Research classified by Journal of Economic Literature (JEL) codes

2016

• Benjamin Beckers & Kerstin Bernoth, 2016, "Monetary Policy and Mispricing in Stock Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1605.
• Georges Prat & Remzi Uctum, 2016, "Do markets learn to rationally expect US interest rates? evidence from survey data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-19.
• Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2016, "Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 293, Feb.
• Capkun, Vedran & Beneish , Messod Daniel, 2016, "Earnings Increases as a Type-Revealing Signal," HEC Research Papers Series, HEC Paris, number 1132, Jan.
• Thesmar , David & Bouchaud , Jean-Philippe & Stefano , Ciliberti & Landier , Augustin & Simon , Guillaume, 2016, "The Excess Returns of 'Quality' Stocks: A Behavioral Anomaly," HEC Research Papers Series, HEC Paris, number 1134, Jun.
• Thesmar , David & Bouchaud, Jean-Philippe & Krueger , Philipp & Landier , Augustin, 2016, "Sticky Expectations and Stock Market Anomalies," HEC Research Papers Series, HEC Paris, number 1136, Mar.
• Alberto Caruso, 2016, "The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-32, Sep.
• Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016, "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series, European Central Bank, number 1882, Feb.
• Strasser, Georg & Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova, 2016, "Price drift before U.S. macroeconomic news: private information about public announcements?," Working Paper Series, European Central Bank, number 1901, May.
• De Santis, Roberto A., 2016, "Impact of the asset purchase programme on euro area government bond yields using market news," Working Paper Series, European Central Bank, number 1939, Jul.
• Tommasino, Pietro & Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2016, "The stock market effects of a securities transaction tax: quasi-experimental evidence from Italy," Working Paper Series, European Central Bank, number 1949, Aug.
• Ben-David, Itzhak & Birru, Justin & Rossi, Andrea, 2016, "Trading Skill: Evidence from Trades of Corporate Insiders in Their Personal Portfolios," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-08, Mar.
• Birru, Justin, 2016, "Day of the Week and the Cross-Section of Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-1, Jan.
• Hou, Kewei & Kim, Sehoon & Werner, Ingrid M., 2016, "(Priced) Frictions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-19, Nov.
• Duffie, Darrell & Zhu, Haoxiang, 2016, "Size Discovery," Research Papers, Stanford University, Graduate School of Business, number 3345, Jul.
• Lee, Charles M. C. & So, Eric C., 2016, "Uncovering Expected Returns: Information in Analyst Coverage Proxies," Research Papers, Stanford University, Graduate School of Business, number 3367, Jan.
• Jagolinzer, Alan D. & Larcker, David F. & Ormazabal, Gaizka & Taylor, Daniel J., 2016, "Political Connections and the Informativeness of Insider Trades," Research Papers, Stanford University, Graduate School of Business, number 3473, Sep.
• Monira Essa Aloud, 2016, "Time Series Analysis Indicators under Directional Changes: The Case of Saudi Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 55-64.
• Monira Essa Aloud, 2016, "Profitability of Directional Change Based Trading Strategies: The Case of Saudi Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 87-95.
• Irina A. Zaraychenko & Aleksey I. Shinkevich & Mikhail Y. Shvetsov & Klavdiya G. Erdyneyeva & Lidiya A. Bordonskaya & Aleksandra E. Persidskaya & Sofya A. Rozhkova & Aleksandr A. Afanasyev, 2016, "Innovation Networks Modeling Within the Concept of Open Innovations," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 192-198.
• Babajide Abiola Ayopo & Lawal Adedoyin Isola & Somoye Russel Olukayode, 2016, "Stock Market Response to Economic Growth and Interest Rate Volatility: Evidence from Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 1, pages 354-360.
• Syed Manzur Quader & Mohammed Nayeem Abdullah, 2016, "Cash Flow Sensitivity of Cash: A Cross Country Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 562-572.
• Sulaiman Mouselli & Hazem Al-Samman, 2016, "An Examination of the Month-of-the-year Effect at Damascus Securities Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 573-577.
• Ji-Hye Park & Joong-Seok Cho, 2016, "The Effect of Earnings Recognition on Firm-Specific Information Variation," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 386-391.
• Georgios Kyriazopoulos, 2016, "Wealth Effects from Banks Mergers and Acquisitions in Eastern Europe," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 588-595.
• Sheereen Fauzel, 2016, "A Generalized Autoregressive Conditional Heteroscedastic Approach for the Assessment of Weak-form-efficiency and Seasonality Effect: Evidence from Mauritius," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 745-755.
• Han-Ching Huang & Yong-Chern Su & Tze-Yi Lin, 2016, "Market Efficiency of Commercial Bank in Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 756-764.
• Shamsul Bahrain Mohamed-Arshad & Kamarun Nisham Taufil-Mohd & Nurwati Ashikkin Ahmad-Zaluki, 2016, "Share Price and Trading Volume Reactions to Lockup Expiration in Malaysian IPOs," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 958-962.
• Daniel Broby & Raphael Faessler & Milenko Josavac & Christophe Dehut, 2016, "The Impact of the (2011) Devaluation of the Swiss Franc on Eurozone Equity Benchmark Diversification," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 3, pages 1270-1286.
• Charles O. Manasseh & Chukwuka Kenneth Ozuzu & Jonathan E. Ogbuabor, 2016, "Semi Strong Form Efficiency Test of the Nigerian Stock Market: Evidence from Event Study Analysis of Bonus Issues," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1474-1490.
• Nessrine Hamzaoui & Boutheina Regaieg, 2016, "The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1608-1615.
• Ivani Bora & Naliniprava Tripathy, 2016, "Random or Deterministic? Evidence from Indian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1716-1721.
• Woradee Jongadsayakul, 2016, "A Box Spread Test of the SET50 Index Options Market Efficiency: Evidence from the Thailand Futures Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 4, pages 1744-1749.
