Research classified by Journal of Economic Literature (JEL) codes

2015

• Cheng-Few Lee & Oleg Sokolinskiy, 2015, "R-2GAM stochastic volatility model: flexibility and calibration," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 3, pages 463-483, October, DOI: 10.1007/s11156-014-0443-7.
• Thomas Bollinger & Axel Kind, 2015, "Risk Premiums in the Cross-Section of Commodity Convenience Yields," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2015-17, Aug.
• Jolanta Zombirt, 2015, "Contingent Convertible Bonds as an Alternative to Strengthen Banks' Ability in Financing a Real Economy," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 3, issue 1, pages 135-149.
• Tai Young-Taft, 2015, "Marx's Theory of Money and 21st-century Macrodynamics," Economics Working Paper Archive, Levy Economics Institute, number wp_841, Jul.
• Sebastian Schich & Arturo Estrella, 2015, "Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 5, pages 19-32, October.
• Antonio Cosma & Stefano Galluccio & Paola Pederzoli & Olivier Scaillet, 2015, "Valuing American options using fast recursive projections," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 15-20.
• Panayiotis Theodossiou, 2015, "Skewed Generalized Error Distribution of Financial Assets and Option Pricing," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 4, pages 223-266, December.
• Gianluca Cassese, 2015, "Nonparametric Estimates of Option Prices Using Superhedging," Working Papers, University of Milano-Bicocca, Department of Economics, number 293, Feb, revised Feb 2015.
• Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2015, "Towards a skewness index for the Italian stock market," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0064, Nov.
• Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli, 2015, "Financial connectedness among European volatility risk premia," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0058, Dec.
• Seema Narayan & Russell Smyth, 2015, "The Financial Econometrics of Price Discovery and Predictability," Monash Economics Working Papers, Monash University, Department of Economics, number 06-15, Jan.
• Skander BEN ABDALLAH & Pierre LASSERRE, 2015, "Optimum Forest Rotations of Alternative Tree Species," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 06-2015.
• Michael Osei & Zhiguang Wang, 2015, "Seasonality and Stochastic Volatility in Wheat Options," Journal of Economic Insight, Missouri Valley Economic Association, volume 41, issue 1, pages 1-20.
• George M. Constantinides & Lei Lian, 2015, "The Supply and Demand of S&P 500 Put Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 21161, May.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "The Pricing of Short-Term market Risk: Evidence from Weekly Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 21491, Aug.
• Xiao, Tim, 2015, "An Efficient Lattice Algorithm For The Libor Market Model," arabixiv.org, Center for Open Science, number fvtxd, Jul, DOI: 10.31219/osf.io/fvtxd.
• Xiao, Tim, 2015, "An Efficient Lattice Algorithm For The Libor Market Model," FrenXiv, Center for Open Science, number dxvnw, Jul, DOI: 10.31219/osf.io/dxvnw.
• Xiao, Tim, 2015, "An Efficient Lattice Algorithm For The Libor Market Model," SocArXiv, Center for Open Science, number qmh9c, Jul, DOI: 10.31219/osf.io/qmh9c.
• Morana Mesaric & Luka Burilovic, 2015, "Management Of Ict-Based Enterprises - Approach Through Frameworks For Business Architecture, It Governance And It Management," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 11, pages 1027-1038.
• Branimir Dukic & Sanja Coric & Danijel Bara, 2015, "Information System Reengineering Effects Through The Establishment Of The Special Department For Business Intelligence In Business Entities," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 11, pages 936-954.
• Eduardo Rossi & Dean Fantazzini, 2015, "Long Memory and Periodicity in Intraday Volatility," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 4, pages 922-961.
• Chanatip Kitwiwattanachai & Neil D. Pearson, 2015, "Inferring Correlations of Asset Values and Distances-to-Default from CDS Spreads: A Structural Model Approach," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 1, pages 112-154.
• Antje Berndt, 2015, "A Credit Spread Puzzle for Reduced-Form Models," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 1, pages 48-91.
• Siddiqi, Hammad, 2015, "Analogy based Valuation of Commodity Options," MPRA Paper, University Library of Munich, Germany, number 61083, Jan.
• García Muñoz, Luis Manuel & de Lope Contreras, Fernando & Palomar Burdeus, Juan Esteban, 2015, "Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA & FVA," MPRA Paper, University Library of Munich, Germany, number 62086, Feb.
