Research classified by Journal of Economic Literature (JEL) codes

2016

• 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.
• Alain Kabundi & Ntuthuko Tsokodibane, 2016, "Qualitative Guidance and Predictability of Monetary Policy in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 626, Aug.
• 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.
• Jakub Keller, 2016, "Day-of-the-week effect among the smallest enterprises listed on WSE," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 3, pages 92-102, February.
• Zbigniew Korzeb, 2016, "The influence of currency risk upon the market value of commercial banks operating in the Polish banking sector," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 4, pages 57-63, March.
• Pawe³ Fiedor & Artur Ho³da, 2016, "The Effects Of Bankruptcy On The Predictability Of Price Formation Processes On Warsaw’S Stock Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 1, pages 32-42, June.
• Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³, 2016, "Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 2, pages 23-35, October.
• Stephen Gray & Iman Harymawan & John Nowland, 2016, "Political and government connections on corporate boards in Australia: Good for business?," Australian Journal of Management, Australian School of Business, volume 41, issue 1, pages 3-26, February, DOI: 10.1177/0312896214535788.
• Daniel Chai & Binh Do, 2016, "Co-existence of short-term reversals and momentum in the Australian equity market," Australian Journal of Management, Australian School of Business, volume 41, issue 1, pages 55-76, February, DOI: 10.1177/0312896214535789.
• John Watson & James Delaney & Michael Dempsey & J. Wickramanayake, 2016, "Australian superannuation (pension) fund product ratings and performance: A guide for fund managers," Australian Journal of Management, Australian School of Business, volume 41, issue 2, pages 189-211, May, DOI: 10.1177/0312896214543478.
• Peter M Clarkson & Shams Pathan & Andrew Tellam, 2016, "Do private equity target firms exhibit less effectual governance structures?," Australian Journal of Management, Australian School of Business, volume 41, issue 2, pages 244-270, May, DOI: 10.1177/0312896214539817.
• Andrew Ainsworth & Kingsley YL Fong & David R Gallagher & Graham Partington, 2016, "Institutional trading around the ex-dividend day," Australian Journal of Management, Australian School of Business, volume 41, issue 2, pages 299-323, May, DOI: 10.1177/0312896214539967.
• Xi He & Mingsheng Li & Jing Shi & Garry Twite, 2016, "Why do firms pay stock dividends: Is it just a stock split?," Australian Journal of Management, Australian School of Business, volume 41, issue 3, pages 508-537, August, DOI: 10.1177/0312896214553858.
• Anna Loyeung & Zoltan Matolcsy & Joseph Weber & Peter Wells, 2016, "The cost of implementing new accounting standards: The case of IFRS adoption in Australia," Australian Journal of Management, Australian School of Business, volume 41, issue 4, pages 611-632, November, DOI: 10.1177/0312896216649015.
• Camillo Lento & Julie Cotter & Irene Tutticci, 2016, "Does the market price the nature and extent of earnings management for firms that beat their earnings benchmark?," Australian Journal of Management, Australian School of Business, volume 41, issue 4, pages 633-655, November, DOI: 10.1177/0312896216641600.
• Kinari, Yusuke, 2016, "Properties of expectation biases: Optimism and overconfidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 10, issue C, pages 32-49, DOI: 10.1016/j.jbef.2016.02.003.
• Dichtl, Hubert & Drobetz, Wolfgang & Kryzanowski, Lawrence, 2016, "Timing the stock market: Does it really make no sense?," Journal of Behavioral and Experimental Finance, Elsevier, volume 10, issue C, pages 88-104, DOI: 10.1016/j.jbef.2016.03.005.
• Lawal, Tolulola, 2016, "Clustering of annual general meetings and stock returns: UK evidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 11, issue C, pages 9-12, DOI: 10.1016/j.jbef.2016.05.001.
• Powell, Owen & Shestakova, Natalia, 2016, "Experimental asset markets: A survey of recent developments," Journal of Behavioral and Experimental Finance, Elsevier, volume 12, issue C, pages 14-22, DOI: 10.1016/j.jbef.2016.08.003.
