Research classified by Journal of Economic Literature (JEL) codes

2016

• Evelina Lazareva, 2016, "Do Rating Agencies Confirm or Surprise the Market?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 44, issue 1, pages 133-134, March, DOI: 10.1007/s11293-016-9486-6.
• Khurshid M. Kiani, 2016, "On Modelling and Forecasting Predictable Components in European Stock Markets," Computational Economics, Springer;Society for Computational Economics, volume 48, issue 3, pages 487-502, October, DOI: 10.1007/s10614-015-9510-y.
• Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016, "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, volume 164, issue 1, pages 83-104, March, DOI: 10.1007/s10645-015-9261-0.
• Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016, "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, volume 164, issue 1, pages 83-104, March, DOI: 10.1007/s10645-015-9261-0.
• Kotaro Miwa & Kazuhiro Ueda, 2016, "Price distortion induced by a flawed stock market index," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 2, pages 137-160, May, DOI: 10.1007/s11408-016-0269-5.
• Trevor Chamberlain & Hesam Shahriari, 2016, "Asset Prices and Taxes: A Cross-Country Perspective," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 22, issue 1, pages 101-102, February, DOI: 10.1007/s11294-015-9553-9.
• Konstantina Kappou & Ioannis Oikonomou, 2016, "Is There a Gold Social Seal? The Financial Effects of Additions to and Deletions from Social Stock Indices," Journal of Business Ethics, Springer, volume 133, issue 3, pages 533-552, February, DOI: 10.1007/s10551-014-2409-z.
• Christos Kollias & Stephanos Papadamou, 2016, "Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis," Journal of Business Ethics, Springer, volume 138, issue 3, pages 493-505, October, DOI: 10.1007/s10551-015-2608-2.
• Maximilian A. Müller & Denis Schweizer & Volker Seiler, 2016, "Wealth Effects of Rare Earth Prices and China’s Rare Earth Elements Policy," Journal of Business Ethics, Springer, volume 138, issue 4, pages 627-648, November, DOI: 10.1007/s10551-015-2773-3.
• Kun Tracy Wang & Dejia Li, 2016, "Market Reactions to the First-Time Disclosure of Corporate Social Responsibility Reports: Evidence from China," Journal of Business Ethics, Springer, volume 138, issue 4, pages 661-682, November, DOI: 10.1007/s10551-015-2775-1.
• Lee M. Dunham & Randy Jorgensen & Ken Washer, 2016, "Securities Lending Activities in Mutual Funds and ETFs: Ethical Considerations," Journal of Business Ethics, Springer, volume 139, issue 1, pages 21-28, November, DOI: 10.1007/s10551-015-2609-1.
• David H. Downs & Steffen Sebastian & Christian Weistroffer & René-Ojas Woltering, 2016, "Real Estate Fund Flows and the Flow-Performance Relationship," The Journal of Real Estate Finance and Economics, Springer, volume 52, issue 4, pages 347-382, May, DOI: 10.1007/s11146-015-9539-7.
• Heng An & Qun Wu & Zhonghua Wu, 2016, "REIT Crash Risk and Institutional Investors," The Journal of Real Estate Finance and Economics, Springer, volume 53, issue 4, pages 527-558, November, DOI: 10.1007/s11146-015-9527-y.
• Gary McCormick & Dan French, 2016, "Effects of frequent information disclosure: the case of daily net asset value reporting for closed-end investment companies," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 1, pages 107-122, January, DOI: 10.1007/s11156-014-0463-3.
• William Cheung & Li Jiang, 2016, "Does free cash flow problem contribute to excess stock return synchronicity?," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 1, pages 123-140, January, DOI: 10.1007/s11156-014-0464-2.
• Christoph Schmidhammer & Sebastian Lobe & Klaus Röder, 2016, "The day the index rose 11 %: a clinical study on price discovery reversal," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 1, pages 79-106, January, DOI: 10.1007/s11156-014-0462-4.
• Jungshik Hur & Vivek Singh, 2016, "Reexamining momentum profits: Underreaction or overreaction to firm-specific information?," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 2, pages 261-289, February, DOI: 10.1007/s11156-014-0469-x.
• Yu-Lun Chen & Yin-Feng Gau & Wen-Ju Liao, 2016, "Trading activities and price discovery in foreign currency futures markets," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 4, pages 793-818, May, DOI: 10.1007/s11156-014-0486-9.
• Kun Yu, 2016, "Excess of the PBO over the ABO and hard pension freezes," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 4, pages 819-846, May, DOI: 10.1007/s11156-014-0487-8.