• Siddiqi, Hammad, 2015, "Analogy Based Valuation of Currency Options," MPRA Paper, University Library of Munich, Germany, number 62333, Feb.
• Siddiqi, Hammad, 2015, "Relative Risk Perception and the Puzzle of Covered Call writing," MPRA Paper, University Library of Munich, Germany, number 62763, Mar.
• Bonga-Bonga, Lumengo & Umoetok, Ekerete, 2015, "The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 62932, Mar.
• Ibañez, Francisco & Romero-Meza, Rafael & Coronado-Ramírez, Semei & Venegas-Martínez, Francisco, 2015, "Innovaciones financieras en América Latina: mercados de derivados y determinantes de la administración de riesgo
  [Financial Innovations in Latin America: Derivatives markets and Determinants of Risk Management]," MPRA Paper, University Library of Munich, Germany, number 63151, Mar.
• Siddiqi, Hammad, 2015, "Anchoring Heuristic in Option Pricing," MPRA Paper, University Library of Munich, Germany, number 63218, Mar.
• Siddiqi, Hammad, 2015, "Explaining the Smile in Currency Options: Is it Anchoring?," MPRA Paper, University Library of Munich, Germany, number 63528, Apr.
• Cayton, Peter Julian, 2015, "A Nonparametric Option Pricing Model Using Higher Moments," MPRA Paper, University Library of Munich, Germany, number 63755, Apr.
• Hammad, Siddiqi, 2015, "Index Option Returns from an Anchoring Perspective," MPRA Paper, University Library of Munich, Germany, number 65331, Jun.
• Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad & Karimli, Tural, 2015, "Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması
  [Extracting risk-neutral probability distribution from Brent oil options]," MPRA Paper, University Library of Munich, Germany, number 65704, Jul.
• Mehta, Deepshikha, 2015, "Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices," MPRA Paper, University Library of Munich, Germany, number 66494, Aug.
• Grothe, Magdalena & Meyler, Aidan, 2015, "Inflation forecasts: Are market-based and survey-based measures informative?," MPRA Paper, University Library of Munich, Germany, number 66982.
• Hertrich, Markus, 2015, "A Note on Credit Spread Forwards," MPRA Paper, University Library of Munich, Germany, number 67838.
• Bornah, Mathew, 2015, "The key characteristics of the EURO 2012 arenas and the sources of their financing," MPRA Paper, University Library of Munich, Germany, number 68203, Dec.
• Siddiqi, Hammad, 2015, "Anchoring and Adjustment Heuristic in Option Pricing," MPRA Paper, University Library of Munich, Germany, number 68595, Dec.
• Cayton, Peter Julian & Ho, Kin-Yip, 2015, "A Nonparametric Option Pricing Model Using Higher Moments," MPRA Paper, University Library of Munich, Germany, number 79134, Apr.
• Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015, "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers, University of Pretoria, Department of Economics, number 201515, Mar.
• Sylvia Sarantopoulou-Chiourea & George Skiadopoulos, 2015, "A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion," Working Papers, Queen Mary University of London, School of Economics and Finance, number 741, Mar.
• Zhong Chen & Bo Han & Yeqin Zeng, 2015, "Does Corporate Financial Risk Management Add Value? Evidence from Cross-Border Mergers and Acquisitions," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-04, Apr.
• Cyn-Young Park & Rogelio Mercado & Jaehun Choi & Hosung Lim, 2015, "Price Discovery and Foreign Participation in the Republic of Korea’s Government Bond Cash and Futures Markets," ADB Economics Working Paper Series, Asian Development Bank, number 427, Mar.
• Babu Jose & Daniel Lazar, 2015, "Causality between Indian Futures and Cash Markets - Analysis with Granger Causality Block Exogenity Model," Asian Business Review, Asian Business Consortium, volume 5, issue 3, pages 103-110.
• Adam Zaremba, 2015, "Inflation, Business Cycles, and Commodity Investing in Financialized Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 1-18.
• Ersan Ersoy & Levent Çıtak, 2015, "Intraday Lead-Lag Relationship between Stock Index and Stock Index Futures Markets: Evidence from Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 3, pages 1-18.