• Grégoire, Philippe, 2016, "Unskilled traders, overconfidence and information acquisition," Journal of Behavioral and Experimental Finance, Elsevier, volume 9, issue C, pages 1-5, DOI: 10.1016/j.jbef.2015.08.002.
• Karim, Mohammad A. & Sarkar, Sayan, 2016, "Do stock splits signal undervaluation?," Journal of Behavioral and Experimental Finance, Elsevier, volume 9, issue C, pages 119-124, DOI: 10.1016/j.jbef.2016.01.004.
• Yang, Xiaolan & Zhu, Li, 2016, "Ambiguity vs risk: An experimental study of overconfidence, gender and trading activity," Journal of Behavioral and Experimental Finance, Elsevier, volume 9, issue C, pages 125-131, DOI: 10.1016/j.jbef.2016.01.003.
• Powell, Owen, 2016, "Numeraire independence and the measurement of mispricing in experimental asset markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 9, issue C, pages 56-62, DOI: 10.1016/j.jbef.2015.11.002.
• Yekini, Liafisu Sina & Wisniewski, Tomasz Piotr & Millo, Yuval, 2016, "Market reaction to the positiveness of annual report narratives," The British Accounting Review, Elsevier, volume 48, issue 4, pages 415-430, DOI: 10.1016/j.bar.2015.12.001.
• Ibikunle, Gbenga & Gregoriou, Andros & Hoepner, Andreas G.F. & Rhodes, Mark, 2016, "Liquidity and market efficiency in the world's largest carbon market," The British Accounting Review, Elsevier, volume 48, issue 4, pages 431-447, DOI: 10.1016/j.bar.2015.11.001.
• Sun, Ji & Ding, Li & Guo, Jie Michael & Li, Yichen, 2016, "Ownership, capital structure and financing decision: Evidence from the UK," The British Accounting Review, Elsevier, volume 48, issue 4, pages 448-463, DOI: 10.1016/j.bar.2015.04.001.
• Mak, Chun Yu, 2016, "Do market predictions affect its reaction to UK listed industrial firms' corporate refocusing announcements?," The British Accounting Review, Elsevier, volume 48, issue 4, pages 464-478, DOI: 10.1016/j.bar.2014.11.002.
• Todea, Alexandru, 2016, "Cross-correlations between volatility, volatility persistence and stock market integration: the case of emergent stock markets," Chaos, Solitons & Fractals, Elsevier, volume 87, issue C, pages 208-215, DOI: 10.1016/j.chaos.2016.04.006.
• Ahmad, Khurshid & Han, JingGuang & Hutson, Elaine & Kearney, Colm & Liu, Sha, 2016, "Media-expressed negative tone and firm-level stock returns," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 152-172, DOI: 10.1016/j.jcorpfin.2015.12.014.
• Yuan, Rongli & Sun, Jian & Cao, Feng, 2016, "Directors' and officers' liability insurance and stock price crash risk," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 173-192, DOI: 10.1016/j.jcorpfin.2015.12.015.
• Aktas, Nihat & Cousin, Jean-Gabriel & Ozdakak, Ali & Zhang, Junyao, 2016, "Industry IPOs, growth opportunities, and private target acquisitions," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 193-209, DOI: 10.1016/j.jcorpfin.2015.12.016.
• Krigman, Laurie & Jeffus, Wendy, 2016, "IPO pricing as a function of your investment banks' past mistakes: The case of Facebook," Journal of Corporate Finance, Elsevier, volume 38, issue C, pages 335-344, DOI: 10.1016/j.jcorpfin.2016.02.003.
• Chemmanur, Thomas J. & He, Shan, 2016, "Institutional trading, information production, and corporate spin-offs," Journal of Corporate Finance, Elsevier, volume 38, issue C, pages 54-76, DOI: 10.1016/j.jcorpfin.2016.03.009.