• Murat UÐURLU & Yusuf DEMÝR, 2016, "Firma Büyüklüðü Anomalisinin Varlýðýnýn BÝST’te Test Edilmesi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 4, issue 3, pages 106-116.
• He, Guanming, 2016, "Fiscal Support and Earnings Management," The International Journal of Accounting, Elsevier, volume 51, issue 1, pages 57-84, DOI: 10.1016/j.intacc.2016.01.009.
• Perkins, Jon D., 2016, "Discussion of “Security Returns and Volume Responses around International Financial Reporting Standards (IFRS) Earnings Announcements”," The International Journal of Accounting, Elsevier, volume 51, issue 2, pages 266-270, DOI: 10.1016/j.intacc.2016.04.004.
• Sami, Heibatollah, 2016, "Discussion of “Determinants of the Quality of Corporate Carbon Management Systems: An International Study”," The International Journal of Accounting, Elsevier, volume 51, issue 2, pages 306-309, DOI: 10.1016/j.intacc.2016.04.008.
• Kitagawa, Norio & Okuda, Shin’ya, 2016, "Management Forecasts, Idiosyncratic Risk, and the Information Environment," The International Journal of Accounting, Elsevier, volume 51, issue 4, pages 487-503, DOI: 10.1016/j.intacc.2016.10.002.
• Karim, Mohammad A & Sarkar, Sayan & Zhang, Shaorong, 2016, "Earnings management surrounding M&A: Role of economic development and investor protection," Advances in accounting, Elsevier, volume 35, issue C, pages 207-215, DOI: 10.1016/j.adiac.2016.10.002.
• Kinari, Yusuke, 2016, "Properties of expectation biases: Optimism and overconfidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 10, issue C, pages 32-49, DOI: 10.1016/j.jbef.2016.02.003.
• Dichtl, Hubert & Drobetz, Wolfgang & Kryzanowski, Lawrence, 2016, "Timing the stock market: Does it really make no sense?," Journal of Behavioral and Experimental Finance, Elsevier, volume 10, issue C, pages 88-104, DOI: 10.1016/j.jbef.2016.03.005.
• Lawal, Tolulola, 2016, "Clustering of annual general meetings and stock returns: UK evidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 11, issue C, pages 9-12, DOI: 10.1016/j.jbef.2016.05.001.
• Powell, Owen & Shestakova, Natalia, 2016, "Experimental asset markets: A survey of recent developments," Journal of Behavioral and Experimental Finance, Elsevier, volume 12, issue C, pages 14-22, DOI: 10.1016/j.jbef.2016.08.003.
• Lin, Hsiao-Mei & Fok, Robert (Chi-Wing) & Yang, Shih-An & Chang, Yuanchen, 2016, "The wealth effects of oil-related name changes on stock prices: Evidence from the U.S. and Canadian stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 40, issue C, pages 26-45, DOI: 10.1016/j.intfin.2015.07.003.
• Koulakiotis, Athanasios & Babalos, Vassilios & Papasyriopoulos, Nicholas, 2016, "Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 40, issue C, pages 46-62, DOI: 10.1016/j.intfin.2015.06.004.
• Tanha, Hassan & Dempsey, Michael, 2016, "The evolving dynamics of the Australian SPI 200 implied volatility surface," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 44-57, DOI: 10.1016/j.intfin.2016.03.006.
• Ersan, Oguz & Alıcı, Aslı, 2016, "An unbiased computation methodology for estimating the probability of informed trading (PIN)," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 43, issue C, pages 74-94, DOI: 10.1016/j.intfin.2016.04.001.
• Xu, Wenming, 2016, "Reforming private securities litigation in China: The stock market has already cast its vote," International Review of Law and Economics, Elsevier, volume 45, issue C, pages 23-32, DOI: 10.1016/j.irle.2015.11.002.
• Günster, Andrea & van Dijk, Mathijs, 2016, "The impact of European antitrust policy: Evidence from the stock market," International Review of Law and Economics, Elsevier, volume 46, issue C, pages 20-33, DOI: 10.1016/j.irle.2015.12.001.
• Hui, Kai Wai & Nelson, Karen K. & Yeung, P. Eric, 2016, "On the persistence and pricing of industry-wide and firm-specific earnings, cash flows, and accruals," Journal of Accounting and Economics, Elsevier, volume 61, issue 1, pages 185-202, DOI: 10.1016/j.jacceco.2015.06.003.
• Zuo, Luo, 2016, "The informational feedback effect of stock prices on management forecasts," Journal of Accounting and Economics, Elsevier, volume 61, issue 2, pages 391-413, DOI: 10.1016/j.jacceco.2016.03.001.
• Fischer, Paul E. & Heinle, Mirko S. & Verrecchia, Robert E., 2016, "Beliefs-driven price association," Journal of Accounting and Economics, Elsevier, volume 61, issue 2, pages 563-583, DOI: 10.1016/j.jacceco.2015.07.006.
• Akbas, Ferhat & Meschke, Felix & Wintoki, M. Babajide, 2016, "Director networks and informed traders," Journal of Accounting and Economics, Elsevier, volume 62, issue 1, pages 1-23, DOI: 10.1016/j.jacceco.2016.03.003.
• Amiram, Dan & Owens, Edward & Rozenbaum, Oded, 2016, "Do information releases increase or decrease information asymmetry? New evidence from analyst forecast announcements," Journal of Accounting and Economics, Elsevier, volume 62, issue 1, pages 121-138, DOI: 10.1016/j.jacceco.2016.06.001.
• Michaely, Roni & Rubin, Amir & Vedrashko, Alexander, 2016, "Further evidence on the strategic timing of earnings news: Joint analysis of weekdays and times of day," Journal of Accounting and Economics, Elsevier, volume 62, issue 1, pages 24-45, DOI: 10.1016/j.jacceco.2016.04.002.
• Guay, Wayne & Samuels, Delphine & Taylor, Daniel, 2016, "Guiding through the Fog: Financial statement complexity and voluntary disclosure," Journal of Accounting and Economics, Elsevier, volume 62, issue 2, pages 234-269, DOI: 10.1016/j.jacceco.2016.09.001.
