Research classified by Journal of Economic Literature (JEL) codes

2015

• Cumming, Douglas & Dannhauser, Robert & Johan, Sofia, 2015, "Financial market misconduct and agency conflicts: A synthesis and future directions," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 150-168, DOI: 10.1016/j.jcorpfin.2015.07.016.
• Agrawal, Anup & Cooper, Tommy, 2015, "Insider trading before accounting scandals," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 169-190, DOI: 10.1016/j.jcorpfin.2015.07.005.
• Bernile, Gennaro & Sulaeman, Johan & Wang, Qin, 2015, "Institutional trading during a wave of corporate scandals: “Perfect Payday”?," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 191-209, DOI: 10.1016/j.jcorpfin.2015.07.004.
• Atanasov, Vladimir & Davies, Ryan J. & Merrick, John J., 2015, "Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 210-234, DOI: 10.1016/j.jcorpfin.2015.07.011.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2015, "Exchange trading rules, surveillance and suspected insider trading," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 311-330, DOI: 10.1016/j.jcorpfin.2015.07.013.
• De Cesari, Amedeo & Huang-Meier, Winifred, 2015, "Dividend changes and stock price informativeness," Journal of Corporate Finance, Elsevier, volume 35, issue C, pages 1-17, DOI: 10.1016/j.jcorpfin.2015.08.004.
• Wang, Qin & Zhang, Jun, 2015, "Does individual investor trading impact firm valuation?," Journal of Corporate Finance, Elsevier, volume 35, issue C, pages 120-135, DOI: 10.1016/j.jcorpfin.2015.08.001.
• Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim, 2015, "Endogenous leverage and asset pricing in double auctions," Journal of Economic Dynamics and Control, Elsevier, volume 53, issue C, pages 144-160, DOI: 10.1016/j.jedc.2015.02.004.
• Leiss, Matthias & Nax, Heinrich H. & Sornette, Didier, 2015, "Super-exponential growth expectations and the global financial crisis," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 1-13, DOI: 10.1016/j.jedc.2015.03.005.
• Wang, Jianxin & Yang, Minxian, 2015, "How well does the weighted price contribution measure price discovery?," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 113-129, DOI: 10.1016/j.jedc.2015.04.002.
• Figueroa, Nicolás & Leukhina, Oksana, 2015, "Lending terms and aggregate productivity," Journal of Economic Dynamics and Control, Elsevier, volume 59, issue C, pages 1-21, DOI: 10.1016/j.jedc.2015.07.001.
• Lo, Danny K. & Hall, Anthony D., 2015, "Resiliency of the limit order book," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 222-244, DOI: 10.1016/j.jedc.2015.09.012.
• Chiarella, Carl & He, Xue-Zhong & Wei, Lijian, 2015, "Learning, information processing and order submission in limit order markets," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 245-268, DOI: 10.1016/j.jedc.2015.09.013.
• Gradojevic, Nikola & Lento, Camillo, 2015, "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, volume 47, issue C, pages 156-165, DOI: 10.1016/j.econmod.2015.02.028.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2015, "Does gold act as a hedge or a safe haven for stocks? A smooth transition approach," Economic Modelling, Elsevier, volume 48, issue C, pages 16-24, DOI: 10.1016/j.econmod.2014.10.044.
• Kim, Hyeongwoo & Ryu, Deockhyun, 2015, "Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach," Economic Modelling, Elsevier, volume 51, issue C, pages 227-241, DOI: 10.1016/j.econmod.2015.07.009.
• Romero-Meza, Rafael & Bonilla, Claudio & Benedetti, Hugo & Serletis, Apostolos, 2015, "Nonlinearities and financial contagion in Latin American stock markets," Economic Modelling, Elsevier, volume 51, issue C, pages 653-656, DOI: 10.1016/j.econmod.2015.09.012.
• Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015, "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 222-248, DOI: 10.1016/j.najef.2014.12.001.
• de Mendonça, Helder Ferreira & Barcelos, Vívian Íris, 2015, "Securitization and credit risk: Empirical evidence from an emerging economy," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 12-28, DOI: 10.1016/j.najef.2015.01.002.
• Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis, 2015, "Improving international diversification benefits for US investors," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 64-76, DOI: 10.1016/j.najef.2015.01.005.
• Chen, Li-Yu & Lai, Jung-Ho & Chen, Carl R., 2015, "Multiple directorships and the performance of mergers & acquisitions," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 178-198, DOI: 10.1016/j.najef.2015.04.004.
• Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2015, "Performance and performance persistence of socially responsible investment funds in Europe and North America," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 254-266, DOI: 10.1016/j.najef.2015.09.011.
• Kuck, Konstantin & Maderitsch, Robert & Schweikert, Karsten, 2015, "Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions," Economics Letters, Elsevier, volume 126, issue C, pages 114-118, DOI: 10.1016/j.econlet.2014.11.028.