• Gider, Jasmin & Westheide, Christian, 2016, "Relative idiosyncratic volatility and the timing of corporate insider trading," Journal of Corporate Finance, Elsevier, volume 39, issue C, pages 312-334, DOI: 10.1016/j.jcorpfin.2016.04.008.
• Duca, Eric, 2016, "Do investors learn from the past? Evidence from follow-on equity issues," Journal of Corporate Finance, Elsevier, volume 39, issue C, pages 36-52, DOI: 10.1016/j.jcorpfin.2016.05.005.
• Gormus, N. Alper & Atinc, Guclu, 2016, "Volatile oil and the U.S. economy," Economic Analysis and Policy, Elsevier, volume 50, issue C, pages 62-73, DOI: 10.1016/j.eap.2016.02.001.
• El Ouadghiri, Imane & Uctum, Remzi, 2016, "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Economic Modelling, Elsevier, volume 54, issue C, pages 218-234, DOI: 10.1016/j.econmod.2015.12.025.
• Hsu, Chih-Hsiang, 2016, "Strategic noise trading of later-informed traders in a multi-market framework," Economic Modelling, Elsevier, volume 54, issue C, pages 235-243, DOI: 10.1016/j.econmod.2015.12.026.
• Zhang, Wei & Li, Xiao & Shen, Dehua & Teglio, Andrea, 2016, "R2 and idiosyncratic volatility: Which captures the firm-specific return variation?," Economic Modelling, Elsevier, volume 55, issue C, pages 298-304, DOI: 10.1016/j.econmod.2016.02.025.
• Feng, Xunan & Chan, Kam C., 2016, "Information advantage, short sales, and stock returns: Evidence from short selling reform in China," Economic Modelling, Elsevier, volume 59, issue C, pages 131-142, DOI: 10.1016/j.econmod.2016.07.007.
• Soumaré, Issouf & Lai, Van Son, 2016, "An analysis of government loan guarantees and direct investment through public-private partnerships," Economic Modelling, Elsevier, volume 59, issue C, pages 508-519, DOI: 10.1016/j.econmod.2016.08.012.
• Lin, William T. & Tsai, Shih-Chuan & Chiu, Peter, 2016, "Do foreign institutions outperform in the Taiwan options market?," The North American Journal of Economics and Finance, Elsevier, volume 35, issue C, pages 101-115, DOI: 10.1016/j.najef.2015.10.005.
• Lim, Kian-Ping & Hooy, Chee-Wooi & Chang, Kwok-Boon & Brooks, Robert, 2016, "Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity," The North American Journal of Economics and Finance, Elsevier, volume 36, issue C, pages 1-28, DOI: 10.1016/j.najef.2015.11.003.
• Al-Shboul, Mohammad & Anwar, Sajid, 2016, "Fractional integration in daily stock market indices at Jordan's Amman stock exchange," The North American Journal of Economics and Finance, Elsevier, volume 37, issue C, pages 16-37, DOI: 10.1016/j.najef.2016.03.005.
• Rosa, Carlo, 2016, "Walking on thin ice: Market quality around FOMC announcements," Economics Letters, Elsevier, volume 138, issue C, pages 5-8, DOI: 10.1016/j.econlet.2015.10.029.
• Wu, Jilin, 2016, "A test for changing trends with monotonic power," Economics Letters, Elsevier, volume 141, issue C, pages 15-19, DOI: 10.1016/j.econlet.2016.01.006.
• Choi, Sujung, 2016, "Herding among local individual investors: Evidence from online and offline trading," Economics Letters, Elsevier, volume 144, issue C, pages 4-6, DOI: 10.1016/j.econlet.2016.04.030.
• Wu, Jilin, 2016, "Detecting structural changes under nonstationary volatility," Economics Letters, Elsevier, volume 146, issue C, pages 151-154, DOI: 10.1016/j.econlet.2016.07.039.
