Research classified by Journal of Economic Literature (JEL) codes

2014

• Dungey, Mardi & Gajurel, Dinesh, 2014, "Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies," Economic Systems, Elsevier, volume 38, issue 2, pages 161-177, DOI: 10.1016/j.ecosys.2013.10.003.
• Sharma, Susan Sunila & Narayan, Paresh Kumar & Zheng, Xinwei, 2014, "An analysis of firm and market volatility," Economic Systems, Elsevier, volume 38, issue 2, pages 205-220, DOI: 10.1016/j.ecosys.2013.12.003.
• Gómez-González, José Eduardo & Sanabria-Buenaventura, Elioth Mirsha, 2014, "Non-parametric and semi-parametric asset pricing: An application to the Colombian stock exchange," Economic Systems, Elsevier, volume 38, issue 2, pages 261-268, DOI: 10.1016/j.ecosys.2013.09.003.
• Broadstock, David C. & Wang, Rui & Zhang, Dayong, 2014, "Direct and indirect oil shocks and their impacts upon energy related stocks," Economic Systems, Elsevier, volume 38, issue 3, pages 451-467, DOI: 10.1016/j.ecosys.2014.02.002.
• Che-Yahya, Norliza & Abdul-Rahim, Ruzita & Yong, Othman, 2014, "Influence of institutional investors' participation on flipping activity of Malaysian IPOs," Economic Systems, Elsevier, volume 38, issue 4, pages 470-486, DOI: 10.1016/j.ecosys.2014.03.002.
• Cheung, Stephen L. & Hedegaard, Morten & Palan, Stefan, 2014, "To see is to believe: Common expectations in experimental asset markets," European Economic Review, Elsevier, volume 66, issue C, pages 84-96, DOI: 10.1016/j.euroecorev.2013.11.009.
• Lundtofte, Frederik & Leoni, Patrick, 2014, "Growth forecasts, belief manipulation and capital markets," European Economic Review, Elsevier, volume 70, issue C, pages 108-125, DOI: 10.1016/j.euroecorev.2014.04.003.
• Lansing, Kevin J. & LeRoy, Stephen F., 2014, "Risk aversion, investor information and stock market volatility," European Economic Review, Elsevier, volume 70, issue C, pages 88-107, DOI: 10.1016/j.euroecorev.2014.03.009.
• Cheng, Ai-Ru & Jahan-Parvar, Mohammad R., 2014, "Risk–return trade-off in the pacific basin equity markets," Emerging Markets Review, Elsevier, volume 18, issue C, pages 123-140, DOI: 10.1016/j.ememar.2014.01.004.
• Zinna, Gabriele, 2014, "Identifying risks in emerging market sovereign and corporate bond spreads," Emerging Markets Review, Elsevier, volume 20, issue C, pages 1-22, DOI: 10.1016/j.ememar.2014.05.002.
• Csontó, Balázs, 2014, "Emerging market sovereign bond spreads and shifts in global market sentiment," Emerging Markets Review, Elsevier, volume 20, issue C, pages 58-74, DOI: 10.1016/j.ememar.2014.05.003.
• Kodongo, Odongo & Ojah, Kalu, 2014, "Conditional pricing of currency risk in Africa's equity markets," Emerging Markets Review, Elsevier, volume 21, issue C, pages 133-155, DOI: 10.1016/j.ememar.2014.08.005.
• Hung, Chi-Hsiou D. & Banerjee, Anurag N., 2014, "How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?," Emerging Markets Review, Elsevier, volume 21, issue C, pages 67-81, DOI: 10.1016/j.ememar.2014.08.001.
• Huang, Lin & Wu, Jia & Zhang, Rui, 2014, "Exchange risk and asset returns: A theoretical and empirical study of an open economy asset pricing model," Emerging Markets Review, Elsevier, volume 21, issue C, pages 96-116, DOI: 10.1016/j.ememar.2014.08.002.