• Aparna Bhat & Kirti Arekar, 2015, "An Empirical Test of Efficiency of Exchange-Traded Currency Options in India," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 4, pages 1-17.
• Imlak Shaikh & Puja Padhi, 2015, "On the Relationship of Ex-ante and Ex-post Volatility: A Sub-period Analysis of S&P CNX Nifty Index Options," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 2, pages 140-175, August, DOI: 10.1177/0972652715584266.
• Markus Hertrich, 2015, "A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 151, issue III, pages 227-260, September.
• Olivares Aguayo, Héctor Alonso & Ortiz Ramírez, Ambrosio & Bucio Pacheco, Christian, 2015, "Escenarios Monte Carlo para estrategias con expectativas de baja volatilidad cambiante mediante opciones europeas de compra y venta / Monte Carlo scenarios for strategies with expectations of changing low volatility using European call and put option," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 65-94, enero-jun.
• Gastón Silverio, Milanesi, 2015, "Modelo binomial borroso, el valor de la firma apalancada y los efectos de la deuda / Fuzzy binomial model, the value of levered firms and the debt effects," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 5, issue 1, pages 9-42, enero-jun.
• Eduardo Astorino & Fernando Chague, Bruno Cara Giovannetti, Marcos Eugênio da Silva, 2015, "Variance Premium and Implied Volatility in a Low-Liquidity Option Market," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2015_08, May.
• Pascal François & Sophie Pardo, 2015, "Prepayment risk on callable bonds: theory and test," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 2, pages 147-176, October, DOI: 10.1007/s10203-015-0162-0.
• Georg Lehecka, 2015, "Do hedging and speculative pressures drive commodity prices, or the other way round?," Empirical Economics, Springer, volume 49, issue 2, pages 575-603, September, DOI: 10.1007/s00181-014-0886-7.
• David Hobson & Martin Klimmek, 2015, "Robust price bounds for the forward starting straddle," Finance and Stochastics, Springer, volume 19, issue 1, pages 189-214, January, DOI: 10.1007/s00780-014-0249-4.
• Jean-François Chassagneux & Romuald Elie & Idris Kharroubi, 2015, "When terminal facelift enforces delta constraints," Finance and Stochastics, Springer, volume 19, issue 2, pages 329-362, April, DOI: 10.1007/s00780-015-0260-4.
• Peter Bank & Dmitry Kramkov, 2015, "A model for a large investor trading at market indifference prices. I: Single-period case," Finance and Stochastics, Springer, volume 19, issue 2, pages 449-472, April, DOI: 10.1007/s00780-015-0258-y.
• Philipp Mayer & Natalie Packham & Wolfgang Schmidt, 2015, "Static hedging under maturity mismatch," Finance and Stochastics, Springer, volume 19, issue 3, pages 509-539, July, DOI: 10.1007/s00780-014-0254-7.
• Romuald Elie & Emmanuel Lépinette, 2015, "Approximate hedging for nonlinear transaction costs on the volume of traded assets," Finance and Stochastics, Springer, volume 19, issue 3, pages 541-581, July, DOI: 10.1007/s00780-015-0262-2.
• Amel Bentata & Rama Cont, 2015, "Forward equations for option prices in semimartingale models," Finance and Stochastics, Springer, volume 19, issue 3, pages 617-651, July, DOI: 10.1007/s00780-015-0265-z.
• Denis Belomestny & Mark Joshi & John Schoenmakers, 2015, "Addendum to: Multilevel dual approach for pricing American style derivatives," Finance and Stochastics, Springer, volume 19, issue 3, pages 681-684, July, DOI: 10.1007/s00780-015-0267-x.
• Fred Benth & Nils Detering, 2015, "Pricing and hedging Asian-style options on energy," Finance and Stochastics, Springer, volume 19, issue 4, pages 849-889, October, DOI: 10.1007/s00780-015-0270-2.
• Lingfei Li & Vadim Linetsky, 2015, "Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach," Finance and Stochastics, Springer, volume 19, issue 4, pages 941-977, October, DOI: 10.1007/s00780-015-0271-1.
• Udo Broll & Peter Welzel & Kit Wong, 2015, "Futures hedging with basis risk and expectation dependence," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 62, issue 3, pages 213-221, September, DOI: 10.1007/s12232-015-0240-1.