• Owlett, Robert H. & Yu, Fan, 2016, "A re-examination of rating shopping and catering using post-crisis data on CDOs," Economics Letters, Elsevier, volume 147, issue C, pages 164-167, DOI: 10.1016/j.econlet.2016.08.031.
• Zhou, Deqing, 2016, "Public disclosure, information leakage, and strategic trading," Economics Letters, Elsevier, volume 147, issue C, pages 46-50, DOI: 10.1016/j.econlet.2016.08.007.
• Urquhart, Andrew, 2016, "The inefficiency of Bitcoin," Economics Letters, Elsevier, volume 148, issue C, pages 80-82, DOI: 10.1016/j.econlet.2016.09.019.
• Ruan, Xinfeng & Zhang, Jin E., 2016, "Investor attention and market microstructure," Economics Letters, Elsevier, volume 149, issue C, pages 125-130, DOI: 10.1016/j.econlet.2016.10.032.
• Sung, Ming-Chien & Johnson, Johnnie E.V. & McDonald, David C.J., 2016, "Informed trading, market efficiency and volatility," Economics Letters, Elsevier, volume 149, issue C, pages 56-59, DOI: 10.1016/j.econlet.2016.10.015.
• Ormos, Mihály & Timotity, Dusan, 2016, "Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring," Economic Systems, Elsevier, volume 40, issue 3, pages 345-354, DOI: 10.1016/j.ecosys.2015.09.008.
• Huang, Alex YiHou, 2016, "Impacts of implied volatility on stock price realized jumps," Economic Systems, Elsevier, volume 40, issue 4, pages 622-630, DOI: 10.1016/j.ecosys.2016.02.007.
• Chauhan, Yogesh & Dey, Dipanjan Kumar & Jha, Rajneesh Ranjan, 2016, "Board structure, controlling ownership, and business groups: Evidence from India," Emerging Markets Review, Elsevier, volume 27, issue C, pages 63-83, DOI: 10.1016/j.ememar.2016.03.003.
• Ma, Liangbo & Ma, Shiguang & Tian, Gary, 2016, "Family control, accounting misstatements, and market reactions to restatements: Evidence from China," Emerging Markets Review, Elsevier, volume 28, issue C, pages 1-27, DOI: 10.1016/j.ememar.2016.06.001.
• Mnasri, Ayman & Nechi, Salem, 2016, "Impact of terrorist attacks on stock market volatility in emerging markets," Emerging Markets Review, Elsevier, volume 28, issue C, pages 184-202, DOI: 10.1016/j.ememar.2016.08.002.
• Lepori, Gabriele M., 2016, "Air pollution and stock returns: Evidence from a natural experiment," Journal of Empirical Finance, Elsevier, volume 35, issue C, pages 25-42, DOI: 10.1016/j.jempfin.2015.10.008.
• Tu, Anthony H. & Hsieh, Wen-Liang G. & Wu, Wei-Shao, 2016, "Market uncertainty, expected volatility and the mispricing of S&P 500 index futures," Journal of Empirical Finance, Elsevier, volume 35, issue C, pages 78-98, DOI: 10.1016/j.jempfin.2015.10.006.
• Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2016, "Is there a bubble in the art market?," Journal of Empirical Finance, Elsevier, volume 35, issue C, pages 99-109, DOI: 10.1016/j.jempfin.2015.10.010.
• Shi, Yanlin & Liu, Wai-Man & Ho, Kin-Yip, 2016, "Public news arrival and the idiosyncratic volatility puzzle," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 159-172, DOI: 10.1016/j.jempfin.2016.03.001.
• Perego, Erica R. & Vermeulen, Wessel N., 2016, "Macro-economic determinants of European stock and government bond correlations: A tale of two regions," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 214-232, DOI: 10.1016/j.jempfin.2016.04.002.
• Kaul, Aditya & Mehrotra, Vikas & Stefanescu, Carmen, 2016, "Location and excess comovement," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 293-308, DOI: 10.1016/j.jempfin.2015.12.003.