• Dyer, Travis & Lang, Mark & Stice-Lawrence, Lorien, 2016, "Do managers really guide through the fog? On the challenges in assessing the causes of voluntary disclosure," Journal of Accounting and Economics, Elsevier, volume 62, issue 2, pages 270-276, DOI: 10.1016/j.jacceco.2016.08.001.
• Miyakoshi, Tatsuyoshi & Tsukuda, Yoshihiko & Shimada, Junji, 2016, "Magnitudes of Market Inefficiency: Theory and Application," Japan and the World Economy, Elsevier, volume 39, issue C, pages 23-36, DOI: 10.1016/j.japwor.2016.05.001.
• Berger, Dave & Pukthuanthong, Kuntara, 2016, "Fragility, stress, and market returns," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 152-163, DOI: 10.1016/j.jbankfin.2015.11.003.
• Liu, Weimin & Luo, Di & Zhao, Huainan, 2016, "Transaction costs, liquidity risk, and the CCAPM," Journal of Banking & Finance, Elsevier, volume 63, issue C, pages 126-145, DOI: 10.1016/j.jbankfin.2015.11.011.
• Ibrahim, Boulis Maher & Kalaitzoglou, Iordanis Angelos, 2016, "Why do carbon prices and price volatility change?," Journal of Banking & Finance, Elsevier, volume 63, issue C, pages 76-94, DOI: 10.1016/j.jbankfin.2015.11.004.
• Namvar, Ethan & Phillips, Blake & Pukthuanthong, Kuntara & Raghavendra Rau, P., 2016, "Do hedge funds dynamically manage systematic risk?," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 1-15, DOI: 10.1016/j.jbankfin.2015.11.014.
• Wang, Yudong & Ma, Feng & Wei, Yu & Wu, Chongfeng, 2016, "Forecasting realized volatility in a changing world: A dynamic model averaging approach," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 136-149, DOI: 10.1016/j.jbankfin.2015.12.010.
• Comerton-Forde, Carole & Do, Binh Huu & Gray, Philip & Manton, Tom, 2016, "Assessing the information content of short-selling metrics using daily disclosures," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 188-204, DOI: 10.1016/j.jbankfin.2015.12.009.
• Huang, Henry H. & Wang, Kent & Wang, Zhanglong, 2016, "A test of efficiency for the S&P 500 index option market using the generalized spectrum method," Journal of Banking & Finance, Elsevier, volume 64, issue C, pages 52-70, DOI: 10.1016/j.jbankfin.2015.11.007.
• Hoffmann, Peter, 2016, "Adverse selection, market access, and inter-market competition," Journal of Banking & Finance, Elsevier, volume 65, issue C, pages 108-119, DOI: 10.1016/j.jbankfin.2015.10.009.
• Medovikov, Ivan, 2016, "When does the stock market listen to economic news? New evidence from copulas and news wires," Journal of Banking & Finance, Elsevier, volume 65, issue C, pages 27-40, DOI: 10.1016/j.jbankfin.2016.01.004.
• Wanke, Peter & Azad, Md. Abul Kalam & Barros, Carlos Pestana, 2016, "Financial distress and the Malaysian dual baking system: A dynamic slacks approach," Journal of Banking & Finance, Elsevier, volume 66, issue C, pages 1-18, DOI: 10.1016/j.jbankfin.2016.01.006.
• Choudhry, Taufiq & Papadimitriou, Fotios I. & Shabi, Sarosh, 2016, "Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests," Journal of Banking & Finance, Elsevier, volume 66, issue C, pages 89-101, DOI: 10.1016/j.jbankfin.2016.02.005.
• Kim, Jin-Hyuk & Wagman, Liad, 2016, "Early-stage entrepreneurial financing: A signaling perspective," Journal of Banking & Finance, Elsevier, volume 67, issue C, pages 12-22, DOI: 10.1016/j.jbankfin.2016.03.004.
• Droll, Thomas & Podlich, Natalia & Wedow, Michael, 2016, "Out of sight, out of mind? On the risk of sub-custodian structures," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 47-56, DOI: 10.1016/j.jbankfin.2016.03.005.
• AitSahlia, Farid & Yoon, Joon-Hui, 2016, "Information stages in efficient markets," Journal of Banking & Finance, Elsevier, volume 69, issue C, pages 84-94, DOI: 10.1016/j.jbankfin.2016.04.003.
• Prevost, Andrew K. & Wongchoti, Udomsak & Marshall, Ben R., 2016, "Does institutional shareholder activism stimulate corporate information flow?," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 105-117, DOI: 10.1016/j.jbankfin.2016.06.009.
• Hamadi, Malika & Heinen, Andréas & Linder, Stefan & Porumb, Vlad-Andrei, 2016, "Does Basel II affect the market valuation of discretionary loan loss provisions?," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 177-192, DOI: 10.1016/j.jbankfin.2016.06.002.
• Han, Yufeng & Hu, Ting & Yang, Jian, 2016, "Are there exploitable trends in commodity futures prices?," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 214-234, DOI: 10.1016/j.jbankfin.2016.04.013.
• Shynkevich, Andrei, 2016, "Predictability in bond returns using technical trading rules," Journal of Banking & Finance, Elsevier, volume 70, issue C, pages 55-69, DOI: 10.1016/j.jbankfin.2016.06.010.
• Eaves, James & Williams, Jeffrey & Power, Gabriel J., 2016, "Do traders strategically time their pledges during real-world Walrasian auctions?," Journal of Banking & Finance, Elsevier, volume 71, issue C, pages 109-118, DOI: 10.1016/j.jbankfin.2016.04.018.
• Bae, Kwangil & Kang, Jangkoo & Lee, Soonhee, 2016, "Bullish/bearish/neutral strategies under short sale restrictions," Journal of Banking & Finance, Elsevier, volume 71, issue C, pages 227-239, DOI: 10.1016/j.jbankfin.2016.07.005.
