Research classified by Journal of Economic Literature (JEL) codes

2014

• 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.
• Chung, Kee H. & Zhang, Hao, 2014, "A simple approximation of intraday spreads using daily data," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 94-120, DOI: 10.1016/j.finmar.2013.02.004.
• Jiang, Xiaoquan & Lee, Bong-Soo, 2014, "The intertemporal risk-return relation: A bivariate model approach," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 158-181, DOI: 10.1016/j.finmar.2013.02.002.
• Laborda, Ricardo & Olmo, Jose, 2014, "Investor sentiment and bond risk premia," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 206-233, DOI: 10.1016/j.finmar.2013.05.008.
• Kaminski, Kathryn M. & Lo, Andrew W., 2014, "When do stop-loss rules stop losses?," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 234-254, DOI: 10.1016/j.finmar.2013.07.001.
• Wu, Wei-Shao & Liu, Yu-Jane & Lee, Yi-Tsung & Fok, Robert C.W., 2014, "Hedging costs, liquidity, and inventory management: The evidence from option market makers," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 25-48, DOI: 10.1016/j.finmar.2013.05.007.
• Oh, Ji Yeol Jimmy, 2014, "Ambiguity aversion, funding liquidity, and liquidation dynamics," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 49-76, DOI: 10.1016/j.finmar.2013.07.003.
• Huh, Sahn-Wook, 2014, "Price impact and asset pricing," Journal of Financial Markets, Elsevier, volume 19, issue C, pages 1-38, DOI: 10.1016/j.finmar.2013.02.001.
• Jame, Russell & Tong, Qing, 2014, "Industry-based style investing," Journal of Financial Markets, Elsevier, volume 19, issue C, pages 110-130, DOI: 10.1016/j.finmar.2013.08.004.
• Kinnunen, Jyri, 2014, "Risk-return trade-off and serial correlation: Do volume and volatility matter?," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 1-19, DOI: 10.1016/j.finmar.2014.04.003.
• Kim, Sukwon Thomas & Stoll, Hans R., 2014, "Are trading imbalances indicative of private information?," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 151-174, DOI: 10.1016/j.finmar.2014.03.003.
• Clark, Ephraim & Kassimatis, Konstantinos, 2014, "Exploiting stochastic dominance to generate abnormal stock returns," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 20-38, DOI: 10.1016/j.finmar.2014.05.002.
• Friederich, Sylvain & Payne, Richard, 2014, "Trading anonymity and order anticipation," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 1-24, DOI: 10.1016/j.finmar.2014.07.002.
• Lin, Hai & Wang, Junbo & Wu, Chunchi, 2014, "Predictions of corporate bond excess returns," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 123-152, DOI: 10.1016/j.finmar.2014.08.003.
• Aramonte, Sirio, 2014, "Macroeconomic uncertainty and the cross-section of option returns," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 25-49, DOI: 10.1016/j.finmar.2014.06.001.
• Stoffman, Noah, 2014, "Who trades with whom? Individuals, institutions, and returns," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 50-75, DOI: 10.1016/j.finmar.2014.08.002.
• Barinov, Alexander & Wu, Juan (Julie), 2014, "High short interest effect and aggregate volatility risk," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 98-122, DOI: 10.1016/j.finmar.2014.10.001.
• Anginer, Deniz & Demirguc-Kunt, Asli, 2014, "Has the global banking system become more fragile over time?," Journal of Financial Stability, Elsevier, volume 13, issue C, pages 202-213, DOI: 10.1016/j.jfs.2014.02.003.
• Becchetti, L. & Ferrari, M. & Trenta, U., 2014, "The impact of the French Tobin tax," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 127-148, DOI: 10.1016/j.jfs.2014.08.003.
• Goswami, Gautam & Tan, Sinan & Waisman, Maya, 2014, "Understanding the cross-section of the U.S. housing bubble: The roles of lending, transaction costs, and rent growth," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 76-90, DOI: 10.1016/j.jfs.2014.08.002.
• Lee, Yen-Hsien & Tucker, Alan L. & Wang, David K. & Pao, Hsin-Ting, 2014, "Global contagion of market sentiment during the US subprime crisis," Global Finance Journal, Elsevier, volume 25, issue 1, pages 17-26, DOI: 10.1016/j.gfj.2014.03.003.