• Kim, Soon-Ho & Lee, Kuan-Hui, 2014, "Pricing of liquidity risks: Evidence from multiple liquidity measures," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 112-133, DOI: 10.1016/j.jempfin.2013.11.008.
• Xiang, Ju & Zhu, Xiaoneng, 2014, "Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 134-148, DOI: 10.1016/j.jempfin.2013.10.008.
• Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano, 2014, "Regime switches in the risk–return trade-off," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 118-138, DOI: 10.1016/j.jempfin.2014.06.007.
• Roll, Richard & Schwartz, Eduardo & Subrahmanyam, Avanidhar, 2014, "Trading activity in the equity market and its contingent claims: An empirical investigation," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 13-35, DOI: 10.1016/j.jempfin.2014.05.007.
• Chourdakis, Kyriakos & Dendramis, Yiannis & Tzavalis, Elias, 2014, "Are regime-shift sources of risk priced in the market?," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 151-170, DOI: 10.1016/j.jempfin.2014.06.004.
• Rose, Annica, 2014, "The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 171-184, DOI: 10.1016/j.jempfin.2014.06.003.
• McKenzie, Michael & Satchell, Stephen & Wongwachara, Warapong, 2014, "Converting true returns into reported returns: A general theory of linear smoothing and anti-smoothing," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 215-229, DOI: 10.1016/j.jempfin.2014.07.003.
• Møller, Stig V. & Nørholm, Henrik & Rangvid, Jesper, 2014, "Consumer confidence or the business cycle: What matters more for European expected returns?," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 230-248, DOI: 10.1016/j.jempfin.2014.07.004.
• Sizova, Natalia, 2014, "A frequency-domain alternative to long-horizon regressions with application to return predictability," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 261-272, DOI: 10.1016/j.jempfin.2014.03.002.
• Haghani, Shermineh, 2014, "Modeling hedge fund lifetimes: A dependent competing risks framework with latent exit types," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 291-320, DOI: 10.1016/j.jempfin.2014.03.006.
• Aslanidis, Nektarios & Christiansen, Charlotte, 2014, "Quantiles of the realized stock–bond correlation and links to the macroeconomy," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 321-331, DOI: 10.1016/j.jempfin.2014.03.007.
• Mao, Mike Qinghao & Wei, K.C. John, 2014, "Price and earnings momentum: An explanation using return decomposition," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 332-351, DOI: 10.1016/j.jempfin.2014.04.003.
• Tse, Yiu-Kuen & Dong, Yingjie, 2014, "Intraday periodicity adjustments of transaction duration and their effects on high-frequency volatility estimation," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 352-361, DOI: 10.1016/j.jempfin.2014.04.004.
• Jiang, Danling & Peterson, David R. & Doran, James S., 2014, "Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 36-59, DOI: 10.1016/j.jempfin.2014.05.005.
• Martens, Martin & van Oord, Arco, 2014, "Hedging the time-varying risk exposures of momentum returns," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 78-89, DOI: 10.1016/j.jempfin.2014.05.006.
• Moorman, Theodore, 2014, "An empirical investigation of methods to reduce transaction costs," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 230-246, DOI: 10.1016/j.jempfin.2014.09.004.
• Chen, Tsung-Kang & Liao, Hsien-Hsing & Chen, Wei-Lun, 2014, "Production efficiency uncertainty and corporate credit risk: Structural form credit model perspectives," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 266-280, DOI: 10.1016/j.jempfin.2014.08.003.
• Gelain, Paolo & Lansing, Kevin J., 2014, "House prices, expectations, and time-varying fundamentals," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 3-25, DOI: 10.1016/j.jempfin.2014.05.002.
• Leippold, Markus & Lohre, Harald, 2014, "The dispersion effect in international stock returns," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 331-342, DOI: 10.1016/j.jempfin.2014.09.001.
• Kim, Kun Ho, 2014, "Counter-cyclical risk aversion," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 384-401, DOI: 10.1016/j.jempfin.2014.09.005.
• Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid, 2014, "Oil price risk exposure: The case of the U.S. Travel and Leisure Industry," Energy Economics, Elsevier, volume 41, issue C, pages 117-124, DOI: 10.1016/j.eneco.2013.09.028.
• Lin, Boqiang & Wesseh, Presley K. & Appiah, Michael Owusu, 2014, "Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectiveness," Energy Economics, Elsevier, volume 42, issue C, pages 172-182, DOI: 10.1016/j.eneco.2013.12.017.
• Cunado, Juncal & Perez de Gracia, Fernando, 2014, "Oil price shocks and stock market returns: Evidence for some European countries," Energy Economics, Elsevier, volume 42, issue C, pages 365-377, DOI: 10.1016/j.eneco.2013.10.017.
• Palao, Fernando & Pardo, Ángel, 2014, "What makes carbon traders cluster their orders?," Energy Economics, Elsevier, volume 43, issue C, pages 158-165, DOI: 10.1016/j.eneco.2014.03.003.
• Koch, Nicolas, 2014, "Tail events: A new approach to understanding extreme energy commodity prices," Energy Economics, Elsevier, volume 43, issue C, pages 195-205, DOI: 10.1016/j.eneco.2014.02.015.
• Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan, 2014, "The impact of oil price shocks on U.S. bond market returns," Energy Economics, Elsevier, volume 44, issue C, pages 248-258, DOI: 10.1016/j.eneco.2014.04.009.
• Bianconi, Marcelo & Yoshino, Joe A., 2014, "Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector," Energy Economics, Elsevier, volume 45, issue C, pages 19-32, DOI: 10.1016/j.eneco.2014.06.018.
• Kolodziej, Marek & Kaufmann, Robert K. & Kulatilaka, Nalin & Bicchetti, David & Maystre, Nicolas, 2014, "Crude oil: Commodity or financial asset?," Energy Economics, Elsevier, volume 46, issue C, pages 216-223, DOI: 10.1016/j.eneco.2014.09.006.
• Sanders, Dwight R. & Irwin, Scott H., 2014, "Energy futures prices and commodity index investment: New evidence from firm-level position data," Energy Economics, Elsevier, volume 46, issue S1, pages 57-68, DOI: 10.1016/j.eneco.2014.09.005.
• Creti, Anna & Ftiti, Zied & Guesmi, Khaled, 2014, "Oil price and financial markets: Multivariate dynamic frequency analysis," Energy Policy, Elsevier, volume 73, issue C, pages 245-258, DOI: 10.1016/j.enpol.2014.05.057.
• Annaert, Jan & Mensah, Lord, 2014, "Cross-sectional predictability of stock returns, evidence from the 19th century Brussels Stock Exchange (1873–1914)," Explorations in Economic History, Elsevier, volume 52, issue C, pages 22-43, DOI: 10.1016/j.eeh.2013.10.002.
• Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2014, "Trend following, risk parity and momentum in commodity futures," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 1-12, DOI: 10.1016/j.irfa.2013.10.001.
• Zaevski, Tsvetelin S. & Kim, Young Shin & Fabozzi, Frank J., 2014, "Option pricing under stochastic volatility and tempered stable Lévy jumps," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 101-108, DOI: 10.1016/j.irfa.2013.10.004.
• Al-Khazali, Osamah, 2014, "Revisiting fast profit investor sentiment and stock returns during Ramadan," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 158-170, DOI: 10.1016/j.irfa.2014.02.003.
• Kearney, Colm & Liu, Sha, 2014, "Textual sentiment in finance: A survey of methods and models," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 171-185, DOI: 10.1016/j.irfa.2014.02.006.
• Smimou, K., 2014, "Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 186-209, DOI: 10.1016/j.irfa.2014.02.009.
• Simlai, Prodosh, 2014, "Persistence of ex-ante volatility and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 253-261, DOI: 10.1016/j.irfa.2014.03.002.
