Research classified by Journal of Economic Literature (JEL) codes

2013

• Obizhaeva, Anna A. & Wang, Jiang, 2013, "Optimal trading strategy and supply/demand dynamics," Journal of Financial Markets, Elsevier, volume 16, issue 1, pages 1-32, DOI: 10.1016/j.finmar.2012.09.001.
• Valseth, Siri, 2013, "Price discovery in government bond markets," Journal of Financial Markets, Elsevier, volume 16, issue 1, pages 127-151, DOI: 10.1016/j.finmar.2012.04.005.
• Li, Yuanzhi & Zhong, Zhaodong (Ken), 2013, "Investing in Chapter 11 stocks: Trading, value, and performance," Journal of Financial Markets, Elsevier, volume 16, issue 1, pages 33-60, DOI: 10.1016/j.finmar.2012.09.006.
• Gao, Feng & Song, Fengming & Wang, Jun, 2013, "Rational expectations equilibrium with uncertain proportion of informed traders," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 387-413, DOI: 10.1016/j.finmar.2012.04.001.
• Blitz, David & Huij, Joop & Lansdorp, Simon & Verbeek, Marno, 2013, "Short-term residual reversal," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 477-504, DOI: 10.1016/j.finmar.2012.10.005.
• Raviv, Alon & Sisli-Ciamarra, Elif, 2013, "Executive compensation, risk taking and the state of the economy," Journal of Financial Stability, Elsevier, volume 9, issue 1, pages 55-68, DOI: 10.1016/j.jfs.2012.12.003.
• Bohl, Martin T. & Klein, Arne C. & Siklos, Pierre L., 2013, "Are short sellers positive feedback traders? Evidence from the global financial crisis," Journal of Financial Stability, Elsevier, volume 9, issue 3, pages 337-346, DOI: 10.1016/j.jfs.2012.11.004.
• Iannotta, Giuliano & Nocera, Giacomo & Resti, Andrea, 2013, "Do investors care about credit ratings? An analysis through the cycle," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 545-555, DOI: 10.1016/j.jfs.2012.11.006.
• Kim, Jinyong & Kim, Yong-Cheol, 2013, "Financial crisis and a transmission mechanism of external shocks: The signaling role of the Korean Monetary Stabilization Bond," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 682-694, DOI: 10.1016/j.jfs.2012.06.002.
• Sun, Changyou, 2013, "On the market risk of securitized timberlands," Journal of Forest Economics, Elsevier, volume 19, issue 2, pages 110-127, DOI: 10.1016/j.jfe.2012.11.002.
• Gourio, François & Siemer, Michael & Verdelhan, Adrien, 2013, "International risk cycles," Journal of International Economics, Elsevier, volume 89, issue 2, pages 471-484, DOI: 10.1016/j.jinteco.2011.10.001.
• Dahlquist, Magnus & Hasseltoft, Henrik, 2013, "International Bond Risk Premia," Journal of International Economics, Elsevier, volume 90, issue 1, pages 17-32, DOI: 10.1016/j.jinteco.2012.11.008.
• Pézier, Jacques & Scheller, Johanna, 2013, "Best portfolio insurance for long-term investment strategies in realistic conditions," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 263-274, DOI: 10.1016/j.insmatheco.2013.01.001.
• Singor, Stefan N. & Grzelak, Lech A. & van Bragt, David D.B. & Oosterlee, Cornelis W., 2013, "Pricing inflation products with stochastic volatility and stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 286-299, DOI: 10.1016/j.insmatheco.2013.01.003.
• Ziveyi, Jonathan & Blackburn, Craig & Sherris, Michael, 2013, "Pricing European options on deferred annuities," Insurance: Mathematics and Economics, Elsevier, volume 52, issue 2, pages 300-311, DOI: 10.1016/j.insmatheco.2013.01.004.
• Blackburn, Craig & Sherris, Michael, 2013, "Consistent dynamic affine mortality models for longevity risk applications," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 1, pages 64-73, DOI: 10.1016/j.insmatheco.2013.04.007.
• Magni, Carlo Alberto, 2013, "Generalized Makeham’s formula and economic profitability," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 3, pages 747-756, DOI: 10.1016/j.insmatheco.2013.09.014.
• Thuraisamy, Kannan & Gannon, Gerard, 2013, "Modelling the sovereign linkages of key Latin American economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 222-239, DOI: 10.1016/j.intfin.2012.08.002.
• Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert, 2013, "Price impact of block trades in the Saudi stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 322-341, DOI: 10.1016/j.intfin.2012.11.003.
• Chen, Yangyang & Koutsantony, Constantine & Truong, Cameron & Veeraraghavan, Madhu, 2013, "Stock price response to S&P 500 index inclusions: Do options listings and options trading volume matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 379-401, DOI: 10.1016/j.intfin.2012.09.008.