• Lim, Dominic & Durand, Robert B. & Yang, Joey Wenling, 2014, "The microstructure of fear, the Fama–French factors and the global financial crisis of 2007 and 2008," Global Finance Journal, Elsevier, volume 25, issue 3, pages 169-180, DOI: 10.1016/j.gfj.2014.10.001.
• Chau, Frankie & Deesomsak, Rataporn & Wang, Jun, 2014, "Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 1-19, DOI: 10.1016/j.intfin.2013.10.008.
• Azevedo, Alcino & Karim, Mohamad & Gregoriou, Andros & Rhodes, Mark, 2014, "Stock price and volume effects associated with changes in the composition of the FTSE Bursa Malaysian KLCI," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 20-35, DOI: 10.1016/j.intfin.2013.10.001.
• Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 213-227, DOI: 10.1016/j.intfin.2013.11.004.
• Kanas, Angelos, 2014, "Bond futures, inflation-indexed bonds, and inflation risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 82-99, DOI: 10.1016/j.intfin.2013.09.007.
• Yang, Lu & Hamori, Shigeyuki, 2014, "Dependence structure between CEEC-3 and German government securities markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 109-125, DOI: 10.1016/j.intfin.2013.12.003.
• Chan, Kam Fong & Marsden, Alastair, 2014, "Macro risk factors of credit default swap indices in a regime-switching framework," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 285-308, DOI: 10.1016/j.intfin.2014.01.002.
• Ebrahim, M. Shahid & Girma, Sourafel & Shah, M. Eskandar & Williams, Jonathan, 2014, "Rationalizing the value premium in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 51-70, DOI: 10.1016/j.intfin.2013.11.005.
• Sharma, Susan Sunila & Narayan, Paresh Kumar, 2014, "New evidence on turn-of-the-month effects," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 92-108, DOI: 10.1016/j.intfin.2013.12.002.
• Campbell, Kevin & Tabner, Isaac T., 2014, "Bonding and the agency risk premium: An analysis of migrations between the AIM and the Official List of the London Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 1-20, DOI: 10.1016/j.intfin.2014.01.004.
• Theodossiou, Alexandra K. & Theodossiou, Panayiotis, 2014, "Stock return outliers and beta estimation: The case of U.S. pharmaceutical companies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 153-171, DOI: 10.1016/j.intfin.2014.02.002.
• Chen, Cathy Yi-Hsuan & Kuo, I-Doun & Chiang, Thomas C., 2014, "What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 172-190, DOI: 10.1016/j.intfin.2014.01.009.
• Wang, Peipei & Bhar, Ramaprasad, 2014, "Information content in CDS spreads for equity returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 55-80, DOI: 10.1016/j.intfin.2014.01.005.
• Hung, Chi-Hsiou D. & Azad, A.S.M. Sohel & Fang, Victor, 2014, "Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 14-29, DOI: 10.1016/j.intfin.2014.03.005.
• Akhtaruzzaman, Md & Shamsuddin, Abul & Easton, Steve, 2014, "Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 378-396, DOI: 10.1016/j.intfin.2014.04.006.
• Mobarek, Asma & Mollah, Sabur & Keasey, Kevin, 2014, "A cross-country analysis of herd behavior in Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 107-127, DOI: 10.1016/j.intfin.2014.05.008.
• Lei, Xiaoyan & Zhou, Yuegang & Zhu, Xiaoneng, 2014, "Capital gains and trading," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 167-183, DOI: 10.1016/j.intfin.2014.06.002.
• Assefa, Tibebe A. & Mollick, André Varella, 2014, "African stock market returns and liquidity premia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 325-342, DOI: 10.1016/j.intfin.2014.06.009.
• Avino, Davide & Cotter, John, 2014, "Sovereign and bank CDS spreads: Two sides of the same coin?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 72-85, DOI: 10.1016/j.intfin.2014.05.007.
• Yamani, Ehab A. & Swanson, Peggy E., 2014, "Financial crises and the global value premium: Revisiting Fama and French," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 115-136, DOI: 10.1016/j.intfin.2014.07.012.