• Avino, Davide & Lazar, Emese & Varotto, Simone, 2015, "Time varying price discovery," Economics Letters, Elsevier, volume 126, issue C, pages 18-21, DOI: 10.1016/j.econlet.2014.09.030.
• Gallais-Hamonno, Georges & Hoang, Thi-Hong-Van & Oosterlinck, Kim, 2015, "Informational efficiency of the clandestine and official gold markets in Paris," Economics Letters, Elsevier, volume 126, issue C, pages 28-30, DOI: 10.1016/j.econlet.2014.11.013.
• Grobys, Klaus, 2015, "Are volatility spillovers between currency and equity market driven by economic states? Evidence from the US economy," Economics Letters, Elsevier, volume 127, issue C, pages 72-75, DOI: 10.1016/j.econlet.2014.12.034.
• Shamsuddin, Abul & Kim, Jae H., 2015, "Market sentiment and the Fama–French factor premia," Economics Letters, Elsevier, volume 136, issue C, pages 129-132, DOI: 10.1016/j.econlet.2015.09.021.
• Zhao, Wandi & Wang, Mingjin, 2015, "On the computation of LOT liquidity measure," Economics Letters, Elsevier, volume 136, issue C, pages 76-80, DOI: 10.1016/j.econlet.2015.08.030.
• Cederburg, Scott & O’Doherty, Michael S., 2015, "Asset-pricing anomalies at the firm level," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 113-128, DOI: 10.1016/j.jeconom.2014.06.004.
• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2015, "Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 557-579, DOI: 10.1016/j.jeconom.2015.02.039.
• Sojli, Elvira & Tham, Wing Wah, 2015, "Divided governments and futures prices," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 622-633, DOI: 10.1016/j.jeconom.2015.02.043.
• Wei, Lijian & Zhang, Wei & Xiong, Xiong & Shi, Lei, 2015, "Position limit for the CSI 300 stock index futures market," Economic Systems, Elsevier, volume 39, issue 3, pages 369-389, DOI: 10.1016/j.ecosys.2015.01.003.
• Pan, Deng & Shi, Jing & Wu, Fei & Zhang, Bohui, 2015, "Investor heterogeneity and commonality in stock return and liquidity," Economic Systems, Elsevier, volume 39, issue 3, pages 458-473, DOI: 10.1016/j.ecosys.2015.07.001.
• Saad, Mohsen & Samet, Anis, 2015, "Pricing, dynamics, and determinants of illiquidity risks: International evidence," Emerging Markets Review, Elsevier, volume 23, issue C, pages 124-147, DOI: 10.1016/j.ememar.2014.11.005.
• Wang, Chuan & Murgulov, Zoltan & Haman, Janto, 2015, "Impact of changes in the CSI 300 Index constituents," Emerging Markets Review, Elsevier, volume 24, issue C, pages 13-33, DOI: 10.1016/j.ememar.2015.05.005.
• Tsai, Hui-Ju & Wu, Yangru, 2015, "Bond and stock market response to unexpected dividend changes," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2014.11.001.
• Bekiros, Stelios D., 2015, "Heuristic learning in intraday trading under uncertainty," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 34-49, DOI: 10.1016/j.jempfin.2014.11.002.
• Lamoureux, Christopher G. & Wang, Qin, 2015, "Measuring private information in a specialist market," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 92-119, DOI: 10.1016/j.jempfin.2014.10.002.
• Rühl, Tobias R. & Stein, Michael, 2015, "The impact of ECB macro-announcements on bid–ask spreads of European blue chips," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 54-71, DOI: 10.1016/j.jempfin.2015.02.005.
• Piccotti, Louis R. & Schreiber, Ben Z., 2015, "Information shares of two parallel currency options markets: Trading costs versus transparency/tradability," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 210-229, DOI: 10.1016/j.jempfin.2015.03.016.
• Chang, Sanders S. & Wang, F. Albert, 2015, "Adverse selection and the presence of informed trading," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 19-33, DOI: 10.1016/j.jempfin.2015.05.005.
• Chan, Konan & Lin, Yueh-hsiang & Wang, Yanzhi, 2015, "The information content of R&D reductions," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 131-155, DOI: 10.1016/j.jempfin.2015.07.006.
• Tse, Yiuman, 2015, "Do industries lead stock markets? A reexamination," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 195-203, DOI: 10.1016/j.jempfin.2015.10.003.
• Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2015, "Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate," Energy Economics, Elsevier, volume 48, issue C, pages 46-60, DOI: 10.1016/j.eneco.2014.12.004.
• Chang, Chun-Ping & Lee, Chien-Chiang, 2015, "Do oil spot and futures prices move together?," Energy Economics, Elsevier, volume 50, issue C, pages 379-390, DOI: 10.1016/j.eneco.2015.02.014.
• Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Energy Economics, Elsevier, volume 50, issue C, pages 391-402, DOI: 10.1016/j.eneco.2014.11.021.
