Research classified by Journal of Economic Literature (JEL) codes

2017

• Houdou Basse Mama, 2017, "The interaction between stock prices and corporate investment: is Europe different?," Review of Managerial Science, Springer, volume 11, issue 2, pages 315-351, March, DOI: 10.1007/s11846-015-0187-3.
• Jan Diebecker & Friedrich Sommer, 2017, "The impact of corporate sustainability performance on information asymmetry: the role of institutional differences," Review of Managerial Science, Springer, volume 11, issue 2, pages 471-517, March, DOI: 10.1007/s11846-016-0195-y.
• Mark Mietzner, 2017, "Why do firms decide to stop their share repurchase programs?," Review of Managerial Science, Springer, volume 11, issue 4, pages 815-855, October, DOI: 10.1007/s11846-016-0206-z.
• David Abad & Juan Pedro Sánchez-Ballesta & José Yagüe, 2017, "The short-term debt choice under asymmetric information," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 8, issue 3, pages 261-285, August, DOI: 10.1007/s13209-017-0160-2.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2017, "Developing a Volume Forecasting Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 1, pages 1-1.
• Jun-Biao Lina & Ping-Yeh Su, 2017, "Idiosyncratic Volatility and Liquidity Risk: How they have Explanatory Power in Stock Returns," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 1, pages 1-2.
• Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2017, "Use of unit root methods in early warning of financial crises," ESRB Working Paper Series, European Systemic Risk Board, number 45, Jun.
• Pan, Kevin & Zeng, Yao, 2017, "ETF arbitrage under liquidity mismatch," ESRB Working Paper Series, European Systemic Risk Board, number 59, Dec.
• Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017, "Discriminatory pricing of over-the-counter derivatives," ESRB Working Paper Series, European Systemic Risk Board, number 61, Dec.
• Julia Darby & Graeme Roy, 2017, "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Working Papers, University of Strathclyde Business School, Department of Economics, number 1706, Jun.
• Andreas Haupenthal & Matthias Neuenkirch, 2017, "Grexit news and stock returns," Applied Economics, Taylor & Francis Journals, volume 49, issue 39, pages 3891-3898, August, DOI: 10.1080/00036846.2016.1270418.
• David E Allen & Michael McAleer & Abhay K Singh, 2017, "An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Applied Economics, Taylor & Francis Journals, volume 49, issue 7, pages 677-692, February, DOI: 10.1080/00036846.2016.1203067.
• A.M.M. Shahiduzzaman Quoreshi, 2017, "A bivariate integer-valued long-memory model for high-frequency financial count data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 46, issue 3, pages 1080-1089, February, DOI: 10.1080/03610926.2014.997361.
• N. Taylor & Y. Xu, 2017, "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 7, pages 1021-1035, July, DOI: 10.1080/14697688.2016.1260756.
• Han, Jianlei & Pan, Zheyao & Zhang, Guangli, 2017, "Divergence of opinion and long-run performance of private placements: evidence from the auction market," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-09.
• Deng, Xiaohu & Gao, Lei & Kemme, David, 2017, "The information content of short selling and put option trading: When are they substitutes?," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-13.
• Talat Ulussever & Riza Demirer, 2017, "Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 17, issue 3, pages 77-89.
• Margaryta Klymak, 2017, "The Trade Impacts of the Naming and Shaming of Forced and Child Labor," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1517, Jun.
• Philip Stork & Luiz Felix & Roman Kraussl, 2017, "Implied Volatility Sentiment: A Tale of Two Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-002/IV, Jan, revised 26 Jan 2018.
• Vincent van Kervel & Albert J. Menkveld, 2017, "High-Frequency Trading around Large Institutional Orders," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-092/IV, Sep.
• Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017, "Collusive Benchmark Rates Fixing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-122/VII, Dec, revised 17 Apr 2019.
• Ginglinger, Edith & Hébert, Camille & Renneboog, Luc, 2017, "Connected Firms and Investor Myopia," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-037.
• Renneboog, Luc & Szilagyi, Peter & Vansteenkiste, Cara, 2017, "Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-012.
• Renneboog, Luc & Szilagyi, Peter & Vansteenkiste, Cara, 2017, "Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions," Other publications TiSEM, Tilburg University, School of Economics and Management, number e3b3753d-87d4-46d6-be12-3.
