Research classified by Journal of Economic Literature (JEL) codes

2015

• 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 oil and gas industry," 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.
• Lee, Jiyon, 2015, "A semiparametric single index model with heterogeneous impacts on an unobserved variable," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 13-36, DOI: 10.1016/j.jeconom.2014.08.001.
• Cederburg, Scott & O’Doherty, Michael S., 2015, "Asset-pricing anomalies at the firm level," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 113-128, DOI: 10.1016/j.jeconom.2014.06.004.
• Aït-Sahalia, Yacine & Amengual, Dante & Manresa, Elena, 2015, "Market-based estimation of stochastic volatility models," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 418-435, DOI: 10.1016/j.jeconom.2015.02.028.
• Bollerslev, Tim & Xu, Lai & Zhou, Hao, 2015, "Stock return and cash flow predictability: The role of volatility risk," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 458-471, DOI: 10.1016/j.jeconom.2015.02.031.
• Calvet, Laurent E. & Fearnley, Marcus & Fisher, Adlai J. & Leippold, Markus, 2015, "What is beneath the surface? Option pricing with multifrequency latent states," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 498-511, DOI: 10.1016/j.jeconom.2015.02.034.
• Andersen, Torben G. & Bondarenko, Oleg & Todorov, Viktor & Tauchen, George, 2015, "The fine structure of equity-index option dynamics," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 532-546, DOI: 10.1016/j.jeconom.2015.02.037.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2015, "The long and the short of the risk-return trade-off," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 580-592, DOI: 10.1016/j.jeconom.2015.02.040.
• Sojli, Elvira & Tham, Wing Wah, 2015, "Divided governments and futures prices," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 622-633, DOI: 10.1016/j.jeconom.2015.02.043.
• Hong, Han & Li, Weiming & Wang, Boyu, 2015, "Estimation of dynamic discrete models from time aggregated data," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 435-446, DOI: 10.1016/j.jeconom.2015.03.009.
• Kleibergen, Frank & Zhan, Zhaoguo, 2015, "Unexplained factors and their effects on second pass R-squared’s," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 101-116, DOI: 10.1016/j.jeconom.2014.11.006.
• Liu, Shouwei & Tse, Yiu-Kuen, 2015, "Intraday Value-at-Risk: An asymmetric autoregressive conditional duration approach," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 437-446, DOI: 10.1016/j.jeconom.2015.03.035.
• Chang, Tsangyao & Chen, Wen-Yi & Gupta, Rangan & Nguyen, Duc Khuong, 2015, "Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test," Economic Systems, Elsevier, volume 39, issue 2, pages 288-300, DOI: 10.1016/j.ecosys.2014.10.005.
• Miyajima, Ken & Mohanty, M.S. & Chan, Tracy, 2015, "Emerging market local currency bonds: Diversification and stability," Emerging Markets Review, Elsevier, volume 22, issue C, pages 126-139, DOI: 10.1016/j.ememar.2014.09.006.
• Curatola, Giuliano & Donadelli, Michael & Grüning, Patrick, 2015, "Matching the BRIC equity premium: A structural approach," Emerging Markets Review, Elsevier, volume 22, issue C, pages 65-75, DOI: 10.1016/j.ememar.2014.12.001.
• Civilize, Sireethorn & Wongchoti, Udomsak & Young, Martin, 2015, "Military regimes and stock market performance," Emerging Markets Review, Elsevier, volume 22, issue C, pages 76-95, DOI: 10.1016/j.ememar.2015.01.001.
• Chung, Hyunchul & Majerbi, Basma & Rizeanu, Sorin, 2015, "Exchange risk premia and firm characteristics," Emerging Markets Review, Elsevier, volume 22, issue C, pages 96-125, DOI: 10.1016/j.ememar.2015.01.002.
• Saad, Mohsen & Samet, Anis, 2015, "Pricing, dynamics, and determinants of illiquidity risks: International evidence," Emerging Markets Review, Elsevier, volume 23, issue C, pages 124-147, DOI: 10.1016/j.ememar.2014.11.005.
• Garyn-Tal, Sharon & Lauterbach, Beni, 2015, "The formulation of the four factor model when a considerable proportion of firms is dual-listed," Emerging Markets Review, Elsevier, volume 24, issue C, pages 1-12, DOI: 10.1016/j.ememar.2015.05.006.