• Le, Thai-Ha & Chang, Youngho, 2015, "Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter?," Energy Economics, Elsevier, volume 51, issue C, pages 261-274, DOI: 10.1016/j.eneco.2015.06.019.
• Lubnau, Thorben & Todorova, Neda, 2015, "Trading on mean-reversion in energy futures markets," Energy Economics, Elsevier, volume 51, issue C, pages 312-319, DOI: 10.1016/j.eneco.2015.06.018.
• Hitzemann, Steffen & Uhrig-Homburg, Marliese & Ehrhart, Karl-Martin, 2015, "Emission permits and the announcement of realized emissions: Price impact, trading volume, and volatilities," Energy Economics, Elsevier, volume 51, issue C, pages 560-569, DOI: 10.1016/j.eneco.2015.07.007.
• Griffin, Paul A. & Jaffe, Amy Myers & Lont, David H. & Dominguez-Faus, Rosa, 2015, "Science and the stock market: Investors' recognition of unburnable carbon," Energy Economics, Elsevier, volume 52, issue PA, pages 1-12, DOI: 10.1016/j.eneco.2015.08.028.
• Smales, Lee A., 2015, "Time-variation in the impact of news sentiment," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 40-50, DOI: 10.1016/j.irfa.2014.11.019.
• Kalaitzoglou, Iordanis Angelos & Ibrahim, Boulis Maher, 2015, "Liquidity and resolution of uncertainty in the European carbon futures market," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 89-102, DOI: 10.1016/j.irfa.2014.11.006.
• Dichtl, Hubert & Drobetz, Wolfgang, 2015, "Sell in May and Go Away: Still good advice for investors?," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 29-43, DOI: 10.1016/j.irfa.2014.09.007.
• Krieger, Kevin & Mauck, Nathan & Vazquez, Joseph, 2015, "Comparing U.S. and European market volatility responses to interest rate policy announcements," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 127-136, DOI: 10.1016/j.irfa.2015.03.003.
• Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay, 2015, "Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 167-178, DOI: 10.1016/j.irfa.2015.01.012.
• Demirer, Rıza & Lee, Hsiang-Tai & Lien, Donald, 2015, "Does the stock market drive herd behavior in commodity futures markets?," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 32-44, DOI: 10.1016/j.irfa.2015.02.006.
• Hudson, Robert & Urquhart, Andrew, 2015, "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 166-177, DOI: 10.1016/j.irfa.2015.05.015.
• González-Urteaga, Ana & Muga, Luis & Santamaria, Rafael, 2015, "Momentum and default risk. Some results using the jump component," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 185-193, DOI: 10.1016/j.irfa.2015.05.017.
• Jafarinejad, Mohammad & Jory, Surendranath R. & Ngo, Thanh N., 2015, "The effects of institutional ownership on the value and risk of diversified firms," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 207-219, DOI: 10.1016/j.irfa.2015.05.019.
• Asimakopoulos, Panagiotis N. & Tsangarakis, Nickolaos V. & Tsiritakis, Emmanuel D., 2015, "Price adjustment method and ex-dividend day returns in a different institutional setting," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 1-12, DOI: 10.1016/j.irfa.2015.05.005.
• Kryzanowski, Lawrence & Mohsni, Sana, 2015, "Earnings forecasts and idiosyncratic volatilities," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 107-123, DOI: 10.1016/j.irfa.2015.06.001.
• Chou, Hsin-I & Tian, Gloria Y. & Yin, Xiangkang, 2015, "Takeover rumors: Returns and pricing of rumored targets," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 13-27, DOI: 10.1016/j.irfa.2015.05.006.
• Ntim, Collins G. & English, John & Nwachukwu, Jacinta & Wang, Yan, 2015, "On the efficiency of the global gold markets," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 218-236, DOI: 10.1016/j.irfa.2015.03.013.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2015, "Will precious metals shine? A market efficiency perspective," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 284-291, DOI: 10.1016/j.irfa.2015.01.018.
• Smales, Lee A. & Yang, Yi, 2015, "The importance of belief dispersion in the response of gold futures to macroeconomic announcements," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 292-302, DOI: 10.1016/j.irfa.2015.01.017.
• D'Hondt, Catherine & Majois, Christophe & Mazza, Paolo, 2015, "Commonality on Euronext: Do location and account type matter?," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 183-198, DOI: 10.1016/j.irfa.2015.06.007.
• López, Raquel, 2015, "Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 292-303, DOI: 10.1016/j.irfa.2015.08.005.
• Bai, Min & Qin, Yafeng, 2015, "Short sales constraints and price adjustments to earnings announcements: Evidence from the Hong Kong market," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 304-315, DOI: 10.1016/j.irfa.2015.08.006.
• Sifat, Imtiaz Mohammad & Mohamad, Azhar, 2015, "Order imbalance and selling aggression under a shorting ban: Evidence from the UK," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 368-379, DOI: 10.1016/j.irfa.2015.09.002.