• Ronald B. Davies & Zuzanna Studnicka, 2017, "The Heterogeneous Impact of Brexit: Early Indications from the FTSE," Working Papers, School of Economics, University College Dublin, number 201708, May.
• Ross Levine & Chen Lin & Lai Wei, 2017, "Insider Trading and Innovation," Journal of Law and Economics, University of Chicago Press, volume 60, issue 4, pages 749-800, DOI: 10.1086/696384.
• Paul Hallwood, 2017, "Comment: Betting on Secession: Quantifying Political Events Surrounding Slavery and the Civil War," Working papers, University of Connecticut, Department of Economics, number 2017-07, Jun.
• Fernando Delbianco & Andrés Fioriti, 2017, "Empirical search and characterization of contemporaneity using breaks and regime switching
  [Búsqueda empírica y caracterización de contemporaneidad utilizando quiebres estructurales y cambios de régimen]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 34, issue 68, pages 75-91, january-J.
• Jeremías Lachman & Pablo Jack, 2017, "Study of efficiency and information transmission for agricultural futures markets: a comparative analysis between Buenos Aires and Chicago using monthly and daily data
  [Estudio de la eficiencia y la transmisión de información para mercados de futu," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 34, issue 69, pages 3-23, july-dece.
• Vladimir Asriyan & William Fuchs & Brett Green, 2017, "Aggregation and design of information in asset markets with adverse selection," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1573, Jul, revised Feb 2019.
• Manzano, Carolina & Vives, Xavier, 2017, "Market Power and Welfare in Asymmetric Divisible Good Auctions," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/292436.
• Dare, Wale, 2017, "Testing efficiency in small and large financial markets," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1714, Sep.
• Dare, Wale, 2017, "Statistical arbitrage in the U.S. treasury futures market," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1716, Sep.
• Hoechle, Daniel & Karthaus, Larissa & Schmid, Markus, 2017, "The Long-Term Performance of IPO’s, Revisited," Working Papers on Finance, University of St. Gallen, School of Finance, number 1706, Mar.
• Adams, Zeno & Kartsakli, Maria, 2017, "Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization," Working Papers on Finance, University of St. Gallen, School of Finance, number 1710, Jun.
• Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2017, "Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1717, Nov, revised Mar 2020.
• Ammann, Manuel & Bauer, Christopher & Fischer, Sebastian & Mueller, Philipp, 2017, "Tha Impact of the Morningstar Sustainability Rating on Mutual Fund Flows," Working Papers on Finance, University of St. Gallen, School of Finance, number 1718, May, revised Nov 2017.
• Lijian Wei & Xiong Xiong & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2017, "The effect of genetic algorithm learning with a classifier system in limit order markets," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2017-3, Jan.
• Nihad Aliyev & Xue-Zhong He, 2017, "Ambiguous Market Making," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 383, May.
• Claudio Fontana & Markus Pelger & Eckhard Platen, 2017, "Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 385, Aug.
• Iris Biefang-Frisancho Mariscal, 2017, "The impact of quantitative easing on aggregate mutual fund flows in the UK," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20171704, Jan.
• Owen Powell & Natalia Shestakova, 2017, "The robustness of mispricing results in experimental asset markets," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1702, May.
• Sutirtha Bagchi, 2017, "A Tale of Two Cities: An Examination of Medallion Prices in New York and Chicago," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 33, Jan.
• Hassan Ezzat & Berna Kirkulak-Uludag, 2017, "Information Arrival and Volatility: Evidence from the Saudi Stock Exchange (Tadawul)," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 64, issue 1, pages 45-59.
• Yang-Cheng Lu & Hao Fang & Yen-Hsien Lee, 2017, "Informational and Non-Informational Compositions of UK Fund Managers’ Dynamic Herding in the Stock Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 64, issue 5, pages 571-592.
• Svetoslav Velinov Borisov, 2017, "Smoothing Earnings and Earnings Informativenes," Business & Management Compass, University of Economics Varna, issue 3, pages 222-235.
• Volodin Sergey Nikolayevich & Kuranov Gennadii Mladenovich & Yakubov Alexey Pavlovich, 2017, "Impact of Political News: Evidence from Russia," Scientific Annals of Economics and Business, Sciendo, volume 64, issue 3, pages 271-287, October, DOI: 10.1515/saeb-2017-0018.