• Gębka, Bartosz & Wohar, Mark E., 2013, "International herding: Does it differ across sectors?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 55-84, DOI: 10.1016/j.intfin.2012.09.003.
• Gurun, Ayfer, 2013, "Business strategy and financial consequences: The case of antidumping filings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 127-138, DOI: 10.1016/j.intfin.2012.11.006.
• Meng, Lei & Verousis, Thanos & ap Gwilym, Owain, 2013, "A substitution effect between price clustering and size clustering in credit default swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 139-152, DOI: 10.1016/j.intfin.2012.11.011.
• Durand, Robert B. & Koh, SzeKee & Limkriangkrai, Manapon, 2013, "Saints versus Sinners. Does morality matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 166-183, DOI: 10.1016/j.intfin.2012.12.002.
• Papavassiliou, Vassilios G., 2013, "A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 184-197, DOI: 10.1016/j.intfin.2012.12.003.
• Murtazashvili, Irina & Vozlyublennaia, Nadia, 2013, "When do characteristics-sorted factors mechanically explain returns?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 119-143, DOI: 10.1016/j.intfin.2013.01.006.
• Balli, Faruk & Basher, Syed Abul & Jean Louis, Rosmy, 2013, "Sectoral equity returns and portfolio diversification opportunities across the GCC region," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 33-48, DOI: 10.1016/j.intfin.2013.01.001.
• Li, Hong, 2013, "Integration versus segmentation in China's stock market: An analysis of time-varying beta risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 88-105, DOI: 10.1016/j.intfin.2013.01.007.
• Smales, Lee A., 2013, "Bond futures and order imbalance," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 113-132, DOI: 10.1016/j.intfin.2013.05.006.
• Antonakakis, Nikolaos & Vergos, Konstantinos, 2013, "Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 258-272, DOI: 10.1016/j.intfin.2013.06.004.
• Klein, Arne C., 2013, "Time-variations in herding behavior: Evidence from a Markov switching SUR model," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 291-304, DOI: 10.1016/j.intfin.2013.06.006.
• Levy, Tamir & Yagil, Joseph, 2013, "Changing the methodology of equity indices—The case of the Tel-Aviv Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 91-99, DOI: 10.1016/j.intfin.2013.04.001.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013, "Liquidity measurement in frontier markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 1-12, DOI: 10.1016/j.intfin.2013.07.011.
• Goda, Thomas & Lysandrou, Photis & Stewart, Chris, 2013, "The contribution of US bond demand to the US bond yield conundrum of 2004–2007: An empirical investigation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 113-136, DOI: 10.1016/j.intfin.2013.07.012.
• Nartea, Gilbert V. & Wu, Ji & Liu, Zhentao, 2013, "Does idiosyncratic volatility matter in emerging markets? Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 137-160, DOI: 10.1016/j.intfin.2013.09.002.
• Philippas, Dionisis & Siriopoulos, Costas, 2013, "Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 161-176, DOI: 10.1016/j.intfin.2013.09.008.
• Bozos, Konstantinos & Koutmos, Dimitrios & Song, Wei, 2013, "Beta risk and price synchronicity of bank acquirers’ common stock following merger announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 47-58, DOI: 10.1016/j.intfin.2013.07.007.
• Morales-Arias, Leonardo & Moura, Guilherme V., 2013, "Adaptive forecasting of exchange rates with panel data," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 493-509, DOI: 10.1016/j.ijforecast.2012.10.007.
• Hwang, Lee-Seok & Lee, Woo-Jong & Lim, Seung-Yeon & Park, Kyung-Ho, 2013, "Does information risk affect the implied cost of equity capital? An analysis of PIN and adjusted PIN," Journal of Accounting and Economics, Elsevier, volume 55, issue 2, pages 148-167, DOI: 10.1016/j.jacceco.2013.01.005.
• Barth, Mary E. & Konchitchki, Yaniv & Landsman, Wayne R., 2013, "Cost of capital and earnings transparency," Journal of Accounting and Economics, Elsevier, volume 55, issue 2, pages 206-224, DOI: 10.1016/j.jacceco.2013.01.004.
• Baber, William R. & Gore, Angela K. & Rich, Kevin T. & Zhang, Jean X., 2013, "Accounting restatements, governance and municipal debt financing," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 212-227, DOI: 10.1016/j.jacceco.2013.08.003.
• Zhang, Qi & Cai, Charlie X. & Keasey, Kevin, 2013, "Market reaction to earnings news: A unified test of information risk and transaction costs," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 251-266, DOI: 10.1016/j.jacceco.2013.08.002.
• Aono, Kohei & Iwaisako, Tokuo, 2013, "The consumption–wealth ratio, real estate wealth, and the Japanese stock market," Japan and the World Economy, Elsevier, volume 25, issue , pages 39-51, DOI: 10.1016/j.japwor.2012.11.001.
