Research classified by Journal of Economic Literature (JEL) codes

2015

• 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.
• Chen, Yangyang & Dou, Paul Y. & Rhee, S. Ghon & Truong, Cameron & Veeraraghavan, Madhu, 2015, "National culture and corporate cash holdings around the world," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 1-18, DOI: 10.1016/j.jbankfin.2014.09.018.
• Das, Sanjiv R. & Kim, Seoyoung, 2015, "Credit spreads with dynamic debt," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 121-140, DOI: 10.1016/j.jbankfin.2014.09.012.
• Gong, Qiang & Liu, Ming & Liu, Qianqiu, 2015, "Momentum is really short-term momentum," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 169-182, DOI: 10.1016/j.jbankfin.2014.10.002.
• Wang, Junbo & Wu, Chunchi, 2015, "Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 183-203, DOI: 10.1016/j.jbankfin.2014.10.003.
• Friederich, Sylvain & Payne, Richard, 2015, "Order-to-trade ratios and market liquidity," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 214-223, DOI: 10.1016/j.jbankfin.2014.10.005.
• Fouquau, Julien & Spieser, Philippe K., 2015, "Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 632-643, DOI: 10.1016/j.jbankfin.2014.03.039.
• Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten, 2015, "Measuring the liquidity part of volume," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 92-105, DOI: 10.1016/j.jbankfin.2014.09.007.
• Neely, Christopher J., 2015, "Unconventional monetary policy had large international effects," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 101-111, DOI: 10.1016/j.jbankfin.2014.11.019.
• Lin, Tse-Chun & Lu, Xiaolong, 2015, "Why do options prices predict stock returns? Evidence from analyst tipping," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 17-28, DOI: 10.1016/j.jbankfin.2014.11.008.
• Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015, "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 217-229, DOI: 10.1016/j.jbankfin.2014.12.008.
• Mele, Antonio & Obayashi, Yoshiki & Shalen, Catherine, 2015, "Rate fears gauges and the dynamics of fixed income and equity volatilities," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 256-265, DOI: 10.1016/j.jbankfin.2014.04.030.
• Bo, Lijun & Capponi, Agostino, 2015, "Counterparty risk for CDS: Default clustering effects," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 29-42, DOI: 10.1016/j.jbankfin.2014.11.010.
• Duong, Truong X. & Huszár, Zsuzsa R. & Yamada, Takeshi, 2015, "The costs and benefits of short sale disclosure," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 124-139, DOI: 10.1016/j.jbankfin.2014.12.014.
• He, Xue-Zhong & Li, Kai, 2015, "Profitability of time series momentum," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 140-157, DOI: 10.1016/j.jbankfin.2014.12.017.
• Baldeaux, Jan & Grasselli, Martino & Platen, Eckhard, 2015, "Pricing currency derivatives under the benchmark approach," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 34-48, DOI: 10.1016/j.jbankfin.2014.11.018.
• Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano, 2015, "Local IPOs, local delistings, and the firm location premium," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 67-83, DOI: 10.1016/j.jbankfin.2014.12.012.
• Bertone, Stephen & Paeglis, Imants & Ravi, Rahul, 2015, "(How) has the market become more efficient?," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 72-86, DOI: 10.1016/j.jbankfin.2014.12.019.
• Gençay, Ramazan & Signori, Daniele & Xue, Yi & Yu, Xiao & Zhang, Keyi, 2015, "Economic links and credit spreads," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 157-169, DOI: 10.1016/j.jbankfin.2015.02.007.
• Perrakis, Stylianos & Zhong, Rui, 2015, "Credit spreads and state-dependent volatility: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 215-231, DOI: 10.1016/j.jbankfin.2015.02.017.
• Baek, Seungho & Bilson, John F.O., 2015, "Size and value risk in financial firms," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 295-326, DOI: 10.1016/j.jbankfin.2014.02.011.
• Leung, Henry & Ton, Thai, 2015, "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 37-55, DOI: 10.1016/j.jbankfin.2015.01.009.
• Huang, Tao & Wu, Fei & Yu, Jing & Zhang, Bohui, 2015, "International political risk and government bond pricing," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 393-405, DOI: 10.1016/j.jbankfin.2014.08.003.
• Ahn, Seryoong & Choi, Kyoung Jin & Koo, Hyeng Keun, 2015, "A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 9-22, DOI: 10.1016/j.jbankfin.2015.01.019.