• Terrance Grieb, 2015, "Mean and volatility transmission for commodity futures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 100-118, January, DOI: 10.1007/s12197-012-9245-8.
• Ingo Pies, 2015, "Spekulation mit Agrarrohstoffen – eine Replik," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 95, issue 11, pages 789-795, November, DOI: 10.1007/s10273-015-1903-y.
• Christian Conrad, 2015, "Die Auswirkungen der Spekulation mit Nahrungsmitteln und Rohstoffen," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 95, issue 6, pages 429-435, June, DOI: 10.1007/s10273-015-1843-6.
• Nico Katzke & Chris Garbers, 2015, "Do Long Memory and Asymmetries Matter When Assessing Downside Return Risk?," Working Papers, Stellenbosch University, Department of Economics, number 06/2015.
• Hooi Hooi Lean & Russell Smyth, 2015, "Testing for weak-form efficiency of crude palm oil spot and future markets: new evidence from a GARCH unit root test with multiple structural breaks," Applied Economics, Taylor & Francis Journals, volume 47, issue 16, pages 1710-1721, April, DOI: 10.1080/00036846.2014.1002905.
• Gianfranco Gianfelice & Giuseppe Marotta & Costanza Torricelli, 2015, "A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises," Applied Economics, Taylor & Francis Journals, volume 47, issue 2, pages 129-147, January, DOI: 10.1080/00036846.2014.967379.
• Evangelos C. Charalambakis, 2015, "On the Prediction of Corporate Financial Distress in the Light of the Financial Crisis: Empirical Evidence from Greek Listed Firms," International Journal of the Economics of Business, Taylor & Francis Journals, volume 22, issue 3, pages 407-428, November, DOI: 10.1080/13571516.2015.1020131.
• Daniele Girardi, 2015, "Financialization of food . Modelling the time-varying relation between agricultural prices and stock market dynamics," International Review of Applied Economics, Taylor & Francis Journals, volume 29, issue 4, pages 482-505, July, DOI: 10.1080/02692171.2015.1016406.
• Daniël Linders & Jan Dhaene & Wim Schoutens, 2015, "Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-002/IV/DSF 83, Jan.
• Lin Zhao & Sweder van Wijnbergen, 2015, "Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-104/VI/DSF95, Aug.
• Holmberg, Par & Willems, Bert, 2015, "Relaxing competition through speculation : Committing to a negative supply slope," Other publications TiSEM, Tilburg University, School of Economics and Management, number e39e21c0-d1d3-495e-83c5-b.
• Drelichman, Mauricio & Voth, Hans-Joachim, 2015, "Duplication without Constraints: Alvarez Nogal and Chamley’s Analysis of Debt Policy under Philip II," Economics working papers, Vancouver School of Economics, number mauricio_drelichman-2015-, Sep, revised 02 Sep 2015.
• Drelichman, Mauricio & Hans-Joachim, Voth, 2015, "Returns to Investing in Sovereign Debt: a Response to Alvarez Nogal and Chamley," Economics working papers, Vancouver School of Economics, number mauricio_drelichman-2015-, Sep, revised 02 Sep 2015.
• Mahringer, Steffen & Fuess, Roland & Prokopczuk, Marcel, 2015, "Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach," Working Papers on Finance, University of St. Gallen, School of Finance, number 1512, Jun.
• Mathias Barkhagen & Jörgen Blomvall & Eckhard Platen, 2015, "Recovering the Real-World Density and Liquidity Premia From Option Data," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 363, Sep.
• Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2015, "Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 366, Dec.
• Martina Nardon & Paolo Pianca, 2015, "Probability weighting functions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:29.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2015, "Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-39.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015, "Parametric Inference and Dynamic State Recovery From Option Panels," Econometrica, Econometric Society, volume 83, issue 3, pages 1081-1145, May.
• James D. Hamilton & Jing Cynthia Wu, 2015, "Effects Of Index‐Fund Investing On Commodity Futures Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 56, issue 1, pages 187-205, February, DOI: 10.1111/iere.12099.
• Jaime Casassus & Peng Liu & Ke Tang, 2015, "Maximal Gaussian Affine Models for Multiple Commodities: A Note," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 1, pages 75-86, January.
• Minqiang Li & Fabio Mercurio, 2015, "Analytic Approximation of Finite‐Maturity Timer Option Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 3, pages 245-273, March.