• Jonathan A. Milian, 2016, "Insider sales based on short-term earnings information," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 1, pages 109-128, July, DOI: 10.1007/s11156-014-0496-7.
• Aigbe Akhigbe & Anna D. Martin & Ann Marie Whyte, 2016, "Dodd–Frank and risk in the financial services industry," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 2, pages 395-415, August, DOI: 10.1007/s11156-015-0506-4.
• Jinliang Li, 2016, "When noise trading fades, volatility rises," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 475-512, October, DOI: 10.1007/s11156-015-0508-2.
• Beng Soon Chong & Zhenbin Liu, 2016, "CAR associated with SEO share lockups: Real or illusionary?," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 513-541, October, DOI: 10.1007/s11156-015-0510-8.
• Leonard L. Lundstrum, 2016, "Option listing: market quality revisited," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 565-578, October, DOI: 10.1007/s11156-015-0512-6.
• Panayiotis C. Andreou & Christodoulos Louca & Christos S. Savva, 2016, "Short-horizon event study estimation with a STAR model and real contaminated events," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 673-697, October, DOI: 10.1007/s11156-015-0515-3.
• R. Jared DeLisle & Bong Soo Lee & Nathan Mauck, 2016, "The dynamic relation between options trading, short selling, and aggregate stock returns," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 645-671, October, DOI: 10.1007/s11156-015-0516-2.
• Chii-Shyan Kuo & Xu Wang & Shih-Ti Yu, 2016, "Investor perception of managerial discretion in valuing stock options: an empirical examination," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 733-773, October, DOI: 10.1007/s11156-015-0518-0.
• Eunju Lee, 2016, "Short selling and market mispricing," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 797-833, October, DOI: 10.1007/s11156-015-0521-5.
• Cedric L. Mbanga & Ali F. Darrat, 2016, "Fiscal policy and the US stock market," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 987-1002, November, DOI: 10.1007/s11156-015-0528-y.
• Thomas C. Chiang & Lanjun Lao & Qingfeng Xue, 2016, "Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 1003-1042, November, DOI: 10.1007/s11156-015-0529-x.
• Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony, 2016, "Intraday jumps and trading volume: a nonlinear Tobit specification," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 1167-1186, November, DOI: 10.1007/s11156-015-0534-0.
• Thomas Pöppe & Michael Aitken & Dirk Schiereck & Ingo Wiegand, 2016, "A PIN per day shows what news convey: the intraday probability of informed trading," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 1187-1220, November, DOI: 10.1007/s11156-015-0535-z.
• Chuan-Hao Hsu & Hung-Gay Fung & Yi-Ping Chang, 2016, "The performance of Taiwanese firms after a share repurchase announcement," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 1251-1269, November, DOI: 10.1007/s11156-015-0537-x.
• Mikko S. Pakkanen & Jani Lukkarinen, 2016, "Arbitrage without borrowing or short selling?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-13, Apr.
• Gustavo Fruet Dias & Marcelo Fernandes & Cristina M. Scherrer, 2016, "Component shares in continuous time," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-25, Sep.
• Albert S. Kyle & Anna Obizhaeva & Yajun Wang, 2016, "Smooth Trading with Overconfidence and Market Power," Working Papers, New Economic School (NES), number w0226, Jan.
• Albert S. Kyle & Anna Obizhaeva & Yajun Wang, 2016, "Beliefs Aggregation and Return Predictability," Working Papers, New Economic School (NES), number w0231, Aug.
• Kyoung-hun Bae & Albert S. Kyle & Eun Jung Lee & Anna Obizhaeva, 2016, "Invariance of buy-sell switching points," Working Papers, New Economic School (NES), number w0232, Oct.
• Jérôme Lahaye, 2016, "Currency Risk: Comovements and Intraday Cojumps," Annals of Economics and Statistics, GENES, issue 123-124, pages 53-76, DOI: 10.15609/annaeconstat2009.123-124.0.
• Peter Koudijs & Hans-Joachim Voth, 2016, "Leverage and Beliefs: Personal Experience and Risk-Taking in Margin Lending," American Economic Review, American Economic Association, volume 106, issue 11, pages 3367-3400, November.
• Sibylle Lehmann-Hasemeyer & Jochen Streb, 2016, "The Berlin Stock Exchange in Imperial Germany: A Market for New Technology?," American Economic Review, American Economic Association, volume 106, issue 11, pages 3558-3576, November.
• Charles W. Calomiris & Jonathan Pritchett, 2016, "Betting on Secession: Quantifying Political Events Surrounding Slavery and the Civil War," American Economic Review, American Economic Association, volume 106, issue 1, pages 1-23, January.