• Wang, Hao & Zhou, Hao & Zhou, Yi, 2013, "Credit default swap spreads and variance risk premia," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3733-3746, DOI: 10.1016/j.jbankfin.2013.02.021.
• Easton, Steve & Pinder, Sean & Uylangco, Katherine, 2013, "A case study of short-sale constraints and limits to arbitrage," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3924-3929, DOI: 10.1016/j.jbankfin.2013.07.012.
• Jiang, Danling, 2013, "The second moment matters! Cross-sectional dispersion of firm valuations and expected returns," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3974-3992, DOI: 10.1016/j.jbankfin.2013.06.011.
• Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke, 2013, "Asset pricing with heterogeneous beliefs and relative performance," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4107-4119, DOI: 10.1016/j.jbankfin.2013.07.018.
• Zhu, Xiaoneng & Zhu, Jie, 2013, "Predicting stock returns: A regime-switching combination approach and economic links," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4120-4133, DOI: 10.1016/j.jbankfin.2013.07.016.
• Uhrig-Homburg, Marliese, 2013, "Sovereign credit spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4217-4225, DOI: 10.1016/j.jbankfin.2013.07.002.
• Stivers, Chris & Sun, Licheng, 2013, "Returns and option activity over the option-expiration week for S&P 100 stocks," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4226-4240, DOI: 10.1016/j.jbankfin.2013.07.030.
• Lundtofte, Frederik & Wilhelmsson, Anders, 2013, "Risk premia: Exact solutions vs. log-linear approximations," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4256-4264, DOI: 10.1016/j.jbankfin.2013.07.035.
• Cipriani, Marco & Gardenal, Gloria & Guarino, Antonio, 2013, "Financial contagion in the laboratory: The cross-market rebalancing channel," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4310-4326, DOI: 10.1016/j.jbankfin.2013.06.005.
• Slavutskaya, Anna, 2013, "Short-term hedge fund performance," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4404-4431, DOI: 10.1016/j.jbankfin.2013.07.034.
• Lin, Yueh-Neng, 2013, "VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4432-4446, DOI: 10.1016/j.jbankfin.2013.03.006.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2013, "Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4449-4464, DOI: 10.1016/j.jbankfin.2012.12.018.
• Xiao, Yuchao & Faff, Robert & Gharghori, Philip & Min, Byoung-Kyu, 2013, "Pricing innovations in consumption growth: A re-evaluation of the recursive utility model," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4465-4475, DOI: 10.1016/j.jbankfin.2012.08.015.
• Hagströmer, Björn & Hansson, Björn & Nilsson, Birger, 2013, "The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4476-4487, DOI: 10.1016/j.jbankfin.2013.01.029.
• Georgoutsos, Dimitris A. & Migiakis, Petros M., 2013, "Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4650-4664, DOI: 10.1016/j.jbankfin.2013.07.025.
• Qin, Zhenjiang, 2013, "Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4675-4694, DOI: 10.1016/j.jbankfin.2013.07.045.
• Drienko, Jozef & Sault, Stephen J., 2013, "The intraday impact of company responses to exchange queries," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4810-4819, DOI: 10.1016/j.jbankfin.2013.08.011.
• Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N., 2013, "A comprehensive long-term analysis of S&P 500 index additions and deletions," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4920-4930, DOI: 10.1016/j.jbankfin.2013.08.027.
• Dyakov, Teodor & Verbeek, Marno, 2013, "Front-running of mutual fund fire-sales," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4931-4942, DOI: 10.1016/j.jbankfin.2013.08.013.
• Maio, Paulo, 2013, "Return decomposition and the Intertemporal CAPM," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4958-4972, DOI: 10.1016/j.jbankfin.2013.08.021.
• Hahn, TeWhan & Ligon, James A. & Rhodes, Heather, 2013, "Liquidity and initial public offering underpricing," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4973-4988, DOI: 10.1016/j.jbankfin.2013.09.004.
• Liu, Wei & Kolari, James W. & Kyle Tippens, T. & Fraser, Donald R., 2013, "Did capital infusions enhance bank recovery from the great recession?," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5048-5061, DOI: 10.1016/j.jbankfin.2013.09.008.
• Karstanje, Dennis & Sojli, Elvira & Tham, Wing Wah & van der Wel, Michel, 2013, "Economic valuation of liquidity timing," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5073-5087, DOI: 10.1016/j.jbankfin.2013.09.010.
• Gourieroux, C. & Heam, J.C. & Monfort, A., 2013, "Liquidation equilibrium with seniority and hidden CDO," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5261-5274, DOI: 10.1016/j.jbankfin.2013.04.016.
