Research classified by Journal of Economic Literature (JEL) codes

2016

• Kitamura, Yoshihiro, 2016, "Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 436-446, DOI: 10.1016/j.ribaf.2015.10.007.
• Cissé, Abdoul Karim & Fontaine, Patrice, 2016, "Why do companies transfer the trading compartment of their common stocks," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 624-640, DOI: 10.1016/j.ribaf.2015.08.001.
• Joliet, Robert & Muller, Aline, 2016, "Are foreign earnings disclosures value-relevant?," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 170-183, DOI: 10.1016/j.ribaf.2015.09.009.
• Alves, Carlos & Mendes, Victor & Silva, Paulo Pereira da, 2016, "Analysis of market quality before and during short-selling bans," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 252-268, DOI: 10.1016/j.ribaf.2015.11.009.
• Mateev, Miroslav & Andonov, Kristiyan, 2016, "Do cross-border and domestic bidding firms perform differently? New evidence from continental Europe and the UK," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 327-349, DOI: 10.1016/j.ribaf.2016.01.001.
• Berggrun, Luis & Lizarzaburu, Edmundo & Cardona, Emilio, 2016, "Idiosyncratic volatility and stock returns: Evidence from the MILA," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 422-434, DOI: 10.1016/j.ribaf.2016.01.011.
• Carrazedo, Tiago & Curto, José Dias & Oliveira, Luís, 2016, "The Halloween effect in European sectors," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 489-500, DOI: 10.1016/j.ribaf.2016.01.003.
• Ben Omrane, Walid & Hussain, Syed Mujahid, 2016, "Foreign news and the structure of co-movement in European equity markets: An intraday analysis," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 572-582, DOI: 10.1016/j.ribaf.2016.01.021.
• Bank, Matthias & Baumann, Ralf H., 2016, "Price formation, market quality and the effects of reduced latency in the very short run," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 629-645, DOI: 10.1016/j.ribaf.2016.01.010.
• Arjoon, Vaalmikki & Bougheas, Spiros & Milner, Chris, 2016, "Lead-lag relationships in an embryonic stock market: Exploring the role of institutional ownership and liquidity," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 262-276, DOI: 10.1016/j.ribaf.2016.04.012.
• Roig Hernando, Jaume, 2016, "Crowdfunding: The collaborative economy for channelling institutional and household savings," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 326-337, DOI: 10.1016/j.ribaf.2016.03.004.
• Lillo, Felipe & Valdés, Rodrigo, 2016, "Dynamics of financial markets and transaction costs: A graph-based study," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 455-465, DOI: 10.1016/j.ribaf.2016.07.024.
• Galanti, Sébastien, 2016, "Archival data of financial analysts' earnings forecasts in the euro zone: Problems with euro conversions," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 466-473, DOI: 10.1016/j.ribaf.2016.07.015.
• Ajina, Aymen & Laouiti, Mhamed & Msolli, Badreddine, 2016, "Guiding through the Fog: Does annual report readability reveal earnings management?," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 509-516, DOI: 10.1016/j.ribaf.2016.07.021.
• Zaremba, Adam & Szyszka, Adam, 2016, "Is there momentum in equity anomalies? Evidence from the Polish emerging market," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 546-564, DOI: 10.1016/j.ribaf.2016.07.004.
• Litimi, Houda & BenSaïda, Ahmed & Bouraoui, Omar, 2016, "Herding and excessive risk in the American stock market: A sectoral analysis," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 6-21, DOI: 10.1016/j.ribaf.2016.03.008.
• 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.
• Takuji Arai, 2016, "Good deal bounds with convex constraints: --- examples and proofs ---," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2016-017, Jul.
• Takahiro Hattori, 2016, "The predictive power of the implied volatility of interest rates: Evidence from US Dollar, Euro, and Japanese Yen," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2016-018, Jul.
• Yuto Yoshinaga, 2016, "Market-Wide Cost of Capital Impacts on the Aggregate Earnings-Returns Relation: Evidence from Japan," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, volume 6, pages 95-122, December.
• Masahito Kato, 2016, "Analyst Recommendation Bias and Brokerage House Shareholding," Discussion Papers, Graduate School of Economics, Kobe University, number 1635, Oct.
• Taro Ikeda, 2016, "Relume: A fractal analysis for the US stock market," Discussion Papers, Graduate School of Economics, Kobe University, number 1637, Oct.