• Panopoulou, Ekaterini & Vrontos, Spyridon, 2015, "Hedge fund return predictability; To combine forecasts or combine information?," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 103-122, DOI: 10.1016/j.jbankfin.2015.03.004.
• De Santis, Roberto A. & Stein, Michael, 2015, "Financial indicators signaling correlation changes in sovereign bond markets," Journal of Banking & Finance, Elsevier, volume 56, issue C, pages 86-102, DOI: 10.1016/j.jbankfin.2015.02.018.
• Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni, 2015, "A new approach to measuring riskiness in the equity market: Implications for the risk premium," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 101-117, DOI: 10.1016/j.jbankfin.2015.03.005.
• Ahmed, Shamim & Valente, Giorgio, 2015, "Understanding the price of volatility risk in carry trades," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 118-129, DOI: 10.1016/j.jbankfin.2015.04.002.
• Schuster, Philipp & Uhrig-Homburg, Marliese, 2015, "Limits to arbitrage and the term structure of bond illiquidity premiums," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 143-159, DOI: 10.1016/j.jbankfin.2014.10.016.
• Walkshäusl, Christian, 2015, "Equity financing activities and European value-growth returns," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 27-40, DOI: 10.1016/j.jbankfin.2015.04.008.
• Chen, Linda H. & Dyl, Edward A. & Jiang, George J. & Juneja, Januj A., 2015, "Risk, illiquidity or marketability: What matters for the discounts on private equity placements?," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 41-50, DOI: 10.1016/j.jbankfin.2015.03.009.
• Tarsalewska, Monika, 2015, "The timing of mergers along the production chain, capital structure, and risk dynamics," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 51-64, DOI: 10.1016/j.jbankfin.2015.03.014.
• Jacobs, Heiko, 2015, "What explains the dynamics of 100 anomalies?," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 65-85, DOI: 10.1016/j.jbankfin.2015.03.006.
• Correia, Ricardo & Población, Javier, 2015, "A structural model with Explicit Distress," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 112-130, DOI: 10.1016/j.jbankfin.2015.03.011.
• Leippold, Markus & Su, Lujing, 2015, "Collateral smile," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 15-28, DOI: 10.1016/j.jbankfin.2015.03.019.
• Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand, 2015, "Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 179-193, DOI: 10.1016/j.jbankfin.2015.03.018.
• Choi, Jaehyung & Kim, Young Shin & Mitov, Ivan, 2015, "Reward-risk momentum strategies using classical tempered stable distribution," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 194-213, DOI: 10.1016/j.jbankfin.2015.05.002.
• Levy, Moshe & Levy, Haim, 2015, "Keeping up with the Joneses and optimal diversification," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 29-38, DOI: 10.1016/j.jbankfin.2015.04.012.
• Oestreich, A. Marcel & Tsiakas, Ilias, 2015, "Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 294-308, DOI: 10.1016/j.jbankfin.2015.05.005.
• Zhang, Yue, 2015, "The securitization of gold and its potential impact on gold stocks," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 309-326, DOI: 10.1016/j.jbankfin.2015.03.016.
• Kaplanski, Guy & Levy, Haim, 2015, "Trading breaks and asymmetric information: The option markets," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 390-404, DOI: 10.1016/j.jbankfin.2015.05.010.
• Barinov, Alexander, 2015, "Why does higher variability of trading activity predict lower expected returns?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 457-470, DOI: 10.1016/j.jbankfin.2015.05.014.
• Gozzi, Juan Carlos & Levine, Ross & Martinez Peria, Maria Soledad & Schmukler, Sergio L., 2015, "How firms use corporate bond markets under financial globalization," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 532-551, DOI: 10.1016/j.jbankfin.2015.03.017.
• Fricke, Christoph & Menkhoff, Lukas, 2015, "Financial conditions, macroeconomic factors and disaggregated bond excess returns," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 80-94, DOI: 10.1016/j.jbankfin.2015.03.015.
• Barsotti, Flavia & Viva, Luca Del, 2015, "Performance and determinants of the Merton structural model: Evidence from hedging coefficients," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 95-111, DOI: 10.1016/j.jbankfin.2015.04.007.
