Research classified by Journal of Economic Literature (JEL) codes

2014

• Pantzalis, Christos & Park, Jung Chul, 2014, "Exuberance out of left field: Do sports results cause investors to take their eyes off the ball?," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 760-780, DOI: 10.1016/j.jebo.2014.04.017.
• Lugovskyy, Volodymyr & Puzzello, Daniela & Tucker, Steven & Williams, Arlington, 2014, "Asset-holdings caps and bubbles in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 781-797, DOI: 10.1016/j.jebo.2014.04.021.
• Fellner-Röhling, Gerlinde & Krügel, Sebastian, 2014, "Judgmental overconfidence and trading activity," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 827-842, DOI: 10.1016/j.jebo.2014.04.016.
• Vozlyublennaia, Nadia & Meshcheryakov, Artem, 2014, "Dynamic correlation structure and security risk," Journal of Economics and Business, Elsevier, volume 73, issue C, pages 48-64, DOI: 10.1016/j.jeconbus.2014.01.003.
• Sum, Vichet, 2014, "Dynamic effects of financial stress on the U.S. real estate market performance," Journal of Economics and Business, Elsevier, volume 75, issue C, pages 80-92, DOI: 10.1016/j.jeconbus.2014.06.002.
• Aristei, David & Martelli, Duccio, 2014, "Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries," Journal of Economics and Business, Elsevier, volume 76, issue C, pages 55-84, DOI: 10.1016/j.jeconbus.2014.08.001.
• Battaglia, Francesca & Gallo, Angela & Mazzuca, Maria, 2014, "Securitized banking and the Euro financial crisis: Evidence from the Italian banks risk-taking," Journal of Economics and Business, Elsevier, volume 76, issue C, pages 85-100, DOI: 10.1016/j.jeconbus.2014.02.003.
• Allen, Franklin & Vayanos, Dimitri & Vives, Xavier, 2014, "Introduction to financial economics," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 1-14, DOI: 10.1016/j.jet.2013.10.007.
• Kovalenkov, Alexander & Vives, Xavier, 2014, "Competitive rational expectations equilibria without apology," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 211-235, DOI: 10.1016/j.jet.2013.05.002.
• Albuquerque, Rui & Miao, Jianjun, 2014, "Advance information and asset prices," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 236-275, DOI: 10.1016/j.jet.2013.06.001.
• Gorton, Gary B. & He, Ping & Huang, Lixin, 2014, "Agency-based asset pricing," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 311-349, DOI: 10.1016/j.jet.2012.09.017.
• Chambers, Robert G. & Grant, Simon & Polak, Ben & Quiggin, John, 2014, "A two-parameter model of dispersion aversion," Journal of Economic Theory, Elsevier, volume 150, issue C, pages 611-641, DOI: 10.1016/j.jet.2013.08.004.
• Barlevy, Gadi, 2014, "A leverage-based model of speculative bubbles," Journal of Economic Theory, Elsevier, volume 153, issue C, pages 459-505, DOI: 10.1016/j.jet.2014.07.012.
• Dionne, Georges & Li, Jingyuan, 2014, "When can expected utility handle first-order risk aversion?," Journal of Economic Theory, Elsevier, volume 154, issue C, pages 403-422, DOI: 10.1016/j.jet.2014.09.019.
• Chabi-Yo, Fousseni & Leisen, Dietmar P.J. & Renault, Eric, 2014, "Aggregation of preferences for skewed asset returns," Journal of Economic Theory, Elsevier, volume 154, issue C, pages 453-489, DOI: 10.1016/j.jet.2014.09.020.
• Bhamra, Harjoat S. & Coeurdacier, Nicolas & Guibaud, Stéphane, 2014, "A dynamic equilibrium model of imperfectly integrated financial markets," Journal of Economic Theory, Elsevier, volume 154, issue C, pages 490-542, DOI: 10.1016/j.jet.2014.09.011.
• Frazzini, Andrea & Pedersen, Lasse Heje, 2014, "Betting against beta," Journal of Financial Economics, Elsevier, volume 111, issue 1, pages 1-25, DOI: 10.1016/j.jfineco.2013.10.005.
• Manela, Asaf, 2014, "The value of diffusing information," Journal of Financial Economics, Elsevier, volume 111, issue 1, pages 181-199, DOI: 10.1016/j.jfineco.2013.10.007.
• Roussanov, Nikolai, 2014, "Composition of wealth, conditioning information, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 111, issue 2, pages 352-380, DOI: 10.1016/j.jfineco.2013.10.010.