• Karapandza, Rasa, 2016, "Stock returns and future tense language in 10-K reports," Journal of Banking & Finance, Elsevier, volume 71, issue C, pages 50-61, DOI: 10.1016/j.jbankfin.2016.04.025.
• Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua, 2016, "Commodities momentum: A behavioral perspective," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 133-150, DOI: 10.1016/j.jbankfin.2016.08.002.
• Celiker, Umut & Kayacetin, Nuri Volkan & Kumar, Raman & Sonaer, Gokhan, 2016, "Cash flow news, discount rate news, and momentum," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 240-254, DOI: 10.1016/j.jbankfin.2016.07.016.
• Yang, Lisa (Zongfei) & Goh, Jeremy & Chiyachantana, Chiraphol, 2016, "Valuation uncertainty, market sentiment and the informativeness of institutional trades," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 81-98, DOI: 10.1016/j.jbankfin.2016.07.009.
• Min, Byoung-Kyu & Kim, Tong Suk, 2016, "Momentum and downside risk," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 104-118, DOI: 10.1016/j.jbankfin.2016.04.005.
• Arslan-Ayaydin, Özgür & Boudt, Kris & Thewissen, James, 2016, "Managers set the tone: Equity incentives and the tone of earnings press releases," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 132-147, DOI: 10.1016/j.jbankfin.2015.10.007.
• Dias, Alexandra, 2016, "The economic value of controlling for large losses in portfolio selection," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 81-91, DOI: 10.1016/j.jbankfin.2016.04.016.
• Cao, Jie & Han, Bing, 2016, "Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 1-15, DOI: 10.1016/j.jbankfin.2016.08.004.
• Sun, Licheng & Najand, Mohammad & Shen, Jiancheng, 2016, "Stock return predictability and investor sentiment: A high-frequency perspective," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 147-164, DOI: 10.1016/j.jbankfin.2016.09.010.
• Pöppe, Thomas & Moos, Sebastian & Schiereck, Dirk, 2016, "The sensitivity of VPIN to the choice of trade classification algorithm," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 165-181, DOI: 10.1016/j.jbankfin.2016.08.006.
• Lee, Kuan-Hui & Sapriza, Horacio & Wu, Yangru, 2016, "Sovereign debt ratings and stock liquidity around the World," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 99-112, DOI: 10.1016/j.jbankfin.2016.09.011.
• Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia, 2016, "Past returns and the perceived Sharpe ratio," Journal of Economic Behavior & Organization, Elsevier, volume 123, issue C, pages 149-167, DOI: 10.1016/j.jebo.2015.11.010.
• El-Masry, Ahmed A. & de Mingo-López, Diego Víctor & Matallín-Sáez, Juan Carlos & Tortosa-Ausina, Emili, 2016, "Environmental conditions, fund characteristics, and Islamic orientation: An analysis of mutual fund performance for the MENA region," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 174-197, DOI: 10.1016/j.jebo.2016.10.015.
• Mazouz, Khelifa & Mohamed, Abdulkadir & Saadouni, Brahim, 2016, "Stock return comovement around the Dow Jones Islamic Market World Index revisions," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 50-62, DOI: 10.1016/j.jebo.2016.05.011.
• Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent, 2016, "Do the type of sukuk and choice of shari’a scholar matter?," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 63-76, DOI: 10.1016/j.jebo.2016.04.020.
• Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús, 2016, "Monetary policy regimes and the forward bias for foreign exchange," Journal of Economics and Business, Elsevier, volume 85, issue C, pages 13-28, DOI: 10.1016/j.jeconbus.2016.02.005.
• Kumar, Satish, 2016, "Revisiting calendar anomalies: Three decades of multicurrency evidence," Journal of Economics and Business, Elsevier, volume 86, issue C, pages 16-32, DOI: 10.1016/j.jeconbus.2016.04.001.
• Sorokina, Nonna & Thornton, John H., 2016, "Reactions of equity markets to recent financial reforms," Journal of Economics and Business, Elsevier, volume 87, issue C, pages 50-69, DOI: 10.1016/j.jeconbus.2016.05.001.
• Koch, Nicolas & Grosjean, Godefroy & Fuss, Sabine & Edenhofer, Ottmar, 2016, "Politics matters: Regulatory events as catalysts for price formation under cap-and-trade," Journal of Environmental Economics and Management, Elsevier, volume 78, issue C, pages 121-139, DOI: 10.1016/j.jeem.2016.03.004.
• Han, Bing & Tang, Ya & Yang, Liyan, 2016, "Public information and uninformed trading: Implications for market liquidity and price efficiency," Journal of Economic Theory, Elsevier, volume 163, issue C, pages 604-643, DOI: 10.1016/j.jet.2016.02.012.
• Malmendier, Ulrike & Opp, Marcus M. & Saidi, Farzad, 2016, "Target revaluation after failed takeover attempts: Cash versus stock," Journal of Financial Economics, Elsevier, volume 119, issue 1, pages 92-106, DOI: 10.1016/j.jfineco.2015.08.013.
• Campbell, T. Colin & Galpin, Neal & Johnson, Shane A., 2016, "Optimal inside debt compensation and the value of equity and debt," Journal of Financial Economics, Elsevier, volume 119, issue 2, pages 336-352, DOI: 10.1016/j.jfineco.2015.09.003.
• Altınkılıç, Oya & Hansen, Robert S. & Ye, Liyu, 2016, "Can analysts pick stocks for the long-run?," Journal of Financial Economics, Elsevier, volume 119, issue 2, pages 371-398, DOI: 10.1016/j.jfineco.2015.09.004.
• Edelen, Roger M. & Ince, Ozgur S. & Kadlec, Gregory B., 2016, "Institutional investors and stock return anomalies," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 472-488, DOI: 10.1016/j.jfineco.2016.01.002.