• Narayan, Seema & Smyth, Russell, 2015, "The financial econometrics of price discovery and predictability," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 380-393, DOI: 10.1016/j.irfa.2015.09.003.
• Kot, Hung Wan & Leung, Harry K.M. & Tang, Gordon Y.N., 2015, "The long-term performance of index additions and deletions: Evidence from the Hang Seng Index," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 407-420, DOI: 10.1016/j.irfa.2015.09.006.
• Switzer, Lorne N. & Tahaoglu, Cagdas, 2015, "The benefits of international diversification: market development, corporate governance, market cap, and structural change effects," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 76-97, DOI: 10.1016/j.irfa.2014.11.010.
• Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih, 2015, "Long memory and the relation between options and stock prices," Finance Research Letters, Elsevier, volume 12, issue C, pages 77-91, DOI: 10.1016/j.frl.2014.11.005.
• Wang, Miao & Wong, M. C. Sunny, 2015, "Rational speculative bubbles in the US stock market and political cycles," Finance Research Letters, Elsevier, volume 13, issue C, pages 1-9, DOI: 10.1016/j.frl.2015.03.009.
• Dare, William H. & Dennis, Steven A. & Paul, Rodney J., 2015, "Player absence and betting lines in the NBA," Finance Research Letters, Elsevier, volume 13, issue C, pages 130-136, DOI: 10.1016/j.frl.2015.02.004.
• Acker, Daniella & Duck, Nigel W., 2015, "Political risk, investor attention and the Scottish Independence referendum," Finance Research Letters, Elsevier, volume 13, issue C, pages 163-171, DOI: 10.1016/j.frl.2015.01.008.
• Gerritsen, Dirk F., 2015, "Security analysts’ target prices and takeover premiums," Finance Research Letters, Elsevier, volume 13, issue C, pages 205-213, DOI: 10.1016/j.frl.2015.01.002.
• Amaya, Diego & Filbien, Jean-Yves, 2015, "The similarity of ECB’s communication," Finance Research Letters, Elsevier, volume 13, issue C, pages 234-242, DOI: 10.1016/j.frl.2014.12.006.
• Godek, Paul E., 2015, "A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles," Finance Research Letters, Elsevier, volume 13, issue C, pages 29-35, DOI: 10.1016/j.frl.2015.03.006.
• Brawn, Derek & Sevǐc, Aleksandar, 2015, "Net payout return: An alternative to the traditional returns approach based on dividends and share repurchases," Finance Research Letters, Elsevier, volume 13, issue C, pages 66-73, DOI: 10.1016/j.frl.2015.03.002.
• Neaime, Simon, 2015, "Are emerging MENA stock markets mean reverting? A Monte Carlo simulation," Finance Research Letters, Elsevier, volume 13, issue C, pages 74-80, DOI: 10.1016/j.frl.2015.03.001.
• Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei, 2015, "Revisiting the earnings–price effect: The importance of future earnings," Finance Research Letters, Elsevier, volume 13, issue C, pages 90-96, DOI: 10.1016/j.frl.2015.02.009.
• Bi, XiaoGang & Wang, Danni, 2015, "Role of single largest investors: Examples of mutual funds and acquisitions," Finance Research Letters, Elsevier, volume 14, issue C, pages 104-110, DOI: 10.1016/j.frl.2015.05.010.
• Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V., 2015, "The benefits of combining seasonal anomalies and technical trading rules," Finance Research Letters, Elsevier, volume 14, issue C, pages 36-44, DOI: 10.1016/j.frl.2015.06.001.
• Yılmaz, Mustafa Kemal & Erdem, Orhan & Eraslan, Veysel & Arık, Evren, 2015, "Technology upgrades in emerging equity markets: Effects on liquidity and trading activity," Finance Research Letters, Elsevier, volume 14, issue C, pages 87-92, DOI: 10.1016/j.frl.2015.05.012.
• Mazza, Paolo & Petitjean, Mikael, 2015, "How integrated is the European carbon derivatives market?," Finance Research Letters, Elsevier, volume 15, issue C, pages 18-30, DOI: 10.1016/j.frl.2015.07.005.
• Xu, Feng & Wan, Difang, 2015, "The impacts of institutional and individual investors on the price discovery in stock index futures market: Evidence from China," Finance Research Letters, Elsevier, volume 15, issue C, pages 221-231, DOI: 10.1016/j.frl.2015.10.002.
• Chang, Jung-Hsien & Hung, Mao-Wei & Tsai, Feng-Tse, 2015, "Credit contagion and competitive effects of bond rating downgrades along the supply chain," Finance Research Letters, Elsevier, volume 15, issue C, pages 232-238, DOI: 10.1016/j.frl.2015.10.006.