• Sepideh Dolatabadi & Morten Ørregaard Nielsen & Ke Xu, 2015, "A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 4, pages 339-356, April.
• Jürgen Gaul & Erik Theissen, 2015, "A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 4, pages 371-384, April.
• Minqiang Li, 2015, "Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 6, pages 582-595, June.
• Lucjan T. Orlowski, 2015, "From pit to electronic trading: Impact on price volatility of U.S. Treasury futures," Review of Financial Economics, John Wiley & Sons, volume 25, issue 1, pages 3-9, April, DOI: 10.1016/j.rfe.2015.02.001.
• Daniël Linders & Jan Dhaene & Wim Schoutens, 2015, "Option prices and model-free measurement of implied herd behavior in stock markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 1-35, DOI: 10.1142/S2424786315500127.
• Tristan Guillaume, 2015, "Analytical valuation of autocallable notes," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 1-23, DOI: 10.1142/S2424786315500164.
• Sharif Mozumder & Ghulam Sorwar & Kevin Dowd, 2015, "Revisiting variance gamma pricing: An application to S&P500 index options," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 1-24, DOI: 10.1142/S242478631550022X.
• Taiga Saito, 2015, "Self-financing strategy expression in general shape limit order book with market impacts in continuous time," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 1-19, DOI: 10.1142/S2424786315500346.
• Satoshi Hosokawa & Koichi Matsumoto, 2015, "Pricing interest rate derivatives with model risk," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-18, DOI: 10.1142/S2345768615500038.
• Viral V. Acharya & Stephen Schaefer & Yili Zhang, 2015, "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 1-51, DOI: 10.1142/S2010139215500068.
• Anastasios G Malliaris & William T Ziemba (ed.), 2015, "The World Scientific Handbook of Futures Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8984, ISBN: ARRAY(0x5ec71740), September.
• George M Constantinides, 2015, "Financial Derivatives:Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9259, ISBN: ARRAY(0x6056df80), September.
• Paul A. Samuelson, 2015, "Proof that Properly Anticipated Prices Fluctuate Randomly," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Benoit Mandelbrot, 2015, "The Variation of Certain Speculative Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Eugene F. Fama & Kenneth R. French, 2015, "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Ramaprasad Bhar & A. G. Malliaris, 2015, "Volume and Volatility in Foreign Currency Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Claude B. Erb & Campbell R. Harvey, 2015, "The Strategic and Tactical Value of Commodity Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Robert S. Steigerwald, 2015, "Central Counterparty Clearing and Systemic Risk Regulation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Barbara J. Mack, 2015, "The Fast Track to the Futures: Technological Innovation, Market Microstructure, Market Participants, and the Regulation of High-Frequency Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Paul E. Peterson & Jin Wook Choi, 2015, "Agricultural Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Raj Aggarwal & Brian Lucey & Fergal O'Connor, 2015, "World Metal Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Bluford H. Putnam, 2015, "Interest Rate Futures: Elements of a Successful Financial Innovation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Tim Weithers, 2015, "Currency Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Betty Simkins & Yuecheng Jia, 2015, "Energy Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Tom Nohel & Steven K. Todd, 2015, "Volatility as an Asset Class," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Jin Wook Choi & Jin Man Lee, 2015, "Housing Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Fotis Giannakoulis & Nikos Gavriilidis & Nikolas Arachovas, 2015, "Freight Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos, 2015, "Modeling the Dynamics of Temperature with a View to Weather Derivatives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Paolo Falbo & Daniele Felletti & Silvana Stefani, 2015, "Electricity Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Rita l. D'Ecclesia, 2015, "Climate Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Eleftherios I. Thalassinos & Theodoros Stamatopoulos & Pantelis E. Thalassinos, 2015, "The European Sovereign Debt Crisis and the Role of Credit Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Alexandre Ziegler & William T. Ziemba, 2015, "Returns from Investing in S&P500 Futures Options, 1985–2010," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Sebastien Lleo & William T. Ziemba, 2015, "How to Lose Money in Derivatives: Examples from Hedge Funds and Bank Trading Departments," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• W. William Woolsey & Scott Sumner, 2015, "Nominal GDP Futures Contract Targeting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Ingo Pies & Matthias Georg Will & Thomas Glauben & Sören Prehn, 2015, "The Ethics of Financial Speculation in Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Anastasios G Malliaris & William T Ziemba, "THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS".