• Cho Joong-Seok & Park Hyung Ju, 2017, "The Effect of Matching on Firm Earnings Components," Scientific Annals of Economics and Business, Sciendo, volume 64, issue 4, pages 513-524, December, DOI: 10.1515/saeb-2017-0033.
• Urban Dariusz, 2017, "The Color of Government Money. Do Investors Differently Value the Investment of Sovereign Wealth Funds?," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 1, pages 25-34, November, DOI: 10.1515/fiqf-2016-0016.
• Gniadkowska-Szymańska Agata, 2017, "Impact of a Company’s Dividend Policy on the Liquidity of Shares Listed on the Warsaw Stock Exchange," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 3, pages 24-32, September, DOI: 10.1515/fiqf-2016-0027.
• Kozak Sylwester, 2017, "Degree of Convergence of the Efficiency of the Polish Equity Investment Funds Obtained with Measures Based on the Sharpe Ratio," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 3, pages 33-42, September, DOI: 10.1515/fiqf-2016-0028.
• Cwynar Andrzej & Cwynar Wiktor & Pater Robert & Kaźmierkiewicz Piotr, 2017, "Information needs of financial market professionals in the big data and social media era. The empirical evidence from Poland," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 4, pages 1-13, December, DOI: 10.1515/fiqf-2016-0031.
• Zaremba Adam & Konieczka Przemysław, 2017, "Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 53, issue 3, pages 26-47, September, DOI: 10.1515/ijme-2017-0017.
• Anginer,Deniz & Han,Snow Xue & Yildizhan,Celim, 2017, "Do individual investors ignore transaction costs ?," Policy Research Working Paper Series, The World Bank, number 8098, Jun.
• Sébastien Lleo & William T. Ziemba, 2017, "Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models?," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 26, issue 2, pages 61-123, May, DOI: 10.1111/fmii.12080.
• Alex Frino & Vito Mollica & Maria Grazia Romano & Zeyang Zhou, 2017, "Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 37, issue 4, pages 359-373, April.
• Moonsoo Kang & Wei Wang & Chanyoung Eom, 2017, "Corporate investment and stock liquidity: Evidence on the price impact of trade," Review of Financial Economics, John Wiley & Sons, volume 33, issue 1, pages 1-11, April, DOI: 10.1016/j.rfe.2017.02.001.
• Geoffrey Ngene & Kenneth A. Tah & Ali F. Darrat, 2017, "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, John Wiley & Sons, volume 34, issue 1, pages 61-73, September, DOI: 10.1016/j.rfe.2017.06.003.
• Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 1-10, November, DOI: 10.1016/j.rfe.2017.04.001.
• Remzi Uctum & Patricia Renou‐Maissant & Georges Prat & Sylvie Lecarpentier‐Moyal, 2017, "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 43-56, November, DOI: 10.1016/j.rfe.2017.03.001.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017, "The Transmission of Monetary Policy Shocks," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1136.
• Jinook Jeong & Jee Young Kim & Yoon Jae Ro, 2017, "On the Efficiency of Racetrack Betting Market: A New Test for the Favorite-Longshot Bias," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-106, Aug.
• Schmitt, Noemi & Westerhoff, Frank, 2017, "On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 119.
• Silvo, Aino, 2017, "House prices, lending standards, and the macroeconomy," Bank of Finland Research Discussion Papers, Bank of Finland, number 4/2017.
• Korn, Olaf & Kuntz, Laura-Chloé, 2017, "Low-beta strategies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-17 [rev.], revised 2017.
• Felix, Luiz & Kräussl, Roman & Stork, Philip, 2017, "Implied volatility sentiment: A tale of two tails," CFS Working Paper Series, Center for Financial Studies (CFS), number 565.
• Andersen, Torben G. & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2017, "Volatility, information feedback and market microstructure noise: A tale of two regimes," CFS Working Paper Series, Center for Financial Studies (CFS), number 569.
• Hautsch, Nikolaus & Horvath, Akos, 2017, "How effective are trading pauses?," CFS Working Paper Series, Center for Financial Studies (CFS), number 571.