• Maltritz, Dominik & Molchanov, Alexander, 2013, "Analyzing determinants of bond yield spreads with Bayesian Model Averaging," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5275-5284, DOI: 10.1016/j.jbankfin.2013.07.007.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2013, "Pricing deviation, misvaluation comovement, and macroeconomic conditions," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5285-5299, DOI: 10.1016/j.jbankfin.2013.08.005.
• Abudy, Menachem & Benninga, Simon, 2013, "Non-marketability and the value of employee stock options," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5500-5510, DOI: 10.1016/j.jbankfin.2013.03.022.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013, "Liquidity commonality in commodities," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 11-20, DOI: 10.1016/j.jbankfin.2012.08.013.
• Kim, Sei-Wan & Krausz, Joshua & Nam, Kiseok, 2013, "Revisiting asset pricing under habit formation in an overlapping-generations economy," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 132-138, DOI: 10.1016/j.jbankfin.2012.08.018.
• Harris, Richard D.F. & Mazibas, Murat, 2013, "Dynamic hedge fund portfolio construction: A semi-parametric approach," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 139-149, DOI: 10.1016/j.jbankfin.2012.08.017.
• Morana, Claudio, 2013, "Oil price dynamics, macro-finance interactions and the role of financial speculation," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 206-226, DOI: 10.1016/j.jbankfin.2012.08.027.
• Golbeck, Steven & Linetsky, Vadim, 2013, "Asset financing with credit risk," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 43-59, DOI: 10.1016/j.jbankfin.2012.08.010.
• Liu, Zhuoshi & Spencer, Peter, 2013, "Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 241-256, DOI: 10.1016/j.jbankfin.2012.08.012.
• Jacobs, Kris & Pallage, Stéphane & Robe, Michel A., 2013, "Market incompleteness and the equity premium puzzle: Evidence from state-level data," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 378-388, DOI: 10.1016/j.jbankfin.2012.09.005.
• Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio, 2013, "No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 389-402, DOI: 10.1016/j.jbankfin.2012.09.003.
• Berrada, Tony & Hugonnier, Julien, 2013, "Incomplete information, idiosyncratic volatility and stock returns," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 448-462, DOI: 10.1016/j.jbankfin.2012.09.004.
• Driessen, Joost & Maenhout, Pascal, 2013, "The world price of jump and volatility risk," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 518-536, DOI: 10.1016/j.jbankfin.2012.09.008.
• Chen, Zhian & Du, Jinmin & Li, Donghui & Ouyang, Rui, 2013, "Does foreign institutional ownership increase return volatility? Evidence from China," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 660-669, DOI: 10.1016/j.jbankfin.2012.10.006.
• Mateti, Ravi S. & Hegde, Shantaram P. & Puri, Tribhuvan, 2013, "Pricing securities with multiple risks: A case of exchangeable debt," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1018-1028, DOI: 10.1016/j.jbankfin.2012.11.009.
• Shang, Hua, 2013, "Inference in asset pricing models with a low-variance factor," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1046-1060, DOI: 10.1016/j.jbankfin.2012.11.007.
• Zakamulin, Valeriy, 2013, "Forecasting the size premium over different time horizons," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1061-1072, DOI: 10.1016/j.jbankfin.2012.11.006.
• Jitmaneeroj, Boonlert & Wood, Andrew, 2013, "The expectations hypothesis: New hope or illusory support?," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1084-1092, DOI: 10.1016/j.jbankfin.2012.11.013.
• Schaub, Nic & Schmid, Markus, 2013, "Hedge fund liquidity and performance: Evidence from the financial crisis," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 671-692, DOI: 10.1016/j.jbankfin.2012.09.019.
• ap Gwilym, Rhys & Ebrahim, M. Shahid, 2013, "Can position limits restrain ‘rogue’ trading?," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 824-836, DOI: 10.1016/j.jbankfin.2012.10.025.
• Dutt, Tanuj & Humphery-Jenner, Mark, 2013, "Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 999-1017, DOI: 10.1016/j.jbankfin.2012.11.001.
• Levy, Ariel & Lieberman, Offer, 2013, "Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1412-1421, DOI: 10.1016/j.jbankfin.2012.03.024.
• Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2013, "Revisiting mutual fund performance evaluation," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1759-1776, DOI: 10.1016/j.jbankfin.2013.01.006.
• Wang, Kent & Liu, Junwei & Liu, Zhi, 2013, "Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1777-1786, DOI: 10.1016/j.jbankfin.2013.01.024.
• Gropper, Daniel M. & Jahera, John S. & Park, Jung Chul, 2013, "Does it help to have friends in high places? Bank stock performance and congressional committee chairmanships," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1986-1999, DOI: 10.1016/j.jbankfin.2013.01.003.
• Fiordelisi, Franco & Marqués-Ibañez, David, 2013, "Is bank default risk systematic?," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2000-2010, DOI: 10.1016/j.jbankfin.2013.01.004.