• Kenichi Mizobuchi & Kenji Takeuchi, 2016, "The Rebound Effect in Residential Electricity Use: Evidence from a Propensity Score Matching Estimator," Discussion Papers, Graduate School of Economics, Kobe University, number 1639, Oct.
• Lakatos, Máté, 2016, "A befektetői túlreagálás empirikus vizsgálata a Budapesti Értéktőzsdén
  [An empirical test for investor over-reaction on the Budapest stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 762-786, DOI: 10.18414/KSZ.2016.7-8.762.
• 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, KSP 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, KSP Journals, volume 3, issue 3, pages 524-535, September.
• Bachar FAKHRY, 2016, "A Literature Review of the Efficient Market Hypothesis," Turkish Economic Review, KSP 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, KSP 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, KSP Journals, volume 3, issue 2, pages 303-326, June.
• Bachar FAKHRY, 2016, "A Literature Review of Behavioural Finance," Journal of Economics Library, KSP Journals, volume 3, issue 3, pages 458-465, September.
• Paul-Olivier Klein & Laurent Weill, 2016, "Is It Worth Issuing Bonds in China? Evidence from Stock Market Reactions," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2016-01.
• Paul-Olivier KLEIN & Laurent WEILL, 2016, "Why Do Companies Issue Sukuk?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2016-04.
• Sébastien GALANTI, 2016, "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2413.
• Muhammad Zubair Mumtaz & Zachary A. Smith & Ather Maqsood Ahmed, 2016, "The Aftermarket Performance of Initial Public Offerings in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 21, issue 1, pages 23-68, Jan-June.
• Mushtaq Hussain Khan, & Ahmad Fraz & Arshad Hassan, 2016, "The Diversification Puzzle: The Role of Asymmetric Information and Insider Trading in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 21, issue 2, pages 97-119, July-Dec.
• Paul J. Bolster & Emery A. Trahan & Pinshuo Wang, 2016, "Assessing performance of Morningstar’s star rating system for equity investment," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 1, pages 11-22, February.
• Aysegul Ates, 2016, "Relation between ISE 30 index and ISE 30 index futures markets: Evidence from recursive and rolling cointegration," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 1, pages 35-42, February.
• Anderson Darrell & Daniel K.N. Johnson, 2016, "When a mature technology company pivots: A case study of Logitech," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 4, issue 4, pages 42-45, August.
• Fabrice Rousseau & Herve Boco & Laurent Germain, 2020, "When Overconfident Traders Meet Feedback Traders - Updated from 2016," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n270-16.pdf.
• Eltejaei, Ebrahim & Ghasemzadeh, Meysam, 2016, "The Impact of Official Publication of Information in Tehran Stock Exchange on Shares Prices: A GMM Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 11, issue 2, pages 193-205, April.
• Inês Pereira, 2016, "Is the ECB unconventional monetary policy effective?," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0061, Sep, revised Sep 2016.
• Suan Poh & Chee-Wooi Hooy, 2016, "Effect of Geographical Diversification on Informational Efficiency in Emerging Countries," Capital Markets Review, Malaysian Finance Association, volume 24, issue 1, pages 16-37.
• Andre Kuster Simic & Philipp Lauenstein & Stefan Prigge, 2016, "Valuation Efficiency of Secondary Markets for Formerly Illiquid Assets: The Case of German KG Ship Funds," Multinational Finance Journal, Multinational Finance Journal, volume 20, issue 2, pages 127-179, June.
• Till G. Mahr & Eric Nowak & Roland Rott, 2016, "The (Ir)relevance of Disclosure of Compliance with Corporate Governance Codes: Empirical Evidence from the German Stock Market," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 172, issue 3, pages 475-520, September, DOI: 10.1628/093245616X14605537965067.
• Imre Ligeti & Zsolt Szõrfi, 2016, "Methodological issues of credit rating – Are sovereign credit rating actions reconstructible?," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 15, issue 1, pages 7-32.
• Elyas Elyasiani & Silvia Muzzioli & Alessio Ruggieri, 2016, "Forecasting and pricing powers of option-implied tree models: Tranquil and volatile market conditions," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0099, Dec.
• Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2016, "Fear or greed? What does a skewness index measure?," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0102, Dec.
• Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2016, "Moment Risk Premia and the Cross-Section of Stock Returns," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0103, Dec.
• Elyas Elyasani & Luca Gambarelli & Silvia Muzzioli, 2016, "The risk asymmetry index," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0061, Dec.
