Research classified by Journal of Economic Literature (JEL) codes

2016

• 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(0x75f0a5f8), 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.
• He, Qing & Lu, Liping & Ongena, Steven, 2016, "Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China," CFS Working Paper Series, Center for Financial Studies (CFS), number 529.
• Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Subrahmanyam, Marti G., 2016, "How do insiders trade?," CFS Working Paper Series, Center for Financial Studies (CFS), number 541.
• Buehlmaier, Matthias M. M. & Zechner, Josef, 2016, "Financial media, price discovery, and merger arbitrage," CFS Working Paper Series, Center for Financial Studies (CFS), number 551.
• Kräussl, Roman & Mirgorodskaya, Elizaveta, 2016, "The winner's curse on art markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 564.
• Dumitru, Ana-Maria & Urga, Giovanni, 2016, "Jumps and Information Asymmetry in the US Treasury Market," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 130148.
• Morone, Andrea & Nuzzo, Simone, 2016, "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 146917.
• Vulanovic, Milos, 2016, "SPACs: Post-merger survival," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 148304.
• Böing, Tobias & Stadtmann, Georg, 2016, "Money growth and aggregate stock returns," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 390.
• Kristoufek, Ladislav & Vošvrda, Miloslav S., 2016, "Herding, minority game, market clearing and efficient markets in a simple spin model framework," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 68.
• Hofmann, Maurice & Rottmann, Horst, 2016, "Die Bewertung von Aktienanleihen mit Barriere: Eine Fallstudie für die Easy-Aktienanleihe der Deutschen Bank," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 55.
• Kubitza, Christian & Gründl, Helmut, 2016, "Systemic risk: Time-lags and persistence," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 20/16.
• Morone, Andrea & Nuzzo, Simone, 2016, "Do markets (institutions) drive out lemmings - or vice versa?," Kiel Working Papers, Kiel Institute for the World Economy, number 2061.
• Altdörfer, Marc & de las Salas Vega, Carlos A. & Guettler, Andre & Löffler, Gunter, 2016, "European versus Anglo-Saxon credit view: Evidence from the eurozone sovereign debt crisis," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 34/2016.
• Holtemöller, Oliver, 2016, "Agrarrohstoffpreise und Lebensmittelpreise in armen Ländern," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 22, issue 1, pages 5-8.
• Nam, Chang Woo, 2016, "The Effects of Financial Support Policies on Corporate Decisions by SMEs," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 38, issue 3, pages 79-106, DOI: 10.23895/kdijep.2016.38.3.79.
• Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Uno, Jun & Yuferova, Darya, 2017, "Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 144, revised 2017, DOI: 10.2139/ssrn.2841242.
• Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2016, "Globally dangerous diseases: Bad news for Main Street, good news for Wall Street?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 158, DOI: 10.2139/ssrn.2881220.
• Boortz, Christopher, 2016, "Irrational exuberance and herding in financial markets," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-016.
• Dilger, Alexander, 2016, "Bedingte Aktiengeschäfte," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 08/2016.
• Arnold, Lutz Georg & Arnold, Lutz & Zelzner, Sebastian, 2016, "The Allocation of Talent to Financial Trading versus Production: Welfare and Employment Effects of Trading in General Equilibrium," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145688.
• Speck, Christian, 2016, "Inflation Anchoring in the Euro Area," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145697.
• Schäfer, Alexander, 2016, "A SIFI Badge for Banks in Europe: Reduction in Bail-Out Expectations or Monumental Heritage Protection?," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145754.
• Gelman, Sergey & Kliger, Doron, 2016, "Time-Induced Stress Effect on Financial Decision Making in Real Markets: The Case of Traffic Congestion," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145915.
• Bravo, Francisco, 2016, "Forward-looking disclosure and corporate reputation as mechanisms to reduce stock return volatility," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 19, issue 1, pages 122-131, DOI: 10.1016/j.rcsar.2015.03.001.
• Gerba, Eddie & Zochowski, Dawid, 2016, "Macroprudential policy in a Knightian uncertainty model with credit-, risk-, and leverage cycles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 62812.