• Birru, Justin & Wang, Baolian, 2016, "Nominal price illusion," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 578-598, DOI: 10.1016/j.jfineco.2016.01.027.
• Lewis, Craig M. & Tan, Yongxian, 2016, "Debt-equity choices, R&D investment and market timing," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 599-610, DOI: 10.1016/j.jfineco.2016.01.017.
• Loon, Yee Cheng & Zhong, Zhaodong (Ken), 2016, "Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 645-672, DOI: 10.1016/j.jfineco.2016.01.019.
• Barrot, Jean-Noel & Kaniel, Ron & Sraer, David, 2016, "Are retail traders compensated for providing liquidity?," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 146-168, DOI: 10.1016/j.jfineco.2016.01.005.
• Borochin, Paul & Golec, Joseph, 2016, "Using options to measure the full value-effect of an event: Application to Obamacare," Journal of Financial Economics, Elsevier, volume 120, issue 1, pages 169-193, DOI: 10.1016/j.jfineco.2016.01.009.
• Easley, David & de Prado, Marcos Lopez & O'Hara, Maureen, 2016, "Discerning information from trade data," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 269-285, DOI: 10.1016/j.jfineco.2016.01.018.
• Hau, Harald & Lai, Sandy, 2016, "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 309-329, DOI: 10.1016/j.jfineco.2016.01.014.
• Cornaggia, Jess & Cornaggia, Kimberly J. & Xia, Han, 2016, "Revolving doors on Wall Street," Journal of Financial Economics, Elsevier, volume 120, issue 2, pages 400-419, DOI: 10.1016/j.jfineco.2016.01.007.
• Ge, Li & Lin, Tse-Chun & Pearson, Neil D., 2016, "Why does the option to stock volume ratio predict stock returns?," Journal of Financial Economics, Elsevier, volume 120, issue 3, pages 601-622, DOI: 10.1016/j.jfineco.2015.08.019.
• Bessembinder, Hendrik & Carrion, Allen & Tuttle, Laura & Venkataraman, Kumar, 2016, "Liquidity, resiliency and market quality around predictable trades: Theory and evidence," Journal of Financial Economics, Elsevier, volume 121, issue 1, pages 142-166, DOI: 10.1016/j.jfineco.2016.02.011.
• Hou, Kewei & Loh, Roger K., 2016, "Have we solved the idiosyncratic volatility puzzle?," Journal of Financial Economics, Elsevier, volume 121, issue 1, pages 167-194, DOI: 10.1016/j.jfineco.2016.02.013.
• Rapach, David E. & Ringgenberg, Matthew C. & Zhou, Guofu, 2016, "Short interest and aggregate stock returns," Journal of Financial Economics, Elsevier, volume 121, issue 1, pages 46-65, DOI: 10.1016/j.jfineco.2016.03.004.
• Jensen, Mads Vestergaard & Pedersen, Lasse Heje, 2016, "Early option exercise: Never say never," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 278-299, DOI: 10.1016/j.jfineco.2016.05.008.
• Anand, Amber & Venkataraman, Kumar, 2016, "Market conditions, fragility, and the economics of market making," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 327-349, DOI: 10.1016/j.jfineco.2016.03.006.
• Acemoglu, Daron & Johnson, Simon & Kermani, Amir & Kwak, James & Mitton, Todd, 2016, "The value of connections in turbulent times: Evidence from the United States," Journal of Financial Economics, Elsevier, volume 121, issue 2, pages 368-391, DOI: 10.1016/j.jfineco.2015.10.001.
• Bernile, Gennaro & Hu, Jianfeng & Tang, Yuehua, 2016, "Can information be locked up? Informed trading ahead of macro-news announcements," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 496-520, DOI: 10.1016/j.jfineco.2015.09.012.
• Gao, Meng & Huang, Jiekun, 2016, "Capitalizing on Capitol Hill: Informed trading by hedge fund managers," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 521-545, DOI: 10.1016/j.jfineco.2015.11.001.
• Comerton-Forde, Carole & Jones, Charles M. & Putniņš, Tālis J., 2016, "Shorting at close range: A tale of two types," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 546-568, DOI: 10.1016/j.jfineco.2016.05.002.
• Chen, Honghui & Singal, Vijay & Whitelaw, Robert F., 2016, "Comovement revisited," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 624-644, DOI: 10.1016/j.jfineco.2016.05.007.
• Linnainmaa, Juhani T. & Torous, Walter & Yae, James, 2016, "Reading the tea leaves: Model uncertainty, robust forecasts, and the autocorrelation of analysts’ forecast errors," Journal of Financial Economics, Elsevier, volume 122, issue 1, pages 42-64, DOI: 10.1016/j.jfineco.2015.08.020.
• Michaely, Roni & Rubin, Amir & Vedrashko, Alexander, 2016, "Are Friday announcements special? Overcoming selection bias," Journal of Financial Economics, Elsevier, volume 122, issue 1, pages 65-85, DOI: 10.1016/j.jfineco.2016.05.006.
• Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2016, "Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?," Journal of Financial Economics, Elsevier, volume 122, issue 1, pages 86-115, DOI: 10.1016/j.jfineco.2016.06.001.
• Jacobs, Heiko, 2016, "Market maturity and mispricing," Journal of Financial Economics, Elsevier, volume 122, issue 2, pages 270-287, DOI: 10.1016/j.jfineco.2016.01.030.
• Han, Yufeng & Zhou, Guofu & Zhu, Yingzi, 2016, "A trend factor: Any economic gains from using information over investment horizons?," Journal of Financial Economics, Elsevier, volume 122, issue 2, pages 352-375, DOI: 10.1016/j.jfineco.2016.01.029.
• Foley, Sean & Putniņš, Tālis J., 2016, "Should we be afraid of the dark? Dark trading and market quality," Journal of Financial Economics, Elsevier, volume 122, issue 3, pages 456-481, DOI: 10.1016/j.jfineco.2016.08.004.