• Finnerty, John D. & Miller, Cameron D. & Chen, Ren-Raw, 2013, "The impact of credit rating announcements on credit default swap spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2011-2030, DOI: 10.1016/j.jbankfin.2013.01.028.
• Chevapatrakul, Thanaset, 2013, "Return sign forecasts based on conditional risk: Evidence from the UK stock market index," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2342-2353, DOI: 10.1016/j.jbankfin.2013.01.033.
• Hwang, Soosung & Rubesam, Alexandre, 2013, "A behavioral explanation of the value anomaly based on time-varying return reversals," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2367-2377, DOI: 10.1016/j.jbankfin.2013.01.030.
• Badaoui, Saad & Cathcart, Lara & El-Jahel, Lina, 2013, "Do sovereign credit default swaps represent a clean measure of sovereign default risk? A factor model approach," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2392-2407, DOI: 10.1016/j.jbankfin.2013.01.038.
• Chen, Tsung-Kang & Liao, Hsien-Hsing & Kuo, Hui-Ju, 2013, "Internal liquidity risk, financial bullwhip effects, and corporate bond yield spreads: Supply chain perspectives," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2434-2456, DOI: 10.1016/j.jbankfin.2013.02.011.
• Alles, Lakshman & Murray, Louis, 2013, "Rewards for downside risk in Asian markets," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2501-2509, DOI: 10.1016/j.jbankfin.2013.02.006.
• Chen, Yunling & Liu, Ming & Su, Jun, 2013, "Greasing the wheels of bank lending: Evidence from private firms in China," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2533-2545, DOI: 10.1016/j.jbankfin.2013.02.002.
• Yao, Jing & Li, Duan, 2013, "Prospect theory and trading patterns," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2793-2805, DOI: 10.1016/j.jbankfin.2013.04.001.
• Nejadmalayeri, Ali & Nishikawa, Takeshi & Rao, Ramesh P., 2013, "Sarbanes-Oxley Act and corporate credit spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2991-3006, DOI: 10.1016/j.jbankfin.2013.04.013.
• Khovansky, Serguey & Zhylyevskyy, Oleksandr, 2013, "Impact of idiosyncratic volatility on stock returns: A cross-sectional study," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3064-3075, DOI: 10.1016/j.jbankfin.2013.02.034.
• Chen, Tsung-Kang & Liao, Hsien-Hsing & Kuo, Hui-Ju & Hsieh, Yu-Ling, 2013, "Suppliers’ and customers’ information asymmetry and corporate bond yield spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3181-3191, DOI: 10.1016/j.jbankfin.2013.02.026.
• Chang, Charles & Fuh, Cheng-Der & Lin, Shih-Kuei, 2013, "A tale of two regimes: Theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3204-3217, DOI: 10.1016/j.jbankfin.2013.03.009.
• Fujiwara, Ippei & Körber, Lena Mareen & Nagakura, Daisuke, 2013, "Asymmetry in government bond returns," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3218-3226, DOI: 10.1016/j.jbankfin.2013.03.002.
• Weiß, Gregor N.F. & Supper, Hendrik, 2013, "Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3334-3350, DOI: 10.1016/j.jbankfin.2013.05.013.
• Ederington, Louis H. & Guan, Wei, 2013, "The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3388-3400, DOI: 10.1016/j.jbankfin.2013.04.017.
• Annaert, Jan & De Ceuster, Marc & Verstegen, Kurt, 2013, "Are extreme returns priced in the stock market? European evidence," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3401-3411, DOI: 10.1016/j.jbankfin.2013.05.015.
• Kuo, Wei-Yu & Lin, Tse-Chun, 2013, "Overconfident individual day traders: Evidence from the Taiwan futures market," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3548-3561, DOI: 10.1016/j.jbankfin.2013.04.036.
• Jiang, Li & Kim, Jeong-Bon & Pang, Lei, 2013, "Insiders’ incentives for asymmetric disclosure and firm-specific information flows," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3562-3576, DOI: 10.1016/j.jbankfin.2013.05.001.
• Dreyer, Johannes K. & Schneider, Johannes & Smith, William T., 2013, "Saving-based asset-pricing," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3704-3715, DOI: 10.1016/j.jbankfin.2013.04.034.
• Wang, Yudong & Wu, Chongfeng & Yang, Li, 2013, "Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries," Journal of Comparative Economics, Elsevier, volume 41, issue 4, pages 1220-1239, DOI: 10.1016/j.jce.2012.12.004.
• Calice, Giovanni & Chen, Jing & Williams, Julian, 2013, "Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 122-143, DOI: 10.1016/j.jebo.2011.10.013.