• Accominotti, Olivier & Chambers, David, 2016, "If you’re so smart: John Maynard Keynes and currency speculation in the interwar years," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64722, Jun.
• Konstantinidi, Theodosia & Kraft, Arthur & Pope, Peter F., 2016, "Asymmetric persistence and the market pricing of accruals and cash flows," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65445, Apr.
• Athanasakou, Vasiliki E. & Simpson, Ana, 2016, "Investor attention to salient features of analyst forecasts," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65745, Jun.
• Miranda-Agrippino, Silvia, 2016, "Unsurprising shocks: information, Premia, and the Monetary Transmission," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86234, Aug.
• Alessandro Beber & Daniela Fabbri & Marco Pagano & Saverio Simonelli, 2016, "Short-Selling Bans and Bank Stability," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1604, revised Dec 2017.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2016, "Applying exogenous variables and regime switching to multi-factor models on equity indices," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, volume 47, DOI: 10.17451/eko/47/2016/210.
• Ceballos Sanhueza, Luis, 2016, "Efectos de sorpresas económicas en la estructura de tasas de interés. Evidencia para Brasil, Chile y México," El Trimestre Económico, Fondo de Cultura Económica, volume 83, issue 331, pages .647-675, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v83i.
• Bhanu Balasubramnian & Kathleen Fuller & Tanja Steigner, 2016, "Changes in information environment and merger announcements," American Journal of Business, Emerald Group Publishing Limited, volume 31, issue 3, pages 123-145, August, DOI: 10.1108/AJB-11-2015-0035.
• Alexey Feigin & Andrew Ferguson & Matthew Grosse & Tom Scott, 2016, "Evidence on why firms use different disclosure outlets," Accounting Research Journal, Emerald Group Publishing Limited, volume 29, issue 3, pages 274-291, September, DOI: 10.1108/ARJ-08-2014-0066.
• Chao Chen & Xinrong Wang, 2016, "The impact of the reputation of underwriter and sponsoring representative on IPO underwriting fees," China Finance Review International, Emerald Group Publishing Limited, volume 6, issue 4, pages 342-366, November, DOI: 10.1108/CFRI-07-2015-0109.
• Yue-tang Bian & Lu Xu & Jin-Sheng Li & Xia-qun Liu, 2016, "Dynamical evolution of trading behavior on anti-coordination game in complex networks," China Finance Review International, Emerald Group Publishing Limited, volume 6, issue 4, pages 367-379, November, DOI: 10.1108/CFRI-08-2015-0119.
• Raheel Safdar & Chen Yan, 2016, "Information risk, stock returns, and the cost of capital in China," China Finance Review International, Emerald Group Publishing Limited, volume 6, issue 1, pages 77-95, February, DOI: 10.1108/CFRI-04-2015-0033.
• Van Le, 2016, "The effect of short-sale restrictions: another perspective," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 12, issue 5, pages 700-714, October, DOI: 10.1108/IJMF-12-2014-0188.
• Tarek Eldomiaty & Ahmad Soliman & Ahmed Fikri & Marwa Anis, 2016, "The financial aspects of the Corporate Responsibility Index in Egypt," International Journal of Social Economics, Emerald Group Publishing Limited, volume 43, issue 3, pages 284-307, March, DOI: 10.1108/IJSE-06-2014-0118.
• Oktay Tas & Kaya Tokmakcioglu & Umut Ugurlu & Murat Isiker, 2016, "Comparison of ethical and conventional portfolios with second-order stochastic dominance efficiency test," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 9, issue 4, pages 492-511, November, DOI: 10.1108/IMEFM-11-2015-0133.
• Dionisis Chionis & Ioannis Pragidis & Panagiotis Schizas, 2016, "The determinants of Greek bond yields: an empirical study before and during the crisis," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 3, pages 504-519, August, DOI: 10.1108/JES-12-2014-0197.
• Edgardo Cayon & Julio Sarmiento-Sabogal & Ravi Shukla, 2016, "The effects of the global financial crisis on the Colombian local currency bonds prices," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 4, pages 624-645, September, DOI: 10.1108/JES-12-2014-0201.