• Yuanyuan Li & Bertrand Wigniolle, 2016, "Endogenous information revelation in a competitive credit market and credit crunch," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16001, Jan.
• Yi-Fang Liu & Jørgen Vitting Andersen & Maxime Frolov & Philippe de Peretti, 2016, "Synchronization in human decision making," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16035, Mar.
• Hsini Mosbeh & Kouki Mondher, 2016, "The Reversal of Stock Market Trends as a Behavioral Bias: Evidence from Tunisian Stock Exchange," Business and Economic Research, Macrothink Institute, volume 6, issue 2, pages 13-29, December.
• Marcin Koltuniak, 2016, "Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 3, pages 251-266.
• Kent Daniel & David Hirshleifer, 2016, "Overconfident Investors, Predictable Returns, and Excessive Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 21945, Jan.
• Pablo Kurlat, 2016, "The Social Value of Financial Expertise," NBER Working Papers, National Bureau of Economic Research, Inc, number 22047, Feb.
• Itzhak Ben-David & Justin Birru & Andrea Rossi, 2016, "Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders," NBER Working Papers, National Bureau of Economic Research, Inc, number 22115, Mar.
• Campbell R. Harvey & Yan Liu, 2016, "Rethinking Performance Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 22134, Mar.
• Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016, "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers, National Bureau of Economic Research, Inc, number 22161, Apr.
• Kyle C. Meng, 2016, "Using a Free Permit Rule to Forecast the Marginal Abatement Cost of Proposed Climate Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 22255, May.
• Marco Di Maggio & Amir Kermani & Zhaogang Song, 2016, "The Value of Trading Relationships in Turbulent Times," NBER Working Papers, National Bureau of Economic Research, Inc, number 22332, Jun.
• Nina Boyarchenko & David O. Lucca & Laura Veldkamp, 2016, "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 22461, Jul.
• Darren J. Kisgen & Matthew Osborn & Jonathan Reuter, 2016, "Analyst Promotions within Credit Rating Agencies: Accuracy or Bias?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22477, Aug.
• Michael Weber, 2016, "Cash Flow Duration and the Term Structure of Equity Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 22520, Aug.
• Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu, 2016, "Impediments to Financial Trade: Theory and Applications," NBER Working Papers, National Bureau of Economic Research, Inc, number 22697, Sep.
• Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2016, "Exchange Traded Funds (ETFs)," NBER Working Papers, National Bureau of Economic Research, Inc, number 22829, Nov.
• Juhani T. Linnainmaa & Michael R. Roberts, 2016, "The History of the Cross Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 22894, Dec.
• Gerakos, Joseph & Linnainmaa, Juhani T., 2016, "Market Reactions to Tangible and Intangible Information Revisited," Critical Finance Review, now publishers, volume 5, issue 1, pages 135-163, May, DOI: 10.1561/104.00000030.
• Daniel, Kent & Titman, Sheridan, 2016, "Another Look at Market Responses to Tangible and Intangible Information," Critical Finance Review, now publishers, volume 5, issue 1, pages 165-175, May, DOI: 10.1561/104.00000031.
• Robins, Russell P. & Smith, Geoffrey Peter, 2016, "No More Weekend Effect," Critical Finance Review, now publishers, volume 5, issue 2, pages 417-424, December, DOI: 10.1561/104.00000038.
• Jeetendra Dangol, Ph.D., 2016, "Stock Market Efficiency in Nepal: A Variance Ratio Test," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 28, issue 2, pages 61-74, October.
• Jean Boissinot & Doryane Huber & Gildas Lame, 2016, "Finance and climate: The transition to a low-carbon and climate-resilient economy from a financial sector perspective," OECD Journal: Financial Market Trends, OECD Publishing, volume 2015, issue 1, pages 7-23, DOI: 10.1787/fmt-2015-5jrrz76d5td5.
• Dumitru-Nicusor Carausu, 2016, "European Integration And Capital Market Efficiency In Cee Countries," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 661-670, July.
• Bogdan Capraru & Iulian Ihnatov & Nicu Sprincean, 2016, "The Effect Of Major Events On Bank Share Price In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 747-757, July.
• Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2016, "Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 357, May.
• 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.
• Darin Christensen & David K. Hausman, 2016, "Measuring the Economic Effect of Alien Tort Statute Liability," The Journal of Law, Economics, and Organization, Oxford University Press, volume 32, issue 4, pages 794-815.