• Ebrahim, M. Shahid & Mathur, Ike, 2013, "On the efficiency of the UPREIT organizational form: Implications for the subprime crisis and CDO's," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 286-305, DOI: 10.1016/j.jebo.2012.02.015.
• McAlvanah, Patrick & Moul, Charles C., 2013, "The house doesn’t always win: Evidence of anchoring among Australian bookies," Journal of Economic Behavior & Organization, Elsevier, volume 90, issue C, pages 87-99, DOI: 10.1016/j.jebo.2013.03.009.
• Hüsler, A. & Sornette, D. & Hommes, C.H., 2013, "Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price," Journal of Economic Behavior & Organization, Elsevier, volume 92, issue C, pages 304-316, DOI: 10.1016/j.jebo.2013.06.005.
• McAleer, M.J. & Radalj, K., 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-23, Jun.
• Lean, H.H. & McAleer, M.J. & Wong, W.-K., 2013, "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-27, Aug.
• Francisco López Herrera & Francisco Venegas Martínez & César Gurrola Ríos, 2013, "EMBI+México y su relación dinámica con otros factores de riesgo sistemático: 1997-2011," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 28, issue 2, pages 193-216.
• Leonardo Becchetti & Massimo Ferrari, 2013, "The impact of the French Tobin tax," Econometica Working Papers, Econometica, number wp47, Mar.
• Sommarat CHANTARAT & Kirk PANNANGPETCH & Nattapong PUTTANAPONG & Thanasin TANOMPONGHANDH, 2013, "Index-Based Risk Financing and Development of Natural Disaster Insurance Programs in Developing Asian Countries," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2013-09, Aug.
• Morten Balling & Peter Egger & Ernest Gnan (ed.), 2013, "States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives," SUERF Studies, SUERF - The European Money and Finance Forum, number 2013/2, ISBN: ARRAY(0x81fe04b0), May.
• Pablo Fernández & Andrada Bilan, 2013, "110 Common Errors in Company Valuations," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 33-78.
• Phillip J. McKnight & Steven K. Todd, 2013, "Forecast Bias and Analyst Independence," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 3-32.
• Theodosios Palaskas & Maria Tsampra & Chrysostomos Stoforos, 2013, "Regional Business Competitiveness: Medium and Low-Technology Production Systems in Northern Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 20-28.
• Oscar De la Torre Torres., 2013, "Orthogonal GARCH matrixes in the active portfolio management of defined benefit pension plans: A test for Michoacán," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 39, issue 2, pages 119-144, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/392013/DelaTorr.
• Michael Bergman & Michael M. Hutchison & Svend E. Hougaard Jensen, 2013, "Do Sound Public Finances Require Fiscal Rules Or Is Market Pressure Enough?," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 489, Apr.
• Jan Babecky & Lubos Komarek & Zlatuse Komarkova, 2013, "Financial Integration at Times of Financial Instability," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 1, pages 25-45, March.
• Fernandes, Marcelo & Medeiros, Marcelo C. & Scharth, Marcel, 2013, "Modeling and predicting the CBOE market volatility index," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 342, Dec.
• Fernandes, Marcelo & Mergulhão, João de Mendonça, 2013, "Anticipatory effects in the FTSE 100 index revisions," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 345, Dec.
• Hirbod Assa & Amal Dabbous & Nikolay Gospodinov, 2013, "A staggered pricing approach to modeling speculative storage: implications for commodity price dynamics," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-08, Sep.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2013, "Misspecification-robust inference in linear asset pricing models with irrelevant risk factors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-09, Oct.
• Ali Ozdagli, 2013, "Not so fast: high-frequency financial data for macroeconomic event studies," Working Papers, Federal Reserve Bank of Boston, number 13-19, Dec.
• José E. Gómez-González & Jair N. Ojeda-Joya & Catalina Rey-Guerra & Natalia Sicard, 2013, "Testing for bubbles in housing markets: new results using a new method," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 164, Dec.
• Valerie Grossman & Adrienne Mack & Enrique Martínez García & Efthymios Pavlidis & Ivan Paya & David Peel & Alisa Yusupova, 2013, "Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 165, Dec.
• John V. Duca & John N. Muellbauer, 2013, "Tobin lives: integrating evolving credit market architecture into flow of funds based macro-models," Working Papers, Federal Reserve Bank of Dallas, number 1307, DOI: 10.24149/wp1307.
• Paolo Gelain & Kevin J. Lansing, 2013, "House Prices, Expectations, and Time-Varying Fundamentals," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-03, DOI: 10.24148/wp2013-03.
• Kevin X. D. Huang & Zheng Liu & Qi Zhu, 2013, "Temptation and Self-Control: Some Evidence and Applications," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-23, Aug, DOI: 10.24148/wp2013-23.
• Jens H. E. Christensen & James M. Gillan, 2013, "Does Quantitative Easing Affect Market Liquidity?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-26, DOI: 10.24148/wp2013-26.