• Angelidis, Timotheos & Sakkas, Athanasios & Tessaromatis, Nikolaos, 2015, "Stock market dispersion, the business cycle and expected factor returns," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 265-279, DOI: 10.1016/j.jbankfin.2015.04.025.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2015, "High frequency trading and end-of-day price dislocation," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 330-349, DOI: 10.1016/j.jbankfin.2015.06.011.
• Cao, Viet Nga, 2015, "What explains the value premium? The case of adjustment costs, operating leverage and financial leverage," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 350-366, DOI: 10.1016/j.jbankfin.2015.04.033.
• Stellner, Christoph & Klein, Christian & Zwergel, Bernhard, 2015, "Corporate social responsibility and Eurozone corporate bonds: The moderating role of country sustainability," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 538-549, DOI: 10.1016/j.jbankfin.2015.04.032.
• Duyvesteyn, Johan & de Zwart, Gerben, 2015, "Riding the swaption curve," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 57-75, DOI: 10.1016/j.jbankfin.2015.05.012.
• Chung, Dennis Y. & Hrazdil, Karel & Trottier, Kim, 2015, "On the efficiency of intra-industry information transfers: The dilution of the overreaction anomaly," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 153-167, DOI: 10.1016/j.jbankfin.2015.08.013.
• Cai, Yu & Lau, Sie Ting, 2015, "Informed trading around earnings and mutual fund alphas," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 168-180, DOI: 10.1016/j.jbankfin.2015.08.008.
• Callen, Jeffrey L. & Fang, Xiaohua, 2015, "Short interest and stock price crash risk," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 181-194, DOI: 10.1016/j.jbankfin.2015.08.009.
• Malagon, Juliana & Moreno, David & Rodríguez, Rosa, 2015, "The idiosyncratic volatility anomaly: Corporate investment or investor mispricing?," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 224-238, DOI: 10.1016/j.jbankfin.2015.08.014.
• Goto, Shingo & Xiao, Gang & Xu, Yan, 2015, "As told by the supplier: Trade credit and the cross section of stock returns," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 296-309, DOI: 10.1016/j.jbankfin.2015.08.030.
• Cai, Zongwu & Ren, Yu & Yang, Bingduo, 2015, "A semiparametric conditional capital asset pricing model," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 117-126, DOI: 10.1016/j.jbankfin.2015.09.002.
• Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia, 2015, "The liquidity premium in CDS transaction prices: Do frictions matter?," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 184-205, DOI: 10.1016/j.jbankfin.2015.08.024.
• Rau, Holger A., 2015, "The disposition effect in team investment decisions: Experimental evidence," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 272-282, DOI: 10.1016/j.jbankfin.2015.09.015.
• Christoffersen, Peter & Feunou, Bruno & Jeon, Yoontae, 2015, "Option valuation with observable volatility and jump dynamics," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 101-120, DOI: 10.1016/j.jbankfin.2015.08.002.
• He, Zhongzhi (Lawrence) & Zhu, Jie & Zhu, Xiaoneng, 2015, "Multi-factor volatility and stock returns," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 132-149, DOI: 10.1016/j.jbankfin.2015.09.013.

2014

• Poghosyan, Tigran, 2014, "Long-run and short-run determinants of sovereign bond yields in advanced economies," Economic Systems, Elsevier, volume 38, issue 1, pages 100-114, DOI: 10.1016/j.ecosys.2013.07.008.
• Dungey, Mardi & Gajurel, Dinesh, 2014, "Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies," Economic Systems, Elsevier, volume 38, issue 2, pages 161-177, DOI: 10.1016/j.ecosys.2013.10.003.
• Sharma, Susan Sunila & Narayan, Paresh Kumar & Zheng, Xinwei, 2014, "An analysis of firm and market volatility," Economic Systems, Elsevier, volume 38, issue 2, pages 205-220, DOI: 10.1016/j.ecosys.2013.12.003.
• Gómez-González, José Eduardo & Sanabria-Buenaventura, Elioth Mirsha, 2014, "Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange," Economic Systems, Elsevier, volume 38, issue 2, pages 261-268, DOI: 10.1016/j.ecosys.2013.09.003.
• Broadstock, David C. & Wang, Rui & Zhang, Dayong, 2014, "Direct and indirect oil shocks and their impacts upon energy related stocks," Economic Systems, Elsevier, volume 38, issue 3, pages 451-467, DOI: 10.1016/j.ecosys.2014.02.002.