• Wen, Yi-Chieh & Lin, Philip T. & Li, Bin & Roca, Eduardo, 2015, "Stock return predictability in South Africa: The role of major developed markets," Finance Research Letters, Elsevier, volume 15, issue C, pages 257-265, DOI: 10.1016/j.frl.2015.10.014.
• Haga, Jesper, 2015, "Intermediate-term momentum and credit rating," Finance Research Letters, Elsevier, volume 15, issue C, pages 59-67, DOI: 10.1016/j.frl.2015.08.004.
• Luo, Xingguo & Ye, Zinan, 2015, "Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?," Finance Research Letters, Elsevier, volume 15, issue C, pages 68-77, DOI: 10.1016/j.frl.2015.08.005.
• Massa, Massimo & Simonov, Andrei & Stenkrona, Anders, 2015, "Style representation and portfolio choice," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 1-25, DOI: 10.1016/j.finmar.2015.02.001.
• Huh, Sahn-Wook & Lin, Hao & Mello, Antonio S., 2015, "Options market makers׳ hedging and informed trading: Theory and evidence," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 26-58, DOI: 10.1016/j.finmar.2015.01.001.
• Jacobs, Heiko & Weber, Martin, 2015, "On the determinants of pairs trading profitability," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 75-97, DOI: 10.1016/j.finmar.2014.12.001.
• Berkowitz, Jason P. & Depken, Craig A. & Gandar, John M., 2015, "Information and accuracy in pricing: Evidence from the NCAA men׳s basketball betting market," Journal of Financial Markets, Elsevier, volume 25, issue C, pages 16-32, DOI: 10.1016/j.finmar.2015.06.003.
• Bansal, Naresh & Connolly, Robert A. & Stivers, Chris, 2015, "Equity volatility as a determinant of future term-structure volatility," Journal of Financial Markets, Elsevier, volume 25, issue C, pages 33-51, DOI: 10.1016/j.finmar.2015.05.002.
• Chakrabarty, Bidisha & Pascual, Roberto & Shkilko, Andriy, 2015, "Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm," Journal of Financial Markets, Elsevier, volume 25, issue C, pages 52-79, DOI: 10.1016/j.finmar.2015.06.001.
• Paiardini, Paola, 2015, "Informed trading in parallel bond markets," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 103-121, DOI: 10.1016/j.finmar.2015.08.002.
• Gao, Pengjie & Hao, Jia & Kalcheva, Ivalina & Ma, Tongshu, 2015, "Short sales and the weekend effect—Evidence from a natural experiment," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 85-102, DOI: 10.1016/j.finmar.2015.06.005.
• Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2015, "Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 164-172, DOI: 10.1016/j.jfs.2014.07.003.
• Wu, Deming, 2015, "The effects of government capital and liquidity support programs on bank lending: Evidence from the syndicated corporate credit market," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 13-25, DOI: 10.1016/j.jfs.2015.09.002.
• Silva, Paulo Pereira da & Vieira, Carlos & Vieira, Isabel, 2015, "The determinants of CDS open interest dynamics," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 95-109, DOI: 10.1016/j.jfs.2015.09.003.
• Sayim, Mustafa & Rahman, Hamid, 2015, "An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market," Global Finance Journal, Elsevier, volume 26, issue C, pages 1-17, DOI: 10.1016/j.gfj.2015.01.001.
• Shachmurove, Yochanan & Vulanovic, Milos, 2015, "Specified purpose acquisition companies in shipping," Global Finance Journal, Elsevier, volume 26, issue C, pages 64-79, DOI: 10.1016/j.gfj.2015.01.005.
• Alhashel, Bader, 2015, "Does stealth trading coexist with high levels of insider trading? Evidence from Kuwait," Global Finance Journal, Elsevier, volume 27, issue C, pages 112-118, DOI: 10.1016/j.gfj.2015.04.007.
• Chiang, Thomas C. & Zheng, Dazhi, 2015, "Liquidity and stock returns: Evidence from international markets," Global Finance Journal, Elsevier, volume 27, issue C, pages 73-97, DOI: 10.1016/j.gfj.2015.04.005.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015, "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, volume 28, issue C, pages 95-110, DOI: 10.1016/j.gfj.2015.02.001.
• Yu Zhang & Xiaosong Zheng, 2015, "A Study Of The Investment Behavior Based On Behavioral Finance," European Journal of Business and Economics, Central Bohemia University, volume 10, issue 1, pages 5571:10-557, June, DOI: 10.12955/ejbe.v10i1.557.
• Hyeongwoo Kim & Deockhyun Ryu, 2015, "Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2015-08, Jun.
• İbrahim Bozkurt & Sezer Öksüz & Rıfat Karakuş, 2015, "The Impact of Financial Stataments’ Publications on Stock Returns: An Empirical Application on ISE," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 30, issue 103, pages 112-141, April, DOI: https://doi.org/10.33203/mfy.307954.
• Alex Edmans & Itay Goldstein & Wei Jiang, 2015, "Feedback Effects, Asymmetric Trading, and the Limits to Arbitrage," American Economic Review, American Economic Association, volume 105, issue 12, pages 3766-3797, December.