• Westerlund, Joakim & Narayan, Paresh Kumar & Zheng, Xinwei, 2015, "Testing for stock return predictability in a large Chinese panel," Emerging Markets Review, Elsevier, volume 24, issue C, pages 81-100, DOI: 10.1016/j.ememar.2015.05.004.
• Tsai, Hui-Ju & Wu, Yangru, 2015, "Bond and stock market response to unexpected dividend changes," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2014.11.001.
• Yeh, Chung-Ying & Hsu, Junming & Wang, Kai-Li & Lin, Che-Hui, 2015, "Explaining the default risk anomaly by the two-beta model," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 16-33, DOI: 10.1016/j.jempfin.2014.11.006.
• Wang, Kevin Q. & Xu, Jianguo, 2015, "Market volatility and momentum," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 79-91, DOI: 10.1016/j.jempfin.2014.11.009.
• Lamoureux, Christopher G. & Wang, Qin, 2015, "Measuring private information in a specialist market," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 92-119, DOI: 10.1016/j.jempfin.2014.10.002.
• He, Xue-Zhong & Li, Youwei, 2015, "Testing of a market fraction model and power-law behaviour in the DAX 30," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 1-17, DOI: 10.1016/j.jempfin.2015.01.001.
• Han, Bing & Zhou, Yi, 2015, "Understanding the term structure of credit default swap spreads," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 18-35, DOI: 10.1016/j.jempfin.2015.02.002.
• Prono, Todd, 2015, "Market proxies as factors in linear asset pricing models: Still living with the roll critique," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 36-53, DOI: 10.1016/j.jempfin.2015.02.001.
• Abhyankar, Abhay & Klinkowska, Olga & Lee, Soyeon, 2015, "Consumption risk and the cross-section of government bond returns," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 180-200, DOI: 10.1016/j.jempfin.2015.03.015.
• Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza, 2015, "Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 19-34, DOI: 10.1016/j.jempfin.2014.11.003.
• Sun, Baojing & van Kooten, G. Cornelis, 2015, "Financial weather derivatives for corn production in Northern China: A comparison of pricing methods," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 201-209, DOI: 10.1016/j.jempfin.2015.03.014.
• Ejsing, Jacob & Grothe, Magdalena & Grothe, Oliver, 2015, "Liquidity and credit premia in the yields of highly-rated sovereign bonds," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 160-173, DOI: 10.1016/j.jempfin.2015.04.001.
• Argyropoulos, Efthymios & Tzavalis, Elias, 2015, "Real term structure forecasts of consumption growth," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 208-222, DOI: 10.1016/j.jempfin.2015.03.013.
• Chesney, Marc & Crameri, Remo & Mancini, Loriano, 2015, "Detecting abnormal trading activities in option markets," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 263-275, DOI: 10.1016/j.jempfin.2015.03.008.
• Maio, Paulo & Philip, Dennis, 2015, "Macro variables and the components of stock returns," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 287-308, DOI: 10.1016/j.jempfin.2015.03.004.
• Gao, Lin & Süss, Stephan, 2015, "Market sentiment in commodity futures returns," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 84-103, DOI: 10.1016/j.jempfin.2015.07.001.
• Kim, Jae H. & Ji, Philip Inyeob, 2015, "Significance testing in empirical finance: A critical review and assessment," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 1-14, DOI: 10.1016/j.jempfin.2015.08.006.
• Kim, Daehwan, 2015, "Beta vs. characteristics: Comparison of risk model performances," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 156-171, DOI: 10.1016/j.jempfin.2015.10.002.
• Tse, Yiuman, 2015, "Do industries lead stock markets? A reexamination," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 195-203, DOI: 10.1016/j.jempfin.2015.10.003.
• Chelley-Steeley, Patricia L. & Lambertides, Neophytos & Steeley, James M., 2015, "The effects of non-trading on the illiquidity ratio," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 204-228, DOI: 10.1016/j.jempfin.2015.05.004.