• Antoinette Schoar & Luo Zuo, 2016, "Does the Market Value CEO Styles?," American Economic Review, American Economic Association, volume 106, issue 5, pages 262-266, May.
• Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2016, "The Response of Tail Risk Perceptions to Unconventional Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, volume 8, issue 2, pages 111-136, April.
• Adrian R. Bell & Chris Brooks & Nick Taylor, 2016, "Time-varying price discovery in the eighteenth century: empirical evidence from the London and Amsterdam stock markets," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 10, issue 1, pages 5-30, january, DOI: 10.1007/s11698-014-0120-z.
• Justin Mitchell & Odongo Kodongo, 2016, "Insider Trading Law and Illegal Insider Trading in South Africa's Equity Market: Lessons from Corporate Takeovers," The African Finance Journal, Africagrowth Institute, volume 18, issue 1, pages 1-19.
• Baah Aye Kusi & Elikplimi Komla Agbloyor & Vera Ogeh Fiador & Kofi Achampong Osei, 2016, "Credit Referencing Bureaus and Bank Credit Risk: Evidence from Ghana," The African Finance Journal, Africagrowth Institute, volume 18, issue 2, pages 69-92.
• Karali, Berna & Isengildina-Massa, Olga & Irwin, Scott H. & Adjemian, Michael K., 2016, "Changes in Informational Value and the Market Reaction to USDA Reports in the Big Data Era," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235580, May, DOI: 10.22004/ag.econ.235580.
• Rousse, Olivier & Sévi, Benoît, , "Informed Trading in Oil-Futures Market," ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM), number 249788, DOI: 10.22004/ag.econ.249788.
• Park, Andreas & Sgroi, Daniel, , "Herding and Contrarian Behavior in Financial Markets: An Experimental Analysis," Economic Research Papers, University of Warwick - Department of Economics, number 269716, DOI: 10.22004/ag.econ.269716.
• Goran KARANOVIĆ & Bisera KARANOVIĆ, 2016, "IPOs PERFORMANCE ANALYSIS: EVIDENCE FROM EMERGING MARKETS IN THE BALKANS," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 63, issue 3, pages 381-389, November.
• Thomas Bourveau & Renaud Coulomb & Marc Sangnier, 2016, "Political Connections and Insider Trading," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1635, Oct.
• Victor Mihaita Duta, 2016, "Banking governance: New Approaches," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 18, pages 126-131, November.
• Stelian Selisteanu & Radu Buziernescu & Catalin Mihai Cherciu, 2016, "Procedural Issues regarding the Audit of the Management and Control of EU Funds, in Terms of Specific Key Requirements of the New Funding Period 2014-2020," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 18, pages 75-81, November.
• Thewissen, James, 2016, "Managers set the tone: Equity incentives and the tone of earnings press releases," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2016003, Jan.
• Yi-Chieh Wen & Bin Li, 2016, "The Other Month Effect: Some Evidence from the Central and Eastern European Markets," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 66, issue 1, pages 107-124, March.
• Habibollah Nakhaei & Nik Intan Norhan Hamid & Melati Ahmad Anuar & Karim Nakhaei, 2016, "Is refined economic value added more associated with stock return than accounting measures? The Malaysian evidence," Society and Economy, Akadémiai Kiadó, Hungary, volume 38, issue 1, pages 69-85, March.
• Patrycja Chodnicka-Jaworska, , "Banks Credit Rating Changes And Their Stock Prices €“ The Impact Of Political Divisions And Economy Development," Review of Socio - Economic Perspectives, Reviewsep, number 201603.
• Paulo Ferreira & Andreia Dionísio, , "G7 Stock Markets, Who Is The First To Defeat The Dcca Correlation?," Review of Socio - Economic Perspectives, Reviewsep, number 201605.
• Patrycja Chodnicka-Jaworska & Piotr Jaworski, , "Countries Credit Ratings And Exchange Rates €“ The Impact Of Economic Development," Review of Socio - Economic Perspectives, Reviewsep, number 201608, DOI: https://dx.medra.org/10.19275/RSEP0.
• Hossein Rad, 2016, "Pairs Trading and Market Efficiency Using an Adaptive Market Hypothesis Framework: A Pitch," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 15, issue 1, pages 178-185, March.
• Ralph Sonenshine, 2016, "Effect of Utility Deregulation and Mergers on Consumer Welfare," Working Papers, American University, Department of Economics, number 2016-08, DOI: 10.17606/z6qa-0089.
• Wildmer Daniel Gregori & Wildmer Agnese Sacchi, 2016, "Has the Grexit news spilled over into euro area financial markets? The role of domestic political leaders, supranational executives and institutions," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 134, Dec.