• Marco Ottaviani & Peter Norman Sørensen, 2015, "Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal," American Economic Review, American Economic Association, volume 105, issue 1, pages 1-34, January.
• Jordi Galí & Luca Gambetti, 2015, "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," American Economic Journal: Macroeconomics, American Economic Association, volume 7, issue 1, pages 233-257, January.
• Aurélien Baillon & Han Bleichrodt, 2015, "Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses," American Economic Journal: Microeconomics, American Economic Association, volume 7, issue 2, pages 77-100, May.
• Olivier Niyitegeka & Devi Datt Tewari, 2015, "Short And Long-Term Dynamics Of Herd Behaviour At The Johannesburg Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 17, issue 2, pages 84-102.
• Ye, Shiyu & Karali, Berna, , "The Informational Content of Inventory Announcements: Intraday Evidence from Crude Oil Futures Market," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205595, DOI: 10.22004/ag.econ.205595.
• Gutierrez, Luciano & Piras, Francesco & Olmeo, Maria Grazia, 2015, "Forecasting Wheat Commodity Prices using a Global Vector Autoregressive model," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 207264, Jun, DOI: 10.22004/ag.econ.207264.
• Ivkov, Milan & Blešić, Ivana & Popov Raljić, Jovanka & Ivkov Džigurski, Anđelija & Pivac, Tatjana & Jovanović, Tamara, 2015, "Visitors’ Motives For Attending A Hybrid Event: A Case Study Of Agricultural Fair," Economics of Agriculture, Institute of Agricultural Economics, volume 62, issue 01, pages 1-20, March, DOI: 10.22004/ag.econ.200509.
• Dolatabadi, Sepideh & ßrregaard Nielsen, Morten & Xu, Ke, 2015, "A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274653, Nov, DOI: 10.22004/ag.econ.274653.
• Nicoleta Mihaela FLOREA & Stelian SELISTEANU & Radu BUZIERNESCU, 2015, "Approaching Performance Audit in Public Institutions," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 17, pages 74-79, December.
• Petitjean, Mikael, 2015, "How integrated is the European carbon derivatives market?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015004, Jan.
• Teodor Hada & Emil Olteanu & Iulian Bogdan Dobra, 2015, "Analysis Of The Average Share Price Of Companies Listed On Bse Depending On The Profit And Exchange Segment. Different Techniques Of General Least Square And Computing Coefficient Covariance For Mean Price Equation Estimation," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 17, pages 1-7.
• Giovanni Ferri & Angelo Leogrande, 2015, "Was the Crisis due to a shift from stakeholder to shareholder finance? Surveying the debate," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 108, May.
• Robert A. Jarrow, 2015, "Asset Price Bubbles," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 201-218, December, DOI: 10.1146/annurev-financial-030215-03.
• Oliver Linton & Katja Smetanina, 2015, "Mean Ratio Statistic for measuring predictability," CeMMAP working papers, Institute for Fiscal Studies, number 08/15, Feb, DOI: 10.1920/wp.cem.2015.0815.
• Mihaela Brindusa Tudose & Valentina Diana Rusu, 2015, "Global Competitiveness Of The European Union Member States: Evolution And Perspectives," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 22.
• Ralph Sonenshine & Evan Kraft, 2015, "What Motivates Banks and Other Financial Services Firms to Merge? An Empirical Analysis of Economic and Institutional Factors," Review of Economics & Finance, Better Advances Press, Canada, volume 5, pages 66-82, August.
• Vladimir Tsenkov, 2015, "Crisis Influences between Developed and Developing Capital Markets – The Case of Central and Eastern European Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 71-107.
• Sharon Kozicki & Eric Santor & Lena Suchanek, 2015, "Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects," Staff Working Papers, Bank of Canada, number 15-21, DOI: 10.34989/swp-2015-21.
• Josef Schroth, 2015, "Managerial Compensation Duration and Stock Price Manipulation," Staff Working Papers, Bank of Canada, number 15-25, DOI: 10.34989/swp-2015-25.
• Verónica Balzarotti & Alejandra Anastasi, 2015, "Does Competition for Novice Borrowers Hurt Access to Finance? An Analysis in a Context of High Risk and Low Outreach," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201562, Jan.
• Eyup KADIOGLU & Guray KUCUKKOCAOGLU, 2015, "Intraday Return and Volatility Structures in Borsa Istanbul and the Impact of Opening and Closing Call Auction Sessions," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 9, issue 1, pages 103-126.
• Franco Panfili & Francesco Daini & Francesco Potente & Giuseppe Reale, 2015, "Gold as a safe haven asset? Empirical evidence from a comparison of different financial assets," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 277, Jun.
• Marcello Pericoli & Giovanni Veronese, 2015, "Forecaster heterogeneity, surprises and financial markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1020, Jul.