• Christiansen, Charlotte, 2014, "Classifying returns as extreme: European stock and bond markets," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 1-4, DOI: 10.1016/j.irfa.2014.05.004.
• Ye, Qing & Turner, John D., 2014, "The cross-section of stock returns in an early stock market," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 114-123, DOI: 10.1016/j.irfa.2014.05.007.
• Strydom, Maria & Skully, Michael & Veeraraghavan, Madhu, 2014, "Is the accrual anomaly robust to firm-level analysis?," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 157-165, DOI: 10.1016/j.irfa.2014.06.001.
• ap Gwilym, O. & Kita, A. & Wang, Q., 2014, "Speculate against speculative demand," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 212-221, DOI: 10.1016/j.irfa.2014.03.001.
• De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014, "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 31-43, DOI: 10.1016/j.irfa.2014.04.003.
• Cho, Sungjun, 2014, "What drives stochastic risk aversion?," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 44-63, DOI: 10.1016/j.irfa.2014.05.006.
• Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C., 2014, "Corporate yield spreads and real interest rates," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 89-100, DOI: 10.1016/j.irfa.2014.05.009.
• Urquhart, Andrew & McGroarty, Frank, 2014, "Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 154-166, DOI: 10.1016/j.irfa.2014.08.003.
• Zhong, Angel & Limkriangkrai, Manapon & Gray, Philip, 2014, "Anomalies, risk adjustment and seasonality: Australian evidence," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 207-218, DOI: 10.1016/j.irfa.2014.09.004.
• Le, Van & Zurbruegg, Ralf, 2014, "Forecasting option smile dynamics," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 32-45, DOI: 10.1016/j.irfa.2014.07.006.
• McMillan, David G., 2014, "Stock return, dividend growth and consumption growth predictability across markets and time: Implications for stock price movement," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 90-101, DOI: 10.1016/j.irfa.2014.07.011.
• Møller, Stig V., 2014, "GDP growth and the yield curvature," Finance Research Letters, Elsevier, volume 11, issue 1, pages 1-7, DOI: 10.1016/j.frl.2013.05.002.
• Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Pınar, Mustafa Ç, 2014, "Optimal multi-period consumption and investment with short-sale constraints," Finance Research Letters, Elsevier, volume 11, issue 1, pages 16-24, DOI: 10.1016/j.frl.2013.05.007.
• Spencer, Peter, 2014, "The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default," Finance Research Letters, Elsevier, volume 11, issue 1, pages 8-15, DOI: 10.1016/j.frl.2013.05.006.
• Dichtl, Hubert & Drobetz, Wolfgang, 2014, "Are stock markets really so inefficient? The case of the “Halloween Indicator”," Finance Research Letters, Elsevier, volume 11, issue 2, pages 112-121, DOI: 10.1016/j.frl.2013.10.001.
• Magron, Camille, 2014, "Investors’ aspirations and portfolio performance," Finance Research Letters, Elsevier, volume 11, issue 2, pages 153-160, DOI: 10.1016/j.frl.2013.09.001.
• Jarrow, Robert, 2014, "Computing present values: Capital budgeting done correctly," Finance Research Letters, Elsevier, volume 11, issue 3, pages 183-193, DOI: 10.1016/j.frl.2014.05.001.
• Tsai, Wei-Che, 2014, "Improved method for static replication under the CEV model," Finance Research Letters, Elsevier, volume 11, issue 3, pages 194-202, DOI: 10.1016/j.frl.2014.04.004.
• Guidolin, Massimo & Orlov, Alexei G. & Pedio, Manuela, 2014, "Unconventional monetary policies and the corporate bond market," Finance Research Letters, Elsevier, volume 11, issue 3, pages 203-212, DOI: 10.1016/j.frl.2014.04.003.
• Leirvik, Thomas, 2014, "The bond–stock mix under time-varying interest rates and predictable stock returns," Finance Research Letters, Elsevier, volume 11, issue 3, pages 231-237, DOI: 10.1016/j.frl.2014.02.006.