• Smales, Lee A., 2016, "News sentiment and bank credit risk," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 37-61, DOI: 10.1016/j.jempfin.2016.05.002.
• Kräussl, Roman & Lehnert, Thorsten & Senulytė, Sigita, 2016, "Euro crash risk," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 417-428, DOI: 10.1016/j.jempfin.2016.01.007.
• Duyvesteyn, Johan & Martens, Martin & Verwijmeren, Patrick, 2016, "Political risk and expected government bond returns," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 498-512, DOI: 10.1016/j.jempfin.2016.01.016.
• Qadan, Mahmoud & Kliger, Doron, 2016, "The short trading day anomaly," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 62-80, DOI: 10.1016/j.jempfin.2016.05.007.
• Stratmann, Thomas & Welborn, John W., 2016, "Informed short selling, fails-to-deliver, and abnormal returns," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 81-102, DOI: 10.1016/j.jempfin.2016.05.006.
• Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert, 2016, "Tests for explosive financial bubbles in the presence of non-stationary volatility," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 548-574, DOI: 10.1016/j.jempfin.2015.09.002.
• Dolatabadi, Sepideh & Nielsen, Morten Ørregaard & Xu, Ke, 2016, "A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 623-639, DOI: 10.1016/j.jempfin.2015.11.005.
• Linton, Oliver & Smetanina, Ekaterina, 2016, "Testing the martingale hypothesis for gross returns," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 664-689, DOI: 10.1016/j.jempfin.2016.02.010.
• Aldrich, Eric M. & Heckenbach, Indra & Laughlin, Gregory, 2016, "A compound duration model for high-frequency asset returns," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 105-128, DOI: 10.1016/j.jempfin.2016.10.003.
• Kim, Dongcheol & Na, Haejung, 2016, "The forecast dispersion anomaly revisited: Time-series forecast dispersion and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 37-53, DOI: 10.1016/j.jempfin.2016.09.003.
• Macias, Antonio J. & Moeller, Thomas, 2016, "Target signaling with material adverse change clauses in merger agreements," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 69-92, DOI: 10.1016/j.jempfin.2016.09.002.
• Jory, Surendranath R. & Ngo, Thanh N. & Wang, Daphne, 2016, "Credit ratings and the premiums paid in mergers and acquisitions," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 93-104, DOI: 10.1016/j.jempfin.2016.09.004.
• Gu, Rongbao & Zhang, Bing, 2016, "Is efficiency of crude oil market affected by multifractality? Evidence from the WTI crude oil market," Energy Economics, Elsevier, volume 53, issue C, pages 151-158, DOI: 10.1016/j.eneco.2014.10.014.
• Rannou, Yves & Barneto, Pascal, 2016, "Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets," Energy Economics, Elsevier, volume 53, issue C, pages 159-174, DOI: 10.1016/j.eneco.2014.10.010.
• Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay & Wang, Tianyang, 2016, "An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments," Energy Economics, Elsevier, volume 54, issue C, pages 213-223, DOI: 10.1016/j.eneco.2015.12.005.
• Lazarczyk, Ewa, 2016, "Market-specific news and its impact on forward premia on electricity markets," Energy Economics, Elsevier, volume 54, issue C, pages 326-336, DOI: 10.1016/j.eneco.2015.12.015.
• Berk, Istemi & Rauch, Jannes, 2016, "Regulatory interventions in the US oil and gas sector: How do the stock markets perceive the CFTC's announcements during the 2008 financial crisis?," Energy Economics, Elsevier, volume 54, issue C, pages 337-348, DOI: 10.1016/j.eneco.2016.01.003.
• Ye, Shiyu & Karali, Berna, 2016, "The informational content of inventory announcements: Intraday evidence from crude oil futures market," Energy Economics, Elsevier, volume 59, issue C, pages 349-364, DOI: 10.1016/j.eneco.2016.08.011.