• Kanas, Angelos, 2014, "Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 244-258, DOI: 10.1016/j.intfin.2014.06.004.
• Mazouz, Khelifa & Daya, Wael & Yin, Shuxing, 2014, "Index revisions, systematic liquidity risk and the cost of equity capital," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 283-298, DOI: 10.1016/j.intfin.2014.07.009.
• Syamala, Sudhakar Reddy & Reddy, V. Nagi & Goyal, Abhinav, 2014, "Commonality in liquidity: An empirical examination of emerging order-driven equity and derivatives market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 317-334, DOI: 10.1016/j.intfin.2014.09.001.
• Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014, "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 367-378, DOI: 10.1016/j.intfin.2014.09.004.
• Bessler, Wolfgang & Wolff, Dominik, 2014, "Hedging European government bond portfolios during the recent sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 379-399, DOI: 10.1016/j.intfin.2014.08.006.
• Broadstock, David C. & Filis, George, 2014, "Oil price shocks and stock market returns: New evidence from the United States and China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 417-433, DOI: 10.1016/j.intfin.2014.09.007.
• Chelley-Steeley, Patricia L. & Steeley, James M., 2014, "Portfolio size, non-trading frequency and portfolio return autocorrelation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 56-77, DOI: 10.1016/j.intfin.2014.07.001.
• Bradrania, M. Reza & Peat, Maurice, 2014, "Characteristic liquidity, systematic liquidity and expected returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 78-98, DOI: 10.1016/j.intfin.2014.07.013.
• Fang, Victor & Hung, Chi-Hsiou D., 2014, "Corporate bond prices and idiosyncratic risk: Evidence from Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 99-114, DOI: 10.1016/j.intfin.2014.07.011.
• Christoffersen, Peter & Errunza, Vihang & Jacobs, Kris & Jin, Xisong, 2014, "Correlation dynamics and international diversification benefits," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 807-824, DOI: 10.1016/j.ijforecast.2014.01.001.
• Li, Ningzhong & Richardson, Scott & Tuna, İrem, 2014, "Macro to micro: Country exposures, firm fundamentals and stock returns," Journal of Accounting and Economics, Elsevier, volume 58, issue 1, pages 1-20, DOI: 10.1016/j.jacceco.2014.04.005.
• Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014, "Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets," Japan and the World Economy, Elsevier, volume 30, issue C, pages 10-24, DOI: 10.1016/j.japwor.2014.02.001.
• Miyakoshi, Tatsuyoshi & Takahashi, Toyoharu & Shimada, Junji & Tsukuda, Yoshihiko, 2014, "The dynamic contagion of the global financial crisis into Japanese markets," Japan and the World Economy, Elsevier, volume 31, issue C, pages 47-53, DOI: 10.1016/j.japwor.2014.05.003.
• Ebihara, Takashi & Kubota, Keiichi & Takehara, Hitoshi & Yokota, Eri, 2014, "Market liquidity, private information, and the cost of capital: Market microstructure studies on family firms in Japan," Japan and the World Economy, Elsevier, volume 32, issue C, pages 1-13, DOI: 10.1016/j.japwor.2014.07.001.
• Andrade, Sandro C. & Bernile, Gennaro & Hood, Frederick M., 2014, "SOX, corporate transparency, and the cost of debt," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 145-165, DOI: 10.1016/j.jbankfin.2013.10.001.
• Zhou, Yinggang, 2014, "Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 216-228, DOI: 10.1016/j.jbankfin.2013.10.010.
• Hammami, Yacine & Lindahl, Anna, 2014, "An intertemporal capital asset pricing model with bank credit growth as a state variable," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 14-28, DOI: 10.1016/j.jbankfin.2013.10.008.
• Horst, Jenke ter & Salganik, Galla, 2014, "Style chasing by hedge fund investors," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 29-42, DOI: 10.1016/j.jbankfin.2013.10.009.
• Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2014, "Modeling and predicting the CBOE market volatility index," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 1-10, DOI: 10.1016/j.jbankfin.2013.11.004.
• Chen, Peimin & Wu, Chunchi, 2014, "Default prediction with dynamic sectoral and macroeconomic frailties," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 211-226, DOI: 10.1016/j.jbankfin.2013.11.036.