• Rhys M. Bidder & Matthew E. Smith, 2013, "Doubts and Variability: A Robust Perspective on Exotic Consumption Series," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-28, DOI: 10.24148/wp2013-28.
• Eric T. Swanson, 2013, "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-30, DOI: 10.24148/wp2013-30.
• Jens H. E. Christensen, 2013, "A Regime-Switching Model of the Yield Curve at the Zero Bound," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-34, DOI: 10.24148/wp2013-34.
• Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013, "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-38, Dec, DOI: 10.24148/wp2013-38.
• Jens H. E. Christensen & Glenn D. Rudebusch, 2013, "Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-39, Dec, DOI: 10.24148/wp2013-39.
• Andre Kurmann & Elmar Mertens, 2013, "Stock prices, news, and economic fluctuations: comment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-08.
• Olesya V. Grishchenko & Joel M. Vanden & Jianing Zhang, 2013, "The informational content of the embedded deflation option in TIPS," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-24.
• Yang Lu & Michael Siemer, 2013, "Learning, Rare Disasters, and Asset Prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-85, Nov.
• Urban J. Jermann & Vivian Z. Yue, 2013, "Interest rate swaps and corporate default," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1090.
• Luca Benzoni & Olena Chyruk, 2013, "Human Capital and Long-Run Labor Income Risk," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-16, Nov.
• Thomas B. King, 2013, "A Portfolio-Balance Approach to the Nominal Term Structure," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-18, Nov.
• Theodore Bogusz & Theodore Bogusz, 2013, "Bubbles and Leverage: A Simple and Unified Approach," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-21, Nov.
• Stefania D'Amico & Roger Fan & Yuriy Kitsul, 2013, "The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2013-22, Nov.
• Nada Mora, 2013, "Creditor recovery: the macroeconomic dependence of industry equilibrium," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 13-06.
• Richard G. Anderson & Jane M. Binner & Björn Hagströmer & Birger Nilsson, 2013, "Does commonality in illiquidity matter to investors?," Working Papers, Federal Reserve Bank of St. Louis, number 2013-020, DOI: 10.20955/wp.2013.020.
• Thomas M. Eisenbach & Martin C. Schmalz, 2013, "Anxiety in the face of risk," Staff Reports, Federal Reserve Bank of New York, number 610.
• Martijn Boons & Frans de Roon & Fernando M. Duarte & Marta Szymanowska, 2013, "Time-Varying Inflation Risk and Stock Returns," Staff Reports, Federal Reserve Bank of New York, number 621, May.
• Jennie Bai & Michael J. Fleming & Casidhe Horan, 2013, "The Microstructure of China's Government Bond Market," Staff Reports, Federal Reserve Bank of New York, number 622, May.
• Michael J. Fleming & Giang Nguyen, 2013, "Price and size discovery in financial markets: evidence from the U.S. Treasury securities market," Staff Reports, Federal Reserve Bank of New York, number 624.
• Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2013, "Dynamic Leverage Asset Pricing," Staff Reports, Federal Reserve Bank of New York, number 625, Aug.
• Linda S. Goldberg & Christian Grisse, 2013, "Time variation in asset price responses to macro announcements," Staff Reports, Federal Reserve Bank of New York, number 626, Aug.
• Antoine Martin & James J. McAndrews & Ali Palida & David R. Skeie, 2013, "Federal Reserve tools for managing rates and reserves," Staff Reports, Federal Reserve Bank of New York, number 642, Sep.
• Jaewon Choi & Or Shachar, 2013, "Did liquidity providers become liquidity seekers?," Staff Reports, Federal Reserve Bank of New York, number 650, Oct.
• Peter G. Dunne & Michael J. Fleming & Andrey Zholos, 2013, "ECB monetary operations and the interbank repo market," Staff Reports, Federal Reserve Bank of New York, number 654, Dec.
• J. Benson Durham, 2013, "Arbitrage-free models of stocks and bonds," Staff Reports, Federal Reserve Bank of New York, number 656, Dec.
• J. Benson Durham, 2013, "Momentum and the term structure of interest rates," Staff Reports, Federal Reserve Bank of New York, number 657, Dec.
• Frank Schorfheide & Dongho Song & Amir Yaron, 2013, "Identifying long-run risks: a bayesian mixed-frequency approach," Working Papers, Federal Reserve Bank of Philadelphia, number 13-39.
• Edison Yu, 2013, "Dynamic market participation and endogenous information aggregation," Working Papers, Federal Reserve Bank of Philadelphia, number 13-42.
• Max Bruche & Anatoli Segura, 2013, "Debt Maturity and the Liquidity of Secondary Debt Markets," FMG Discussion Papers, Financial Markets Group, number dp726.