• He, Ling T. & Casey, K.M., 2015, "Forecasting ability of the investor sentiment endurance index: The case of oil service stock returns and crude oil prices," Energy Economics, Elsevier, volume 47, issue C, pages 121-128, DOI: 10.1016/j.eneco.2014.11.005.
• Birkelund, Ole Henrik & Haugom, Erik & Molnár, Peter & Opdal, Martin & Westgaard, Sjur, 2015, "A comparison of implied and realized volatility in the Nordic power forward market," Energy Economics, Elsevier, volume 48, issue C, pages 288-294, DOI: 10.1016/j.eneco.2014.12.021.
• Liu, Li & Ma, Feng & Wang, Yudong, 2015, "Forecasting excess stock returns with crude oil market data," Energy Economics, Elsevier, volume 48, issue C, pages 316-324, DOI: 10.1016/j.eneco.2014.12.006.
• Inchauspe, Julian & Ripple, Ronald D. & Trück, Stefan, 2015, "The dynamics of returns on renewable energy companies: A state-space approach," Energy Economics, Elsevier, volume 48, issue C, pages 325-335, DOI: 10.1016/j.eneco.2014.11.013.
• Demirer, Rıza & Jategaonkar, Shrikant P. & Khalifa, Ahmed A.A., 2015, "Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries," Energy Economics, Elsevier, volume 49, issue C, pages 132-140, DOI: 10.1016/j.eneco.2015.02.010.
• Ben Ammar, Semir & Eling, Martin, 2015, "Common risk factors of infrastructure investments," Energy Economics, Elsevier, volume 49, issue C, pages 257-273, DOI: 10.1016/j.eneco.2015.01.021.
• Fleten, Stein-Erik & Hagen, Liv Aune & Nygård, Maria Tandberg & Smith-Sivertsen, Ragnhild & Sollie, Johan M., 2015, "The overnight risk premium in electricity forward contracts," Energy Economics, Elsevier, volume 49, issue C, pages 293-300, DOI: 10.1016/j.eneco.2014.12.022.
• Cortazar, Gonzalo & Kovacevic, Ivo & Schwartz, Eduardo S., 2015, "Expected commodity returns and pricing models," Energy Economics, Elsevier, volume 49, issue C, pages 60-71, DOI: 10.1016/j.eneco.2015.01.015.
• Cotter, John & Hanly, Jim, 2015, "Performance of utility based hedges," Energy Economics, Elsevier, volume 49, issue C, pages 718-726, DOI: 10.1016/j.eneco.2015.04.004.
• Salisu, Afees A. & Oloko, Tirimisiyu F., 2015, "Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach," Energy Economics, Elsevier, volume 50, issue C, pages 1-12, DOI: 10.1016/j.eneco.2015.03.031.
• Cochran, Steven J. & Mansur, Iqbal & Odusami, Babatunde, 2015, "Equity market implied volatility and energy prices: A double threshold GARCH approach," Energy Economics, Elsevier, volume 50, issue C, pages 264-272, DOI: 10.1016/j.eneco.2015.05.013.
• Tsai, Chun-Li, 2015, "How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?," Energy Economics, Elsevier, volume 50, issue C, pages 47-62, DOI: 10.1016/j.eneco.2015.04.012.
• Lubnau, Thorben & Todorova, Neda, 2015, "Trading on mean-reversion in energy futures markets," Energy Economics, Elsevier, volume 51, issue C, pages 312-319, DOI: 10.1016/j.eneco.2015.06.018.
• Hitzemann, Steffen & Uhrig-Homburg, Marliese & Ehrhart, Karl-Martin, 2015, "Emission permits and the announcement of realized emissions: Price impact, trading volume, and volatilities," Energy Economics, Elsevier, volume 51, issue C, pages 560-569, DOI: 10.1016/j.eneco.2015.07.007.
• Bouri, Elie, 2015, "Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis," Energy Economics, Elsevier, volume 51, issue C, pages 590-598, DOI: 10.1016/j.eneco.2015.09.002.
• Steeley, James M. & Matyushkin, Alexander, 2015, "The effects of quantitative easing on the volatility of the gilt-edged market," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 113-128, DOI: 10.1016/j.irfa.2014.11.004.
• Marra, Miriam, 2015, "The impact of liquidity on senior credit index spreads during the subprime crisis," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 148-167, DOI: 10.1016/j.irfa.2014.11.016.