• Jan Żelazny, 2016, "Zmiany na rynkach towarowych a regulacje nadzorcze w Unii Europejskiej / Changes on Commodity Markets and Regulation in the European Union," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 15, pages 199-210, September.
• S.P. Kothari & Eric So & Rodrigo Verdi, 2016, "Analysts’ Forecasts and Asset Pricing: A Survey," Annual Review of Financial Economics, Annual Reviews, volume 8, issue 1, pages 197-219, October.
• Jean-Philippe Bouchaud & Stefano Ciliberti & Augustin Landier & Guillaume Simon & David Thesmar, 2016, "The Excess Returns of "Quality" Stocks: A Behavioral Anomaly," Papers, arXiv.org, number 1601.04478, Jan.
• Lisana B. Martinez & M. Belen Guercio & Aurelio F. Bariviera & Antonio Terce~no, 2016, "The impact of the financial crisis on the long-range memory of European corporate bond and stock markets," Papers, arXiv.org, number 1605.06700, May.
• Mihaly Ormos & Dusan Timotity, 2016, "Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring," Papers, arXiv.org, number 1606.03597, Jun.
• Ricardo T. Fernholz & Christoffer Koch, 2016, "The Rank Effect for Commodities," Papers, arXiv.org, number 1607.07510, Jul.
• Mascia Bedendo & Linus Siming, 2016, "Debt Structure and Credit Ratings," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1622.
• Francesco Campanella & Mario Mustilli & Eugenio D¡¯Angelo, 2016, "Efficient Market Hypothesis and Fundamental Analysis: An Empirical Test in the European Securities Market," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 27-42, February.
• Haibin Xie & Qilin Qin & Shouyang Wang, 2016, "Is Halloween Effect a New Puzzle? Evidence from Price Gap," Review of Economics & Finance, Better Advances Press, Canada, volume 6, pages 19-31, November.
• Christiane Baumeister & Lutz Kilian, 2016, "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil," Staff Working Papers, Bank of Canada, number 16-18, DOI: 10.34989/swp-2017-18.
• Corey Garriott & Adrian Walton, 2016, "Retail Order Flow Segmentation," Staff Working Papers, Bank of Canada, number 16-20, DOI: 10.34989/swp-2017-20.
• Thibaut Duprey, 2016, "Bank Screening Heterogeneity," Staff Working Papers, Bank of Canada, number 16-56, DOI: 10.34989/swp-2017-56.
• Faith Chin & Corey Garriott, 2016, "Options Decimalization," Staff Working Papers, Bank of Canada, number 16-57, DOI: 10.34989/swp-2017-57.
• Harun BAL & Emrah Eray AKCA & Omer DEMIR, 2016, "The Effectiveness of Financial Liberalization Policies: The Experiences of Some Emerging Market Economies," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 10, issue 2, pages 63-85.
• Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2016, "Informational contagion in the laboratory," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1063, Apr.
• Onofrio Panzarino & Francesco Potente & Alfonso Puorro, 2016, "BTP futures and cash relationships: a high frequency data analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1083, Sep.
• Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas, 2016, "Uncovering the Portfolio Balance Channel with the use of Sovereign Credit Ratings," Borradores de Economia, Banco de la Republica de Colombia, number 941, May, DOI: 10.32468/be.941.
• Jimmy Melo, 2016, "Precios de los activos bajo ambigüedad estructural: portafolios cautelosos, prudenciales y conservadores," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 34, issue 80, pages 91-102, June, DOI: 10.1016/j.espe.2016.02.003.
• Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas, 2016, "Uncovering the portfolio balance channel with the use of sovereign credit ratings," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 34, issue 81, pages 191-205, December, DOI: 10.1016/j.espe.2016.08.003.
• William Fuchs & Brett Green & Vladimir Asriyan, 2015, "Information Spillovers in Asset Markets with Correlated Values," Working Papers, Barcelona School of Economics, number 827, Sep.
• Joachim Jungherr, 2016, "Bank Opacity and Financial Crises," Working Papers, Barcelona School of Economics, number 882, Feb.
• Ariadna Dumitrescu & Jordi Caballé, 2016, "Disclosure of Corporate Tax Reports, Tax Enforcement, and Insider Trading," Working Papers, Barcelona School of Economics, number 911, Jul.
• Michael R King & Steven Ongena & Nikola Tarashev, 2016, "Bank standalone credit ratings," BIS Working Papers, Bank for International Settlements, number 542, Jan.