• Miguel Sarmiento & Jorge Cely & Carlos León, 2015, "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia, Banco de la Republica de Colombia, number 917, Nov, DOI: 10.32468/be.917.
• Ingo Fender & Ulf Lewrick, 2015, "Shifting tides - market liquidity and market-making in fixed income instruments," BIS Quarterly Review, Bank for International Settlements, March.
• Ron Bird & Paolo Pellizzari & Danny Yeung & David Gallagher, 2015, "Performance implications of active management of institutional mutual funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 55, issue 1, pages 1-27, March.
• Anders C. Johansson, 2015, "On the challenge to competitive authoritarianism and political patronage in Malaysia," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, volume 29, issue 2, pages 47-67, November.
• Pilar Abad & M. Dolores Robles, 2015, "The Risk–Return Binomial After Rating Changes," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 44, issue 2, pages 249-274, July.
• Christian Growitsch & Marcus Stronzik & Rabindra Nepal, 2015, "Price Convergence and Information Efficiency in German Natural Gas Markets," German Economic Review, Verein für Socialpolitik, volume 16, issue 1, pages 87-103, February.
• Wilfried Rickels & Dennis Görlich & Sonja Peterson, 2015, "Explaining European Emission Allowance Price Dynamics: Evidence from Phase II," German Economic Review, Verein für Socialpolitik, volume 16, issue 2, pages 181-202, May.
• Peter G. Dunne & Harald Hau & Michael J. Moore, 2015, "Dealer Intermediation Between Markets," Journal of the European Economic Association, European Economic Association, volume 13, issue 5, pages 770-804, October.
• Andrew J. Patton & Tarun Ramadorai & Michael Streatfield, 2015, "Change You Can Believe In? Hedge Fund Data Revisions," Journal of Finance, American Finance Association, volume 70, issue 3, pages 963-999, June.
• Andrew J. Patton & Tarun Ramadorai & Michael Streatfield, 2015, "Change You Can Believe In? Hedge Fund Data Revisions: Erratum," Journal of Finance, American Finance Association, volume 70, issue 4, pages 1862-1862, August.
• Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2015, "Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle," Journal of Finance, American Finance Association, volume 70, issue 5, pages 1903-1948, October.
• Giovanni Cespa & Xavier Vives, 2015, "The Beauty Contest and Short-Term Trading," Journal of Finance, American Finance Association, volume 70, issue 5, pages 2099-2154, October.
• Tomasz Piskorski & Amit Seru & James Witkin, 2015, "Asset Quality Misrepresentation by Financial Intermediaries: Evidence from the RMBS Market," Journal of Finance, American Finance Association, volume 70, issue 6, pages 2635-2678, December, DOI: 10.1111/jofi.12271.
• Martin Hoesli & Kustrim Reka, 2015, "Contagion Channels between Real Estate and Financial Markets," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 1, pages 101-138, March.
• OPREAN Camelia, 2015, "Theoretical And Methodological Proposals Regarding The Informational Efficiency Of Financial Markets," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 67, issue 6, pages 66-80, December.
• Sumit Agarwal & Artashes Karapetyan, 2015, "Salience of debt and homebuyers' credit decisions," Working Paper, Norges Bank, number 2015/21, Dec, revised 20 Nov 2016.
• Alexander Kurov & Alessio Sancetta & Georg H. Strasser & Marketa Halova Wolfe, 2015, "Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?," Boston College Working Papers in Economics, Boston College Department of Economics, number 881, Jun, revised 29 Jul 2015.
• Evangelos Benos & James Brugler & Erik Hjalmarsson & Filip Zikes, 2015, "Interactions among high-frequency traders," Bank of England working papers, Bank of England, number 523, Feb.
• James Brugler, 2015, "Into the light: dark pool trading and intraday market quality on the primary exchange," Bank of England working papers, Bank of England, number 545, Sep.
• Nicola Anderson & Lewis Webber & Joseph Noss & Daniel Beale & Liam Crowley-Reidy, 2015, "Financial Stability Paper 34: The resilience of financial market liquidity," Bank of England Financial Stability Papers, Bank of England, number 34, Oct.
• Emanuel Barnea & Yigal Menashe, 2015, "Banks Strategies and Credit Spreads as Leading Indicators for the Real Business Cycles Fluctuations," Bank of Israel Working Papers, Bank of Israel, number 2015.07, Oct.
• Tetsuo Kurosaki & Yusuke Kumano & Kota Okabe & Teppei Nagano, 2015, "Liquidity in JGB Markets: An Evaluation from Transaction Data," Bank of Japan Working Paper Series, Bank of Japan, number 15-E-2, May.
• Kim, Sei-Wan & Park, Jee-Won, 2015, "Is There Diversification Incentive in Foreign Equity Fund Investment?: Evidence from Korean Equity Fund Market (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 21, issue 1, pages 37-64, March.