• Catherine Araujo Bonjean & Catherine Simonet, 2016, "Are grain markets in Niger driven by speculation?," Oxford Economic Papers, Oxford University Press, volume 68, issue 3, pages 714-735.
• Don M. Autore & Jared R. DeLisle, 2016, "Skewness Preference and Seasoned Equity Offers," The Review of Corporate Finance Studies, Society for Financial Studies, volume 5, issue 2, pages 200-238.
• Michael Ehrmann & David-Jan Jansen, 2016, "It Hurts (Stock Prices) When Your Team is about to Lose a Soccer Match," Review of Finance, European Finance Association, volume 20, issue 3, pages 1215-1233.
• Christopher N. Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2016, "The "CAPS" Prediction System and Stock Market Returns," Review of Finance, European Finance Association, volume 20, issue 4, pages 1363-1381.
• Vicente Cuñat & Mireia Giné & Maria Guadalupe, 2016, "Say Pays! Shareholder Voice and Firm Performance," Review of Finance, European Finance Association, volume 20, issue 5, pages 1799-1834.
• Alex Edmans & Mirko S. Heinle & Chong Huang, 2016, "The Real Costs of Financial Efficiency When Some Information Is Soft," Review of Finance, European Finance Association, volume 20, issue 6, pages 2151-2182.
• Franco Fiordelisi & Ornella Ricci, 2016, "“Whatever it takes”: An Empirical Assessment of the Value of Policy Actions in Banking," Review of Finance, European Finance Association, volume 20, issue 6, pages 2321-2347.
• Pauline Shum & Walid Hejazi & Edgar Haryanto & Arthur Rodier, 2016, "Intraday Share Price Volatility and Leveraged ETF Rebalancing," Review of Finance, European Finance Association, volume 20, issue 6, pages 2379-2409.
• Hans B. Christensen & Luzi Hail & Christian Leuz, 2016, "Capital-Market Effects of Securities Regulation: Prior Conditions, Implementation, and Enforcement," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 11, pages 2885-2924.
• Melissa Porras Prado & Pedro A. C. Saffi & Jason Sturgess, 2016, "Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3211-3244.
• Andrew Bird & Stephen A. Karolyi, 2016, "Do Institutional Investors Demand Public Disclosure?," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3245-3277.
• Charles M. Jones & Adam V. Reed & William Waller, 2016, "Revealing Shorts An Examination of Large Short Position Disclosures," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3278-3320.
• Ji-Woong Chung & Byoung Uk Kang, 2016, "Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion?," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3321-3353.
• Jawad M. Addoum & Alok Kumar, 2016, "Political Sentiment and Predictable Returns," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 12, pages 3471-3518.
• Alex Chinco & Christopher Mayer, 2016, "Misinformed Speculators and Mispricing in the Housing Market," The Review of Financial Studies, Society for Financial Studies, volume 29, issue 2, pages 486-522.
• Aurora Murgea & Milena-Jana Schank, 2016, "Why do Goals Matter? Sport Events and Capital Market Returns," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 577-582, February.
• Andre Veiga & Ansgar Walther, 2016, "Social Media, News Media and the Stock Market," Economics Series Working Papers, University of Oxford, Department of Economics, number Paper-805, Oct.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2016, "Do WTO Rulings Really Matter? Evidence from the Rare Earth Elements Market," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 93, Jan.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2016, "Do WTO Rulings Really Matter? Evidence from the Rare Earth Elements Market," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 97, Aug.
• Krzysztof Borowski, 2016, "Analysis Of Monthly Rates Of Return In April On The Example Of Selected World Stock Exchange Indices," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 11, issue 2, pages 307-325, June, DOI: 10.12775/EQUIL.2016.014.
• Magdalena Osinska & Andrzej Dobrzynski & Yochanan Shachmurove, 2016, "Performance Of American And Russian Joint Stock Companies On Financial Market. A Microstructure Perspective," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 11, issue 4, pages 819-851, December, DOI: 10.12775/EQUIL.2016.037.
• Ana Preda & Gheorghe Matei & Lorand Bogdanffy, 2016, "The Prognosis of the Main Indicators for Sizing the Global Insurance Market," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 16, issue 2, pages 101-108.
• Ana Preda & Mirela Monea & Lorand Bogdanffy, 2016, "Simulation Insured Results by Purchasing a Life Insurance," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 16, issue 2, pages 109-116.