• Chionis, Dionysios & Pragidis, Ioannis & Schizas, Panagiotis, 2014, "Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era," Finance Research Letters, Elsevier, volume 11, issue 3, pages 254-258, DOI: 10.1016/j.frl.2014.02.003.
• Kim, Soo-Hyun & Kang, Hyoung-Goo, 2014, "A new strategy using term-structure dynamics of commodity futures," Finance Research Letters, Elsevier, volume 11, issue 3, pages 282-288, DOI: 10.1016/j.frl.2013.11.007.
• Lindaas, Knut F. & Simlai, Prodosh, 2014, "The value premium, aggregate risk innovations, and average stock returns," Finance Research Letters, Elsevier, volume 11, issue 3, pages 303-317, DOI: 10.1016/j.frl.2014.06.001.
• Medovikov, Ivan, 2014, "Can analysts predict rallies better than crashes?," Finance Research Letters, Elsevier, volume 11, issue 4, pages 319-325, DOI: 10.1016/j.frl.2014.08.001.
• Guo, Biao & Luo, Xingguo & Zhang, Ziding, 2014, "Sell in May and Go Away: Evidence from China," Finance Research Letters, Elsevier, volume 11, issue 4, pages 362-368, DOI: 10.1016/j.frl.2014.10.001.
• Michis, Antonis A., 2014, "Investing in gold: Individual asset risk in the long run," Finance Research Letters, Elsevier, volume 11, issue 4, pages 369-374, DOI: 10.1016/j.frl.2014.07.008.
• Tsai, Hui-Ju & Wu, Yangru, 2014, "Optimal portfolio choice for investors with industry-specific labor income risks," Finance Research Letters, Elsevier, volume 11, issue 4, pages 429-436, DOI: 10.1016/j.frl.2014.07.004.
• Zhu, Yanjian & Zhu, Xiaoneng, 2014, "European business cycles and stock return predictability," Finance Research Letters, Elsevier, volume 11, issue 4, pages 446-453, DOI: 10.1016/j.frl.2014.10.002.
• Onan, Mustafa & Salih, Aslihan & Yasar, Burze, 2014, "Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX," Finance Research Letters, Elsevier, volume 11, issue 4, pages 454-462, DOI: 10.1016/j.frl.2014.07.006.
• Lin, Ji-Chai & Singh, Ajai K. & Sun, Ping-Wen (Steven) & Yu, Wen, 2014, "Price delay premium and liquidity risk," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 150-173, DOI: 10.1016/j.finmar.2012.12.001.
• de Frutos, M. Ángeles & Manzano, Carolina, 2014, "Market transparency, market quality, and sunshine trading," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 174-198, DOI: 10.1016/j.finmar.2013.06.001.
• Nimalendran, Mahendrarajah & Ray, Sugata, 2014, "Informational linkages between dark and lit trading venues," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 230-261, DOI: 10.1016/j.finmar.2013.02.003.
• Easley, David & Hendershott, Terrence & Ramadorai, Tarun, 2014, "Leveling the trading field," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 65-93, DOI: 10.1016/j.finmar.2013.06.003.
• 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.
• Barik Kumar & M. Supriya, 2014, "Evidence on Hedging Effectiveness in Indian Derivatives Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 21, issue 2, pages 121-131, May, DOI: 10.1007/s10690-014-9179-6.
• Christopher Duquette & Franklin Mixon & Richard Cebula & Kamal Upadhyaya, 2014, "Prediction Markets and Election Polling: Granger Causality Tests Using InTrade and RealClearPolitics Data," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 42, issue 4, pages 357-366, December, DOI: 10.1007/s11293-014-9430-6.
• Adrian Stoian, 2014, "Public Messages and Asset Prices," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 42, issue 4, pages 441-454, December, DOI: 10.1007/s11293-014-9431-5.