• Che-Yahya, Norliza & Abdul-Rahim, Ruzita & Yong, Othman, 2014, "Influence of institutional investors' participation on flipping activity of Malaysian IPOs," Economic Systems, Elsevier, volume 38, issue 4, pages 470-486, DOI: 10.1016/j.ecosys.2014.03.002.
• Cheung, Stephen L. & Hedegaard, Morten & Palan, Stefan, 2014, "To see is to believe: Common expectations in experimental asset markets," European Economic Review, Elsevier, volume 66, issue C, pages 84-96, DOI: 10.1016/j.euroecorev.2013.11.009.
• Lundtofte, Frederik & Leoni, Patrick, 2014, "Growth forecasts, belief manipulation and capital markets," European Economic Review, Elsevier, volume 70, issue C, pages 108-125, DOI: 10.1016/j.euroecorev.2014.04.003.
• Lansing, Kevin J. & LeRoy, Stephen F., 2014, "Risk aversion, investor information and stock market volatility," European Economic Review, Elsevier, volume 70, issue C, pages 88-107, DOI: 10.1016/j.euroecorev.2014.03.009.
• Cheng, Ai-Ru & Jahan-Parvar, Mohammad R., 2014, "Risk–return trade-off in the pacific basin equity markets," Emerging Markets Review, Elsevier, volume 18, issue C, pages 123-140, DOI: 10.1016/j.ememar.2014.01.004.
• Zinna, Gabriele, 2014, "Identifying risks in emerging market sovereign and corporate bond spreads," Emerging Markets Review, Elsevier, volume 20, issue C, pages 1-22, DOI: 10.1016/j.ememar.2014.05.002.
• Csontó, Balázs, 2014, "Emerging market sovereign bond spreads and shifts in global market sentiment," Emerging Markets Review, Elsevier, volume 20, issue C, pages 58-74, DOI: 10.1016/j.ememar.2014.05.003.
• Kodongo, Odongo & Ojah, Kalu, 2014, "Conditional pricing of currency risk in Africa's equity markets," Emerging Markets Review, Elsevier, volume 21, issue C, pages 133-155, DOI: 10.1016/j.ememar.2014.08.005.
• Hung, Chi-Hsiou D. & Banerjee, Anurag N., 2014, "How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?," Emerging Markets Review, Elsevier, volume 21, issue C, pages 67-81, DOI: 10.1016/j.ememar.2014.08.001.
• Huang, Lin & Wu, Jia & Zhang, Rui, 2014, "Exchange risk and asset returns: A theoretical and empirical study of an open economy asset pricing model," Emerging Markets Review, Elsevier, volume 21, issue C, pages 96-116, DOI: 10.1016/j.ememar.2014.08.002.
• Kim, Soon-Ho & Lee, Kuan-Hui, 2014, "Pricing of liquidity risks: Evidence from multiple liquidity measures," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 112-133, DOI: 10.1016/j.jempfin.2013.11.008.
• Xiang, Ju & Zhu, Xiaoneng, 2014, "Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 134-148, DOI: 10.1016/j.jempfin.2013.10.008.
• Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano, 2014, "Regime switches in the risk–return trade-off," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 118-138, DOI: 10.1016/j.jempfin.2014.06.007.
• Roll, Richard & Schwartz, Eduardo & Subrahmanyam, Avanidhar, 2014, "Trading activity in the equity market and its contingent claims: An empirical investigation," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 13-35, DOI: 10.1016/j.jempfin.2014.05.007.
• Chourdakis, Kyriakos & Dendramis, Yiannis & Tzavalis, Elias, 2014, "Are regime-shift sources of risk priced in the market?," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 151-170, DOI: 10.1016/j.jempfin.2014.06.004.
• Rose, Annica, 2014, "The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 171-184, DOI: 10.1016/j.jempfin.2014.06.003.
• McKenzie, Michael & Satchell, Stephen & Wongwachara, Warapong, 2014, "Converting true returns into reported returns: A general theory of linear smoothing and anti-smoothing," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 215-229, DOI: 10.1016/j.jempfin.2014.07.003.
• Møller, Stig V. & Nørholm, Henrik & Rangvid, Jesper, 2014, "Consumer confidence or the business cycle: What matters more for European expected returns?," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 230-248, DOI: 10.1016/j.jempfin.2014.07.004.