• Artur Aiguzhinov & Ana Paula Serra & Carlos Soares, 2016, "Are rankings of financial analysts useful to investors?," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1604, Jan.
• Ana Isabel Ramos Domingues & António de Melo da Costa Cerqueira & Elísio Fernando Moreira Brandão, 2016, "Idiosyncratic Volatility and Earnings Quality: Evidence from United Kingdom," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 579, Oct.
• João Alberto Contim Martins & Francisco Vitorino da Silva Martins & Elísio Fernando Moreira Brandão, 2016, "Momentum: Strategies, Size and Risk Factor," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 582, Nov.
• Rafael Garcia & António Cerqueira & Elísio Brandão, 2016, "Determinants of capital structure of firms: an analysis on the Euro Zone and the U.K," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 584, Nov.
• Liew, Venus Khim-Sen & Rowland, Racquel, 2016, "The effect of Malaysia general election on stock market returns," MPRA Paper, University Library of Munich, Germany, number 107982.
• Hirshleifer, David & Sheng, Jinfei, 2016, "Macro News and Micro News: Complements or Substitutes?," MPRA Paper, University Library of Munich, Germany, number 108224, Dec, revised 08 Jun 2021.
• Andriansyah, Andriansyah & Messinis, George, 2016, "Intended use of IPO proceeds and firm performance: A quantile regression approach," MPRA Paper, University Library of Munich, Germany, number 116697.
• Steve, Heinke & Niels, Warmuth, 2016, "A Rational Inattention Perspective on Equilibrium Asset Pricing under Heterogeneous Information with Structural Breaks and Market Efficiency," MPRA Paper, University Library of Munich, Germany, number 68715.
• Shaikh, Slam Ahmed, 2016, "Analysis & Test of Market Efficiency: A Case Study of KSE," MPRA Paper, University Library of Munich, Germany, number 68743, Jan.
• Vieito, João Paulo & Wong, Wing-Keung & Chow, Sheung Chi, 2016, "Stock Market Liberalizations and Efficiency: The Case of Latin America," MPRA Paper, University Library of Munich, Germany, number 68949.
• Blanco, Iván & Wehrheim, David, 2016, "The Bright Side of Financial Derivatives: Options Trading and Firm Innovation," MPRA Paper, University Library of Munich, Germany, number 69239, Feb.
• Gounopoulos, Dimitrios & Kallias, Konstantinos & Newton, David & Tzeremes, Nickolaos, 2016, "Political connections and IPO underpricing: An efficiency problem," MPRA Paper, University Library of Munich, Germany, number 69427, Feb.
• Issaoui, Fakhri & WASSIM, TOUILI & HASSEN, TOUMI, 2016, "The Effects of Money Laundering (ML) on Growth: Application to the Gulf Countries," MPRA Paper, University Library of Munich, Germany, number 69510, Feb.
• Charles, Amelie & Darne, Olivier & Kim, Jae, 2016, "Stock Return Predictability: Evaluation based on Prediction Intervals," MPRA Paper, University Library of Munich, Germany, number 70143, Mar.
• Yoshida, Yushi & Susai, Masayuki, 2016, "Stepping out of the limit order book: Empirical evidence from the EBS FX market," MPRA Paper, University Library of Munich, Germany, number 70291, Mar.
• Kim, Jae, 2016, "Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?," MPRA Paper, University Library of Munich, Germany, number 70692, Apr.
• Jin, Muzhao & Li, Youwei & Wang, Jianxin & Yang, Yung Chiang, 2016, "Price Discovery in the Chinese Gold Market," MPRA Paper, University Library of Munich, Germany, number 71135, May.
• Bulut, Mustafa & Karasoy, Hatice Gökçe, 2016, "Para Politikası Belirsizliği Altında Aktarım Mekanizması: Türkiye Örneği
  [Transmission Mechanism Under Monetary Policy Uncertainty: The Case of Turkey]," MPRA Paper, University Library of Munich, Germany, number 71215, May.
• Ceylan, Özcan, 2016, "Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation," MPRA Paper, University Library of Munich, Germany, number 71320, May.
• Chouliaras, Andreas, 2016, "The Effect of Infomation on Financial Markets: A Survey," MPRA Paper, University Library of Munich, Germany, number 71396, May.
• Ganglmair, Bernhard & Holcomb, Alex & Myung, Noah, 2016, "Cutthroats or comrades: Information sharing among competing fund managers," MPRA Paper, University Library of Munich, Germany, number 71506, May.