• Hautsch, Nikolaus & Noé, Michael & Zhang, S. Sarah, 2017, "The ambivalent role of high-frequency trading in turbulent market periods," CFS Working Paper Series, Center for Financial Studies (CFS), number 580.
• Bannier, Christina & Pauls, Thomas & Walter, Andreas, 2017, "CEO-speeches and stock returns," CFS Working Paper Series, Center for Financial Studies (CFS), number 583.
• Cho, Hoon & Ryu, Doojin & Sung, Sangwook, 2017, "Do institutions behave rationally in distressed markets?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-103.
• Han, Liyan & Xu, Yang & Yin, Libo, 2017, "Does investor attention matter? The attention-return relation in gold futures market," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-37.
• Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017, "Date-stamping US housing market explosivity," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-44.
• Belke, Ansgar, 2017, "Central bank communication: Managing expectations through the monetary dialogue," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 692, DOI: 10.4419/86788802.
• Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti & Uno, Jun & Yuferova, Darya, 2017, "Coming early to the party," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 182, DOI: 10.2139/ssrn.3038699.
• Clapham, Benjamin & Gomber, Peter & Haferkorn, Martin & Panz, Sven, 2017, "Managing excess volatility: Design and effectiveness of circuit breakers," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 195, DOI: 10.2139/ssrn.2910977.
• Clapham, Benjamin & Gomber, Peter & Panz, Sven, 2017, "Coordination of circuit breakers? Volume migration and volatility spillover in fagmented markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 196, DOI: 10.2139/ssrn.2906719.
• Urbschat, Florian & Watzka, Sebasitan, 2017, "Quantitative Easing in the Euro Area - An Event Study Approach," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168135.
• Bannier, Christina E. & Pauls, Thomas & Walter, Andreas, 2017, "CEO-speeches and stock returns," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168192.
• Aldrich, Eric M. & Friedman, Daniel, 2017, "Order protection through delayed messaging," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics, WZB Berlin Social Science Center, number SP II 2017-502.
• Kirschenmann, Karolin & Korte, Josef & Steffen, Sascha, 2017, "The zero risk fallacy? Banks' sovereign exposure and sovereign risk spillovers," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 17-069.

2016

• Fabio Antonelli & Carlo Mancini, 2016, "Consumption optimization for recursive utility in a jump-diffusion model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 39, issue 2, pages 293-310, November, DOI: 10.1007/s10203-016-0177-1.
• Sanjay Sehgal & Mala Dutt, 2016, "Domestic and international information linkages between NSE Nifty spot and futures markets: an empirical study for India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 43, issue 3, pages 239-258, September, DOI: 10.1007/s40622-016-0137-1.
• Yoshifumi Tahira & Takayuki Mizuno, 2016, "Trading strategy of a stock index based on the frequency of news releases for listed companies," Evolutionary and Institutional Economics Review, Springer, volume 13, issue 2, pages 437-444, December, DOI: 10.1007/s40844-016-0054-1.
• Klaus Grobys & Jesper Haga, 2016, "The market price of credit risk and economic states," Empirical Economics, Springer, volume 50, issue 3, pages 1111-1134, May, DOI: 10.1007/s00181-015-0952-9.
• Esther B. Brio & Ilidio Lopes-e-Silva & Javier Perote, 2016, "Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 33, issue 3, pages 379-402, December, DOI: 10.1007/s40888-016-0036-0.
• Attiya Yasmin Javid & Henna Malik, 2016, "Performance and capital structure of IPOs in Pakistan from 2000 to 2015," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 2, issue 1, pages 1-19, December, DOI: 10.1186/s40854-016-0032-y.
• Ludwig Hausse & Martin Rohleder & Marco Wilkens, 2016, "Systemic interest rate and market risk at US banks," Journal of Business Economics, Springer, volume 86, issue 8, pages 933-961, November, DOI: 10.1007/s11573-016-0830-8.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2016, "Rock around the clock: An agent-based model of low- and high-frequency trading," Journal of Evolutionary Economics, Springer, volume 26, issue 1, pages 49-76, March, DOI: 10.1007/s00191-015-0418-4.