• Daskalaki, Charoula & Kostakis, Alexandros & Skiadopoulos, George, 2014, "Are there common factors in individual commodity futures returns?," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 346-363, DOI: 10.1016/j.jbankfin.2013.11.034.
• Aboody, David & Hughes, John S. & Bugra Ozel, N., 2014, "Corporate bond returns and the financial crisis," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 42-53, DOI: 10.1016/j.jbankfin.2013.11.012.
• Shim, Ilhyock & Zhu, Haibin, 2014, "The impact of CDS trading on the bond market: Evidence from Asia," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 460-475, DOI: 10.1016/j.jbankfin.2013.07.001.
• Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2014, "Testing for a break in the persistence in yield spreads of EMU government bonds," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 109-118, DOI: 10.1016/j.jbankfin.2014.01.003.
• Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan Sivananthan, 2014, "An analysis of price discovery from panel data models of CDS and equity returns," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 167-177, DOI: 10.1016/j.jbankfin.2014.01.008.
• Deb, Pragyan & Koo, Bonsoo & Liu, Zijun, 2014, "Competition, premature trading and excess volatility," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 178-193, DOI: 10.1016/j.jbankfin.2013.12.022.
• Galil, Koresh & Shapir, Offer Moshe & Amiram, Dan & Ben-Zion, Uri, 2014, "The determinants of CDS spreads," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 271-282, DOI: 10.1016/j.jbankfin.2013.12.005.
• Walkshäusl, Christian, 2014, "The MAX effect: European evidence," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 1-10, DOI: 10.1016/j.jbankfin.2014.01.020.
• Zhang, Yuzhao, 2014, "Contrarian flows, consumption and expected stock returns," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 101-111, DOI: 10.1016/j.jbankfin.2014.01.023.
• Chung, San-Lin & Liu, Wen-Rang & Tsai, Wei-Che, 2014, "The impact of derivatives hedging on the stock market: Evidence from Taiwan’s covered warrants market," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 123-133, DOI: 10.1016/j.jbankfin.2014.01.027.
• Bosch-Badia, Maria Teresa & Montllor-Serrats, Joan & Tarrazon-Rodon, Maria-Antonia, 2014, "Unveiling the embedded coherence in divergent performance rankings," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 154-165, DOI: 10.1016/j.jbankfin.2014.01.015.
• Kim, Jun Sik & Ryu, Doojin & Seo, Sung Won, 2014, "Investor sentiment and return predictability of disagreement," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 166-178, DOI: 10.1016/j.jbankfin.2014.01.017.
• Christiansen, Charlotte, 2014, "Integration of European bond markets," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 191-198, DOI: 10.1016/j.jbankfin.2014.01.022.
• Bianchi, Robert J. & Bornholt, Graham & Drew, Michael E. & Howard, Michael F., 2014, "Long-term U.S. infrastructure returns and portfolio selection," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 314-325, DOI: 10.1016/j.jbankfin.2014.01.034.
• Corcuera, José Manuel & De Spiegeleer, Jan & Fajardo, José & Jönsson, Henrik & Schoutens, Wim & Valdivia, Arturo, 2014, "Close form pricing formulas for Coupon Cancellable CoCos," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 339-351, DOI: 10.1016/j.jbankfin.2014.01.025.
• Chen, Tsung-Kang & Liao, Hsien-Hsing & Chi, Cheng-Ming, 2014, "The economic consequences of regulatory changes in employee stock options on corporate bond holders: SFAS No.123R and structural credit model perspectives," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 381-394, DOI: 10.1016/j.jbankfin.2014.01.011.
• Yan, Yuxing & Zhang, Shaojun, 2014, "Quality of PIN estimates and the PIN-return relationship," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 137-149, DOI: 10.1016/j.jbankfin.2014.03.006.
• Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco, 2014, "Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 58-77, DOI: 10.1016/j.jbankfin.2014.01.041.
• Chung, Shing Fung & Wong, Hoi Ying, 2014, "Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 130-140, DOI: 10.1016/j.jbankfin.2014.04.011.
• Helwege, Jean & Huang, Jing-Zhi & Wang, Yuan, 2014, "Liquidity effects in corporate bond spreads," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 105-116, DOI: 10.1016/j.jbankfin.2013.08.018.