• Halkos, George & Zisiadou, Argyro, 2016, "Exploring the effect of terrorist attacks on markets," MPRA Paper, University Library of Munich, Germany, number 71877, Jun.
• Stoian, Andreea & Iorgulescu, Filip, 2016, "Do Investors Listen to Fiscal Policy? – Study case Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 72458, Jun.
• Sinha, Pankaj & Mathur, Kritika, 2016, "Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market," MPRA Paper, University Library of Munich, Germany, number 72967, Aug.
• Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2016, "U.S. bank M&As in the post-Dodd-Frank Act era: Do they create value?," MPRA Paper, University Library of Munich, Germany, number 73290, Aug.
• Stefanescu, Razvan & Dumitriu, Ramona, 2016, "Particularitǎţi ale evoluţiei variabilelor financiare
  [Some particularities of the financial variables evolution]," MPRA Paper, University Library of Munich, Germany, number 73481, Sep, revised 02 Sep 2016.
• Morone, Andrea & Nuzzo, Simone, 2016, "Do Markets (Institutions) Drive Out Lemmings or Vice Versa?," MPRA Paper, University Library of Munich, Germany, number 74322, Oct.
• Tsang, Chun-Kei & Wong, Wing-Keung & Horowitz, Ira, 2016, "Arbitrage Opportunities, Efficiency, and the Role of Risk Preferences in the Hong Kong Property Market," MPRA Paper, University Library of Munich, Germany, number 74347, May.
• Batiston Marques, Thales & Seixas dos Santos, Nelson, 2016, "Do Political News Affect Financial Market Returns? Evidences from Brazil," MPRA Paper, University Library of Munich, Germany, number 75530, Oct.
• Valerio Filoso, Valerio & Panico, Carlo & Papagni, Erasmo & Francesco, Purificato & Vázquez Suarez, Marta, 2016, "Causes and timing of the European debt crisis: An econometric evaluation," MPRA Paper, University Library of Munich, Germany, number 75847, Dec.
• Mamatzakis, Emmanuel & Zhang, Xiaoxiang & Wang, Chaoke, 2016, "Invisible hand discipline from informed trading: Does market discipline from trading affect bank capital structure?," MPRA Paper, University Library of Munich, Germany, number 76215, Dec.
• Ben Yaala, sirine & Henchiri, jamel E., 2016, "Impact of Macroeconomic and Demographic Variables on the Stock Market: Evidence from Tunisian Crisis," MPRA Paper, University Library of Munich, Germany, number 76783, Jul.
• Širůček, Martin & Křen, Lukáš, 2016, "Tools and Techniques for Economic Decision Analysis," MPRA Paper, University Library of Munich, Germany, number 77516, revised 2016.
• Lakdawala, Aeimit & Schaffer, Matthew, 2016, "Federal Reserve Private Information and the Stock Market," MPRA Paper, University Library of Munich, Germany, number 77608, Dec.
• Parker, Edgar, 2016, "Flash Crashes: The Role of Information Processing Based Subordination and the Cauchy Distribution in Market Instability," MPRA Paper, University Library of Munich, Germany, number 80039, Sep.
• Coskun, Yener & Seven, Unal, 2016, "Etkin Piyasalar Hipotezi ve BİST’in Zayıf Form Etkinlik Analizi (Book Chapter)
  [Efficient Market Hypothesis and Weak Form Efficiency Analysis of Borsa Istanbul (Book Chapter)]," MPRA Paper, University Library of Munich, Germany, number 80263, May.
• Chong, Terence Tai Leung & Tang, Alan Tsz Chung & Chan, Kwun Ho, 2016, "An Empirical Comparison of Fast and Slow Stochastics," MPRA Paper, University Library of Munich, Germany, number 80559, Aug.
• Zha Giedt, Jenny, 2016, "Economic Consequences of Announcing Strategic Alternatives," MPRA Paper, University Library of Munich, Germany, number 81356, revised 10 Sep 2017.
• Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N., 2016, "Market Reaction to Actual Daily Share Repurchases in Greece," MPRA Paper, University Library of Munich, Germany, number 83039, Oct, revised 01 Aug 2017.
• Mittal, Amit & Garg, Ajay Kumar, 2016, "How do Indian firms cope with a crisis? Earnings management characteristics of CNX Nifty 100 companies," MPRA Paper, University Library of Munich, Germany, number 85353, Dec.