• Spyridon Repousis, 2016, "Stocks’ prices manipulation around national elections?," Journal of Financial Crime, Emerald Group Publishing Limited, volume 23, issue 2, pages 248-256, May, DOI: 10.1108/JFC-03-2014-0012.
• Tchai Tavor, 2016, "The effect of terror incidents on the yield of developing and developed markets," Journal of Financial Crime, Emerald Group Publishing Limited, volume 23, issue 2, pages 317-327, May, DOI: 10.1108/JFC-10-2014-0046.
• Spyridon Repousis, 2016, "Abnormal stock returns in Greece during the Cypriot banking crisis," Journal of Money Laundering Control, Emerald Group Publishing Limited, volume 19, issue 2, pages 122-129, May, DOI: 10.1108/JMLC-04-2015-0015.
• Eva Marie Ebach & Michael Hertel & Andreas Lindermeir & Timm Tränkler, 2016, "Toward an optimal hedging strategy considering earnings volatility through fair value accounted financial derivatives," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 3, pages 310-327, May, DOI: 10.1108/JRF-07-2015-0064.
• Christian Fieberg & Richard Lennart Mertens & Thorsten Poddig, 2016, "The relevance of credit ratings over the business cycle," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 2, pages 152-168, March, DOI: 10.1108/JRF-08-2015-0079.
• Mariluz Alverio & Javier Rodríguez, 2016, "Private firm pricing and propensity to go public: evidence from mutual funds holdings," Journal of Risk Finance, Emerald Group Publishing Limited, volume 17, issue 3, pages 328-346, May, DOI: 10.1108/JRF-09-2015-0088.
• Philip Blonski & Simon Christian Blonski, 2016, "Are individual investors dumb noise traders," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 1, pages 45-69, February, DOI: 10.1108/QRFM-02-2015-0009.
• Albert Rapp, 2016, "Private investor extrapolation bias – evidence through qualitative content analysis (QCA)," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 2, pages 149-167, May, DOI: 10.1108/QRFM-08-2015-0033.
• Muhammad Zubair Tauni & Hong Xing Fang & Amjad Iqbal, 2016, "Information sources and trading behavior: does investor personality matter?," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 2, pages 94-117, May, DOI: 10.1108/QRFM-08-2015-0031.
• Zvika Afik & Yaron Lahav & Lior Mandelzweig, 2016, "The inverse of a terror event? Stock market response to pro-active action," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 91-105, March, DOI: 10.1108/SEF-04-2014-0081.
• Stoyu I. Ivanov, 2016, "Analysis of the factors impacting ETFs net fund flow changes," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 244-261, June, DOI: 10.1108/SEF-06-2014-0114.
• Paulo Pereira da Silva, 2016, "Earnings surprises and the response of CDS markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 3, pages 377-402, August, DOI: 10.1108/SEF-11-2014-0217.
• Chun-Kei Tsang & Wing-Keung Wong & Ira Horowitz, 2016, "Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 4, pages 735-754, October, DOI: 10.1108/SEF-03-2015-0079.
• Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016, "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-21, May.
• Mehmet Balcilar & Riza Demirer & Talat Ulussever, 2016, "Does speculation in the oil market drive investor herding in net exporting nations?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-29.
• Gaballo, Gaetano; Marimon, Ramon, 2016, "Breaking the spell with credit-easing : self-confirming credit crises in competitive search economies," Economics Working Papers, European University Institute, number ADE2016/01.
• Jungherr, Joachim, 2016, "Bank opacity and financial crises," Economics Working Papers, European University Institute, number ADE2016/02.
• Auster, Sarah; Gottardi, Piero, 2016, "Competing Mechanisms in Markets for Lemons," Economics Working Papers, European University Institute, number ECO2016/01.
• Cabrales, Antonio; Feri, Francesco; Gottardi, Piero; Meléndez-Jiménez, Miguel A., 2016, "Can there be a market for cheap-talk information? Some experimental evidence," Economics Working Papers, European University Institute, number ECO2016/07.