• Stefan Trück & Rafal Weron, 2015, "Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/15/03.
• Hoffmann, Steffen, 2015, "Die steueroptimale Anlegerstrategie bei Wertpapieren und die zugehörige Grenzpreisbestimmung," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre, number 660.
• Xiao,Tim, 2015, "Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 4, issue 1, pages 1-25.
• Mehta, Deepshikha, 2015, "Evidences of Efficient Investment Portfolio in Indian Capital Markets - An Analysis Based on BSE and NSE Indices," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 117335, Aug, DOI: 10.6084/m9.figshare.1536453.
• Adaemmer, Philipp & Bohl, Martin T. & Christian, Groß, 2015, "Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113213.

2014

• Mark Cummins & Brian M. Lucey & Michael M. Dowling, 2014, "Behavioral Influences in Non-Ferrous Metals Prices," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp459, Nov.
• Nidhi Aggarwal & Sargam Jain & Susan Thomas, 2014, "Do futures markets help in price discovery and risk management for commodities in India?," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2014-020, Jun.
• Rohini Grover & Ajay Shah, 2014, "The imprecision of volatility indexes," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2014-031, Aug.
• Cassimon, Danny & Engelen, Peter-Jan & Van Liedekerke, Luc, 2014, "When do firms invest in corporate social responsibility? A real option framework," IOB Working Papers, Universiteit Antwerpen, Institute of Development Policy (IOB), number 2014.06, Oct.
• Jaime Casassus & Peng Liu & Ke Tang, 2014, "Maximal Gaussian Affine Models for Multiple Commodities: A Note," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 456.
• Philippe Bertrand & Jean-luc Prigent, 2014, "On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)," Working Papers, Department of Research, Ipag Business School, number 2014-348, Jan.
• Alain François-Heude & Ouidad Yous, 2014, "On the liquidity of CAC 40 index options Market," Working Papers, Department of Research, Ipag Business School, number 2014-445, Jan.
• L. Carassus & E. Temam, 2014, "Pricing and hedging basis risk under no good deal assumption," Annals of Finance, Springer, volume 10, issue 1, pages 127-170, February, DOI: 10.1007/s10436-013-0246-1.
• Farzad Fard & Ning Rong, 2014, "Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process," Annals of Finance, Springer, volume 10, issue 2, pages 315-332, May, DOI: 10.1007/s10436-013-0239-0.
• Francisco Azeredo, 2014, "The equity premium: a deeper puzzle," Annals of Finance, Springer, volume 10, issue 3, pages 347-373, August, DOI: 10.1007/s10436-014-0248-7.
• Takashi Kato & Jun Sekine & Hiromitsu Yamamoto, 2014, "A One-Factor Conditionally Linear Commodity Pricing Model under Partial Information," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 21, issue 2, pages 151-174, May, DOI: 10.1007/s10690-014-9182-y.
• Giovanni Villani, 2014, "Valuation of R&D Investment Opportunities with the Threat of Competitors Entry in Real Option Analysis," Computational Economics, Springer;Society for Computational Economics, volume 43, issue 3, pages 331-355, March, DOI: 10.1007/s10614-013-9370-2.
• Dandan Song & Zhaojun Yang, 2014, "Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 1, pages 1-26, June, DOI: 10.1007/s10614-013-9382-y.
• 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.
• Peidong Guo & Qihong Chen & Xicai Guo & Yue Fang, 2014, "Path-dependent game options: a lookback case," Review of Derivatives Research, Springer, volume 17, issue 1, pages 113-124, April, DOI: 10.1007/s11147-013-9092-6.
• Yalin Gündüz & Marliese Uhrig-Homburg, 2014, "Does modeling framework matter? A comparative study of structural and reduced-form models," Review of Derivatives Research, Springer, volume 17, issue 1, pages 39-78, April, DOI: 10.1007/s11147-013-9090-8.
• Akira Yamazaki, 2014, "Pricing average options under time-changed Lévy processes," Review of Derivatives Research, Springer, volume 17, issue 1, pages 79-111, April, DOI: 10.1007/s11147-013-9091-7.