• Xiaojing Xi & Rogemar Mamon, 2014, "Capturing the Regime-Switching and Memory Properties of Interest Rates," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 3, pages 307-337, October, DOI: 10.1007/s10614-013-9396-5.
• Dirk Broeders & Paul Hilbers & David Rijsbergen & Ningli Shen, 2014, "What Drives Pension Indexation in Turbulent Times? An Empirical Examination of Dutch Pension Funds," De Economist, Springer, volume 162, issue 1, pages 41-70, March, DOI: 10.1007/s10645-014-9223-y.
• Nick Draper & Casper Ewijk & Marcel Lever & Roel Mehlkopf, 2014, "Stochastic Generational Accounting Applied to Reforms of Dutch Occupational Pensions," De Economist, Springer, volume 162, issue 3, pages 287-307, September, DOI: 10.1007/s10645-014-9232-x.
• Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014, "Real interest rate persistence in South Africa: evidence and implications," Economic Change and Restructuring, Springer, volume 47, issue 1, pages 41-62, February, DOI: 10.1007/s10644-012-9132-5.
• Jiye Hu, 2014, "An empirical approach on regulating China’s pension investment," European Journal of Law and Economics, Springer, volume 37, issue 3, pages 495-516, June, DOI: 10.1007/s10657-013-9427-7.
• Thomas Stöckl, 2014, "Price efficiency and trading behavior in limit order markets with competing insiders," Experimental Economics, Springer;Economic Science Association, volume 17, issue 2, pages 314-334, June, DOI: 10.1007/s10683-013-9369-5.
• Christian Klein & Christoph Stellner, 2014, "The systematic risk of corporate bonds: default risk, term risk, and index choice," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 1, pages 29-61, February, DOI: 10.1007/s11408-013-0222-9.
• Christian Gabriel & Christian Lau, 2014, "On the distribution of government bond returns: evidence from the EMU," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 2, pages 181-203, May, DOI: 10.1007/s11408-014-0228-y.
• Yacine Hammami, 2014, "An empirical investigation of asset pricing models under divergent lending and borrowing rates," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 3, pages 263-279, August, DOI: 10.1007/s11408-014-0233-1.
• Jonas Gusset & Heinz Zimmermann, 2014, "Why not use SDF rather than beta models in performance measurement?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 4, pages 307-336, November, DOI: 10.1007/s11408-014-0235-z.
• Thomas Walker & Kerstin Lopatta & Thomas Kaspereit, 2014, "Corporate sustainability in asset pricing models and mutual funds performance measurement," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 4, pages 363-407, November, DOI: 10.1007/s11408-014-0237-x.
• Alexander Kerl & Carolin Schürg & Andreas Walter, 2014, "The impact of Financial Times Deutschland news on stock prices: post-announcement drifts and inattention of investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 4, pages 409-436, November, DOI: 10.1007/s11408-014-0238-9.
• Jonathan Fletcher & Andrew Marshall, 2014, "Investor Heterogeneity and the Cross-section of U.K. Investment Trust Performance," Journal of Financial Services Research, Springer;Western Finance Association, volume 45, issue 1, pages 67-89, February, DOI: 10.1007/s10693-013-0159-1.
• Sheng Guo & William Hardin, 2014, "Wealth, Composition, Housing, Income and Consumption," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 2, pages 221-243, February, DOI: 10.1007/s11146-012-9390-z.
• Nusret Cakici & Isil Erol & Dogan Tirtiroglu, 2014, "Tracking the Evolution of Idiosyncratic Risk and Cross-Sectional Expected Returns for US REITs," The Journal of Real Estate Finance and Economics, Springer, volume 48, issue 3, pages 415-440, April, DOI: 10.1007/s11146-013-9410-7.
• Erik Devos & Thomas McInish & Michael McKenzie & James Upson, 2014, "Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, volume 49, issue 4, pages 454-476, November, DOI: 10.1007/s11146-013-9438-8.