• Krzysztof Drachal, 2016, "Is the Development of WIG Index Determined by Certain Macroeconomic and Financial Factors?," Expert Journal of Economics, Sprint Investify, volume 4, issue 1, pages 24-33.
• Borja Amor-Tapia & Maria T. Tascon, 2016, "Separating Winners from Losers: Composite Indicators Based on Fundamentals in the European Context," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 1, pages 70-94, February.
• Cosmin Octavian Cepoi & Filip Mihai Toma, 2016, "Estimating Probability of Informed Trading on the Bucharest Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 2, pages 140-160, April.
• Mercedes Alda, 2016, "Manager Characteristics and Manager-Replacement: How Is Pension Fund Performance Affected?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 2, pages 161-180, April.
• Paulo Pereira da Silva, 2016, "Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 4, pages 322-353, August.
• Henryk Gurgul & Lukaz Lach & Tomasz Wojtowicz, 2016, "Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 5, pages 405-425, October.
• Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2016, "Endowment Effects in the Field: Evidence from India's IPO Lotteries," Natural Field Experiments, The Field Experiments Website, number 00551.
• Olivier Rousse & Benoît Sévi, 2016, "Informed Trading in Oil-Futures Market," Working Papers, Fondazione Eni Enrico Mattei, number 2016.70, Nov.
• Ali Ozdagli & Mihail Velikov, 2016, "Show me the money: the monetary policy risk premium," Working Papers, Federal Reserve Bank of Boston, number 16-27, Dec.
• Adam Bordeman & Bharadwaj Kannan & Roberto Pinheiro, 2016, "Competitors' Stock Price Reaction to Mass Layoff Announcements," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1610, Apr, DOI: 10.26509/frbc-wp-201610r.
• Antonio Gledson de Carvalho & Roberto Pinheiro & Joelson Oliveira Sampaio, 2016, "The Dotcom Bubble and Underpricing: Conjectures and Evidence," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1633, Dec.
• Christoffer Koch & Julieta Yung, 2016, "Macroeconomic news and asset prices before and after the zero lower bound," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 287, Oct, DOI: 10.24149/gwp287.
• Gina Pieters & Sofia Vivanco, 2016, "Financial regulations and price inconsistencies across bitcoin markets," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 293, Dec, DOI: 10.24149/gwp293.
• Ricardo T. Fernholz & Christoffer Koch, 2016, "The rank effect for commodities," Working Papers, Federal Reserve Bank of Dallas, number 1607, Aug, DOI: 10.24149/wp1607.
• Jack Bao & Maureen O'Hara & Xing Zhou, 2016, "The Volcker Rule and Market-Making in Times of Stress," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-102, Sep, DOI: 10.17016/FEDS.2016.102.
• Steven Heston & Nitish R. Sinha, 2016, "News versus Sentiment : Predicting Stock Returns from News Stories," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-048, Jun, DOI: 10.17016/FEDS.2016.048.
• Paul Borochin & Jie Yang, 2016, "The Effects of Institutional Investor Objectives on Firm Valuation and Governance," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-088, Nov, DOI: 10.17016/FEDS.2016.088.
• Fang Cai & Song Han & Dan Li & Yi Li, 2016, "Institutional Herding and Its Price Impact : Evidence from the Corporate Bond Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-091, Oct, DOI: 10.17016/FEDS.2016.091.
• Paul Borochin & Jie Yang, 2016, "Options, Equity Risks, and the Value of Capital Structure Adjustments," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-097, Oct, DOI: 10.17016/FEDS.2016.097.
• Anna L. Paulson & Richard J. Rosen, 2016, "The Life Insurance Industry and Systemic Risk: A Bond Market Perspective," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2016-4, Mar.
• Hamid Mehran & Joseph Tracy, 2016, "Deferred cash compensation: enhancing stability in the financial services industry," Economic Policy Review, Federal Reserve Bank of New York, issue Aug, pages 61-75.
• Viral V. Acharya & Hamid Mehran & Rangarajan K. Sundaram, 2016, "Cash holdings and bank compensation," Economic Policy Review, Federal Reserve Bank of New York, issue Aug, pages 77-83.