• Chen, Ren-Raw & Chidambaran, N.K. & Imerman, Michael B. & Sopranzetti, Ben J., 2014, "Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 117-139, DOI: 10.1016/j.jbankfin.2014.04.018.
• Hendershott, Terrence & Seasholes, Mark S., 2014, "Liquidity provision and stock return predictability," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 140-151, DOI: 10.1016/j.jbankfin.2013.12.021.
• Claeys, Peter & Vašíček, Bořek, 2014, "Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 151-165, DOI: 10.1016/j.jbankfin.2014.05.011.
• Andersson, Fredrik & Mayock, Tom, 2014, "Loss severities on residential real estate debt during the Great Recession," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 266-284, DOI: 10.1016/j.jbankfin.2014.05.010.
• Guermat, Cherif, 2014, "Yes, the CAPM is testable," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 31-42, DOI: 10.1016/j.jbankfin.2014.05.001.
• Raffestin, Louis, 2014, "Diversification and systemic risk," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 85-106, DOI: 10.1016/j.jbankfin.2014.05.014.
• Jiang, George J. & Lo, Ingrid, 2014, "Private information flow and price discovery in the U.S. treasury market," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 118-133, DOI: 10.1016/j.jbankfin.2014.06.026.
• Cumming, Douglas & Haß, Lars Helge & Schweizer, Denis, 2014, "The fast track IPO – Success factors for taking firms public with SPACs," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 198-213, DOI: 10.1016/j.jbankfin.2014.07.003.
• Fodor, Andy & Gokkaya, Sinan, 2014, "Option implied volatilities and the cost of issuing equity," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 88-101, DOI: 10.1016/j.jbankfin.2014.06.019.
• Ivanova, Vesela & Puigvert Gutiérrez, Josep Maria, 2014, "Interest rate forecasts, state price densities and risk premium from Euribor options," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 210-223, DOI: 10.1016/j.jbankfin.2014.03.028.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2014, "Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 411-424, DOI: 10.1016/j.jbankfin.2013.10.002.
• Kim, Dongcheol & Roh, Tai-Yong & Min, Byoung-Kyu & Byun, Suk-Joon, 2014, "Time-varying expected momentum profits," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 191-215, DOI: 10.1016/j.jbankfin.2014.09.004.
• Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal, 2014, "Credit spread changes within switching regimes," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 41-55, DOI: 10.1016/j.jbankfin.2014.08.009.
• Rajaratnam, Myuran & Rajaratnam, Bala & Rajaratnam, Kanshukan, 2014, "A novel equity valuation and capital allocation model for use by long-term value-investors," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 483-494, DOI: 10.1016/j.jbankfin.2014.02.014.
• Ebrahim, M. Shahid & Mathur, Ike & ap Gwilym, Rhys, 2014, "Integrating corporate ownership and pension fund structures: A general equilibrium approach," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 553-569, DOI: 10.1016/j.jbankfin.2014.05.032.
• Lynch, Andrew & Puckett, Andy & Yan, Xuemin (Sterling), 2014, "Institutions and the turn-of-the-year effect: Evidence from actual institutional trades," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 56-68, DOI: 10.1016/j.jbankfin.2014.06.028.
• Hong, Xin, 2014, "The dynamics of hedge fund share restrictions," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 82-99, DOI: 10.1016/j.jbankfin.2014.08.002.
• Harjoat S. Bhamra & Raman Uppal, 2014, "Asset Prices with Heterogeneity in Preferences and Beliefs," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 2, pages 519-580.
• Robin Greenwood & Andrei Shleifer, 2014, "Expectations of Returns and Expected Returns," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 3, pages 714-746.
• Ulrike Malmendier & Devin Shanthikumar, 2014, "Do Security Analysts Speak in Two Tongues?," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 5, pages 1287-1322.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2014, "Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 7, pages 2139-2170.
• Jonathan Brogaard & Terrence Hendershott & Ryan Riordan, 2014, "High-Frequency Trading and Price Discovery," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 8, pages 2267-2306.
• Francisco B. Galarza (ed.), 2014, "Economía aplicada: Ensayos de investigación económica 2013," Books, Fondo Editorial, Universidad del Pacífico, number 14-01, edition 1.