• Das, Sanjiv & Kalimipalli, Madhu & Nayak, Subhankar, 2014, "Did CDS trading improve the market for corporate bonds?," Journal of Financial Economics, Elsevier, volume 111, issue 2, pages 495-525, DOI: 10.1016/j.jfineco.2013.11.004.
• Lustig, Hanno & Roussanov, Nikolai & Verdelhan, Adrien, 2014, "Countercyclical currency risk premia," Journal of Financial Economics, Elsevier, volume 111, issue 3, pages 527-553, DOI: 10.1016/j.jfineco.2013.12.005.
• Banerjee, Snehal & Graveline, Jeremy J., 2014, "Trading in derivatives when the underlying is scarce," Journal of Financial Economics, Elsevier, volume 111, issue 3, pages 589-608, DOI: 10.1016/j.jfineco.2013.11.008.
• Hu, Jianfeng, 2014, "Does option trading convey stock price information?," Journal of Financial Economics, Elsevier, volume 111, issue 3, pages 625-645, DOI: 10.1016/j.jfineco.2013.12.004.
• Nyborg, Kjell G. & Östberg, Per, 2014, "Money and liquidity in financial markets," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 30-52, DOI: 10.1016/j.jfineco.2013.12.003.
• Ornthanalai, Chayawat, 2014, "Lévy jump risk: Evidence from options and returns," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 69-90, DOI: 10.1016/j.jfineco.2013.11.009.
• Loon, Yee Cheng & Zhong, Zhaodong Ken, 2014, "The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 91-115, DOI: 10.1016/j.jfineco.2013.12.001.
• Novy-Marx, Robert, 2014, "Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars," Journal of Financial Economics, Elsevier, volume 112, issue 2, pages 137-146, DOI: 10.1016/j.jfineco.2014.02.002.
• Savov, Alexi, 2014, "The price of skill: Performance evaluation by households," Journal of Financial Economics, Elsevier, volume 112, issue 2, pages 213-231, DOI: 10.1016/j.jfineco.2013.11.005.
• Hoffmann, Peter, 2014, "A dynamic limit order market with fast and slow traders," Journal of Financial Economics, Elsevier, volume 113, issue 1, pages 156-169, DOI: 10.1016/j.jfineco.2014.04.002.
• Savor, Pavel & Wilson, Mungo, 2014, "Asset pricing: A tale of two days," Journal of Financial Economics, Elsevier, volume 113, issue 2, pages 171-201, DOI: 10.1016/j.jfineco.2014.04.005.
• Hanson, Samuel G., 2014, "Mortgage convexity," Journal of Financial Economics, Elsevier, volume 113, issue 2, pages 270-299, DOI: 10.1016/j.jfineco.2014.05.002.
• Jurek, Jakub W., 2014, "Crash-neutral currency carry trades," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 325-347, DOI: 10.1016/j.jfineco.2014.05.004.
• Filipova, Kameliya & Audrino, Francesco & De Giorgi, Enrico, 2014, "Monetary policy regimes: Implications for the yield curve and bond pricing," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 427-454, DOI: 10.1016/j.jfineco.2014.05.006.
• Conrad, Jennifer & Kapadia, Nishad & Xing, Yuhang, 2014, "Death and jackpot: Why do individual investors hold overpriced stocks?," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 455-475, DOI: 10.1016/j.jfineco.2014.04.001.
• Jankowitsch, Rainer & Nagler, Florian & Subrahmanyam, Marti G., 2014, "The determinants of recovery rates in the US corporate bond market," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 155-177, DOI: 10.1016/j.jfineco.2014.06.001.
• Lai, Sandy & Ng, Lilian & Zhang, Bohui, 2014, "Does PIN affect equity prices around the world?," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 178-195, DOI: 10.1016/j.jfineco.2014.06.005.
• So, Eric C. & Wang, Sean, 2014, "News-driven return reversals: Liquidity provision ahead of earnings announcements," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 20-35, DOI: 10.1016/j.jfineco.2014.06.009.
• Johnson, Timothy C. & Lee, Jaehoon, 2014, "On the systematic volatility of unpriced earnings," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 84-104, DOI: 10.1016/j.jfineco.2014.05.012.
• Lettau, Martin & Maggiori, Matteo & Weber, Michael, 2014, "Conditional risk premia in currency markets and other asset classes," Journal of Financial Economics, Elsevier, volume 114, issue 2, pages 197-225, DOI: 10.1016/j.jfineco.2014.07.001.
• Carlin, Bruce I. & Longstaff, Francis A. & Matoba, Kyle, 2014, "Disagreement and asset prices," Journal of Financial Economics, Elsevier, volume 114, issue 2, pages 226-238, DOI: 10.1016/j.jfineco.2014.06.007.