• Lubos Komarek & Kristyna Ters, 2016, "Intraday dynamics of euro area sovereign credit risk contagion," BIS Working Papers, Bank for International Settlements, number 573, Jul.
• Zhichao Zhang & Li Xie & Xiangyun Lu & Zhuang Zhang, 2016, "Determinants Of Financial Distress In Large Financial Institutions: Evidence From U.S. Bank Holding Companies," Contemporary Economic Policy, Western Economic Association International, volume 34, issue 2, pages 250-267, April.
• Thomas Dimpfl & Stephan Jank, 2016, "Can Internet Search Queries Help to Predict Stock Market Volatility?," European Financial Management, European Financial Management Association, volume 22, issue 2, pages 171-192, March, DOI: 10.1111/eufm.12058.
• Andreas Hoepner & Ioannis Oikonomou & Bert Scholtens & Michael Schröder, 2016, "The Effects of Corporate and Country Sustainability Characteristics on The Cost of Debt: An International Investigation," Journal of Business Finance & Accounting, Wiley Blackwell, volume 43, issue 1-2, pages 158-190, January.
• Péter Benczúr & Cosmin L. Ilut, 2016, "Evidence For Relational Contracts In Sovereign Bank Lending," Journal of the European Economic Association, European Economic Association, volume 14, issue 2, pages 375-404, April.
• Thierry Foucault & Johan Hombert & Ioanid Roşu, 2016, "News Trading and Speed," Journal of Finance, American Finance Association, volume 71, issue 1, pages 335-382, February.
• Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2016, "Cream-Skimming in Financial Markets," Journal of Finance, American Finance Association, volume 71, issue 2, pages 709-736, April.
• Makram El-Shagi & Axel Lindner & Gregor von Schweinitz, 2016, "Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis," Review of International Economics, Wiley Blackwell, volume 24, issue 1, pages 37-66, February.
• Ignacio Garrón Vedia & Tatiana Rocabado Palomeque, 2016, "Economías de escala y eficiencia en la banca boliviana: el efecto de la especialización del crédito," Revista de Análisis del BCB, Banco Central de Bolivia, volume 25, issue 2, pages 141-190, July.
• Evangelos Benos & Richard Payne & Michalis Vasios, 2016, "Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act," Bank of England working papers, Bank of England, number 580, Jan.
• Evangelos Benos & Filip Zikes, 2016, "Liquidity determinants in the UK gilt market," Bank of England working papers, Bank of England, number 600, May.
• Silvia Miranda-Agrippino, 2016, "Unsurprising shocks: information, premia, and the monetary transmission," Bank of England working papers, Bank of England, number 626, Nov.
• Sei-Wan Kim & Moon Jung Choi, 2016, "Does Intra-Regional Trade Matter in Regional Stock Markets?: New Evidence from Asia-Pacific Region," Working Papers, Economic Research Institute, Bank of Korea, number 2016-11, Jul.
• G. Marandola & R. Mossucca, 2016, "When did the stock market start to react less to downgrades by Moody s, S&P and Fitch?," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1066, May.
• R. Ferretti & P. Pattitoni & R. Patuelli, 2016, "Market Abuse Directive and Insider Trading: Evidence from Italian Tender Offers," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1071, Jun.
• Jasman Tuyon & Zamri Ahmada, 2016, "Behavioural finance perspectives on Malaysian stock market efficiency," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 1, pages 43-61, March.
• Avanidhar Subrahmanyam & Hui Zheng, 2016, "Limit order placement by high-frequency traders," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 185-209, December.
• Oguz Ersan & Cumhur Ekinci, 2016, "Algorithmic and high-frequency trading in Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 16, issue 4, pages 233-248, December.
• Jianjun Miao & Jieran Wu & Eric Young, 2016, "Macro-Financial Volatility under Dispersed Information," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-10, Sep, revised May 2019.
• Jianjun Miao & Jieran Wu & Eric Young, 2016, "Macro-Financial Volatility under Dispersed Information," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2019-12, Sep, revised May 2019.
• Weber Christoph S. & Nickol Philipp, 2016, "More on Calendar Effects on Islamic Stock Markets," Review of Middle East Economics and Finance, De Gruyter, volume 12, issue 1, pages 65-113, April, DOI: 10.1515/rmeef-2015-0039.
• Ricardo Pereira Câmara Leal & Carlos Heitor Campani, 2016, "Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 1, pages 45-64.
• Gyorgy Varga & Ricardo Dias de Oliveira Brito, 2016, "The Cross-Section of Expected Stock Returns in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 2, pages 151-187.
• Walter Gonçalves Junior & William Eid Junior, 2016, "Determinants of Foreign Investment in the Brazilian Stock Market," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 2, pages 189-224.
