Research classified by Journal of Economic Literature (JEL) codes

2015

• 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.
• Rajna GIBSON BRANDON & Christopher HEMMENS & Mathieu TRÉPANIER, 2015, "Does Market Irrationality in the Media Affect Stock Returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-25, Jul.
• Johannes Muhle-Karbe & Kevin Webster, 2015, "Information and Inventories in High-Frequency Trading," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-35, Sep.
• Eric JONDEAU & Qunzi ZHANG, 2015, "Average Skewness Matters!," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-47, Nov.
• Carlo Sala & Giovanni Barone-Adesi, 2015, "Conditioning the Information in Portfolio Optimization," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-50, Oct, revised Apr 2016.
• Marco LISSANDRIN & Donnacha DALY & Didier SORNETTE, 2015, "Statistical Testing of DeMark Technical Indicators on Commodity Futures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-56, Nov.
• Brice Corgnet & Mark DeSantis & David Porter, 2015, "Revisiting Information Aggregation in Asset Markets: Reflective Learning & Market Efficiency," Working Papers, Chapman University, Economic Science Institute, number 15-15.
• Vince Bourke & David Porter, 2015, "The Effects of Make and Take Fees in Experimental Markets," Working Papers, Chapman University, Economic Science Institute, number 15-19.
• Dante Amengual & Enrique Sentana, 2015, "Is a Normal Copula the Right Copula?," Working Papers, CEMFI, number wp2015_1504, Aug.
• Dumitru-Cristian OANEA & Ștefan-Bogdan VASILESCU, 2015, "Impact Of Fsa Decision No. 23 From 5th February, 2014: Event Study Approach," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 6, pages 109-116, December.
• Diana MURESAN, 2015, "The Mishkin Test: An Analysis Of Model Extensions," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 7, pages 393-400, April.
• P. Gottardo & M. Murgia & A. Pinna & L. Bosetti, 2015, "The Impact of Large Orders in Electronic Markets," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201510.
• A. Pinna, 2015, "Price Formation of Pledgeable Securities," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201511.
• Miguel Sarmiento & Jorge Cely & Carlos Le�n, 2015, "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia, Banco de la Republica, number 14080, Nov.
• Lina M. Cortés & John J. Garc�a & David Agudelo, 2015, "Effects of Mergers and Acquisitions on Shareholder Wealth: Event Study for Latin American Airlines," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 12453, Jan.
• Diego A. Agudelo & James E. Byder & Paula Yepes, 2015, "Who knows better in an Emerging Market? Performance of Institutions, Foreigners and Individuals," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14255, Dec.
• Katherine Julieth Sierra Suárez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z, 2015, "Predictibilidad de los retornos en el mercado de Colombia e hipótesis de mercado adaptativo," Estudios Gerenciales, Universidad Icesi, volume 31, issue 137, pages 411-418.
• Katherine Julieth Sierra Suárez & Juan Benjami?n Duarte Duarte & Victor Alfonso Rueda Orti?z, 2015, "Predictibilidad de los retornos en el mercado de Colombia e hipótesis de mercado adaptativo," Estudios Gerenciales, Universidad Icesi, volume 31, issue 137, pages 411-418.
• Julio C. Alonso & Andr�s M. Arcila & Sebasti�n Montenegro, 2015, "¿Estabiliza el FEPA los precios locales del azúcar?," Estudios Gerenciales, Universidad Icesi, issue 04.
• Emilio Rojas & Werner Kristjanpoller, 2015, "Relación precio-volumen mediante análisis de causalidad y efecto día de semana en los mercados accionarios latinoamericanos," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 83, pages 9-31.
• Eduardo Fajnzylber & Gonzalo Reyes, 2015, "Knowledge, Information, and Retirement Saving Decisions: Evidence from a Large-Scale Intervention in Chile," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 83-117.
• Gabriel Moreno, 2015, "Leverage, Risk and Regulatory Capital in Latin American Banks," Coyuntura Económica, Fedesarrollo, volume 45, issue 1, pages 91-130.
• Andrés A. Acuna & Cristi�n F. Pinto, 2015, "Efectos de las decisiones de política del Banco Central sobre los retornos de la Bolsa de Comercio en Chile," Revista Ecos de Economía, Universidad EAFIT, volume 19, issue 40, pages 48-65.
• Andrés Mauricio Gómez Sánchez & Jos� Gabriel Astaiza G�mez, 2015, "Ex-post Equity Risk Premiums and Economic Cycles in Colombia: An Empirical Research Using Kalman and Hodrick-Prescott Filters," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 7, issue 1, pages 109-129.