• Jiang, Hao & Sun, Zheng, 2014, "Dispersion in beliefs among active mutual funds and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 114, issue 2, pages 341-365, DOI: 10.1016/j.jfineco.2014.06.003.
• Hendershott, Terrence & Menkveld, Albert J., 2014, "Price pressures," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 405-423, DOI: 10.1016/j.jfineco.2014.08.001.
• Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2014, "Forecasting stock returns under economic constraints," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 517-553, DOI: 10.1016/j.jfineco.2014.07.015.
• Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2014, "The long of it: Odds that investor sentiment spuriously predicts anomaly returns," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 613-619, DOI: 10.1016/j.jfineco.2014.07.008.
• Fecht, Falko & Wedow, Michael, 2014, "The dark and the bright side of liquidity risks: Evidence from open-end real estate funds in Germany," Journal of Financial Intermediation, Elsevier, volume 23, issue 3, pages 376-399, DOI: 10.1016/j.jfi.2014.02.002.
• Heinemann, Friedrich & Osterloh, Steffen & Kalb, Alexander, 2014, "Sovereign risk premia: The link between fiscal rules and stability culture," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 110-127, DOI: 10.1016/j.jimonfin.2013.11.002.
• Balvers, Ronald J. & Klein, Alina F., 2014, "Currency risk premia and uncovered interest parity in the International CAPM," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 214-230, DOI: 10.1016/j.jimonfin.2013.12.002.
• Yin, Weiwei & Li, Junye, 2014, "Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 46-64, DOI: 10.1016/j.jimonfin.2013.10.004.
• Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2014, "Bubbles in food commodity markets: Four decades of evidence," Journal of International Money and Finance, Elsevier, volume 42, issue C, pages 129-155, DOI: 10.1016/j.jimonfin.2013.08.008.
• Büyükşahin, Bahattin & Robe, Michel A., 2014, "Speculators, commodities and cross-market linkages," Journal of International Money and Finance, Elsevier, volume 42, issue C, pages 38-70, DOI: 10.1016/j.jimonfin.2013.08.004.
• Florackis, Chris & Giorgioni, Gianluigi & Kostakis, Alexandros & Milas, Costas, 2014, "On stock market illiquidity and real-time GDP growth," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 210-229, DOI: 10.1016/j.jimonfin.2014.02.006.
• Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2014, "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 97-117, DOI: 10.1016/j.jimonfin.2014.02.002.
• Eichler, Stefan, 2014, "The political determinants of sovereign bond yield spreads," Journal of International Money and Finance, Elsevier, volume 46, issue C, pages 82-103, DOI: 10.1016/j.jimonfin.2014.04.003.
• Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno, 2014, "Short-sellers: Informed but restricted," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 56-70, DOI: 10.1016/j.jimonfin.2014.04.001.
• Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E. & Wongswan, Jon, 2014, "Uncovered Equity Parity and rebalancing in international portfolios," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 86-99, DOI: 10.1016/j.jimonfin.2014.04.009.
• Choudhry, Taufiq & Jayasekera, Ranadeva, 2014, "Market efficiency during the global financial crisis: Empirical evidence from European banks," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 299-318, DOI: 10.1016/j.jimonfin.2014.03.008.
• Da Fonseca, José & Gottschalk, Katrin, 2014, "Cross-hedging strategies between CDS spreads and option volatility during crises," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 386-400, DOI: 10.1016/j.jimonfin.2014.03.010.
• Lee, Bong-Soo & Ko, Kwangsoo, 2014, "Are Japanese short sellers information detectives?," Journal of the Japanese and International Economies, Elsevier, volume 34, issue C, pages 89-97, DOI: 10.1016/j.jjie.2014.05.002.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2014, "Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis," Journal of Macroeconomics, Elsevier, volume 39, issue PB, pages 405-419, DOI: 10.1016/j.jmacro.2013.08.006.
• Engsted, Tom & Pedersen, Thomas Q., 2014, "Housing market volatility in the OECD area: Evidence from VAR based return decompositions," Journal of Macroeconomics, Elsevier, volume 42, issue C, pages 91-103, DOI: 10.1016/j.jmacro.2014.07.005.
• Gulley, Andrew & Tilton, John E., 2014, "The relationship between spot and futures prices: An empirical analysis," Resources Policy, Elsevier, volume 41, issue C, pages 109-112, DOI: 10.1016/j.resourpol.2014.03.005.
• Gil-Alana, Luis A. & Tripathy, Trilochan, 2014, "Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets," Resources Policy, Elsevier, volume 41, issue C, pages 31-39, DOI: 10.1016/j.resourpol.2014.02.004.