• Jiao, Yawen & Massa, Massimo & Zhang, Hong, 2016, "Short selling meets hedge fund 13F: An anatomy of informed demand," Journal of Financial Economics, Elsevier, volume 122, issue 3, pages 544-567, DOI: 10.1016/j.jfineco.2016.09.001.
• Avdis, Efstathios, 2016, "Information tradeoffs in dynamic financial markets," Journal of Financial Economics, Elsevier, volume 122, issue 3, pages 568-584, DOI: 10.1016/j.jfineco.2015.11.005.
• Lu, Yan & Ray, Sugata & Teo, Melvyn, 2016, "Limited attention, marital events and hedge funds," Journal of Financial Economics, Elsevier, volume 122, issue 3, pages 607-624, DOI: 10.1016/j.jfineco.2016.09.004.
• Bai, Jennie & Philippon, Thomas & Savov, Alexi, 2016, "Have financial markets become more informative?," Journal of Financial Economics, Elsevier, volume 122, issue 3, pages 625-654, DOI: 10.1016/j.jfineco.2016.08.005.
• Vogel, Edgar, 2016, "Forward looking behavior in ECB liquidity auctions: Evidence from the pre-crisis period," Journal of International Money and Finance, Elsevier, volume 61, issue C, pages 120-142, DOI: 10.1016/j.jimonfin.2015.10.003.
• Lu, Helen & Jacobsen, Ben, 2016, "Cross-asset return predictability: Carry trades, stocks and commodities," Journal of International Money and Finance, Elsevier, volume 64, issue C, pages 62-87, DOI: 10.1016/j.jimonfin.2016.02.013.
• Drago, Danilo & Gallo, Raffaele, 2016, "The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 264-286, DOI: 10.1016/j.jimonfin.2016.06.004.
• Beaver, William & McNichols, Maureen & Price, Richard, 2016, "The costs and benefits of long-short investing: A perspective on the market efficiency literature," Journal of Accounting Literature, Elsevier, volume 37, issue C, pages 1-18, DOI: 10.1016/j.acclit.2016.07.001.
• Miffre, Joëlle, 2016, "Long-short commodity investing: A review of the literature," Journal of Commodity Markets, Elsevier, volume 1, issue 1, pages 3-13, DOI: 10.1016/j.jcomm.2016.01.001.
• Asche, Frank & Misund, Bård & Oglend, Atle, 2016, "Determinants of the Atlantic salmon futures risk premium," Journal of Commodity Markets, Elsevier, volume 2, issue 1, pages 6-17, DOI: 10.1016/j.jcomm.2016.07.001.
• Chaves, Denis B. & Viswanathan, Vivek, 2016, "Momentum and mean-reversion in commodity spot and futures markets," Journal of Commodity Markets, Elsevier, volume 3, issue 1, pages 39-53, DOI: 10.1016/j.jcomm.2016.08.001.
• Paparizos, Panagiotis & Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2016, "On high frequency dynamics between information asymmetry and volatility for securities," The Journal of Economic Asymmetries, Elsevier, volume 13, issue C, pages 21-34, DOI: 10.1016/j.jeca.2015.10.001.
• Apergis, Nicholas & Fafaliou, Irene & Stefanitsis, Marinos, 2016, "Asymmetric information and employment: evidence from the U.S. banking sector," The Journal of Economic Asymmetries, Elsevier, volume 14, issue PB, pages 199-210, DOI: 10.1016/j.jeca.2016.09.001.
• Stakić, Nikola & Jovancai, Ana & Kapor, Predrag, 2016, "The efficiency of the stock market in Serbia," Journal of Policy Modeling, Elsevier, volume 38, issue 1, pages 156-165, DOI: 10.1016/j.jpolmod.2015.12.001.
• Omura, Akihiro & Todorova, Neda & Li, Bin & Chung, Richard, 2016, "Steel scrap and equity market in Japan," Resources Policy, Elsevier, volume 47, issue C, pages 115-124, DOI: 10.1016/j.resourpol.2016.01.001.
• Cai, Kelly Nianyun & Zhu, Hui, 2016, "The market reaction to Yankee and Rule 144A bond offerings," Journal of Multinational Financial Management, Elsevier, volume 34, issue C, pages 1-17, DOI: 10.1016/j.mulfin.2015.11.001.
• Chauhan, Yogesh & Kumar, K. Kiran & Chaturvedula, Chakrapani, 2016, "Information asymmetry and the information content of insider trades: Evidence from the Indian stock market," Journal of Multinational Financial Management, Elsevier, volume 34, issue C, pages 65-79, DOI: 10.1016/j.mulfin.2015.12.003.
• Kaprielyan, Margarita, 2016, "Valuation consequences of the decision to divest in the globalized world," Journal of Multinational Financial Management, Elsevier, volume 36, issue C, pages 16-29, DOI: 10.1016/j.mulfin.2016.07.002.
• Hung, Chung-Wen & Shiu, Cheng-Yi, 2016, "Trader activities, ownership, and stock price reactions to MSCI standard index changes: Evidence from Taiwan," Journal of Multinational Financial Management, Elsevier, volume 36, issue C, pages 49-63, DOI: 10.1016/j.mulfin.2016.06.002.
• Ku Ismail, Ku Nor Izah & Abdul Manaf, Kamarul Bahrain, 2016, "Market reactions to the appointment of women to the boards of Malaysian firms," Journal of Multinational Financial Management, Elsevier, volume 36, issue C, pages 75-88, DOI: 10.1016/j.mulfin.2016.04.004.
• Bahloul, Walid & Bouri, Abdelfettah, 2016, "The impact of investor sentiment on returns and conditional volatility in U.S. futures markets," Journal of Multinational Financial Management, Elsevier, volume 36, issue C, pages 89-102, DOI: 10.1016/j.mulfin.2016.07.003.
• Ghadhab, Imen & Hellara, Slaheddine, 2016, "Cross-listing and value creation," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 1-11, DOI: 10.1016/j.mulfin.2016.08.001.