• Jieun Lee, 2015, "The Effects of Monetary Policy Announcements on Stock Market Liquidity (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2015-6, Feb.
• Jaehun CHOI & Hosung LIM & Rogelio Jr. MERCADO & Cyn-Young PARK, 2015, "Price Discovery and Foreign Participation in Korea's Government Bond Cash and Futures Markets," Working Papers, Economic Research Institute, Bank of Korea, number 2015-8, Mar.
• Rahmi Erdem Aktug, 2015, "Empirical dynamics of emerging financial markets during the global mortgage crisis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 1, pages 17-36, March.
• Imlak Shaikh & Puja Padhi, 2015, "The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 1, pages 44-52, March.
• Nasif Ozkan & Mustafa Mesut Kayali, 2015, "The accrual anomaly: Evidence from Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 2, pages 115-125, June.
• Eyup Kadioðluu & Guray Kuçukkocaoglu & Saim Kilic, 2015, "Closing price manipulation in Borsa Istanbul and the impact of call auction sessions," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 3, pages 213-221, September.
• Growitsch Christian & Nepal Rabindra & Stronzik Marcus, 2015, "Price Convergence and Information Efficiency in German Natural Gas Markets," German Economic Review, De Gruyter, volume 16, issue 1, pages 87-103, February, DOI: 10.1111/geer.12034.
• Rickels Wilfried & Görlich Dennis & Peterson Sonja, 2015, "Explaining European Emission Allowance Price Dynamics: Evidence from Phase II," German Economic Review, De Gruyter, volume 16, issue 2, pages 181-202, May, DOI: 10.1111/geer.12045.
• Al-Ississ Mohamad, 2015, "The Cross-Border Impact of Political Violence," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 21, issue 2, pages 239-272, April, DOI: 10.1515/peps-2014-0046.
• Sarsour Shaker & Daoud Yousef, 2015, "The Efficiency of the Banking System in Occupied Palestinian Territory (OPT) 2000–2009," Review of Middle East Economics and Finance, De Gruyter, volume 11, issue 1, pages 55-77, April, DOI: 10.1515/rmeef-2014-0005.
• Richard Saito & Marco Tulio Clivati Padilha, 2015, "Por que as empresas fecham o capital no Brasil?," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 2, pages 200-250.
• Melquiades Pereira Lima & Vinicio de Souza Almeida, 2015, "Sell-side analysts make good predictions in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 3, pages 365-393.
• Antonio Zoratto Sanvicente, 2015, "The Price-Trading Volume Relationship in the Brazilian Stock Market, the Impact of Stock Lending and a Role for Technical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 4, pages 631-649.
• Andrea Pinna, 2015, "Price Formation of Pledgeable Securities," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS26, Jan.
• Fany Declerck & Laurence Lescourret, 2015, "Dark pools et trading haute fréquence : une évolution utile ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 113-126.
• Meredith A. Crowley & Ning Meng & Huasheng Song, 2015, "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1529, Sep.
• Volha Audzei, 2015, "Information Acquisition and Excessive Risk: Impact of Policy Rate and Market Volatility," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp536, Mar.
• Gabriela Kuvikova, 2015, "Loans for Better Living: The Role of Informal Collateral," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp541, May.
• Andreas Roider & Andrea Voskort, 2015, "Reputational Herding in Financial Markets: A Laboratory Experiment," CESifo Working Paper Series, CESifo, number 5162.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015, "Monetary Policy with Diverse Private Expectations," CESifo Working Paper Series, CESifo, number 5252.
• Gianluca Cafiso, 2015, "Treasury Auctions and Secondary Market Dynamics. An Analysis Based on the MTS Market for Italy," CESifo Working Paper Series, CESifo, number 5357.
• Qiubin Huang & Jakob de Haan & Bert Scholtens & Jakob de Haan, 2015, "Analyzing Systemic Risk in the Chinese Banking System," CESifo Working Paper Series, CESifo, number 5513.
• Silvia Miranda-Agrippino, 2015, "Unsurprising Shocks: Information, Premia, and the Monetary Transmission," Discussion Papers, Centre for Macroeconomics (CFM), number 1613, Jun, revised Apr 2016.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2015, "The Transmission of Monetary Policy Shocks," Discussion Papers, Centre for Macroeconomics (CFM), number 1711, Sep, revised Feb 2017.
• Crawford, Gregory S. & Pavanini, Nicola & Schivardi, Fabiano, 2015, "Asymmetric Information and Imperfect Competition in Lending Markets," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 227.
• Marina DRUZ & Alexander F. WAGNER & Alexander Richard J. ZECKHAUSER, 2015, "Tips and Tells from Managers: How Analysts and the Market Read Between the Lines of Conference Calls," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-02, Jan.
• Semyon MALAMUD, 2015, "Noisy Arrow-Debreu Equilibria," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-09, Feb.
• Jakub ROJCEK & Alexandre ZIEGLER, 2015, "High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-23, Jun, revised Jul 2015.