• Gonçalo Faria & João Correia-da-Silva, 2014, "A closed-form solution for options with ambiguity about stochastic volatility," Review of Derivatives Research, Springer, volume 17, issue 2, pages 125-159, July, DOI: 10.1007/s11147-014-9097-9.
• 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.
• Marcos Escobar & Peter Hieber & Matthias Scherer, 2014, "Efficiently pricing double barrier derivatives in stochastic volatility models," Review of Derivatives Research, Springer, volume 17, issue 2, pages 191-216, July, DOI: 10.1007/s11147-013-9094-4.
• 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.
• Luiz Vitiello & Ser-Huang Poon, 2014, "Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing," Review of Derivatives Research, Springer, volume 17, issue 2, pages 241-259, July, DOI: 10.1007/s11147-013-9093-5.
• Panayiotis Andreou & Chris Charalambous & Spiros Martzoukos, 2014, "Assessing the performance of symmetric and asymmetric implied volatility functions," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 3, pages 373-397, April, DOI: 10.1007/s11156-013-0346-z.
• Jitka Hilliard & Wei Li, 2014, "Volatilities implied by price changes in the S&P 500 options and futures contracts," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 4, pages 599-626, May, DOI: 10.1007/s11156-013-0354-z.
• Massimo Costabile & Arturo Leccadito & Ivar Massabó & Emilio Russo, 2014, "A reduced lattice model for option pricing under regime-switching," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 4, pages 667-690, May, DOI: 10.1007/s11156-013-0357-9.
• Fernando Antonio Lucena Aiube & Tara Keshar Nanda Baidya, 2014, "Analysis of the Behavior of Volatility in Crude Oil Price," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 1, pages 64-72, February.
• Jalali-Naini, Ahmad-Reza & Naderian, Mohammad-Amin, 2014, "Social Value of Information and Optimal Communication Policy of Central Banks," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 3, pages 31-57, April.
• Frédéric Délèze & Syed Mujahid Hussain, 2014, "Information Arrival, Jumps and Cojumps in European Financial Markets: Evidence Using Tick by Tick Data," Multinational Finance Journal, Multinational Finance Journal, volume 18, issue 3-4, pages 169-213, September.
• Siemroth, Christoph, 2014, "Why prediction markets work : the role of information acquisition and endogenous weighting," Working Papers, University of Mannheim, Department of Economics, number 14-29.
• Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli, 2014, "Volatility risk premia and financial connectedness," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0047, Dec.
• Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli, 2014, "Volatility risk premia and financial connectedness," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 109, Dec.
• Ercan Özen & Özdemir Letife & Simon Grima & Frank Bezzina, 2014, "Investigating Causality Effects in Return Volatility among Five Major Futures Markets in European Countries with a Mediterranean Connection," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 207-220, December.
• Mendoza Sandoval Sergio & Cruz Ake Salvador & Venegas Martínez Francisco, 2014, "Valuación con opciones reales de proyectos con flujos correlacionados con fundamentales económicos y con saltos extremos Viabilidad del caso COMERCI UCB," Contaduría y Administración, Accounting and Management, volume 59, issue 1, pages 63-93, enero-mar.
• Dariusz Gatarek & Juliusz Jabłecki, 2014, "Estimating the risk of joint defaults: an application to central bank collateralized lending operations," NBP Working Papers, Narodowy Bank Polski, number 181.
• James D. Hamilton & Jing Cynthia Wu, 2014, "Effects of Index-Fund Investing on Commodity Futures Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 19892, Feb.
• Yehuda Izhakian & David Yermack, 2014, "Risk, Ambiguity, and the Exercise of Employee Stock Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 19975, Mar.
• Jaewon Choi & Matthew P. Richardson & Robert F. Whitelaw, 2014, "On the Fundamental Relation Between Equity Returns and Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 20187, Jun.
• Christopher L. Culp & Yoshio Nozawa & Pietro Veronesi, 2014, "Option-Based Credit Spreads," NBER Working Papers, National Bureau of Economic Research, Inc, number 20776, Dec.
• Secomandi, Nicola & Seppi, Duane J., 2014, "Real Options and Merchant Operations of Energy and Other Commodities," Foundations and Trends(R) in Technology, Information and Operations Management, now publishers, volume 6, issue 3-4, pages 161-331, July, DOI: 10.1561/0200000024.
• Peter Carr & Liuren Wu, 2014, "Static Hedging of Standard Options," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 3-46.