• Dao, Thong M. & McGroarty, Frank & Urquhart, Andrew, 2016, "A calendar effect: Weekend overreaction (and subsequent reversal) in spot FX rates," Journal of Multinational Financial Management, Elsevier, volume 37, issue , pages 158-167, DOI: 10.1016/j.mulfin.2016.11.001.
• Andriansyah, Andriansyah & Messinis, George, 2016, "Intended use of IPO proceeds and firm performance: A quantile regression approach," Pacific-Basin Finance Journal, Elsevier, volume 36, issue C, pages 14-30, DOI: 10.1016/j.pacfin.2015.12.001.
• Lin, Chaonan & Ko, Kuan-Cheng & Chen, Yu-Lin & Chu, Hsiang-Hui, 2016, "Information discreteness, price limits and earnings momentum," Pacific-Basin Finance Journal, Elsevier, volume 37, issue C, pages 1-22, DOI: 10.1016/j.pacfin.2016.02.003.
• Kang, Jangkoo & Kwon, Kyung Yoon & Park, Hyoung-jin, 2016, "Foreign investors and the delay of information dissemination in the Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 1-16, DOI: 10.1016/j.pacfin.2016.03.004.
• Zhu, Bo & Niu, Feng, 2016, "Investor sentiment, accounting information and stock price: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 125-134, DOI: 10.1016/j.pacfin.2016.03.010.
• Suh, Sangwon & Kim, Young Ju, 2016, "Covered interest parity and arbitrage paradox in emerging markets: Evidence from the Korean market," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 161-176, DOI: 10.1016/j.pacfin.2016.04.003.
• Shams, Syed M.M. & Duong, Huu Nhan & Singh, Harminder, 2016, "Information content of directors' trading around acquisitions," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 177-193, DOI: 10.1016/j.pacfin.2016.04.004.
• Lin, Chaonan & Ko, Kuan-Cheng & Feng, Zhi-Xiang & Yang, Nien-Tzu, 2016, "Market dynamics and momentum in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 38, issue C, pages 59-75, DOI: 10.1016/j.pacfin.2016.03.009.
• Ng, Chi Cheong Allen & Shen, Jianfu, 2016, "Screen winners from losers using simple fundamental analysis in the Pacific-Basin stock markets," Pacific-Basin Finance Journal, Elsevier, volume 39, issue C, pages 159-177, DOI: 10.1016/j.pacfin.2016.06.003.
• Lau, Chee Kwong, 2016, "How corporate derivatives use impact firm performance?," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PA, pages 102-114, DOI: 10.1016/j.pacfin.2016.10.001.
• Chen, Wei-Kuang & Lin, Ching-Ting, 2016, "Asymmetric responses to stock index reconstitutions: Evidence from the CSI 300 index additions and deletions," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PA, pages 36-48, DOI: 10.1016/j.pacfin.2016.08.005.
• Smales, Lee A., 2016, "Order aggressiveness of different broker-types in response to monetary policy news," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PB, pages 367-383, DOI: 10.1016/j.pacfin.2016.02.005.
• Huang, Haozhi & Li, Mingsheng & Shi, Jing, 2016, "Which matters: “Paying to play” or stable business relationship? Evidence on analyst recommendation and mutual fund commission fee payment," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PB, pages 403-423, DOI: 10.1016/j.pacfin.2016.02.010.
• Oldford, Erin & Otchere, Isaac, 2016, "Are cross-border acquisitions enemy of labor? An examination of employment and productivity effects," Pacific-Basin Finance Journal, Elsevier, volume 40, issue PB, pages 438-455, DOI: 10.1016/j.pacfin.2016.06.001.
• Couch, Robert & Wu, Wei, 2016, "The fair value option for liabilities and stock returns during the financial crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 83-98, DOI: 10.1016/j.qref.2015.06.002.
• Beltratti, Andrea & Bortolotti, Bernardo & Caccavaio, Marianna, 2016, "Stock market efficiency in China: Evidence from the split-share reform," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 125-137, DOI: 10.1016/j.qref.2015.11.002.
• Vortelinos, Dimitrios I., 2016, "Realized correlation analysis of contagion," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 138-148, DOI: 10.1016/j.qref.2015.10.001.
• Cheung, William & Fung, Scott & Tam, Lewis, 2016, "Does market microstructure matter for corporate finance? Theory and evidence on seasoned equity offering decisions," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 149-161, DOI: 10.1016/j.qref.2015.06.003.
• Huang, H.C. & Tung, P.S., 2016, "How does divergence of opinions affect the relative trading activity and information content in option and stock prior to takeover announcement?," The Quarterly Review of Economics and Finance, Elsevier, volume 60, issue C, pages 162-171, DOI: 10.1016/j.qref.2015.10.007.
• Bohl, Martin T. & Czaja, Marc-Gregor & Kaufmann, Philipp, 2016, "Momentum profits, market cycles, and rebounds: Evidence from Germany," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 139-159, DOI: 10.1016/j.qref.2016.01.003.
• Kiesel, Florian & Kolaric, Sascha & Schiereck, Dirk, 2016, "Market integration and efficiency of CDS and equity markets," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 209-229, DOI: 10.1016/j.qref.2016.02.010.
• Miwa, Kotaro & Ueda, Kazuhiro, 2016, "Analysts’ preference for growth investing and vulnerability to market-wide sentiment," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 40-52, DOI: 10.1016/j.qref.2015.11.003.
• Labidi, Chiraz & Yaakoubi, Soumaya, 2016, "Investor sentiment and aggregate volatility pricing," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 53-63, DOI: 10.1016/j.qref.2015.11.005.
• Agapova, Anna & Madura, Jeff, 2016, "Market uncertainty and earnings guidance," The Quarterly Review of Economics and Finance, Elsevier, volume 61, issue C, pages 97-111, DOI: 10.1016/j.qref.2015.12.001.