• Farooqi, Javeria & Harris, Oneil & Ngo, Thanh, 2014, "Corporate diversification, real activities manipulation, and firm value," Journal of Multinational Financial Management, Elsevier, volume 27, issue C, pages 130-151, DOI: 10.1016/j.mulfin.2014.06.010.
• Vithessonthi, Chaiporn, 2014, "What explains the initial return of initial public offerings after the 1997 Asian financial crisis? Evidence from Thailand," Journal of Multinational Financial Management, Elsevier, volume 27, issue C, pages 89-113, DOI: 10.1016/j.mulfin.2014.05.002.
• Warnes, Ignacio & Warnes, Pablo E., 2014, "Country risk and the cost of equity in emerging markets," Journal of Multinational Financial Management, Elsevier, volume 28, issue C, pages 15-27, DOI: 10.1016/j.mulfin.2014.08.001.
• Ko, Kuan-Cheng & Lin, Shinn-Juh & Su, Hsiang-Ju & Chang, Hsing-Hua, 2014, "Value investing and technical analysis in Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 14-36, DOI: 10.1016/j.pacfin.2013.10.004.
• Gordon, Narelle & Watts, Edward & Wu, Qiongbing, 2014, "Information attributes, information asymmetry and industry sector returns," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 156-175, DOI: 10.1016/j.pacfin.2013.12.002.
• Lu, Tsung-Hsun, 2014, "The profitability of candlestick charting in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 65-78, DOI: 10.1016/j.pacfin.2013.10.006.
• Bai, Min & Qin, Yafeng, 2014, "Short-sales constraints and liquidity change: Cross-sectional evidence from the Hong Kong Market," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 98-122, DOI: 10.1016/j.pacfin.2013.11.004.
• Takeda, Fumiko & Wakao, Takumi, 2014, "Google search intensity and its relationship with returns and trading volume of Japanese stocks," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 1-18, DOI: 10.1016/j.pacfin.2014.01.003.
• Li, Bob & Stork, Thomas & Chai, Daniel & Ee, Mong Shan & Ang, Hong Nee, 2014, "Momentum effect in Australian equities: Revisit, armed with short-selling ban and risk factors," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 19-31, DOI: 10.1016/j.pacfin.2014.01.001.
• Jain, Pawan & Jiang, Christine, 2014, "Predicting future price volatility: Empirical evidence from an emerging limit order market," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 72-93, DOI: 10.1016/j.pacfin.2014.01.006.
• Al-Khazali, Osamah & Lean, Hooi Hooi & Samet, Anis, 2014, "Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 29-46, DOI: 10.1016/j.pacfin.2013.09.003.
• Kamil, Nazrol K.M. & Alhabshi, Syed O. & Bacha, Obiyathulla I. & Masih, Mansur, 2014, "Heads we win, tails you lose: Is there equity in Islamic equity funds?," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 7-28, DOI: 10.1016/j.pacfin.2013.09.004.
• Jiang, George J. & Lu, Liangliang & Zhu, Dongming, 2014, "The information content of analyst recommendation revisions — Evidence from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 1-17, DOI: 10.1016/j.pacfin.2014.03.002.
• Narayan, Paresh Kumar & Narayan, Seema & K.P, Prabheesh, 2014, "Stock returns, mutual fund flows and spillover shocks," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 146-162, DOI: 10.1016/j.pacfin.2014.03.007.
• Chen, Pei-wen & Huang, Han-ching & Su, Yong-chern, 2014, "The central bank in market efficiency: The case of Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 239-260, DOI: 10.1016/j.pacfin.2014.04.002.
• Yeh, Chung-Ying & Yeh, Shih-Kuo & Chen, Ren-Raw, 2014, "Liquidity discount in the opaque market: The evidence from Taiwan's Emerging Stock Market," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 297-309, DOI: 10.1016/j.pacfin.2014.03.004.
• Lee, Hsiu-Chuan & Tseng, Yung-Ching & Yang, Chung-Jen, 2014, "Commonality in liquidity, liquidity distribution, and financial crisis: Evidence from country ETFs," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 35-58, DOI: 10.1016/j.pacfin.2014.03.006.
• Lowe, Alpha, 2014, "The demand-side explanation for commonality in liquidity: The role of institutional ownership in the Taiwan Stock Exchange," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 59-85, DOI: 10.1016/j.pacfin.2014.03.008.
• Cheema, Muhammad A. & Nartea, Gilbert V., 2014, "Momentum returns and information uncertainty: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 173-188, DOI: 10.1016/j.pacfin.2014.10.002.
• Wu, Qiongbing & Shamsuddin, Abul, 2014, "Investor attention, information diffusion and industry returns," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 30-43, DOI: 10.1016/j.pacfin.2014.06.002.
