Research classified by Journal of Economic Literature (JEL) codes

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.
• 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.
• 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.
• 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.
• Nina Boyarchenko & Valentin Haddad & Matthew Plosser, 2016, "The Federal Reserve and market confidence," Staff Reports, Federal Reserve Bank of New York, number 773, Apr.
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2016, "Private Information in Over-the-Counter Markets," Working Paper, Federal Reserve Bank of Richmond, number 16-16, Dec.
• Wen-Jun Xue & Li-Wen Zhang, 2016, "Stock Return Autocorrelations and Predictability in the Chinese Stock Market: Evidence from Threshold Quantile Autoregressive Models," Working Papers, Florida International University, Department of Economics, number 1605, Oct.
• Aurelio F. Bariviera & Luciano Zunino & Osvaldo A. Rosso, 2016, "Crude Oil Market And Geopolitical Events: An Analysis Based On Information-Theory-Based Quantifiers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 21, issue 1, pages 41-51, May.
• Luca Iandoli & Cristina Ponsiglione & Giuseppe Zollo, 2016, "Modeling Naïve Causality In Everyday Reasonig With Fuzzy Logic," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 21, issue 1, pages 53-71, May.
• Rousse, O. & Sévi, B., 2016, "Informed trading in oil-futures market," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2016-07.
• Yi Huang & Jianjun Miao & Pengfei Wang, 2016, "Saving China's Stock Market," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 09-2016, Aug.
• Hoesli, Martin E. & Milcheva, Stanimira & Moss, Alex, 2016, "Real Estate Company Reactions to Financial Market Regulation," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:84699.
• Maria do Rosario Correia & Christian Gokus & Andrew Hughes Hallett & Christian Richter, 2016, "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Working Papers, The German University in Cairo, Faculty of Management Technology, number 41, Mar.
• Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2016, "Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair," Working Papers, The George Washington University, The Center for Economic Research, number 2016-002, Feb.
• Yuanyuan Li & Bertrand Wigniolle, 2016, "Endogenous information revelation in a competitive credit market and credit crunch," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01277539, Jan.
• Emilios C. Galariotis & Styliani-Iris Krokida & Spyros I. Spyrou, 2016, "Bond market investor herding: Evidence from the European financial crisis," Post-Print, HAL, number hal-01333218, Dec, DOI: 10.1016/j.irfa.2015.01.001.
• Emilios C. Galariotis & Panagiota Makrichoriti & Spyros Spyrou, 2016, "Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach," Post-Print, HAL, number hal-01358715, Oct, DOI: 10.1016/j.jfs.2016.08.005.
• Hervé Alexandre & Catherine Refait-Alexandre & François Guillemin, 2016, "Crise de la dette souveraine dans l’Union européenne : transparence des banques et spreads de CDS," Post-Print, HAL, number hal-01362381.
• Nicolas Boitout & Imane El Ouadghiri & Valérie Mignon, 2016, "On the impact of macroeconomic news surprises on Treasury-bond returns," Post-Print, HAL, number hal-01386014.
• Imane El Ouadghiri & Remzi Uctum, 2016, "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print, HAL, number hal-01386027, DOI: 10.1016/j.econmod.2015.12.025.
• Georges Prat & Remzi Uctum, 2016, "Do markets learn to rationally expect US interest rates? Evidence from survey data," Post-Print, HAL, number hal-01411824.
• Emilios C. Galariotis & Styliani-Iris Krokida & Spyros I. Spyrou, 2016, "Herd behavior and equity market liquidity: Evidence from major markets," Post-Print, HAL, number hal-01418021, Dec, DOI: 10.1016/j.irfa.2016.09.013.
• Marlene Haas & Marius Andrei Zoican, 2016, "Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets," Post-Print, HAL, number hal-01484805, May.
• Georges Prat & Remzi Uctum, 2016, "Do markets learn to rationally expect US interest rates? Evidence from survey data," Post-Print, HAL, number hal-01638220.
• Catherine Araujo Bonjean & Catherine Simonet, 2016, "Are grain markets in Niger driven by speculation?," Post-Print, HAL, number hal-01687417, Jul, DOI: 10.1093/oep/gpw012.
• Sébastien Galanti, 2016, "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Post-Print, HAL, number hal-01724241.
• Robert Joliet & Aline Muller, 2016, "Are foreign earnings disclosures value-relevant?," Post-Print, HAL, number hal-01744820, May, DOI: 10.1016/j.ribaf.2015.09.009.
• Yves Rannou & Pascal Barneto, 2016, "Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets," Post-Print, HAL, number hal-02313797, Jan, DOI: 10.1016/j.eneco.2014.10.010.
• Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony, 2016, "Intraday jumps and trading volume: a nonlinear Tobit specification," Post-Print, HAL, number hal-02358454, Nov, DOI: 10.1007/s11156-015-0534-0.
• Christophe J. Godlewski & Rima Turk-Ariss & Laurent Weill, 2016, "Do the type of sukuk and choice of shari’a scholar matter?," Post-Print, HAL, number hal-03754792, Dec, DOI: 10.1016/j.jebo.2016.04.020.
• Maximilian Müller & Denis Schweizer & Volker Seiler, 2016, "Wealth Effects of Rare Earth Prices and China’s Rare Earth Elements Policy," Post-Print, HAL, number hal-04079132, Nov, DOI: 10.1007/s10551-015-2773-3.
• Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2016, "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print, HAL, number hal-04590596, Jun.
• Yuanyuan Li & Bertrand Wigniolle, 2016, "Endogenous information revelation in a competitive credit market and credit crunch," Post-Print, HAL, number halshs-01277539, Jan.
• Romain Boulland & François Degeorge & Edith Ginglinger, 2016, "News Dissemination and Investor Attention," Post-Print, HAL, number halshs-01316170, DOI: 10.1093/rof/rfw018.
• Albert Menkveld & Marius Andrei Zoican, 2016, "Need for Speed? Exchange Latency and Liquidity," Working Papers, HAL, number hal-01253615, Jan.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2016, "Stock Return Predictability: Evaluation based on prediction intervals," Working Papers, HAL, number hal-01295037, Mar.
• Sébastien Galanti, 2016, "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Working Papers, HAL, number hal-01392253.
• Olivier Rousse & Benoît Sévi, 2016, "Informed Trading in Oil-Futures Market," Working Papers, HAL, number hal-01410093, Dec, DOI: 10.2139/ssrn.2871932.
• Jean-Philippe Bouchaud & Philipp Krueger & Augustin Landier & David Thesmar, 2016, "Sticky Expectations and Stock Market Anomalies," Working Papers, HAL, number hal-01993418, Mar.
• Jean-Philippe Bouchaud & Ciliberti Stefano & Augustin Landier & Guillaume Simon & David Thesmar, 2016, "The Excess Returns of 'Quality' Stocks: A Behavioral Anomaly," Working Papers, HAL, number hal-01993422, Jan.
• Thomas Bourveau & Renaud Coulomb & Marc Sangnier, 2016, "Political Connections and Insider Trading," Working Papers, HAL, number halshs-01376148, Oct.
• Bryan Engelhardt & Zachary Fernandes, 2016, "An Event Study of Patent Verdicts and Judicial Leakage," Working Papers, College of the Holy Cross, Department of Economics, number 1602, Jul.
• Mohammadi, Ali & Khashabi, Pooyan, 2016, "Embracing the sharks: The impact of information exposure on the likelihood and quality of CVC investments," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 428, Mar.
• Benes, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2016, "Interactions among High-Frequency Traders," Working Papers in Economics, University of Gothenburg, Department of Economics, number 680, Dec.
• Feng, Xunan & Johansson, Anders C., 2016, "Judging a Book by Its Cover: Analysts and Attention-Driven Price Patterns in China’s IPO Market," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2016-39, Dec.
• Simatele, Munacinga & Sjö, Bo & Sweeny, Richard, 2016, "Do Developing Countries Lose Money on Central Bank Intervention? The Case of Zambia in Copper-Market Boom and Bust," LiU Working Papers in Economics, Linköping University, Division of Economics, Department of Management and Engineering, number 2, Feb.
• Hjort, Ingrid, 2016, "Potential Climate Risks in Financial Markets: A Literature Overview," Memorandum, Oslo University, Department of Economics, number 01/2016, Feb.
• de Oliveira Souza, Thiago, 2016, "The size premium and intertemporal risk," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2016, Jun.
• Odegaard, Bernt Arne, 2016, "Oslo Stock Exchange and the Weather," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/12, Oct.
• Valseth, Siri, 2016, "Informed trading in Hybrid Bond Markets," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/13, Nov.
• Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas, 2016, "Stock exchange mergers and weak-form information efficiency: Evidence from the OMX Nordic and Baltic consolidation," Umeå Economic Studies, Umeå University, Department of Economics, number 923, Mar.
• Liu, Yuna, 2016, "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations," Umeå Economic Studies, Umeå University, Department of Economics, number 926, May.
• Alexander Porshnev & Valeria Lakshina & Ilya Redkin, 2016, "Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model," HSE Working papers, National Research University Higher School of Economics, number WP BRP 54/FE/2016.
• KIM, Hyonok & YASUDA, Yukihiro & 安田, 行宏, 2016, "A new approach to identify the economic effects of disclosure: Information content of business risk disclosures in Japanese firms," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-13, May.