• Ferguson, Andrew & Lam, Peter, 2016, "Government policy uncertainty and stock prices: The case of Australia's uranium industry," Energy Economics, Elsevier, volume 60, issue C, pages 97-111, DOI: 10.1016/j.eneco.2016.08.026.
• Deeney, Peter & Cummins, Mark & Dowling, Michael & Smeaton, Alan F., 2016, "Influences from the European Parliament on EU emissions prices," Energy Policy, Elsevier, volume 88, issue C, pages 561-572, DOI: 10.1016/j.enpol.2015.06.026.
• Loutia, Amine & Mellios, Constantin & Andriosopoulos, Kostas, 2016, "Do OPEC announcements influence oil prices?," Energy Policy, Elsevier, volume 90, issue C, pages 262-272, DOI: 10.1016/j.enpol.2015.11.025.
• Reckling, Dennis, 2016, "Variance risk premia in CO2 markets: A political perspective," Energy Policy, Elsevier, volume 94, issue C, pages 345-354, DOI: 10.1016/j.enpol.2016.04.024.
• Low, Rand Kwong Yew & Yao, Yiran & Faff, Robert, 2016, "Diamonds vs. precious metals: What shines brightest in your investment portfolio?," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 1-14, DOI: 10.1016/j.irfa.2015.11.002.
• Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016, "The Christmas effect—Special dividend announcements," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 15-30, DOI: 10.1016/j.irfa.2015.10.004.
• Hong, KiHoon & Wu, Eliza, 2016, "The roles of past returns and firm fundamentals in driving US stock price movements," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 62-75, DOI: 10.1016/j.irfa.2015.11.003.
• Chen, Jun & Kadapakkam, Palani-Rajan & Yang, Ting, 2016, "Short selling, margin trading, and the incorporation of new information into prices," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 1-17, DOI: 10.1016/j.irfa.2016.01.002.
• Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016, "Another January effect—Evidence from stock split announcements," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 123-138, DOI: 10.1016/j.irfa.2016.01.007.
• Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2016, "A review of behavioural and management effects in mutual fund performance," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 162-176, DOI: 10.1016/j.irfa.2016.01.016.
• Patel, Vinay & Michayluk, David, 2016, "Return predictability following different drivers of large price changes," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 202-214, DOI: 10.1016/j.irfa.2016.03.004.
• Gupta, Rakesh & Yuan, Tian & Roca, Eduardo, 2016, "Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 230-239, DOI: 10.1016/j.irfa.2016.04.004.
• Polimenis, Vassilis & Neokosmidis, Ioannis M., 2016, "The modified dividend–price ratio," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 31-38, DOI: 10.1016/j.irfa.2016.01.019.
• Li, Hui & Liu, Hong & Siganos, Antonios, 2016, "A comparison of the stock market reactions of convertible bond offerings between financial and non-financial institutions: Do they differ?," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 356-366, DOI: 10.1016/j.irfa.2014.06.004.
• Malafronte, Irma & Porzio, Claudio & Starita, Maria Grazia, 2016, "The nature and determinants of disclosure practices in the insurance industry: Evidence from European insurers," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 367-382, DOI: 10.1016/j.irfa.2015.02.003.
• Lee, Bong-Soo & Ko, Kwangsoo, 2016, "Are Japanese margin buyers informed?," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 47-53, DOI: 10.1016/j.irfa.2016.02.010.
• Feng, Xunan & Hu, Na & Johansson, Anders C., 2016, "Ownership, analyst coverage, and stock synchronicity in China," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 79-96, DOI: 10.1016/j.irfa.2016.02.002.
• Podolski, Edward J. & Truong, Cameron & Veeraraghavan, Madhu, 2016, "Cash holdings and bond returns around takeovers," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 1-11, DOI: 10.1016/j.irfa.2016.04.002.
• Lambe, Brendan J., 2016, "An unreliable canary: Insider trading, the cash flow hypothesis and the financial crisis," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 151-158, DOI: 10.1016/j.irfa.2016.05.005.