• Sizova, Natalia, 2014, "A frequency-domain alternative to long-horizon regressions with application to return predictability," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 261-272, DOI: 10.1016/j.jempfin.2014.03.002.
• Haghani, Shermineh, 2014, "Modeling hedge fund lifetimes: A dependent competing risks framework with latent exit types," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 291-320, DOI: 10.1016/j.jempfin.2014.03.006.
• Aslanidis, Nektarios & Christiansen, Charlotte, 2014, "Quantiles of the realized stock–bond correlation and links to the macroeconomy," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 321-331, DOI: 10.1016/j.jempfin.2014.03.007.
• Mao, Mike Qinghao & Wei, K.C. John, 2014, "Price and earnings momentum: An explanation using return decomposition," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 332-351, DOI: 10.1016/j.jempfin.2014.04.003.
• Tse, Yiu-Kuen & Dong, Yingjie, 2014, "Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 352-361, DOI: 10.1016/j.jempfin.2014.04.004.
• Jiang, Danling & Peterson, David R. & Doran, James S., 2014, "Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 36-59, DOI: 10.1016/j.jempfin.2014.05.005.
• Martens, Martin & van Oord, Arco, 2014, "Hedging the time-varying risk exposures of momentum returns," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 78-89, DOI: 10.1016/j.jempfin.2014.05.006.
• Moorman, Theodore, 2014, "An empirical investigation of methods to reduce transaction costs," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 230-246, DOI: 10.1016/j.jempfin.2014.09.004.
• Chen, Tsung-Kang & Liao, Hsien-Hsing & Chen, Wei-Lun, 2014, "Production efficiency uncertainty and corporate credit risk: Structural form credit model perspectives," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 266-280, DOI: 10.1016/j.jempfin.2014.08.003.
• Gelain, Paolo & Lansing, Kevin J., 2014, "House prices, expectations, and time-varying fundamentals," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 3-25, DOI: 10.1016/j.jempfin.2014.05.002.
• Leippold, Markus & Lohre, Harald, 2014, "The dispersion effect in international stock returns," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 331-342, DOI: 10.1016/j.jempfin.2014.09.001.
• Kim, Kun Ho, 2014, "Counter-cyclical risk aversion," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 384-401, DOI: 10.1016/j.jempfin.2014.09.005.
• Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid, 2014, "Oil price risk exposure: The case of the U.S. Travel and Leisure Industry," Energy Economics, Elsevier, volume 41, issue C, pages 117-124, DOI: 10.1016/j.eneco.2013.09.028.
• Lin, Boqiang & Wesseh, Presley K. & Appiah, Michael Owusu, 2014, "Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectiveness," Energy Economics, Elsevier, volume 42, issue C, pages 172-182, DOI: 10.1016/j.eneco.2013.12.017.
• Cunado, Juncal & Perez de Gracia, Fernando, 2014, "Oil price shocks and stock market returns: Evidence for some European countries," Energy Economics, Elsevier, volume 42, issue C, pages 365-377, DOI: 10.1016/j.eneco.2013.10.017.
• Palao, Fernando & Pardo, Ángel, 2014, "What makes carbon traders cluster their orders?," Energy Economics, Elsevier, volume 43, issue C, pages 158-165, DOI: 10.1016/j.eneco.2014.03.003.
• Koch, Nicolas, 2014, "Tail events: A new approach to understanding extreme energy commodity prices," Energy Economics, Elsevier, volume 43, issue C, pages 195-205, DOI: 10.1016/j.eneco.2014.02.015.
• Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan, 2014, "The impact of oil price shocks on U.S. bond market returns," Energy Economics, Elsevier, volume 44, issue C, pages 248-258, DOI: 10.1016/j.eneco.2014.04.009.
• Bianconi, Marcelo & Yoshino, Joe A., 2014, "Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector," Energy Economics, Elsevier, volume 45, issue C, pages 19-32, DOI: 10.1016/j.eneco.2014.06.018.
• Kolodziej, Marek & Kaufmann, Robert K. & Kulatilaka, Nalin & Bicchetti, David & Maystre, Nicolas, 2014, "Crude oil: Commodity or financial asset?," Energy Economics, Elsevier, volume 46, issue C, pages 216-223, DOI: 10.1016/j.eneco.2014.09.006.