• Yaniv Konchitchki & Yan Luo & Mary L. Z. Ma & Feng Wu, 2016, "Accounting-based downside risk, cost of capital, and the macroeconomy," Review of Accounting Studies, Springer, volume 21, issue 1, pages 1-36, March, DOI: 10.1007/s11142-015-9338-7.
• Danling Jiang & Alok Kumar & Kelvin K. F. Law, 2016, "Political contributions and analyst behavior," Review of Accounting Studies, Springer, volume 21, issue 1, pages 37-88, March, DOI: 10.1007/s11142-015-9344-9.
• Qianyun Huang & Terrance R. Skantz, 2016, "The informativeness of pro forma and street earnings: an examination of information asymmetry around earnings announcements," Review of Accounting Studies, Springer, volume 21, issue 1, pages 198-250, March, DOI: 10.1007/s11142-015-9345-8.
• Stephen Baginski & Elizabeth Demers & Chong Wang & Julia Yu, 2016, "Contemporaneous verification of language: evidence from management earnings forecasts," Review of Accounting Studies, Springer, volume 21, issue 1, pages 165-197, March, DOI: 10.1007/s11142-015-9347-6.
• Thaddeus Neururer & George Papadakis & Edward J. Riedl, 2016, "Tests of investor learning models using earnings innovations and implied volatilities," Review of Accounting Studies, Springer, volume 21, issue 2, pages 400-437, June, DOI: 10.1007/s11142-015-9348-5.
• Bok Baik & Kyonghee Kim & Richard Morton & Yongoh Roh, 2016, "Analysts’ pre-tax income forecasts and the tax expense anomaly," Review of Accounting Studies, Springer, volume 21, issue 2, pages 559-595, June, DOI: 10.1007/s11142-016-9349-z.
• Bin Miao & Siew Hong Teoh & Zinan Zhu, 2016, "Limited attention, statement of cash flow disclosure, and the valuation of accruals," Review of Accounting Studies, Springer, volume 21, issue 2, pages 473-515, June, DOI: 10.1007/s11142-016-9357-z.
• Jonathan L. Rogers & Douglas J. Skinner & Sarah L. C. Zechman, 2016, "The role of the media in disseminating insider-trading news," Review of Accounting Studies, Springer, volume 21, issue 3, pages 711-739, September, DOI: 10.1007/s11142-016-9354-2.
• Emmanuel T. De George & Xi Li & Lakshmanan Shivakumar, 2016, "A review of the IFRS adoption literature," Review of Accounting Studies, Springer, volume 21, issue 3, pages 898-1004, September, DOI: 10.1007/s11142-016-9363-1.
• Paul A. Griffin & Hyun A. Hong & Jeong-Bon Kim, 2016, "Price discovery in the CDS market: the informational role of equity short interest," Review of Accounting Studies, Springer, volume 21, issue 4, pages 1116-1148, December, DOI: 10.1007/s11142-016-9364-0.
• Benjamin Segal & Dan Segal, 2016, "Are managers strategic in reporting non-earnings news? Evidence on timing and news bundling," Review of Accounting Studies, Springer, volume 21, issue 4, pages 1203-1244, December, DOI: 10.1007/s11142-016-9366-y.
• Jonathan Lewellen & Robert J. Resutek, 2016, "The predictive power of investment and accruals," Review of Accounting Studies, Springer, volume 21, issue 4, pages 1046-1080, December, DOI: 10.1007/s11142-016-9369-8.
• Jae B. Kim, 2016, "Accounting flexibility and managers’ forecast behavior prior to seasoned equity offerings," Review of Accounting Studies, Springer, volume 21, issue 4, pages 1361-1400, December, DOI: 10.1007/s11142-016-9372-0.
• Karin Niehoff, 2016, "Price Discovery in Voting and Non-Voting Stocks," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 17, issue 3, pages 285-307, December, DOI: 10.1007/s41464-016-0021-8.
• Markus Doumet & Peter Limbach & Erik Theissen, 2016, "Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil
  [Wealth Effects of Delistings by German Firms After the Frosta Decision]," Schmalenbach Journal of Business Research, Springer, volume 68, issue 3, pages 253-277, August, DOI: 10.1007/s41471-016-0016-7.
• Maximilian Gödl & Jörn Kleinert, 2016, "Interest rate spreads in the eurozone: Fundamentals or sentiments?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 152, issue 3, pages 449-475, August, DOI: 10.1007/s10290-016-0252-2.