• Narayan, Paresh Kumar & Ahmed, Huson Ali & Sharma, Susan Sunila & K.P., Prabheesh, 2014, "How profitable is the Indian stock market?," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 44-61, DOI: 10.1016/j.pacfin.2014.07.001.
• Erdem, Orhan & Ceyhan, Elvan & Varli, Yusuf, 2014, "A new correlation coefficient for bivariate time-series data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 414, issue C, pages 274-284, DOI: 10.1016/j.physa.2014.07.054.
• Iara, Anna & Wolff, Guntram B., 2014, "Rules and risk in the Euro area," European Journal of Political Economy, Elsevier, volume 34, issue C, pages 222-236, DOI: 10.1016/j.ejpoleco.2014.02.002.
• Majumder, Debasish, 2014, "Asset pricing for inefficient markets: Evidence from China and India," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 2, pages 282-291, DOI: 10.1016/j.qref.2013.12.007.
• Salotti, Simone & Trecroci, Carmine, 2014, "Multifactor risk loadings and abnormal returns under uncertainty and learning," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 3, pages 393-404, DOI: 10.1016/j.qref.2014.04.003.
• Golec, Joseph & Gupta, Neeraj J., 2014, "Do investments in intangible customer assets affect firm value?," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 4, pages 513-520, DOI: 10.1016/j.qref.2014.06.002.
• Maltritz, Dominik & Molchanov, Alexander, 2014, "Country credit risk determinants with model uncertainty," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 224-234, DOI: 10.1016/j.iref.2013.05.018.
• Chan, Yue-Cheong, 2014, "How does retail sentiment affect IPO returns? Evidence from the internet bubble period," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 235-248, DOI: 10.1016/j.iref.2013.05.016.
• Tsai, Chun-Li, 2014, "The effects of monetary policy on stock returns: Financing constraints and “informative” and “uninformative” FOMC statements," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 273-290, DOI: 10.1016/j.iref.2013.06.003.
• Fletcher, Jonathan, 2014, "Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 30-46, DOI: 10.1016/j.iref.2013.04.001.
• Tsai, Hsiu-Jung & Chen, Ming-Chi & Yang, Chih-Yuan, 2014, "A time-varying perspective on the CAPM and downside betas," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 440-454, DOI: 10.1016/j.iref.2013.07.006.
• Reher, Gerrit & Wilfling, Bernd, 2014, "The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 483-496, DOI: 10.1016/j.iref.2013.07.011.
• Márquez, Elena & Nieto, Belén & Rubio, Gonzalo, 2014, "Stock returns with consumption and illiquidity risks," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 57-74, DOI: 10.1016/j.iref.2013.04.003.
• Faff, Robert & Gharghori, Philip & Nguyen, Annette, 2014, "Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 627-638, DOI: 10.1016/j.iref.2013.07.007.
• Chortareas, Georgios & Noikokyris, Emmanouil, 2014, "Oil shocks, stock market prices, and the U.S. dividend yield decomposition," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 639-649, DOI: 10.1016/j.iref.2013.06.001.
• Chang, Guang-Di & Chen, Chia-Shih, 2014, "Evidence of contagion in global REITs investment," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 148-158, DOI: 10.1016/j.iref.2013.12.005.
• Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio, 2014, "Liquidity commonalities in the corporate CDS market around the 2007–2012 financial crisis," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 171-192, DOI: 10.1016/j.iref.2014.02.001.
• Prommin, Panu & Jumreornvong, Seksak & Jiraporn, Pornsit, 2014, "The effect of corporate governance on stock liquidity: The case of Thailand," International Review of Economics & Finance, Elsevier, volume 32, issue C, pages 132-142, DOI: 10.1016/j.iref.2014.01.011.
• Abad, Pilar & Robles, M. Dolores, 2014, "Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 152-171, DOI: 10.1016/j.iref.2014.05.002.
• Lin, Anchor Y. & Lin, Yueh-Neng, 2014, "Herding of institutional investors and margin traders on extreme market movements," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 186-198, DOI: 10.1016/j.iref.2014.05.001.
• Vortelinos, Dimitrios I., 2014, "Non-parametric analysis of equity arbitrage," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 199-216, DOI: 10.1016/j.iref.2014.05.004.
• Kim, In Joon & Kim, So Jung & Yoon, Sun-Joong, 2014, "A dark side of international capital market integration: Domestic investors' view," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 238-256, DOI: 10.1016/j.iref.2014.05.007.
• Hueng, C. James, 2014, "Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets?," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 28-38, DOI: 10.1016/j.iref.2014.03.005.