• Cotter, John & Sullivan, Niall O' & Rossi, Francesco, 2015, "The conditional pricing of systematic and idiosyncratic risk in the UK equity market," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 184-193, DOI: 10.1016/j.irfa.2014.10.002.
• Smales, Lee A., 2015, "Time-variation in the impact of news sentiment," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 40-50, DOI: 10.1016/j.irfa.2014.11.019.
• Sutcliffe, Charles, 2015, "Trading death: The implications of annuity replication for the annuity puzzle, arbitrage, speculation and portfolios," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 163-174, DOI: 10.1016/j.irfa.2014.10.010.
• Dichtl, Hubert & Drobetz, Wolfgang, 2015, "Sell in May and Go Away: Still good advice for investors?," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 29-43, DOI: 10.1016/j.irfa.2014.09.007.
• Chevapatrakul, Thanaset, 2015, "Monetary environments and stock returns: International evidence based on the quantile regression technique," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 83-108, DOI: 10.1016/j.irfa.2015.01.013.
• Gębka, Bartosz & Serwa, Dobromił, 2015, "The elusive nature of motives to trade: Evidence from international stock markets," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 147-157, DOI: 10.1016/j.irfa.2015.03.001.
• Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay, 2015, "Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 167-178, DOI: 10.1016/j.irfa.2015.01.012.
• Azad, A.S.M. Sohel & Batten, Jonathan A. & Fang, Victor, 2015, "What determines the yen swap spread?," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 1-13, DOI: 10.1016/j.irfa.2015.04.001.
• Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia, 2015, "Stock market expectations and risk aversion of individual investors," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 122-131, DOI: 10.1016/j.irfa.2015.05.011.
• Hudson, Robert & Urquhart, Andrew, 2015, "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 166-177, DOI: 10.1016/j.irfa.2015.05.015.
• Metghalchi, Massoud & Chen, Chien-Ping & Hayes, Linda A., 2015, "History of share prices and market efficiency of the Madrid general stock index," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 178-184, DOI: 10.1016/j.irfa.2015.05.016.
• González-Urteaga, Ana & Muga, Luis & Santamaria, Rafael, 2015, "Momentum and default risk. Some results using the jump component," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 185-193, DOI: 10.1016/j.irfa.2015.05.017.
• Bohl, Martin T. & Kaufmann, Philipp & Siklos, Pierre L., 2015, "What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 194-206, DOI: 10.1016/j.irfa.2015.05.018.
• Jafarinejad, Mohammad & Jory, Surendranath R. & Ngo, Thanh N., 2015, "The effects of institutional ownership on the value and risk of diversified firms," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 207-219, DOI: 10.1016/j.irfa.2015.05.019.
• Byun, Suk Joon & Chang, Ki Cheon, 2015, "Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 88-102, DOI: 10.1016/j.irfa.2015.03.018.
• Apergis, Nicholas & Voliotis, Dimitrios, 2015, "Spillover effects between lit and dark stock markets: Evidence from a panel of London Stock Exchange transactions," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 101-106, DOI: 10.1016/j.irfa.2015.06.002.
• Kryzanowski, Lawrence & Mohsni, Sana, 2015, "Earnings forecasts and idiosyncratic volatilities," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 107-123, DOI: 10.1016/j.irfa.2015.06.001.
• Mihaylov, George & Cheong, Chee Seng & Zurbruegg, Ralf, 2015, "Can security analyst forecasts predict gold returns?," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 237-246, DOI: 10.1016/j.irfa.2015.03.012.
• Białkowski, Jędrzej & Bohl, Martin T. & Stephan, Patrick M. & Wisniewski, Tomasz P., 2015, "The gold price in times of crisis," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 329-339, DOI: 10.1016/j.irfa.2014.07.001.
• Echterling, F. & Eierle, B. & Ketterer, S., 2015, "A review of the literature on methods of computing the implied cost of capital," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 235-252, DOI: 10.1016/j.irfa.2015.08.001.
• Poskitt, Russell & Dassanayake, Wajira, 2015, "Modelling the lowballing of the LIBOR fixing," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 270-277, DOI: 10.1016/j.irfa.2015.08.003.