• João Paulo Vieito & Wing-Keung Wong & Zhen-Zhen Zhu, 2016, "Could the global financial crisis improve the performance of the G7 stocks markets?," Applied Economics, Taylor & Francis Journals, volume 48, issue 12, pages 1066-1080, March, DOI: 10.1080/00036846.2015.1093083.
• Hyunbae Chun & Jung-Wook Kim & Randall Morck, 2016, "Productivity growth and stock returns: firm- and aggregate-level analyses," Applied Economics, Taylor & Francis Journals, volume 48, issue 38, pages 3644-3664, August, DOI: 10.1080/00036846.2016.1142659.
• Álvaro Cartea & Dimitrios Karyampas, 2016, "The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 6, pages 929-950, June, DOI: 10.1080/07474938.2014.976529.
• Andreas Roider & Andrea Voskort, 2016, "Reputational Herding in Financial Markets: A Laboratory Experiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 17, issue 3, pages 244-266, July, DOI: 10.1080/15427560.2016.1203322.
• Daniel Huerta & Peter V. Egly & Diego Escobari, 2016, "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 22, issue 1, pages 47-62, January, DOI: 10.1080/10835547.2016.12089979.
• Mustafa Bulut & Hatice Gokce Karasoy, 2016, "Para Politikasi Belirsizligi Altinda Aktarim Mekanizmasi : Turkiye ornegi," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1621.
• Fuchs, William & Öry, Aniko & Skrzypacz, Andrzej, 2016, "Transparency and distressed sales under asymmetric information," Theoretical Economics, Econometric Society, volume 11, issue 3, September.
• Roman Frydman & Joshua R. Stillwagon, 2016, "Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter," Working Papers Series, Institute for New Economic Thinking, number 44, May, DOI: 10.2139/ssrn.2793421.
• Ahmed Tahoun & Laurence van Lent, 2016, "The Personal Wealth Interests of Politicians and the Stabilization of Financial Markets," Working Papers Series, Institute for New Economic Thinking, number 52, Oct, DOI: 10.2139/ssrn.2877983.
• Degryse, Hans & de Jong, Frank & Lefebvre, J.J.G., 2016, "Legal insider trading and stock market liquidity," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1f14bad3-7bb3-4fd2-bb4d-b.
• Andreas Haupenthal & Matthias Neuenkirch, 2016, "Grexit News and Stock Returns," Research Papers in Economics, University of Trier, Department of Economics, number 2016-08.
• Franck Martin, 2016, "La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2016-06, Apr.
• Thomas Conlon & John Cotter & Chenglu Jin, 2016, "The Intervaling Effect on Higher-Order Co-Moments," Working Papers, Geary Institute, University College Dublin, number 201602, Jan.
• John Cotter & Stuart Gabriel & Richard Roll, 2016, "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers, Geary Institute, University College Dublin, number 201612, Nov.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2016, "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-01, Dec.
• Muhammad Zubair Mumtaz & Zachary A. Smith & Ather Maqsood Ahmed, 2016, "An examination of short-run performance of IPOs using Extreme Bounds Analysis," Estudios de Economia, University of Chile, Department of Economics, volume 43, issue 1 Year 20, pages 71-95, June.
• C. José García Martín & Begoña Herrero Piqueras & Ana María Ibáñez Escribano, 2016, "The informational role of thin options markets: Empirical evidence from the Spanish case," Estudios de Economia, University of Chile, Department of Economics, volume 43, issue 2 Year 20, pages 233-263, December.
• Aletheia Ferreira da Cruz, 2016, "Assimetria informacional no contexto das finanças corporativas: determinantes e efeitos no contexto organizacional," REOESTE - Revista de Economia do Centro-Oeste, Nepec - Curso de Ciencias Economicas da Universidade Federal de Goias - FACE, volume 2, issue 1, pages 26-39.
• Chao Gu & Han Han & Randall Wright, 2016, "The Effects of Monetary Policy and Other Announcements," Working Papers, Department of Economics, University of Missouri, number 1621, Dec.
• Ben Ammar, Semir, 2016, "Pricing of Catastrophe Risk and the Implied Volatility Smile," Working Papers on Finance, University of St. Gallen, School of Finance, number 1617, Jul.