• João Nascimento Nerasti & Claudio Ribeiro Lucinda, 2016, "Persistence in Mutual Fund Performance in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 14, issue 2, pages 269-297.
• Hervé Alexandre & François Guillemin & Catherine Refait-Alexandre, 2016, "Crise de la dette souveraine dans l’Union européenne : transparence des banques et spreads de CDS," Revue économique, Presses de Sciences-Po, volume 67, issue 5, pages 1007-1035.
• Pesaran, Hashem. & Johnsson. Ida., 2016, "Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1679, Dec.
• Gonçalo Faria & Fabio Verona, 2016, "Forecasting stock market returns by summing the frequency-decomposed parts," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 05, Oct.
• Glenn Boyle & Gerald Ward, 2016, "Do Better Informed Investors Always Do Better?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/29, Nov.
• Elisa Luciano & Antonella Tolomeo, 2016, "Are information and portfolio diversification substitutes or complements?," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 456.
• Holger Breinlich, 2016, "The effect of trade liberalization on firm-level profits: an event-study approach," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1401, Jan.
• Christiane Baumeister & Lutz Kilian, 2016, "A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil," CESifo Working Paper Series, CESifo, number 5782.
• Walter Kraemer, 2016, "A Neglected Semi-Stylized Fact of Daily Stock Returns," CESifo Working Paper Series, CESifo, number 5806.
• Michael Weber & Michael Weber, 2016, "Cash Flow Duration and the Term Structure of Equity Returns," CESifo Working Paper Series, CESifo, number 6043.
• Caroline Fohlin & Thomas Gehrig & Marlene Haas, 2016, "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CESifo Working Paper Series, CESifo, number 6048.
• Carolina Manzano & Xavier Vives, 2016, "Market Power and Welfare in Asymmetric Divisible Good Auctions," CESifo Working Paper Series, CESifo, number 6261.
• M. Hashem Pesaran & Ida Johnsson, 2016, "Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes," CESifo Working Paper Series, CESifo, number 6272.
• Giovanni Cespa & Xavier Vives, 2016, "Market Transparency and Fragility," CESifo Working Paper Series, CESifo, number 6279.
• Albert S. Kyle & Anna Obizhaeva & Yajun Wang, 2016, "Smooth Trading with Overconfidence and Market Power," Working Papers, Center for Economic and Financial Research (CEFIR), number w0226, Jan.
• Albert S. Kyle & Anna Obizhaeva & Yajun Wang, 2016, "Beliefs Aggregation and Return Predictability," Working Papers, Center for Economic and Financial Research (CEFIR), number w0231, Aug.
• Kyoung-hun Bae & Albert S. Kyle & Eun Jung Lee & Anna Obizhaeva, 2016, "Invariance of buy-sell switching points," Working Papers, Center for Economic and Financial Research (CEFIR), number w0232, Oct.
• Martin Hoesli & Stanimira Milcheva & Alex Moss, 2016, "Real Estate Company Reactions to Financial Market Regulation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-20, Feb.
• Ramazan Gencay & Soheil Mahmoodzadeh & Jakub Rojcek & Michael C Tseng, 2016, "Price Impact of Aggressive Liquidity Provision," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-21, Mar, revised May 2016.
• Umit Yilmaz, 2016, "Foreign Acquisition and Credit Risk: Evidence from the U.S. CDS Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-50, Jul, revised Dec 2016.
• Alberto Plazzi & Walter N. Torous, 2016, "Does Corporate Governance Matter? Evidence from the AGR Governance Rating," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-54, Sep.
• Jakub Rojcek, 2016, "A Model of Price Impact and Market Maker Latency," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-56, Sep.
• Jean-Philippe Bouchaud & Philipp Krueger & Augustin Landier & David Thesmar, 2016, "Sticky Expectations and the Profitability Anomaly," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-60, Nov.
• Marco Di Maggio & Francesco A. Franzoni & Amir Kermani & Carlo Sommavilla, 2016, "The Relevance of Broker Networks for Information Diffusion in the Stock Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-63, Oct.
• Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2016, "Exchange Traded Funds (ETFs)," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-64, Oct.
• Pierre Collin-Dufresne & Benjamin Junge & Anders B. Trolle, 2018, "Market Structure and Transaction Costs of Index CDSs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-40, Jun.
• Kerry Back & Pierre Collin-Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist, 2018, "Activism, Strategic Trading, and Liquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-42, May.
• Lubos Komarek & Kristyna Ters & Jorg Urban, 2016, "Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/04, Jun.