• López, Raquel, 2015, "Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 292-303, DOI: 10.1016/j.irfa.2015.08.005.
• Balli, Faruk & Balli, Hatice O. & Jean Louis, Rosmy & Vo, Tuan Kiet, 2015, "The transmission of market shocks and bilateral linkages: Evidence from emerging economies," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 349-357, DOI: 10.1016/j.irfa.2015.08.010.
• Narayan, Seema & Smyth, Russell, 2015, "The financial econometrics of price discovery and predictability," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 380-393, DOI: 10.1016/j.irfa.2015.09.003.
• Reza Bradrania, M. & Peat, Maurice & Satchell, Stephen, 2015, "Liquidity costs, idiosyncratic volatility and expected stock returns," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 394-406, DOI: 10.1016/j.irfa.2015.09.005.
• Wisniewski, Tomasz Piotr & Lambe, Brendan John, 2015, "Does economic policy uncertainty drive CDS spreads?," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 447-458, DOI: 10.1016/j.irfa.2015.09.009.
• Switzer, Lorne N. & Tahaoglu, Cagdas, 2015, "The benefits of international diversification: market development, corporate governance, market cap, and structural change effects," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 76-97, DOI: 10.1016/j.irfa.2014.11.010.
• Peltomäki, Jarkko & Äijö, Janne, 2015, "Cross-sectional anomalies and volatility risk in different economic and market cycles," Finance Research Letters, Elsevier, volume 12, issue C, pages 17-22, DOI: 10.1016/j.frl.2014.12.004.
• Voelzke, Jan, 2015, "Weakening the Gain–Loss-Ratio measure to make it stronger," Finance Research Letters, Elsevier, volume 12, issue C, pages 58-66, DOI: 10.1016/j.frl.2014.11.007.
• Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih, 2015, "Long memory and the relation between options and stock prices," Finance Research Letters, Elsevier, volume 12, issue C, pages 77-91, DOI: 10.1016/j.frl.2014.11.005.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2015, "Effects of macroeconomic uncertainty on the stock and bond markets," Finance Research Letters, Elsevier, volume 13, issue C, pages 10-16, DOI: 10.1016/j.frl.2015.03.008.
• Han, Nan-Wei & Hung, Mao-Wei, 2015, "The investment management for a downside-protected equity-linked annuity under interest rate risk," Finance Research Letters, Elsevier, volume 13, issue C, pages 113-124, DOI: 10.1016/j.frl.2015.02.006.
• Acker, Daniella & Duck, Nigel W., 2015, "Political risk, investor attention and the Scottish Independence referendum," Finance Research Letters, Elsevier, volume 13, issue C, pages 163-171, DOI: 10.1016/j.frl.2015.01.008.
• Baur, Dirk G. & Löffler, Gunter, 2015, "Predicting the equity premium with the demand for gold coins and bars," Finance Research Letters, Elsevier, volume 13, issue C, pages 172-178, DOI: 10.1016/j.frl.2015.01.007.
• Wu, Shue-Jen & Lee, Wei-Ming, 2015, "Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators," Finance Research Letters, Elsevier, volume 13, issue C, pages 196-204, DOI: 10.1016/j.frl.2015.01.003.
• Boudt, Kris & Lu, Wanbo & Peeters, Benedict, 2015, "Higher order comoments of multifactor models and asset allocation," Finance Research Letters, Elsevier, volume 13, issue C, pages 225-233, DOI: 10.1016/j.frl.2014.12.008.
• Amaya, Diego & Filbien, Jean-Yves, 2015, "The similarity of ECB’s communication," Finance Research Letters, Elsevier, volume 13, issue C, pages 234-242, DOI: 10.1016/j.frl.2014.12.006.
• Han, Jihun & Park, Hyungbin, 2015, "The intrinsic bounds on the risk premium of Markovian pricing kernels," Finance Research Letters, Elsevier, volume 13, issue C, pages 36-44, DOI: 10.1016/j.frl.2015.03.005.
• Makarov, R. & Metzler, A. & Ni, Z., 2015, "Modelling default risk with occupation times," Finance Research Letters, Elsevier, volume 13, issue C, pages 54-65, DOI: 10.1016/j.frl.2015.03.003.