• David Goldbaum, 2016, "Divergent behavior in markets with idiosyncratic private information," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 34, Feb.
• Nihad Aliyev & Xue-Zhong He, 2016, "Toward a General Model of Financial Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 371, Apr.
• Fausto Corradin & Domenico Sartore, 2016, "Non Central Moments of the Truncated Normal Variable," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:17.
• Fausto Corradin & Domenico Sartore, 2016, "Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:18.
• Fausto Corradin & Domenico Sartore, 2016, "Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:30.
• EVRIM MANDACI, Pinar & CAGLI, Efe Caglar, 2016, "Who Drives Whom? Investigating The Relationship Between The Major Stock Markets," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 20, issue 2, pages 6-24.
• GOK, Ibrahim Yasar & TOPUZ, Sefa, 2016, "The Impact Of The Domestic And Foreign Macroeconomic News Announcements On The Turkish Stock Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 20, issue 3, pages 95-107.
• Giulia Baschieri & Andrea Carosi & Stefano Mengoli, 2016, "Initial Public Offerings and the Firm Location," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 13, Oct.
• Karanović Goran & Karanović Bisera, 2016, "IPOs Performance Analysis: Evidence from Emerging Markets in the Balkans," Scientific Annals of Economics and Business, Sciendo, volume 63, issue 3, pages 381-389, November, DOI: 10.1515/saeb-2016-0129.
• Sakowski Paweł & Ślepaczuk Robert & Wywiał Mateusz, 2016, "Cross-Sectional Returns with Volatility Regimes from a Diverse Portfolio of Emerging and Developed Equity Indices," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 12, issue 2, pages 23-35, DOI: 10.1515/fiqf-2016-0141.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-08.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-09.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-10.
• Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2016, "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 1, pages 30-45, January.
• Francis Breedon & Dagfinn Rime & Paolo Vitale, 2016, "Carry Trades, Order Flow, and the Forward Bias Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 6, pages 1113-1134, September, DOI: 10.1111/jmcb.12328.
• Lee A. Smales, 2016, "Trading behavior in S&P 500 index futures," Review of Financial Economics, John Wiley & Sons, volume 28, issue 1, pages 46-55, January, DOI: 10.1016/j.rfe.2015.11.001.
• Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, 2016, "Can stochastic discount factor models explain the cross‐section of equity returns?," Review of Financial Economics, John Wiley & Sons, volume 28, issue 1, pages 56-68, January, DOI: 10.1016/j.rfe.2016.01.001.
• Paul‐Olivier Klein & Laurent Weill, 2016, "Why do companies issue sukuk?," Review of Financial Economics, John Wiley & Sons, volume 31, issue 1, pages 26-33, November, DOI: 10.1016/j.rfe.2016.05.003.
• Park, Andreas & Sgroi, Daniel, 2016, "Herding and Contrarian Behavior in Financial Markets - An Experimental Analysis," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1109.
• Park, Andreas & Sgroi, Daniel, 2016, "Herding and Contrarian Behavior in Financial Markets : An Experimental Analysis," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 17.
• Michele Costola & Massimiliano Caporin, 2016, "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 1-26, March, DOI: 10.1142/S2010495216500032.
• Song Han & Hao Zhou, 2016, "Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 03, pages 1-49, September, DOI: 10.1142/S2010139216500129.
• Anne-Laure Mention & Marko Torkkeli (ed.), 2016, "Open Innovation: A Multifaceted Perspective:(In 2 Parts)," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9760, ISBN: ARRAY(0x5f789ad0), September.
• Leonid Chechurin, 2016, "Open Questions About Open Innovations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part I".
• Vera Lipton, 2016, "Open Data For Open Science: Aspirations, Realities, Challenges And Opportunities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part I".
• Karl Joachim Breunig & Tor Helge Aas & Katja Maria Hydle, 2016, "Open Innovation Or Innovation In The Open? An Exploration Of The Strategy–Innovation Link In Five Scale-Intensive Services," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part I".
• Antti Hautamäki & Kaisa Oksanen, 2016, "Sustainable Innovation: Solving Wicked Problems Through Innovation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part I".