• Ma, Jun & Wohar, Mark E., 2014, "Determining what drives stock returns: Proper inference is crucial: Evidence from the UK," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 371-390, DOI: 10.1016/j.iref.2014.02.006.
• Li, Jinfang, 2014, "Multi-period sentiment asset pricing model with information," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 118-130, DOI: 10.1016/j.iref.2014.07.006.
• Huang, Chia-Wei & Ho, Po-Hsin & Lin, Chih-Yung & Yen, Ju-Fang, 2014, "Firm age, idiosyncratic risk, and long-run SEO underperformance," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 246-266, DOI: 10.1016/j.iref.2014.08.009.
• Smoluk, H.J. & Voyer, John, 2014, "The spirit of capitalism among the income classes," Review of Financial Economics, Elsevier, volume 23, issue 1, pages 1-9, DOI: 10.1016/j.rfe.2013.05.006.
• Al-Shboul, Mohammad & Anwar, Sajid, 2014, "Foreign exchange rate exposure: Evidence from Canada," Review of Financial Economics, Elsevier, volume 23, issue 1, pages 18-29, DOI: 10.1016/j.rfe.2013.12.001.
• Klein, Christian & Stellner, Christoph, 2014, "Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero-volatility spreads," Review of Financial Economics, Elsevier, volume 23, issue 2, pages 64-74, DOI: 10.1016/j.rfe.2013.08.006.
• Bossone, Biagio, 2014, "Liquidity and capital under uncertainty and changing market sentiment: A simple analysis," Review of Financial Economics, Elsevier, volume 23, issue 2, pages 98-105, DOI: 10.1016/j.rfe.2013.10.003.
• Lutzenberger, Fabian T., 2014, "The predictability of aggregate returns on commodity futures," Review of Financial Economics, Elsevier, volume 23, issue 3, pages 120-130, DOI: 10.1016/j.rfe.2014.02.001.
• Aissia, Dorsaf Ben, 2014, "IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors," Review of Financial Economics, Elsevier, volume 23, issue 3, pages 148-154, DOI: 10.1016/j.rfe.2014.06.001.
• Mollet, Janick Christian & Ziegler, Andreas, 2014, "Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets," Review of Financial Economics, Elsevier, volume 23, issue 4, pages 208-216, DOI: 10.1016/j.rfe.2014.08.003.
• Al-Shboul, Mohammad & Anwar, Sajid, 2014, "Pricing of the currency risk in the Canadian equity market," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 173-194, DOI: 10.1016/j.ribaf.2013.07.002.
• Bagliano, Fabio C. & Morana, Claudio, 2014, "Determinants of US financial fragility conditions," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 377-392, DOI: 10.1016/j.ribaf.2012.08.003.
• Oueslati, Abdelmonem & Hammami, Yacine & Jilani, Faouzi, 2014, "The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 57-73, DOI: 10.1016/j.ribaf.2013.11.003.
• Amor-Tapia, Borja & Tascón Fernández, María T., 2014, "Estimation of future levels and changes in profitability: The effect of the relative position of the firm in its industry and the operating-financing disaggregation," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 17, issue 1, pages 30-46, DOI: 10.1016/j.rcsar.2013.08.002.
• Zamora Ramírez, Constancio & Moreno Rojas, José & Rueda Torres, Juan Antonio, 2014, "Contabilidad del impuesto sobre beneficios y resultado global: relevancia valorativa en el mercado financiero español," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 17, issue 2, pages 174-182, DOI: 10.1016/j.rcsar.2014.02.002.
• George Richards & Denis Green, 2014, "Asymmetric Information in Asset Markets," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 57, issue 3, pages 54-78.
• Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2014, "The Economics of BitCoin Price Formation," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2014/08, Jan.
• Yasushi Asako & Kozo Ueda, 2014, "The Boy Who Cried Bubble: Public Warnings against Riding Bubbles," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-03, Jan.
• Leo Krippner, 2014, "Measuring the stance of monetary policy in conventional and unconventional environments," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-06, Jan.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2014, "European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-08, Jan.
• Wensheng Kang & Ronald A. Ratti & Kyung Hwan Yoon, 2014, "The Impact of Oil Price Shocks on U.S. Bond Market Returns," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-33, Apr.
• Anella Munro, 2014, "Exchange Rates, Expected Returns and Risk: UIP Unbound," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-73, Dec.
• Bojan Tomic, 2014, "The Application Of The Capital Asset Pricing Model On The Croatian Capital Market," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 1, issue 1, pages 105-123.
• José de Jesús Edmundo Almazán Barquet & Humberto Valencia Herrera, 2014, "Modelo multifactorial para pronosticar el rendimiento de las acciones en el mercado mexicano de valores," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 8, issue 1, pages 79-98.