• Pietro Alessandrini & Michele Fratianni & Andrew Hughes Hallett & Andrea Presbitero, 2014, "External Imbalances and Fiscal Fragility in the Euro Area," Open Economies Review, Springer, volume 25, issue 1, pages 3-34, February, DOI: 10.1007/s11079-013-9305-5.
• Tim Loughran & Bill McDonald, 2014, "Regulation and financial disclosure: The impact of plain English," Journal of Regulatory Economics, Springer, volume 45, issue 1, pages 94-113, February, DOI: 10.1007/s11149-013-9236-5.
• Ron Chan & Simon Hubbert, 2014, "Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme," Review of Derivatives Research, Springer, volume 17, issue 2, pages 161-189, July, DOI: 10.1007/s11147-013-9095-3.
• Ming-Hsien Chen & Vivian Tai, 2014, "The price discovery of day trading activities in futures market," Review of Derivatives Research, Springer, volume 17, issue 2, pages 217-239, July, DOI: 10.1007/s11147-014-9096-x.
• Jean-Paul Laurent & Philippe Amzelek & Joe Bonnaud, 2014, "An overview of the valuation of collateralized derivative contracts," Review of Derivatives Research, Springer, volume 17, issue 3, pages 261-286, October, DOI: 10.1007/s11147-014-9098-8.
• Robert Jarrow & Hao Li, 2014, "The impact of quantitative easing on the US term structure of interest rates," Review of Derivatives Research, Springer, volume 17, issue 3, pages 287-321, October, DOI: 10.1007/s11147-014-9099-7.
• Angelos Kanas, 2014, "Uncovering a positive risk-return relation: the role of implied volatility index," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 159-170, January, DOI: 10.1007/s11156-012-0317-9.
• Ernest Biktimirov & Boya Li, 2014, "Asymmetric stock price and liquidity responses to changes in the FTSE SmallCap index," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 95-122, January, DOI: 10.1007/s11156-012-0335-7.
• Jin-Ray Lu & Chih-Ming Chan, 2014, "Optimal portfolio choice of gold assets in the differential market and differential game structures," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 2, pages 309-325, February, DOI: 10.1007/s11156-013-0343-2.
• Yi-Cheng Shih & Sheng-Syan Chen & Cheng-Few Lee & Po-Jung Chen, 2014, "The evolution of capital asset pricing models," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 3, pages 415-448, April, DOI: 10.1007/s11156-013-0348-x.
• Jeong-Bon Kim & Haina Shi & Jing Zhou, 2014, "International Financial Reporting Standards, institutional infrastructures, and implied cost of equity capital around the world," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 3, pages 469-507, April, DOI: 10.1007/s11156-013-0350-3.
• Tobias Schlueter & Soenke Sievers, 2014, "Determinants of market beta: the impacts of firm-specific accounting figures and market conditions," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 3, pages 535-570, April, DOI: 10.1007/s11156-013-0352-1.
• Christian Koziol, 2014, "A simple correction of the WACC discount rate for default risk and bankruptcy costs," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 4, pages 653-666, May, DOI: 10.1007/s11156-013-0356-x.
• Seth Kopchak, 2014, "The absorption effect of US Treasury auctions," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 1, pages 21-44, July, DOI: 10.1007/s11156-013-0363-y.
• Ron Bird & Daniel Choi & Danny Yeung, 2014, "Market uncertainty, market sentiment, and the post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 1, pages 45-73, July, DOI: 10.1007/s11156-013-0364-x.
• Cathy Chen & I-Doun Kuo, 2014, "Investor sentiment and interest rate volatility smile: evidence from Eurodollar options markets," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 2, pages 367-391, August, DOI: 10.1007/s11156-013-0376-6.
• Tsung-Kang Chen & Hsien-Hsing Liao & Hsiao-Chun Huang, 2014, "Macroeconomic risks of supply chain counterparties and corporate bond yield spreads," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 463-481, October, DOI: 10.1007/s11156-013-0382-8.
• Stefano Gubellini, 2014, "Conditioning information and cross-sectional anomalies," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 529-569, October, DOI: 10.1007/s11156-013-0384-6.