• Jari Kaivo-oja & Teemu Santonen, 2016, "Futures Of Innovation Systems And Innovation Management: Open Innovation Paradigm Analysed From Futures Perspectives," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part I".
• Denis Dennehy & Frederic Adam & Fergal Carton, 2016, "Leveraging Design Thinking To Innovate," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part I".
• Jarkko Pellikka & Miika Kajanus & Marko Seppänen, 2016, "Open Innovation Adoption Practices And Evaluation Methods In The Global Process Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part I".
• Dimitri Schuurman & Bram Lievens & Carina Veeckman & Lieven De Marez & Pieter Ballon, 2016, "Open Innovation Networks: Exploring Actor Roles And Network Orchestration In Living Lab," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part I".
• Marcin Baron, 2016, "Open Innovation And Territory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part I".
• Bror Salmelin, 2016, "Living Labs And Open Innovation In European Context," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part I".
• Tor Helge Aas & Per Egil Pedersen, 2016, "The Feasibility Of Open Service Innovation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part II".
• Patrick Schueffel & Iustin Vadana, 2016, "Financial Services And Open Innovation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part II".
• Maria Antikainen & Marketta Niemelä, 2016, "How To Motivate And Reward Customers In An O Nline Co-Creation Process?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part II".
• Jaakko Paasi, 2016, "Customer Involvement In Innovation In Service Sector," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part II".
• Hannu Kärkkäinen & Jari Jussila & Jani Multasuo & Nina Helander, 2016, "Can Crowdsourcing Platforms Be Used In B2b Innovation?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part II".
• Pia Erkinheimo & Hannu Kärkkäinen & Jari Jussila, 2016, "Crowdsourcing For Value Creation In Lean Start-Ups," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part II".
• Päivi Iskanius, 2016, "Open Innovation In University–Industry Collaboration: Communities Of Practice," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part II".
• Peter Prud'homme van Reine, 2016, "Characteristics Of Open Innovation Cultures In Different Regional Contexts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part II".
• Joachim Hafkesbrink & Markus Schroll, 2016, "Ambidextrous Organisational And Individual Competencies In Oi: The Dawn Of A New Research Agenda," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part II".
• Wil Janssen & Timber Haaker & Harry Bouwman, 2016, "Understanding Open Service Innovation And The Role Of Intermediaries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part II".
• Audrey Depeige & Stavros Sindakis, 2016, "Intra-Organisational Knowledge Flows: A Coopetition Perspective On Post-Acquisition And -Merger Activities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part II".
• Teemu Santonen, 2016, "Management Of Diversity In Open Innovation Processes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Anne-Laure Mention & Marko Torkkeli, "Open Innovation A Multifaceted Perspective: Part II".
• Blaufus, Kay & Möhlmann, Axel & Schwäbe, Alexander, 2016, "Corporate tax minimization and stock price reactions," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 204.
• Hasan, Iftekhar & Wu, Deming, 2016, "Credit default swaps and bank loan sales: evidence from bank syndicated lending," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2016.
• Hasan, Iftekhar & Wu, Deming, 2016, "How large banks use CDS to manage risks: bank-firm-level evidence," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2016.
• Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2016, "Use of unit root methods in early warning of financial crises," Bank of Finland Research Discussion Papers, Bank of Finland, number 27/2016.
• Faria, Gonçalo & Verona, Fabio, 2016, "Forecasting stock market returns by summing the frequency-decomposed parts," Bank of Finland Research Discussion Papers, Bank of Finland, number 29/2016.
• Speck, Christian, 2016, "Inflation anchoring in the euro area," Discussion Papers, Deutsche Bundesbank, number 04/2016.
• Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2016, "Credit risk interconnectedness: What does the market really know?," Discussion Papers, Deutsche Bundesbank, number 09/2016.
• Schlepper, Kathi, 2016, "High-frequency trading in the Bund futures market," Discussion Papers, Deutsche Bundesbank, number 15/2016.
• Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2016, "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Discussion Papers, Deutsche Bundesbank, number 25/2016.
• de Roure, Calebe, 2016, "Fire buys of central bank collateral assets," Discussion Papers, Deutsche Bundesbank, number 51/2016.
• Jaspersen, Stefan, 2021, "Mutual Fund Bets on Market Power," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-07, revised 2021.