• Sanders, Dwight R. & Irwin, Scott H., 2014, "Energy futures prices and commodity index investment: New evidence from firm-level position data," Energy Economics, Elsevier, volume 46, issue S1, pages 57-68, DOI: 10.1016/j.eneco.2014.09.005.
• Creti, Anna & Ftiti, Zied & Guesmi, Khaled, 2014, "Oil price and financial markets: Multivariate dynamic frequency analysis," Energy Policy, Elsevier, volume 73, issue C, pages 245-258, DOI: 10.1016/j.enpol.2014.05.057.
• Annaert, Jan & Mensah, Lord, 2014, "Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)," Explorations in Economic History, Elsevier, volume 52, issue C, pages 22-43, DOI: 10.1016/j.eeh.2013.10.002.
• Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2014, "Trend following, risk parity and momentum in commodity futures," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 1-12, DOI: 10.1016/j.irfa.2013.10.001.
• Zaevski, Tsvetelin S. & Kim, Young Shin & Fabozzi, Frank J., 2014, "Option pricing under stochastic volatility and tempered stable Lévy jumps," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 101-108, DOI: 10.1016/j.irfa.2013.10.004.
• Al-Khazali, Osamah, 2014, "Revisiting fast profit investor sentiment and stock returns during Ramadan," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 158-170, DOI: 10.1016/j.irfa.2014.02.003.
• Kearney, Colm & Liu, Sha, 2014, "Textual sentiment in finance: A survey of methods and models," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 171-185, DOI: 10.1016/j.irfa.2014.02.006.
• Smimou, K., 2014, "Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 186-209, DOI: 10.1016/j.irfa.2014.02.009.
• Simlai, Prodosh, 2014, "Persistence of ex-ante volatility and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 253-261, DOI: 10.1016/j.irfa.2014.03.002.
• Christiansen, Charlotte, 2014, "Classifying returns as extreme: European stock and bond markets," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 1-4, DOI: 10.1016/j.irfa.2014.05.004.
• Ye, Qing & Turner, John D., 2014, "The cross-section of stock returns in an early stock market," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 114-123, DOI: 10.1016/j.irfa.2014.05.007.
• Strydom, Maria & Skully, Michael & Veeraraghavan, Madhu, 2014, "Is the accrual anomaly robust to firm-level analysis?," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 157-165, DOI: 10.1016/j.irfa.2014.06.001.
• ap Gwilym, O. & Kita, A. & Wang, Q., 2014, "Speculate against speculative demand," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 212-221, DOI: 10.1016/j.irfa.2014.03.001.
• De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014, "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 31-43, DOI: 10.1016/j.irfa.2014.04.003.
• Cho, Sungjun, 2014, "What drives stochastic risk aversion?," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 44-63, DOI: 10.1016/j.irfa.2014.05.006.
• Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C., 2014, "Corporate yield spreads and real interest rates," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 89-100, DOI: 10.1016/j.irfa.2014.05.009.
• Urquhart, Andrew & McGroarty, Frank, 2014, "Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 154-166, DOI: 10.1016/j.irfa.2014.08.003.
• Zhong, Angel & Limkriangkrai, Manapon & Gray, Philip, 2014, "Anomalies, risk adjustment and seasonality: Australian evidence," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 207-218, DOI: 10.1016/j.irfa.2014.09.004.
• Le, Van & Zurbruegg, Ralf, 2014, "Forecasting option smile dynamics," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 32-45, DOI: 10.1016/j.irfa.2014.07.006.
• McMillan, David G., 2014, "Stock return, dividend growth and consumption growth predictability across markets and time: Implications for stock price movement," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 90-101, DOI: 10.1016/j.irfa.2014.07.011.
• Møller, Stig V., 2014, "GDP growth and the yield curvature," Finance Research Letters, Elsevier, volume 11, issue 1, pages 1-7, DOI: 10.1016/j.frl.2013.05.002.
• Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Pınar, Mustafa Ç, 2014, "Optimal multi-period consumption and investment with short-sale constraints," Finance Research Letters, Elsevier, volume 11, issue 1, pages 16-24, DOI: 10.1016/j.frl.2013.05.007.
• Spencer, Peter, 2014, "The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default," Finance Research Letters, Elsevier, volume 11, issue 1, pages 8-15, DOI: 10.1016/j.frl.2013.05.006.