• Qi Zhang & Charlie Cai & Kevin Keasey, 2014, "The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 605-625, October, DOI: 10.1007/s11156-013-0386-4.
• Tienyu Hwang & Simon Gao & Heather Owen, 2014, "Markowitz efficiency and size effect: evidence from the UK stock market," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 4, pages 721-750, November, DOI: 10.1007/s11156-013-0390-8.
• Jin-Huei Yeh & Jying-Nan Wang & Chung-Ming Kuan, 2014, "A noise-robust estimator of volatility based on interquantile ranges," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 4, pages 751-779, November, DOI: 10.1007/s11156-013-0391-7.
• Li Eng & Joohyung Ha & Sandeep Nabar, 2014, "The impact of regulation FD on the information environment: evidence from the stock market response to stock split announcements," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 4, pages 829-853, November, DOI: 10.1007/s11156-013-0394-4.
• Daniela Cagno & Tibor Neugebauer & Carlos Rodriguez-Palmero & Abdolkarim Sadrieh, 2014, "Recall searching with and without recall," Theory and Decision, Springer, volume 77, issue 3, pages 297-311, October, DOI: 10.1007/s11238-014-9444-1.
• Daniel Harenberg & Alexander Ludwig, 2014, "Social Security and the Interactions Between Aggregate and Idiosyncratic Risk," Working Paper Series in Economics, University of Cologne, Department of Economics, number 71, Mar.
• Falko Juessen & Ludger Linnemann & Andreas Schabert, 2014, "Default Risk Premia on Government Bonds in a Quantitative Macroeconomic Model," Working Paper Series in Economics, University of Cologne, Department of Economics, number 73, Jun.
• Ralf Brüggemann & Markus Glaser & Stefan Schaarschmidt & Sandra Stankiewicz, 2014, "The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-24, Dec.
• Hideaki Tamura & Yoichi Matsubayashi, 2014, "A New Solution to the Equity Premium Puzzle and the Risk-Free Rate Puzzle: Theory and Evidence," Discussion Papers, Graduate School of Economics, Kobe University, number 1422, Aug.
• Szabó, Zsolt, 2014, "A Fed szigorodó monetáris politikájának hatása az eszközárakra a feltörekvő piacokon
  [The effect of incipient tapering on asset prices in emerging markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 693-718.
• Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2014, "Are All Sovereigns Equal? A Test of the Common Determination of Sovereign Spreads in the Euro Area," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/06, Mar.
• Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2014, "Doom-loops: The Role of Rating Agencies in the Euro Financial Crisis," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/16, Dec.
• Luciano Vereda & Hélio Lopes & Jessica Kubrusly & Adrian Pizzinga & Taofik Mohammed Ibrahim, 2014, "Yield Curve Forecasts and the Predictive Power of Macro Variables in a VAR Framework," Journal of Reviews on Global Economics, Lifescience Global, volume 3, pages 377-393.
• Harlan Platt, Licheng Cai & Licheng Cai & Marjorie Platt, 2014, "Mutual fund flows: Where does the money go?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 5, pages 59-69, October.
• Jean-Sébastien Michel, 2014, "Stock Market Overreaction to Management Earnings Forecasts," Cahiers de recherche, CIRPEE, number 1319.
• Pascal François & Alon Raviv, 2014, "Heterogeneous Beliefs and the Choice Between Private Restructuring and Formal Bankruptcy," Cahiers de recherche, CIRPEE, number 1401.
• Christian Dorion & Pascal François & Gunnar Grass & Alexandre Jeanneret, 2014, "Convertible Debt and Shareholder Incentives," Cahiers de recherche, CIRPEE, number 1403.
• Peter Christoffersen & Christian Dorion & Kris Jacobs & Lotfi Karoui, 2014, "Nonlinear Kalman Filtering in Affine Term Structure Models," Cahiers de recherche, CIRPEE, number 1404.