• Lam, Swee-Sum & Zhang, Weina & Jacob, Gabriel Henry, 2015, "The mispricing of socially ambiguous grey stocks," Finance Research Letters, Elsevier, volume 13, issue C, pages 81-89, DOI: 10.1016/j.frl.2015.02.010.
• Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei, 2015, "Revisiting the earnings–price effect: The importance of future earnings," Finance Research Letters, Elsevier, volume 13, issue C, pages 90-96, DOI: 10.1016/j.frl.2015.02.009.
• Fouquau, Julien & Six, Pierre, 2015, "A comparison of the convenience yield and interest-adjusted basis," Finance Research Letters, Elsevier, volume 14, issue C, pages 142-149, DOI: 10.1016/j.frl.2015.05.005.
• Guo, Bin & Zhang, Wei & Chen, Shu-Heng & Zhang, Yongjie, 2015, "The optimal pricing of a market maker in a heterogeneous agent economy," Finance Research Letters, Elsevier, volume 14, issue C, pages 178-187, DOI: 10.1016/j.frl.2015.04.001.
• Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V., 2015, "The benefits of combining seasonal anomalies and technical trading rules," Finance Research Letters, Elsevier, volume 14, issue C, pages 36-44, DOI: 10.1016/j.frl.2015.06.001.
• Yılmaz, Mustafa Kemal & Erdem, Orhan & Eraslan, Veysel & Arık, Evren, 2015, "Technology upgrades in emerging equity markets: Effects on liquidity and trading activity," Finance Research Letters, Elsevier, volume 14, issue C, pages 87-92, DOI: 10.1016/j.frl.2015.05.012.
• Park, James L., 2015, "Equity returns of distressed equity issuers," Finance Research Letters, Elsevier, volume 14, issue C, pages 93-103, DOI: 10.1016/j.frl.2015.05.011.
• De Moor, Lieven & Sercu, Piet, 2015, "Measuring the impact of extreme observations on CAPM alphas: Some methodological issues," Finance Research Letters, Elsevier, volume 15, issue C, pages 1-10, DOI: 10.1016/j.frl.2014.05.002.
• Kim, Thomas, 2015, "Does individual-stock skewness/coskewness reflect portfolio risk?," Finance Research Letters, Elsevier, volume 15, issue C, pages 167-174, DOI: 10.1016/j.frl.2015.09.007.
• Wen, Yi-Chieh & Lin, Philip T. & Li, Bin & Roca, Eduardo, 2015, "Stock return predictability in South Africa: The role of major developed markets," Finance Research Letters, Elsevier, volume 15, issue C, pages 257-265, DOI: 10.1016/j.frl.2015.10.014.
• Bai, Jushan & Zhou, Guofu, 2015, "Fama–MacBeth two-pass regressions: Improving risk premia estimates," Finance Research Letters, Elsevier, volume 15, issue C, pages 31-40, DOI: 10.1016/j.frl.2015.08.001.
• Haga, Jesper, 2015, "Intermediate-term momentum and credit rating," Finance Research Letters, Elsevier, volume 15, issue C, pages 59-67, DOI: 10.1016/j.frl.2015.08.004.
• Dang, Tung Lam & Moshirian, Fariborz & Wee, Claudia Koon Ghee & Zhang, Bohui, 2015, "Cross-listings and liquidity commonality around the world," Journal of Financial Markets, Elsevier, volume 22, issue C, pages 1-26, DOI: 10.1016/j.finmar.2014.11.003.
• He, Peng William & Jarnecic, Elvis & Liu, Yubo, 2015, "The determinants of alternative trading venue market share: Global evidence from the introduction of Chi-X," Journal of Financial Markets, Elsevier, volume 22, issue C, pages 27-49, DOI: 10.1016/j.finmar.2014.10.002.
• Berger, David & Turtle, Harry J., 2015, "Sentiment bubbles," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 59-74, DOI: 10.1016/j.finmar.2015.01.002.
• Jacobs, Heiko & Weber, Martin, 2015, "On the determinants of pairs trading profitability," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 75-97, DOI: 10.1016/j.finmar.2014.12.001.