• Ahmad K Naimzada & Giorgio Ricchiuti, 2013, "Complexity with Heterogeneous Fundamentalists and a Multiplicative Price Mechanism," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2013_03.rdf.
• Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges, 2013, "No Good Deals - No Bad Models," Working Papers, Business School - Economics, University of Glasgow, number 2013_04, Jan.
• António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas, 2013, "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers, Business School - Economics, University of Glasgow, number 2013_05, Feb.
• Alfredo Medio, 2013, "Insolvency Traps and Multiple Equilibria Complex Dynamics in a Simple Bond Market," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2013-45, Dec.
• Benjamin Liu & Allen Huang, 2013, "The impact of the Goods and Services Tax on mortgage costs of Australian credit unions," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201301, Jan.
• Allen Huang & Benjamin Liu, 2013, "The GST and mortgage costs: Australian evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201302, Feb.
• Orie Barron & Xuguang Sheng & Maya Thevenot, 2013, "Information Environment and The Cost of Capital," Working Papers, The George Washington University, The Center for Economic Research, number 2013-003, Apr.
• Ana Fostel & John Geanakoplos, 2013, "Leverage and Default in Binomial Economies: A Complete Characterization," Working Papers, The George Washington University, Institute for International Economic Policy, number 2013-16, May.
• Ana Fostel & John Geanakoplos, 2013, "Financial Innovation, Collateral and Investment," Working Papers, The George Washington University, Institute for International Economic Policy, number 2013-18, Jul.
• Raphaël Douady, 2013, "Yield Curve Smoothing and Residual Variance of Fixed Income Positions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00666751, Nov, DOI: 10.1007/978-3-319-02069-3_10.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2013, "Option pricing with discrete time jump processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00964950, Dec, DOI: 10.1016/j.jedc.2013.07.003.
• Nguyen Thang Dao & Julio Davila, 2013, "Can geography lock a society in stagnation?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00824847, Apr.
• Raphaël Douady, 2013, "Yield Curve Smoothing and Residual Variance of Fixed Income Positions," Post-Print, HAL, number hal-00666751, Nov, DOI: 10.1007/978-3-319-02069-3_10.
• Ibrahim Ahamada & Philippe Jolivaldt, 2013, "Time-spectral density and wavelets approaches. Comparative study. Applications to SP500 returns and US GDP," Post-Print, HAL, number hal-00768502, Mar, DOI: 10.1016/j.econmod.2012.12.007.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2013, "Liquidity Cycles and Make/Take Fees in Electronic Markets," Post-Print, HAL, number hal-00789263, Feb, DOI: 10.1111/j.1540-6261.2012.01801.x.
• Anna Creti & Zied Ftiti & Khaled Guesmi, 2013, "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," Post-Print, HAL, number hal-01410673.
• Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz, 2013, "Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky," Post-Print, HAL, number hal-01493323.
• Thomas Lagoarde-Segot, 2013, "Does stock market development always improve firm-level financing? Evidence from Tunisia," Post-Print, HAL, number hal-01500865, DOI: 10.1016/j.ribaf.2011.10.003.
• Serge Darolles & Patrick Gagliardini & Christian Gouriéroux, 2013, "Survival of Hedge Funds: Frailty vs Contagion," Post-Print, HAL, number hal-01632897, Jun.
• Tim Xiao, 2013, "A simple and precise method for pricing convertible bond with credit risk," Post-Print, HAL, number hal-01812927, Nov, DOI: 10.1057/jdhf.2014.5.
• Brice Corgnet & Praveen Kujal & David Porter, 2013, "Reaction to Public Information in Markets : How much does Ambiguity Matter?," Post-Print, HAL, number hal-02311957, Jun, DOI: 10.1111/j.1468-0297.2012.02557.x.
• Yannick Malevergne & Alex Saichev & Didier Sornette, 2013, "Zipf's law and maximum sustainable growth," Post-Print, HAL, number hal-02313060, Jun.
• Edouard Challe & François Le Grand & Xavier Ragot, 2013, "Incomplete markets, liquidation risk, and the term structure of interest rates," Post-Print, HAL, number hal-02313134, Nov, DOI: 10.1016/j.jet.2013.10.003.
• Stéphane Guibaud & Yves Nosbusch & Dimitri Vayanos, 2013, "Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt," Post-Print, HAL, number hal-03399472, Aug, DOI: 10.1093/rfs/hht013.
• Nicolas Coeurdacier & Hélène Rey, 2013, "Home Bias in Open Economy Financial Macroeconomics," Post-Print, HAL, number hal-03473901, Mar, DOI: 10.1257/jel.51.1.63.
• Pascal Alphonse & Michel Levasseur & Hafiz Imtiaz Ahmad, 2013, "Stock Prices and Implied Abnormal Earnings Growth," Post-Print, HAL, number hal-03591637, Dec.