• Barrera Chaupis, Carlos, 2016, "Expectations' Dispersion & Convergence towards Central Banks' IR forecasts: Chile, Colombia, Mexico, Peru & United Kingdom, 2004-2014," MPRA Paper, University Library of Munich, Germany, number 85410, Jul, revised 12 Dec 2016.
• Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N., 2016, "Market Reaction to Stock Repurchases in Greece," MPRA Paper, University Library of Munich, Germany, number 85610, Jan, revised 01 Mar 2018.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2016, "The impact of the Great Lent and of the Nativity Fast on the Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 89023, Nov, revised 22 Dec 2016.
• Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016, "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper, University Library of Munich, Germany, number 89919, Apr, revised 09 Nov 2018.
• Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2016, "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper, University Library of Munich, Germany, number 91421, Apr, revised 14 Dec 2018.
• Goodness C. Aye & Luis A. Gil-Alana & Rangan Gupta & Mark Wohar, 2016, "The Efficiency of the Art Market: Evidence from Variance Ratio Tests, Linear and Nonlinear Fractional Integration Approaches," Working Papers, University of Pretoria, Department of Economics, number 201610, Feb.
• Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016, "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers, University of Pretoria, Department of Economics, number 201643, Jun.
• Michael Princ, 2016, "Structural Distress Index: Structural Break Analysis of the Czech and Polish Stock Markets," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2016, issue 3, pages 125-137, DOI: 10.18267/j.efaj.167.
• Tao Chen & Karen H. Y. Wong & Masayuki Susai, 2016, "Active Management and Price Efficiency of Exchange-traded Funds," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 1, pages 3-18, DOI: 10.18267/j.pep.533.
• Radosław Pastusiak & Monika Bolek & Maciej Malaczewski & Marta Kacprzyk, 2016, "Company Profitability Before and After IPO. Is it a Windows Dressing or Equity Dilution Effect?," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 1, pages 112-124, DOI: 10.18267/j.pep.540.
• Michal Plaček & Milan Půček & František Ochrana & Milan Křápek & Lenka Matějová, 2016, "Political Business Cycle in the Czech Republic: Case of Municipalities," Prague Economic Papers, Prague University of Economics and Business, volume 2016, issue 3, pages 304-320, DOI: 10.18267/j.pep.566.
• Stanislav Hába, 2016, "Verbální intervence ČNB: reaguje devizový kurz na slova bankovní rady?
  [Czech National Bank Verbal Interventions: Does the Exchange Rate React to Words from CNB Bank Board?]," Politická ekonomie, Prague University of Economics and Business, volume 2016, issue 4, pages 405-419, DOI: 10.18267/j.polek.1078.
• Nasha Ananchotikul & Longmei Zhang, 2016, "Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 36, Jul.
• Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2016, "Asset Insulators," Working Paper, Harvard University OpenScholar, number 390221, Jan.
• Nick Baltas, 2016, "Multi-Asset Seasonality and Trend-Following Strategies," Bankers, Markets & Investors, ESKA Publishing, issue 140, pages 47-62, January-F.
• Wafa Kammoun Masmoudi, 2016, "Changing Dynamic Relationships between Stock and Bond Markets in Crises: Evidence of a Flight to Quality," Bankers, Markets & Investors, ESKA Publishing, issue 141, pages 36-56, March-Apr.
• Peter De Goeij & Jiehui Hu, 2016, "Is Macroeconomic Announcement News Priced?," Bankers, Markets & Investors, ESKA Publishing, issue 143, pages 4-17, July-Augu.
• Anastasia Borisova & Michael Rockinger, 2016, "Violating United Nations Global Compact Principles: An Event Study," Bankers, Markets & Investors, ESKA Publishing, issue 144, pages 4-19, September.
• Kaouther Jouaber-Snoussi & Rim Tekaya, 2016, "Equity Option Listing and Underlying Market Quality: Evidence from a Price Duration Model," Bankers, Markets & Investors, ESKA Publishing, issue 145, pages 14-25, November-.
• Alain Kabundi & Ntuthuko Tsokodibane, 2016, "Qualitative Guidance and Predictability of Monetary Policy in South Africa," Working Papers, South African Reserve Bank, number 7434, Aug.
• Alasdair Brown & Dooruj Rambaccussing & James Reade & Giambattista Rossi, 2016, "Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2016-01, Apr.