• Liebmann, Michael & Orlov, Alexei G. & Neumann, Dirk, 2016, "The tone of financial news and the perceptions of stock and CDS traders," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 159-175, DOI: 10.1016/j.irfa.2016.05.001.
• Tolikas, Konstantinos, 2016, "The relative informational efficiency of corporate retail bonds: Evidence from the London Stock Exchange," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 191-201, DOI: 10.1016/j.irfa.2016.05.003.
• Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle, 2016, "Is idiosyncratic volatility priced in commodity futures markets?," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 219-226, DOI: 10.1016/j.irfa.2016.06.002.
• Hassan, Omaima A.G. & Skinner, Frank S., 2016, "Analyst coverage: Does the listing location really matter?," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 227-236, DOI: 10.1016/j.irfa.2016.05.008.
• McCredie, Bronwyn & Docherty, Paul & Easton, Steve & Uylangco, Katherine, 2016, "The channels of monetary policy triggered by central bank actions and statements in the Australian equity market," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 46-61, DOI: 10.1016/j.irfa.2016.04.008.
• Wisniewski, Tomasz Piotr, 2016, "Is there a link between politics and stock returns? A literature survey," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 15-23, DOI: 10.1016/j.irfa.2016.06.015.
• Manahov, Viktor, 2016, "A note on the relationship between high-frequency trading and latency arbitrage," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 281-296, DOI: 10.1016/j.irfa.2016.06.014.
• Gündüz, Güngör & Gündüz, Yalin, 2016, "A thermodynamical view on asset pricing," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 310-327, DOI: 10.1016/j.irfa.2016.01.013.
• Sensoy, Ahmet & Tabak, Benjamin M., 2016, "Dynamic efficiency of stock markets and exchange rates," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 353-371, DOI: 10.1016/j.irfa.2016.06.001.
• Urquhart, Andrew & McGroarty, Frank, 2016, "Are stock markets really efficient? Evidence of the adaptive market hypothesis," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 39-49, DOI: 10.1016/j.irfa.2016.06.011.
• Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I., 2016, "Herd behavior and equity market liquidity: Evidence from major markets," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 140-149, DOI: 10.1016/j.irfa.2016.09.013.
• Simlai, Prodosh E., 2016, "Time-varying risk, mispricing attributes, and the accrual premium," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 150-161, DOI: 10.1016/j.irfa.2016.09.014.
• Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016, "A macro-analysis of financial decisions: An examination of special dividend announcements," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 162-181, DOI: 10.1016/j.irfa.2016.09.015.
• Tabner, Isaac T., 2016, "Buying versus renting – Determinants of the net present value of home ownership for individual households," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 233-246, DOI: 10.1016/j.irfa.2016.10.004.
• Li, Lingxiang, 2016, "New findings on repurchase anomaly — The first-month effect," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 331-349, DOI: 10.1016/j.irfa.2015.05.023.
• Andriosopoulos, Dimitris & Yang, Shuai & Li, Wei-an, 2016, "The market valuation of M&A announcements in the United Kingdom," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 350-366, DOI: 10.1016/j.irfa.2015.05.022.
• Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I., 2016, "Bond market investor herding: Evidence from the European financial crisis," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 367-375, DOI: 10.1016/j.irfa.2015.01.001.
• Smimou, K. & Khallouli, W., 2016, "On the intensity of liquidity spillovers in the Eurozone," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 388-405, DOI: 10.1016/j.irfa.2015.03.009.
• Chen, An-Sing & Yang, Wayne, 2016, "Echo effects and the returns from 52-week high strategies," Finance Research Letters, Elsevier, volume 16, issue C, pages 38-46, DOI: 10.1016/j.frl.2015.10.015.
• Demirtas, Gul & Simsir, Serif Aziz, 2016, "The effect of CEO departure on target firms’ post-takeover performance: Evidence from not-delisting target firms," Finance Research Letters, Elsevier, volume 16, issue C, pages 55-65, DOI: 10.1016/j.frl.2015.10.012.