• Jorge Beltrán & Ian Kishimoto, 2014, "Incorporación de ratios financieros en los modelos de estimación de retorno para activos de renta variable. Desempeño de la estrategia de value investing en las bolsas de valores de Lima, Santiago, Bogotá y Sao Paulo en el período 2005-2012.El impact," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 12, in: Francisco B. Galarza, "Economía aplicada: Ensayos de investigación económica 2013".
• Emanuel Bagna & Giuseppe Di Martino & Davide Rossi, 2014, "An anatomy of the Level 3 fair-value hierarchy discount," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 065, Jan.
• Espinoza, Nicolás & Espinoza, Tomás, 2014, "The Momentum Effect In The Chilean Stock Market," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 12, issue 1, pages 1-32.
• Renzo Pardo Figueroa & Gabriel Rodríguez, 2014, "Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2014-395.
• Aneta Michalak, 2014, "Cost of equity on the Polish and global coal market - comparative analysis," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 1, pages 70-78, April.
• Pawel Mielcarz, 2014, "A new approach to private firm fair value valuation in line with IFRS 13 – the concept of the most advantageous market discount (MAMD)," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 1, pages 79-85, April.
• Dongho Song, 2014, "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-017, Apr.
• Malgorzata Olszak, 2014, "The Role Of Capital Regulation And Risk-Taking By Banks In Monetary Policy," Oeconomia Copernicana, Institute of Economic Research, volume 5, issue 1, pages 7-26, March, DOI: 10.12775/OeC.2014.001.
• Renu Arora & Archana Singh, 2014, "Problems and obstacles in credit risk management in indian public sector banks," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 14, issue 1, pages 353-362.
• Hernández, Juan R., 2014, "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 100653.
• Bednarek, Ziemowit & Moszoro, Marian, 2014, "The Arrow-Lind Theorem Revisited: Ownership Concentration and Valuation," MPRA Paper, University Library of Munich, Germany, number 102712, Mar.
• Olkhov, Victor, 2014, "Expressions of market-based correlations between prices and returns of two assets," MPRA Paper, University Library of Munich, Germany, number 123009, Dec.
• Sun, David & Chow, Da-Ching, 2014, "Forgive, or Award, Your Debtor? - A Barrier Option Approach," MPRA Paper, University Library of Munich, Germany, number 44826, Jan, revised 06 Jan 2014.
• Accinelli, Elvio & Covarrubias, Enrique, 2014, "Smooth economic analysis for general spaces of commodities," MPRA Paper, University Library of Munich, Germany, number 53222, Jan.
• Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014, "Pricing Default Risk: The Good, The Bad, and The Anomaly," MPRA Paper, University Library of Munich, Germany, number 53373, Feb.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2014, "Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities," MPRA Paper, University Library of Munich, Germany, number 53769, Feb.
• Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos, 2014, "Dynamic Spillover Effects in Futures Markets," MPRA Paper, University Library of Munich, Germany, number 53876, Feb.
• Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2014, "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper, University Library of Munich, Germany, number 53887, Jan.
• Xiao, Tim, 2014, "A Simple and Precise Method for Pricing Convertible Bond with Credit Risk," MPRA Paper, University Library of Munich, Germany, number 53982, Feb.
• Sylvain, Serginio, 2014, "Does Human Capital Risk Explain The Value Premium Puzzle?," MPRA Paper, University Library of Munich, Germany, number 54551, Mar.
• Li, Minqiang, 2014, "Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach," MPRA Paper, University Library of Munich, Germany, number 54595, Mar.
• Li, Minqiang, 2014, "Analytic Approximation of Finite-Maturity Timer Option Prices," MPRA Paper, University Library of Munich, Germany, number 54597, Mar.
• Ivanov, Sergei, 2014, "Exploiting of fundamental interest rates inefficiency," MPRA Paper, University Library of Munich, Germany, number 54627, Mar.
• Venegas-Martínez, Francisco, 2014, "Caracterización del Precio de un Bono Cupón Cero en un Modelo de Equilibrio General
  [Characterization of the Price of a Zero-Coupon Bond in a General Equilibrium Model]," MPRA Paper, University Library of Munich, Germany, number 54847, Mar.