• Grant, Andrew & Jarnecic, Elvis & Su, Mark, 2015, "Asymmetric effects of sell-side analyst optimism and broker market share by clientele," Journal of Financial Markets, Elsevier, volume 24, issue C, pages 49-65, DOI: 10.1016/j.finmar.2015.04.001.
• Bansal, Naresh & Connolly, Robert A. & Stivers, Chris, 2015, "Equity volatility as a determinant of future term-structure volatility," Journal of Financial Markets, Elsevier, volume 25, issue C, pages 33-51, DOI: 10.1016/j.finmar.2015.05.002.
• Bernales, Alejandro & Guidolin, Massimo, 2015, "Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 1-37, DOI: 10.1016/j.finmar.2015.10.002.
• Park, Yang-Ho, 2015, "Volatility-of-volatility and tail risk hedging returns," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 38-63, DOI: 10.1016/j.finmar.2015.05.003.
• Waisman, Maya & Ye, Pengfei & Zhu, Yun, 2015, "The effect of political uncertainty on the cost of corporate debt," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 106-117, DOI: 10.1016/j.jfs.2015.01.002.
• Jank, Stephan & Wedow, Michael, 2015, "Sturm und Drang in money market funds: When money market funds cease to be narrow," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 59-70, DOI: 10.1016/j.jfs.2014.12.002.
• Chatterjee, Ujjal K., 2015, "Bank liquidity creation and asset market liquidity," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 139-153, DOI: 10.1016/j.jfs.2015.03.006.
• Mora, Nada, 2015, "Creditor recovery: The macroeconomic dependence of industry equilibrium," Journal of Financial Stability, Elsevier, volume 18, issue C, pages 172-186, DOI: 10.1016/j.jfs.2015.04.004.
• Nave, Juan M. & Ruiz, Javier, 2015, "Risk aversion and monetary policy in a global context," Journal of Financial Stability, Elsevier, volume 20, issue C, pages 14-35, DOI: 10.1016/j.jfs.2015.06.001.
• Silva, Paulo Pereira da & Vieira, Carlos & Vieira, Isabel, 2015, "The determinants of CDS open interest dynamics," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 95-109, DOI: 10.1016/j.jfs.2015.09.003.
• Yao, Wenjing & Mei, Bin, 2015, "Assessing forestry-related assets with the intertemporal capital asset pricing model," Forest Policy and Economics, Elsevier, volume 50, issue C, pages 192-199, DOI: 10.1016/j.forpol.2014.06.006.
• Sayim, Mustafa & Rahman, Hamid, 2015, "An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market," Global Finance Journal, Elsevier, volume 26, issue C, pages 1-17, DOI: 10.1016/j.gfj.2015.01.001.
• Shachmurove, Yochanan & Vulanovic, Milos, 2015, "Specified purpose acquisition companies in shipping," Global Finance Journal, Elsevier, volume 26, issue C, pages 64-79, DOI: 10.1016/j.gfj.2015.01.005.
• Alhashel, Bader, 2015, "Does stealth trading coexist with high levels of insider trading? Evidence from Kuwait," Global Finance Journal, Elsevier, volume 27, issue C, pages 112-118, DOI: 10.1016/j.gfj.2015.04.007.
• Chiang, Thomas C. & Zheng, Dazhi, 2015, "Liquidity and stock returns: Evidence from international markets," Global Finance Journal, Elsevier, volume 27, issue C, pages 73-97, DOI: 10.1016/j.gfj.2015.04.005.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015, "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, volume 28, issue C, pages 95-110, DOI: 10.1016/j.gfj.2015.02.001.
• Fillat, José L. & Garetto, Stefania & Oldenski, Lindsay, 2015, "Diversification, cost structure, and the risk premium of multinational corporations," Journal of International Economics, Elsevier, volume 96, issue 1, pages 37-54, DOI: 10.1016/j.jinteco.2015.01.004.
• Dierkes, Thomas & Ortmann, Karl Michael, 2015, "On the efficient utilisation of duration," Insurance: Mathematics and Economics, Elsevier, volume 60, issue C, pages 29-37, DOI: 10.1016/j.insmatheco.2014.11.002.
• Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen, 2015, "State price densities implied from weather derivatives," Insurance: Mathematics and Economics, Elsevier, volume 64, issue C, pages 106-125, DOI: 10.1016/j.insmatheco.2015.05.001.