• Boris Salazar, 2016, "Mandelbrot, Fama and the emergence of econophysics," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 35, issue 69, pages 637-662.
• Jimmy Melo, 2016, "Precios de los activos bajo ambiguedad estructural: portafolios cautelosos, prudenciales y conservadores," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 34, issue 80, pages 91-102, DOI: 10.1016/j.espe.2016.02.003.
• Laura Andrade-Pardo & Oscar Valencia-Arana & Diego V�squez-Escobar & Mauricio Villamizar-Villegas, 2016, "Uncovering the portfolio balance channel with the use of sovereign credit ratings," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 34, issue 81, pages 191-205, DOI: 10.1016/j.espe.2016.08.003.
• Diana Constanza Restrepo Ochoa & Juan Ignacio Pe�a, 2016, "The Impact of Expropriations on the Stock Prices of the Parent Companies: Sell on the rumor, buy on the news?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15007, Jun.
• Diego A. Agudelo & Daimer J. M�nera, 2016, "Are foreigners the vectors of Contagion? A study of six emerging markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16989, Dec.
• Joshua P. Meltzer & Camila P�rez, 2016, "Digital Colombia: Maximizing the global internet and data for sustainable and inclusive growth," Informes de Investigación, Fedesarrollo, number 15239, Oct.
• John Rosso & David Arbel�ez Garc�a, 2016, "Efectos estacionales en los mercados de capitales de la Alianza del Pacífico," Estudios Gerenciales, Universidad Icesi, volume 32, issue 141, pages 358-368.
• Julio César Alonso Cifuentes & Andr�s Mauricio Arcila V�squez & Sebasti�n Montenegro Arana, 2016, "Herramientas de estabilización de los precios internos del azúcar en Colombia: ¿Funcionan?," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 105-126.
• Juan Benjamín Duarte Duarte & Laura Daniela Garc�s Carre�o & Katherine Julieth Sierra Su�rez, 2016, "Análisis del Comportamiento Manada en los sectores bursátiles de América Latina," Revista Ecos de Economía, Universidad EAFIT, volume 20, issue 42, pages 4-18.
• Laura Gómez Duarte & Sami Gabriel Coavas Blanquicett, 2016, "For love or for money? A study of the marriage wage premium in Colombia," Revista Ecos de Economía, Universidad EAFIT, volume 20, issue 42, pages 70-89.
• Juan David Monsalve & Nicolas Arango Toro, 2016, "¿Crean valor los fondos de inversión colectiva colombianos enfocados en acciones?," Revista Ecos de Economía, Universidad EAFIT, volume 20, issue 42, pages 90-110.
• Julián Fernández Mejía & Jorge Mario Uribe, 2016, "Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 8, issue 1, pages 83-103.
• Edwin Oswaldo Gil Mateus & Hern�n David �vila Perico & Arnaldo Eli�cer Ortiz Villalobos, 2016, "Mercados financieros, eficiencia y adaptación," Revista Equidad y Desarrollo, Universidad de la Salle, issue 26, pages 191-206, DOI: 10.19052/ed.3735.
• Foucault, Thierry & Frésard, Laurent & Matray, Adrien, 2016, "Ripple Effects of Noise on Corporate Investment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11081, Jan.
• Pagano, Marco & Beber, Alessandro & Fabbri, Daniela & Simonelli, Saverio, 2016, "Short-Selling Bans and Bank Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11090, Feb.
• Broer, Tobias, 2016, "Securitisation Bubbles: Structured finance with disagreement about default correlations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11145, Mar.
• Giannetti, Mariassunta & Liberti, Jose Maria & Sturgess, Jason, 2016, "Information Sharing and Rating Manipulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11154, Mar.
• Foucault, Thierry & Dugast, Jérôme, 2016, "Data Abundance and Asset Price Informativeness," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11190, Mar.
• Gehrig, Thomas & Haas, Marlene, 2016, "Anomalous Trading Prior to Lehman Brothers' Failure," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11194, Mar.
• Gottardi, Piero & Meléndez-Jiménez, Miguel A. & Feri, Francesco, 2016, "Can there be a market for cheap-talk information? Some experimental evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11206, Mar.
• Heider, Florian & Calcagno, Riccardo, 2016, "Liquidity, Information Aggregation, and Market-Based Pay in an Efficient Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11298, May.
• Balasubramaniam, Vimal & Anagol, Santosh, 2016, "Endowment Effects in the Field: Evidence from India's IPO Lotteries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11328, Jun.
• Edmans, Alex & Holderness, Clifford, 2016, "Blockholders: A Survey of Theory and Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11442, Aug.
