, September, DOI: 10.1007/s11142-015-9331-1.
• Francesco Momente’ & Francesco Reggiani & Scott Richardson, 2015, "Accruals and future performance: Can it be attributed to risk?," Review of Accounting Studies, Springer, volume 20, issue 4, pages 1297-1333, December, DOI: 10.1007/s11142-015-9319-x.
• Cheng Lai, 2015, "Growth in residual income, short and long term, in the OJ model," Review of Accounting Studies, Springer, volume 20, issue 4, pages 1287-1296, December, DOI: 10.1007/s11142-015-9320-4.
• Stephanie A. Sikes & Robert E. Verrecchia, 2015, "Dividend tax capitalization and liquidity," Review of Accounting Studies, Springer, volume 20, issue 4, pages 1334-1372, December, DOI: 10.1007/s11142-015-9323-1.
• 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.