• Porras, Eva & Ülkü, Numan, 2015, "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 111-126, DOI: 10.1016/j.intfin.2014.11.008.
• Ibikunle, Gbenga, 2015, "Opening and closing price efficiency: Do financial markets need the call auction?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 208-227, DOI: 10.1016/j.intfin.2014.11.014.
• Economou, Fotini & Gavriilidis, Konstantinos & Goyal, Abhinav & Kallinterakis, Vasileios, 2015, "Herding dynamics in exchange groups: Evidence from Euronext," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 228-244, DOI: 10.1016/j.intfin.2014.11.013.
• Nneji, Ogonna, 2015, "Liquidity shocks and stock bubbles," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 132-146, DOI: 10.1016/j.intfin.2014.12.010.
• Stillwagon, Josh R., 2015, "Testing the expectations hypothesis with survey forecasts: The impacts of consumer sentiment and the zero lower bound in an I(2) CVAR," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 85-101, DOI: 10.1016/j.intfin.2015.01.004.
• Chau, Frankie & Kuo, Jing-Ming & Shi, Yukun, 2015, "Arbitrage opportunities and feedback trading in emissions and energy markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 36, issue C, pages 130-147, DOI: 10.1016/j.intfin.2015.02.002.
• Purda, Lynnette & Sonmez, Fatma & Zhong, Ligang, 2015, "Financial institution credit assessment and implications for portfolio managers," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 148-166, DOI: 10.1016/j.intfin.2015.05.018.
• Goddard, John & Kita, Arben & Wang, Qingwei, 2015, "Investor attention and FX market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 79-96, DOI: 10.1016/j.intfin.2015.05.001.
• Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S., 2015, "The effect of security and market order flow shocks on co-movement," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 136-155, DOI: 10.1016/j.intfin.2015.07.005.
• Chiang, Thomas C. & Li, Huimin & Zheng, Dazhi, 2015, "The intertemporal risk-return relationship: Evidence from international markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 156-180, DOI: 10.1016/j.intfin.2015.06.003.
• Lleo, Sébastien & Ziemba, William T., 2015, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 399-425, DOI: 10.1016/j.ijforecast.2015.02.001.
• Haggard, K. Stephen & Howe, John S. & Lynch, Andrew A., 2015, "Do baths muddy the waters or clear the air?," Journal of Accounting and Economics, Elsevier, volume 59, issue 1, pages 105-117, DOI: 10.1016/j.jacceco.2014.09.007.
• Chichernea, Doina C. & Holder, Anthony D. & Petkevich, Alex, 2015, "Does return dispersion explain the accrual and investment anomalies?," Journal of Accounting and Economics, Elsevier, volume 60, issue 1, pages 133-148, DOI: 10.1016/j.jacceco.2014.08.001.
• Bloomfield, Matthew J. & Bloomfield, Robert, 2015, "Discussion of delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 104-109, DOI: 10.1016/j.jacceco.2015.09.001.
• Taylor, Daniel J. & Verrecchia, Robert E., 2015, "Delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 8-32, DOI: 10.1016/j.jacceco.2015.07.002.
• Zhao, Yanping & Chang, Hsu-Ling & Su, Chi-Wei & Nian, Rui, 2015, "Gold bubbles: When are they most likely to occur?," Japan and the World Economy, Elsevier, volume 34, issue , pages 17-23, DOI: 10.1016/j.japwor.2015.03.001.
• 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.
• Sommarat Chantarat & Krirk Pannangpetch & Nattapong Puttanapong & Preesan Rakwatin & Thanasin Tanompongphandh, 2015, "Index-Based Risk Financing and Development of Natural Disaster Insurance Programs in Developing Asian Countries," Risk, Governance and Society, Springer, chapter 0, in: Daniel P. Aldrich & Sothea Oum & Yasuyuki Sawada, "Resilience and Recovery in Asian Disasters", DOI: 10.1007/978-4-431-55022-8_9.
• Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez, 2015, "Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 6, issue 2, pages 207-245, June, DOI: 10.1007/s13209-015-0123-4.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2015, "Long-run Heterogeneity in an Exchange Economy with Fixed-Mix Traders," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/29, 11.