• Weber, Martin & Regele, Tobias & Jacobs, Heiko, 2016, "Expected skewness and momentum," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11455, Aug.
• Massa, Massimo & Schumacher, David & wang, yan, 2016, "Who is afraid of BlackRock?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11471, Aug.
• Veldkamp, Laura & Boyarchenko, Nina & Lucca, David, 2016, "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11518, Sep.
• Polk, Christopher & Lou, Dong & Huang, Shiyang, 2016, "The Booms and Busts of Beta Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11531, Sep.
• Cespa, Giovanni & Colla, Paolo, 2016, "Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11690, Dec.
• Vives, Xavier & Manzano, Carolina, 2016, "Market Power and Welfare in Asymmetric Divisible Good Auctions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11731, Dec.
• Vives, Xavier & Cespa, Giovanni, 2016, "Market Transparency and Fragility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11732, Dec.
• Sauvagnat, Julien & Barrot, Jean-Noël & Loualiche, Erik, 2016, "The Globalization Risk Premium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11733, Dec.
• Martin T. Bohl & Christian Gross & Waldemar Souza, 2016, "The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 5116, Jul.
• Nan Hu & Yun (Ivy) Zhang & Songtao Tan, 2016, "Determinants of Chinese Cross-Border M&As," Annals of Economics and Finance, Society for AEF, volume 17, issue 1, pages 209-233, May.
• Kaihua Deng, 2016, "Price Momentum and Reversal: An Information Cascade Rationale," Annals of Economics and Finance, Society for AEF, volume 17, issue 2, pages 281-302, November.
• David E. Rapach & Matthew C. Ringgenberg & Guofu Zhou, 2016, "Short interest and aggregate stock returns," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 716.
• Accominotti, Olivier & Chambers, David, 2016, "If You're So Smart: John Maynard Keynes and Currency Speculation in the Interwar Years," The Journal of Economic History, Cambridge University Press, volume 76, issue 2, pages 342-386, June.
• Kuang, Pei, 2016, "A Note On Learning In A Credit Economy," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 3, pages 845-855, April.
• Maria do Rosario CORREIA & Christian GOKUS & Andrew Hughes HALLETT & Christian R. RICHTER, 2016, "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Journal of Economics and Political Economy, EconSciences Journals, volume 3, issue 2, pages 350-376, June.
• Christian Rudolf RICHTER & Bachar FAKHRY, 2016, "Testing the Efficiency of the GIPS Sovereign Debt Markets using an Asymmetrical Volatility Test," Journal of Economics and Political Economy, EconSciences Journals, volume 3, issue 3, pages 524-535, September.
• Bachar FAKHRY, 2016, "A Literature Review of the Efficient Market Hypothesis," Turkish Economic Review, EconSciences Journals, volume 3, issue 3, pages 431-442, September.
• Brent DAVIS, 2016, "Attitudes to Leadership and Voting: Finding the Efficient Frontier," Journal of Social and Administrative Sciences, EconSciences Journals, volume 3, issue 3, pages 248-258, September.
• Jaydip SEN & Tamal DATTA CHAUDHURI, 2016, "An Alternative Framework for Time Series Decomposition and Forecastingand its Relevance for Portfolio Choice A Comparative Study of the Indian Consumer Durable and Small Cap Sectors," Journal of Economics Library, EconSciences Journals, volume 3, issue 2, pages 303-326, June.
• Bachar FAKHRY, 2016, "A Literature Review of Behavioural Finance," Journal of Economics Library, EconSciences Journals, volume 3, issue 3, pages 458-465, September.
• Flavia BARNA & Ştefana Maria DIMA & Bogdan DIMA & Lucian PAŞCA, 2016, "Fractal Market Hypothesis: The Emergent Financial Markets Case," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 2, pages 137-150.
• Bogdan Alexandru DRĂGOI & Ion STANCU & Adrian MITROI & Andrei Tudor STANCU, 2016, "Financial Investment Companies (SIFS) Relative Valuation and Fundamentals," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 2, pages 25-40.
• Lucian Liviu ALBU & Radu LUPU & Adrian Cantemir CĂLIN, 2016, "Quantitative Easing, Tapering And Stock Market Indices," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 50, issue 3, pages 5-23.
• Стефан Симеонов, 2016, "Измерители На Борсовата Активност – Изследване На Индикаторите И Анализ На Пазарния Тренд," "Economic World" Library, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 131 Year , pages 3-228.
• Karsten Neuhoff & Nolan Ritter, 2016, "Kurzfristige Auktionen erhöhen Handelsvolumen und Marktliquidität an der Strombörse," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 83, issue 41, pages 987-993.