• Dichtl, Hubert & Drobetz, Wolfgang, 2014, "Are stock markets really so inefficient? The case of the “Halloween Indicator”," Finance Research Letters, Elsevier, volume 11, issue 2, pages 112-121, DOI: 10.1016/j.frl.2013.10.001.
• Magron, Camille, 2014, "Investors’ aspirations and portfolio performance," Finance Research Letters, Elsevier, volume 11, issue 2, pages 153-160, DOI: 10.1016/j.frl.2013.09.001.
• Jarrow, Robert, 2014, "Computing present values: Capital budgeting done correctly," Finance Research Letters, Elsevier, volume 11, issue 3, pages 183-193, DOI: 10.1016/j.frl.2014.05.001.
• Tsai, Wei-Che, 2014, "Improved method for static replication under the CEV model," Finance Research Letters, Elsevier, volume 11, issue 3, pages 194-202, DOI: 10.1016/j.frl.2014.04.004.
• Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2014, "Unconventional monetary policies and the corporate bond market," Finance Research Letters, Elsevier, volume 11, issue 3, pages 203-212, DOI: 10.1016/j.frl.2014.04.003.
• Leirvik, Thomas, 2014, "The bond–stock mix under time-varying interest rates and predictable stock returns," Finance Research Letters, Elsevier, volume 11, issue 3, pages 231-237, DOI: 10.1016/j.frl.2014.02.006.
• Chionis, Dionysios & Pragidis, Ioannis & Schizas, Panagiotis, 2014, "Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era," Finance Research Letters, Elsevier, volume 11, issue 3, pages 254-258, DOI: 10.1016/j.frl.2014.02.003.
• Kim, Soo-Hyun & Kang, Hyoung-Goo, 2014, "A new strategy using term-structure dynamics of commodity futures," Finance Research Letters, Elsevier, volume 11, issue 3, pages 282-288, DOI: 10.1016/j.frl.2013.11.007.
• Lindaas, Knut F. & Simlai, Prodosh, 2014, "The value premium, aggregate risk innovations, and average stock returns," Finance Research Letters, Elsevier, volume 11, issue 3, pages 303-317, DOI: 10.1016/j.frl.2014.06.001.
• Medovikov, Ivan, 2014, "Can analysts predict rallies better than crashes?," Finance Research Letters, Elsevier, volume 11, issue 4, pages 319-325, DOI: 10.1016/j.frl.2014.08.001.
• Guo, Biao & Luo, Xingguo & Zhang, Ziding, 2014, "Sell in May and Go Away: Evidence from China," Finance Research Letters, Elsevier, volume 11, issue 4, pages 362-368, DOI: 10.1016/j.frl.2014.10.001.
• Michis, Antonis A., 2014, "Investing in gold: Individual asset risk in the long run," Finance Research Letters, Elsevier, volume 11, issue 4, pages 369-374, DOI: 10.1016/j.frl.2014.07.008.
• Tsai, Hui-Ju & Wu, Yangru, 2014, "Optimal portfolio choice for investors with industry-specific labor income risks," Finance Research Letters, Elsevier, volume 11, issue 4, pages 429-436, DOI: 10.1016/j.frl.2014.07.004.
• Zhu, Yanjian & Zhu, Xiaoneng, 2014, "European business cycles and stock return predictability," Finance Research Letters, Elsevier, volume 11, issue 4, pages 446-453, DOI: 10.1016/j.frl.2014.10.002.
• Onan, Mustafa & Salih, Aslihan & Yasar, Burze, 2014, "Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX," Finance Research Letters, Elsevier, volume 11, issue 4, pages 454-462, DOI: 10.1016/j.frl.2014.07.006.
• Lin, Ji-Chai & Singh, Ajai K. & Sun, Ping-Wen (Steven) & Yu, Wen, 2014, "Price delay premium and liquidity risk," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 150-173, DOI: 10.1016/j.finmar.2012.12.001.
• de Frutos, M. Ángeles & Manzano, Carolina, 2014, "Market transparency, market quality, and sunshine trading," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 174-198, DOI: 10.1016/j.finmar.2013.06.001.
• Nimalendran, Mahendrarajah & Ray, Sugata, 2014, "Informational linkages between dark and lit trading venues," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 230-261, DOI: 10.1016/j.finmar.2013.02.003.
• Easley, David & Hendershott, Terrence & Ramadorai, Tarun, 2014, "Leveling the trading field," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 65-93, DOI: 10.1016/j.finmar.2013.06.003.