• Veli YILANCI & Seref BOZOKLU, 2014, "Turk Sermaye Piyasasinda Fiyat ve Islem Hacmi Iliskisi: Zamanla Degisen Asimetrik Nedensellik Analizi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 2, pages 211-220.
• Lou, Dong & Polk, Christopher & Huang, Shiyang, 2014, "The booms and busts of beta arbitrage," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119019, Dec.
• Hwang, Byoung-Hyoung & Lou, Dong & Yin, Chengxi, 2014, "Offsetting disagreement and security prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119022, Nov.
• Buffa, Andrea & Vayanos, Dimitri & Woolley, Paul, 2014, "Asset management contracts and equilibrium prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119026, Oct.
• Bustamante, Maria Cecilia & Donangelo, Andrés, 2014, "Product market competition and industry returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119031, Feb.
• Lleo, Sebastien & Ziemba, William T., 2014, "Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59290, Aug.
• Chabakauri, Georgy & Yuan, Kathy & Zachariadis, Konstantinos, 2014, "Multi-asset noisy rational expectations equilibrium with contingent claims," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60736, Jun.
• Chabakauri, Georgy & Rytchkov, Oleg, 2014, "Asset pricing with index investing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60739, Nov.
• Chabakauri, Georgy, 2015, "Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60810, Oct.
• Danilova, Albina & Julliard, Christian, 2014, "Information asymmetries, volatility, liquidity, and the Tobin Tax," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60957, Nov.
• Lleo, Sebastien & Ziemba, Bill, 2014, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60960, Sep.
• Bracke, Philippe & Pinchbeck, Ted & Wyatt, James, 2014, "The time value of housing: historical evidence from London residential leases," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64504, Dec.
• Londoño Yarce, Juan Miguel & Regúlez Castillo, Marta & Vázquez Pérez, Jesús, 2014, "An Alternative View of the US Price-Dividend Ratio Dynamics," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X, Dec.
• Victor Mendes & Margarida Abreu, 2014, "The Investor in Structured Retail Products: Marketing Driven or Gambling Oriented?," EcoMod2014, EcoMod, number 6621, Jul.
• Christopher Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2014, "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," EcoMod2014, EcoMod, number 6939, Jul.
• George Bragues, 2014, "Has Fritz Machlup Stood the Test of Time? Revisiting his Monetary Analysis of the Stock Market☆A version of this paper was presented at the third biennial Wirth Institute Workshop on Austrian Economics held in Lake Louise, Alberta, Canada, September ," Advances in Austrian Economics, Emerald Group Publishing Limited, "Entangled Political Economy", DOI: 10.1108/S1529-213420140000018007.
• Tao Zeng & Yong Li & Jun Yu, 2014, "Deviance Information Criterion for Comparing VAR Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033017.
• Alex Maynard & Dongmeng Ren, 2014, "Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033019.
• Prodosh Simlai, 2014, "Firm characteristics, distress risk and average stock returns," Accounting Research Journal, Emerald Group Publishing Limited, volume 27, issue 2, pages 101-123, August, DOI: 10.1108/ARJ-06-2012-0046.
• Nazmi Demir & Syed F. Mahmud & M. Nihat Solakoglu, 2014, "Sentiment and Beta Herding in the Borsa Istanbul (BIST)," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096016.
• Yan Alice Xie & Jot Yau & Hei Wai Lee, 2014, "Managing Risk in Sovereign Bond Portfolios: The Impact of Sovereign and Call Risks on Duration," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "International Financial Markets", DOI: 10.1108/S1574-8715(2013)0000013011.
• Chao, Shih-kang & Härdle, Wolfgang Karl & Hien, Pham-thu, 2014, "Credit risk calibration based on CDS spreads," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-026.
• Härdle, Wolfgang Karl & Mihoci, Andrija & Ting, Christopher Hian-Ann, 2014, "Adaptive order flow forecasting with multiplicative error models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-035.
• Belomestny, Denis & Ma, Shujie & Härdle, Wolfgang Karl, 2014, "Pricing kernel modeling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-001.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2014, "Individual investors and suboptimal early exercises in the fixed-income market," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number 14.
• Heer, Burkhard & Maußner, Alfred & Süssmuth, Bernd, 2014, "Cyclical Asset Returns in the Consumption and Investment Goods Sector," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100319.
• Rohloff, Sebastian & Pierdzioch, Christian & Risse, Marian, 2014, "Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100429.
• Kroencke, Tim Alexander, 2014, "Asset Pricing without Garbage," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100476.