• Michael Weber & Ali Ozdagli, 2016, "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers, Society for Economic Dynamics, number 148.
• Bruno Sultanum & Zachary Bethune, 2016, "Decentralized Trade with Private Values," 2016 Meeting Papers, Society for Economic Dynamics, number 1630.
• Piero Gottardi & Sarah Auster, 2016, "Competing Mechanisms in Markets for Lemons," 2016 Meeting Papers, Society for Economic Dynamics, number 264.
• Xavier Vives, 2016, "Endogenous Public Information and Welfare in Market Games," 2016 Meeting Papers, Society for Economic Dynamics, number 413.
• Stephane Verani & Borghan Narajabad & Nathan Foley-Fisher, 2016, "Self-fulfilling Runs: Evidence from the U.S. Life Insurance Industry," 2016 Meeting Papers, Society for Economic Dynamics, number 414.
• Cecilia Parlatore & Eduardo Davila, 2016, "Trading Costs and Informational Efficiency," 2016 Meeting Papers, Society for Economic Dynamics, number 494.
• Kemal Eyuboglu & Sinem Eyuboglu & Rahmi Yamak, 2016, "Predicting Intra-Day and Day of the Week Anomalies in Turkish Stock Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 59, pages 73-94, March.
• Riccardo Ferretti & Pierpaolo Pattitoni & Roberto Patuelli, 2016, "Market Abuse Directive and Insider Trading: Evidence from Italian Tender Offers," Working Paper series, Rimini Centre for Economic Analysis, number 16-16, Jun.
• Jiahan Li & Ilias Tsiakas, 2016, "Equity Premium Prediction: The Role of Economic and Statistical Constraints," Working Paper series, Rimini Centre for Economic Analysis, number 16-25, Sep.
• Md. Rafiqul Islam Rafiq, 2016, "Determining Bank performance using CAMEL rating: A comparative study on selected Islamic and Conventional Banks in Bangladesh," Asian Business Review, Asian Business Consortium, volume 6, issue 3, pages 151-160.
• Riza Emekter & Benjamas Jirasakuldech, 2016, "A Study of Nonlinear Dynamics in Equity Market Index: Evidence from Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 1, pages 1-19.
• Gabriel Yergeau, 2016, "Profitability and Market Quality of High Frequency Market-makers: An Empirical Investigation," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 16-3, Sep.
• Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou, 2016, "Asymmetric Effects of the Limit Order Book on Price Dynamics," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 16-5, Dec.
• Seongman Moon, 2016, "Are Korean Industry-Sorted Portfolios Mean Reverting?," East Asian Economic Review, Korea Institute for International Economic Policy, volume 20, issue 2, pages 169-190, DOI: 10.11644/KIEP.EAER.2016.20.2.308.
• Cheng Liu & Ningning Xia & Jun Yu, 2016, "Shrinkage Estimation of Covariance Matrix for Portfolio Choice with High Frequency Data," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 14-2016, Nov.
• Philipp Lauenstein & André Küster Simic, 2016, "Information Processing in Freight and Freight Forward Markets: An Event Study on OPEC Announcements," Working Paper, Helmut Schmidt University, Hamburg, number 172/2016, Sep.
• Samet Günay & Yanlin Shi, 2016, "Long-Memory in Volatilities of CDS Spreads: Evidences from the Emerging Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 122-137, March.
• Elisabeta Jaba & Ioan-Bogdan Robu & Costel Istrate & Christiana Brigitte Balan & Mihai Roman, 2016, "Statistical Assessment of the Value Relevance of Financial Information Reported by Romanian Listed Companies," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 27-42, June.
• Lucian Liviu Albu & Radu Lupu & Adrian Cantemir Călin, 2016, "Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-12, June.
• Cheng-Yi CHIEN & Kuei-Yuan WANG & Chih-Hsiang HSU, 2016, "Whose Short Sales Are Informed? Institutions vs. Individuals," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 73-81, September.
• Chin Wen CHEONG & Lee Min CHERNG & Grace Lee Ching YAP, 2016, "Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 50-64, December.
• Khurshid Ahmad & JingGuang Han & Elaine Hutson & Colm Kearney & Sha Liu, 2016, "Media-expressed negative tone and firm-level stock returns," Open Access publications, Research Repository, University College Dublin, number 10197/8208, Apr.
• Adam Zaremba & Przemys³aw Konieczka, 2016, "Paper profits from value, size and momentum: evidence from the Polish market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 3, pages 58-69, February.