• Thomas Gilbert & Christopher Hrdlicka & Jonathan Kalodimos & Stephan Siegel, 2014, "Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 1, pages 78-117.
• Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tédongap, 2014, "Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty," Review of Finance, European Finance Association, volume 18, issue 1, pages 219-269.
• Victor Stango & Jonathan Zinman, 2014, "Limited and Varying Consumer Attention: Evidence from Shocks to the Salience of Bank Overdraft Fees," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 4, pages 990-1030.
• Jamshed Y. Uppal & Syeda Rabab Mudakkar, 2014, "Mitigating Vulnerability to Oil Price Risk— Applicability of Risk Models to Pakistan’s Energy Problem," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 53, issue 3, pages 293-308.
• Hernández, Juan R., 2014, "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 100653.
• Molina Barreto, Andrés Mauricio & Jiménez Moscoso, José Alfredo, 2014, "Valoración de derivados europeos con mixtura de distribuciones Weibull
  [Valuation for European derivatives with mixture-Weibull distributions]," MPRA Paper, University Library of Munich, Germany, number 118572, Mar, revised 08 Aug 2014.
• Li, Minqiang, 2014, "Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach," MPRA Paper, University Library of Munich, Germany, number 54595, Mar.
• Li, Minqiang, 2014, "Analytic Approximation of Finite-Maturity Timer Option Prices," MPRA Paper, University Library of Munich, Germany, number 54597, Mar.
• Venegas-Martínez, Francisco, 2014, "Entendiendo los mercados de swaps: Un enfoque de equilibrio general
  [Understanding Swaps Markets: A General Equilibrium Approach]," MPRA Paper, University Library of Munich, Germany, number 54848, Mar.
• Karkowska, Renata, 2014, "Is the Central and Eastern European banking systems stable? Evidence from the recent financial crisis," MPRA Paper, University Library of Munich, Germany, number 58803, Jan.
• Lean, Hooi Hooi & Smyth, Russell, 2014, "Testing for weak-form efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 59121, Oct.
• Siddiqi, Hammad, 2014, "Analogy Making and the Structure of Implied Volatility Skew," MPRA Paper, University Library of Munich, Germany, number 60921, Oct.
• Almanzar, Miguel & Torero, Maximo & von Grebmer, Klaus, 2014, "Futures Commodities Prices and Media Coverage," MPRA Paper, University Library of Munich, Germany, number 61327.
• Soundararajan, Pushparaj & Suresh, Vidya, 2014, "Does a Speculative Trade in Food Commodities Influence Food Price Inflation in India?," MPRA Paper, University Library of Munich, Germany, number 62521, Dec.
• Siddiqi, Hammad, 2014, "Anchoring Heuristic in Option Prices," MPRA Paper, University Library of Munich, Germany, number 66018, Jan, revised 15 Jul 2015.
• Gomez-Ruano, Gerardo, 2014, "Should Central Banks Take On Credit-Risk?," MPRA Paper, University Library of Munich, Germany, number 93633.
• John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta, 2014, "Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes," Working Papers, University of Pretoria, Department of Economics, number 201480, Dec.
• Jan Vlachý, 2014, "Empirická analýza obchodování s opcemi na akcie Škodových závodů 1928-1938
  [An Empirical Analysis of Škoda Co. Equity Options Trading 1928-1938]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 5, pages 645-661, DOI: 10.18267/j.polek.974.
• Rainer Masera, 2014, "CRR/CRD IV: the trees and the forest," PSL Quarterly Review, Economia civile, volume 67, issue 271, pages 381-422.
• Sepideh Dolatabadi & Ke Xu & Morten Ø. Nielsen, 2014, "A Fractionally Cointegrated Var Analysis Of Price Discovery In Commodity Futures Markets," Working Paper, Economics Department, Queen's University, number 1328, Jul.
• George Kapetanios & Michael Neumann & George Skiadopoulos, 2014, "Jumps in Option Prices and Their Determinants: Real-time Evidence from the E-mini S&P 500 Option Market," Working Papers, Queen Mary University of London, School of Economics and Finance, number 730, Oct.
• Costas Lambrinoudakis & Michael Neumann & George Skiadopoulos, 2014, "Capital Structure and Financial Flexibility: Expectations of Future Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 731, Oct.