• Gil-Alana, Luis A. & Gupta, Rangan & de Gracia, Fernando Perez, 2016, "Modeling persistence of carbon emission allowance prices," Renewable and Sustainable Energy Reviews, Elsevier, volume 55, issue C, pages 221-226, DOI: 10.1016/j.rser.2015.10.056.
• McCarthy, Killian J. & Aalbers, Hendrik Leendert, 2016, "Technological acquisitions: The impact of geography on post-acquisition innovative performance," Research Policy, Elsevier, volume 45, issue 9, pages 1818-1832, DOI: 10.1016/j.respol.2016.05.012.
• Bali, Rakesh & Francis, Jack Clark, 2016, "Ex day effects of the 2003 dividend tax cut," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 11-22, DOI: 10.1016/j.iref.2015.09.007.
• Le, Van & Zurbruegg, Ralf, 2016, "The impact of short sale restrictions on informed trading in the stock and options markets," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 262-273, DOI: 10.1016/j.iref.2015.08.007.
• Srivastava, Sasha & Lin, Hai & Premachandra, Inguruwatte M. & Roberts, Helen, 2016, "Global risk spillover and the predictability of sovereign CDS spread: International evidence," International Review of Economics & Finance, Elsevier, volume 41, issue C, pages 371-390, DOI: 10.1016/j.iref.2015.10.047.
• Lin, Chih-Yung & Ho, Po-Hsin & Shen, Chung-Hua & Wang, Yu-Chun, 2016, "Political connection, government policy, and investor trading: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 153-166, DOI: 10.1016/j.iref.2015.09.008.
• Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Kang, Sang Hoon, 2016, "Global financial crisis and spillover effects among the U.S. and BRICS stock markets," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 257-276, DOI: 10.1016/j.iref.2015.11.005.
• Shi, Yanlin & Ho, Kin-Yip & Liu, Wai-Man, 2016, "Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 291-312, DOI: 10.1016/j.iref.2015.12.003.
• Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016, "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, volume 42, issue C, pages 88-102, DOI: 10.1016/j.iref.2015.11.001.
• Chiang, Thomas C. & Chen, Xiaoyu, 2016, "Stock returns and economic fundamentals in an emerging market: An empirical investigation of domestic and global market forces," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 107-120, DOI: 10.1016/j.iref.2015.10.034.
• Hao, Ying & Chu, Hsiang-Hui & Ho, Keng-Yu & Ko, Kuan-Cheng, 2016, "The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases?," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 121-138, DOI: 10.1016/j.iref.2015.10.035.
• Tzang, Shyh-Weir & Wang, Chou-Wen & Yu, Min-Teh, 2016, "Systematic risk and volatility skew," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 72-87, DOI: 10.1016/j.iref.2015.10.032.
• Lin, Yueh-Neng & Lin, Anchor Y., 2016, "Using VIX futures to hedge forward implied volatility risk," International Review of Economics & Finance, Elsevier, volume 43, issue C, pages 88-106, DOI: 10.1016/j.iref.2015.10.033.
• Chen, An-Sing & Chang, Chong-Chuo & Cheng, Lee-Young & Tu, Hsing-Yu, 2016, "Do analysts cater to investor beliefs via target prices," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 232-252, DOI: 10.1016/j.iref.2016.04.005.
• Cui, Jin & In, Francis & Maharaj, Elizabeth Ann, 2016, "What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads," International Review of Economics & Finance, Elsevier, volume 45, issue C, pages 358-375, DOI: 10.1016/j.iref.2016.04.002.
• Gong, Fuzhou & Liu, Hong, 2016, "Asymmetric information, heterogeneous prior beliefs, and public information," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 100-120, DOI: 10.1016/j.iref.2016.07.005.
• Prabu A, Edwin & Bhattacharyya, Indranil & Ray, Partha, 2016, "Is the stock market impervious to monetary policy announcements: Evidence from emerging India," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 166-179, DOI: 10.1016/j.iref.2016.09.007.
• Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet, 2016, "Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets," International Review of Economics & Finance, Elsevier, volume 46, issue C, pages 180-195, DOI: 10.1016/j.iref.2016.09.004.
• Smales, Lee A., 2016, "Trading behavior in S&P 500 index futures," Review of Financial Economics, Elsevier, volume 28, issue C, pages 46-55, DOI: 10.1016/j.rfe.2015.11.001.
• Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2016, "Can stochastic discount factor models explain the cross-section of equity returns?," Review of Financial Economics, Elsevier, volume 28, issue C, pages 56-68, DOI: 10.1016/j.rfe.2016.01.001.
• Moll, Cliff R. & Huffman, Stephen P., 2016, "The incremental information content of innovations in implied idiosyncratic volatility," Review of Financial Economics, Elsevier, volume 30, issue C, pages 33-44, DOI: 10.1016/j.rfe.2016.04.001.
• Gutierrez, Jose, 2016, "Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ," Review of Financial Economics, Elsevier, volume 30, issue C, pages 68-73, DOI: 10.1016/j.rfe.2016.07.001.
• Klein, Paul-Olivier & Weill, Laurent, 2016, "Why do companies issue sukuk?," Review of Financial Economics, Elsevier, volume 31, issue C, pages 26-33, DOI: 10.1016/j.rfe.2016.05.003.
• Arjoon, Vaalmikki, 2016, "Microstructures, financial reforms and informational efficiency in an emerging market," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 112-126, DOI: 10.1016/j.ribaf.2015.09.016.
• Assaf, Ata, 2016, "MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 222-240, DOI: 10.1016/j.ribaf.2015.09.003.
• Urquhart, Andrew & Hudson, Robert, 2016, "Investor sentiment and local bias in extreme circumstances: The case of the Blitz," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 340-350, DOI: 10.1016/j.ribaf.2015.09.010.
• Charfeddine, Lanouar & Najah, Ahlem & Teulon, Frédéric, 2016, "Socially responsible investing and Islamic funds: New perspectives for portfolio allocation," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 351-361, DOI: 10.1016/j.ribaf.2015.09.031.