• Lan, Hong & Meyer-Gohde, Alexander, 2014, "Decomposing Risk in Dynamic Stochastic General Equilibrium," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100523.
• Grammig, Joachim & Schaub, Eva-Maria, 2014, "Give me strong moments and time - Combining GMM and SMM to estimate long-run risk asset pricing models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100607.
• Grammig, Joachim & Sönksen, Jantje, 2014, "Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100614.
• Aleksander Berentsen & Benjamin Müller, 2014, "A tale of fire-sales and liquidity hoarding," ECON - Working Papers, Department of Economics - University of Zurich, number 139, Jan, revised Jun 2015.
• Giovanni Giusti & Charles Noussair & Hans-Joachim Voth, 2014, "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," ECON - Working Papers, Department of Economics - University of Zurich, number 146, Mar.
• Peter Koudijs & Hans-Joachim Voth, 2014, "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," ECON - Working Papers, Department of Economics - University of Zurich, number 148, Mar.
• Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna, 2014, "Volatility activity: Specification and estimation," Journal of Econometrics, Elsevier, volume 178, issue P1, pages 180-193, DOI: 10.1016/j.jeconom.2013.08.015.
• Hamilton, James D. & Wu, Jing Cynthia, 2014, "Testable implications of affine term structure models," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 231-242, DOI: 10.1016/j.jeconom.2013.08.024.
• Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y., 2014, "An asymptotic analysis of likelihood-based diffusion model selection using high frequency data," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 539-557, DOI: 10.1016/j.jeconom.2013.08.036.
• Li, Yong & Zeng, Tao & Yu, Jun, 2014, "A new approach to Bayesian hypothesis testing," Journal of Econometrics, Elsevier, volume 178, issue P3, pages 602-612, DOI: 10.1016/j.jeconom.2013.08.035.
• Xiu, Dacheng, 2014, "Hermite polynomial based expansion of European option prices," Journal of Econometrics, Elsevier, volume 179, issue 2, pages 158-177, DOI: 10.1016/j.jeconom.2014.01.003.
• Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J., 2014, "Maximum likelihood estimation of partially observed diffusion models," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 73-80, DOI: 10.1016/j.jeconom.2014.02.002.
• Bondarenko, Oleg, 2014, "Variance trading and market price of variance risk," Journal of Econometrics, Elsevier, volume 180, issue 1, pages 81-97, DOI: 10.1016/j.jeconom.2014.02.001.
• Renault, Eric & van der Heijden, Thijs & Werker, Bas J.M., 2014, "The dynamic mixed hitting-time model for multiple transaction prices and times," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 233-250, DOI: 10.1016/j.jeconom.2014.01.009.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2014, "Nonparametric estimation and inference for conditional density based Granger causality measures," Journal of Econometrics, Elsevier, volume 180, issue 2, pages 251-264, DOI: 10.1016/j.jeconom.2014.03.001.
• Kurz-Kim, Jeong-Ryeol & Loretan, Mico, 2014, "On the properties of the coefficient of determination in regression models with infinite variance variables," Journal of Econometrics, Elsevier, volume 181, issue 1, pages 15-24, DOI: 10.1016/j.jeconom.2014.02.004.
• Gouriéroux, C. & Monfort, A. & Renne, J.P., 2014, "Pricing default events: Surprise, exogeneity and contagion," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 397-411, DOI: 10.1016/j.jeconom.2014.05.005.
• Borovička, Jaroslav & Hansen, Lars Peter, 2014, "Examining macroeconomic models through the lens of asset pricing," Journal of Econometrics, Elsevier, volume 183, issue 1, pages 67-90, DOI: 10.1016/j.jeconom.2014.06.010.
• Aït-Sahalia, Yacine & Laeven, Roger J.A. & Pelizzon, Loriana, 2014, "Mutual excitation in Eurozone sovereign CDS," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 151-167, DOI: 10.1016/j.jeconom.2014.05.006.
• Bollerslev, Tim & Todorov, Viktor, 2014, "Time-varying jump tails," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 168-180, DOI: 10.1016/j.jeconom.2014.05.007.
• Bekaert, Geert & Hoerova, Marie, 2014, "The VIX, the variance premium and stock market volatility," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 181-192, DOI: 10.1016/j.jeconom.2014.05.008.
• Caginalp, Gunduz & DeSantis, Mark & Sayrak, Akin, 2014, "The nonlinear price dynamics of U.S. equity ETFs," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 193-201, DOI: 10.1016/j.jeconom.2014.05.009.
• Bhargava, Alok, 2014, "Firms’ fundamentals, macroeconomic variables and quarterly stock prices in the US," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 241-250, DOI: 10.1016/j.jeconom.2014.05.014.
• 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.