• Juan Benjamín Duarte Duarte & Katherine Julieth Sierra Su�rez & V�ctor Alfonso Rueda Ortiz, 2015, "Análisis comparativo de eficiencia entre Brasil, México y Estados Unidos," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 7, issue 2, pages 341-357.
• Julio C. Alonso & AndrÔøΩs M. Arcila & SebastiÔøΩn Montenegro, 2015, "¬øEstabiliza el FEPA los precios locales del az√∫car?," Icesi Economics Working Papers, Universidad Icesi, number 14581, Jun.
• Paolo MAZZA & Mikael PETITJEAN, 2015, "How integrated is the European carbon derivatives market?," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2777, Jan.
• Agnieszka Kapecka, 2015, "Comparative analysis of mature and emerging markets\' stock market indices using Hurst exponents," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 46, issue 1, pages 59-75.
• Jadwiga Glanc & Piotr Osiewacz, 2015, "The second-generation informational problem in the financial markets," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 14, issue 3, pages 341-350, September, DOI: 10.12775/EiP.2015.022.
• Zeckhauser, Richard & Wagner, Alexander F. & Druz, Marina, 2015, "Reading Managerial Tone: How Analysts and the Market Respond to Conference Calls," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10364, Jan.
• Gromb, Denis & Vayanos, Dimitri, 2015, "The Dynamics of Financially Constrained Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10436, Feb.
• Massa, Massimo & Schmidt, Daniel, 2015, "Insider Trading in the Bond Market: Evidence from Loan Sale Events," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10446, Mar.
• Ellul, Andrew & Lundblad, Christian T & Wang, Yihui & Jotikasthira, Chotibhak, 2015, "Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10450, Mar.
• Schivardi, Fabiano & Crawford, Gregory & Pavanini, Nicola, 2015, "Asymmetric Information and Imperfect Competition in Lending Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10473, Mar.
• Gehrig, Thomas & Fohlin, Caroline & Haas, Marlene, 2015, "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10497, Mar.
• Massa, Massimo & von Beschwitz, Bastian & Keim, Donald B, 2015, "First to ?Read? the News: News Analytics and Institutional Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10534, Apr.
• Massa, Massimo & von Beschwitz, Bastian, 2015, "Biased Shorts: Stock Market Implications of Short Sellers? Disposition Effect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10535, Apr.
• , & Streb, Jochen, 2015, "The Berlin Stock Exchange in Imperial Germany ? a Market for New Technology?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10558, Apr.
• Weber, Martin & Jacobs, Heiko & Regele, Tobias, 2015, "Expected Skewness and Momentum," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10601, May.
• Vayanos, Dimitri & Rabin, Matthew & Eyster, Erik, 2015, "Financial Markets where Traders Neglect the Informational Content of Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10629, May.
• Huizinga, Harry & Ioannidou, Vasso & Horváth, Bálint, 2015, "Determinants and Valuation Effects of the Home Bias in European Banks' Sovereign Debt Portfolios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10661, Jun.
• Wagner, Wolf & Stenzel, André, 2015, "Opacity and Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10665, Jun.
• Svensson, Lars E.O., 2015, "Forward Guidance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10669, Jun.
• Babus, Ana & Hu, Tai-Wei, 2015, "Endogenous Intermediation in Over-the-Counter Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10708, Jul.
• Sentana, Enrique & Amengual, Dante, 2015, "Is a normal copula the right copula?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10809, Sep.
• Sraer, David & Kaniel, Ron & Barrot, Jean-Noël, 2015, "Are retail traders compensated for providing liquidity?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10820, Sep.
• Nimark, Kristoffer P & Barillas, Francisco, 2015, "Speculation and the Bond Market: An Empirical No-arbitrage Framework," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10892, Oct.
• Kaniel, Ron & Parham, Robert, 2015, "WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10923, Nov.
• Breinlich, Holger, 2015, "The Effect of Trade Liberalization on Firm-Level Profits: An Event-Study Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11011, Dec.
• Pedersen, Lasse Heje & Vestergaard Jensen, Mads, 2015, "Early Option Exercise: Never Say Never," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11019, Dec.
• Hervé Alexandre & François Guillemin & Catherine Refait-Alexandre, 2015, "Disclosure, banks CDS spreads and the European sovereign crisis," Working Papers, CRESE, number 2015-10, Sep.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015, "Monetary Policy with Diverse Private Expectations," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def022, Jan.
• Galán, Jorge & Ramos, Sofía B. & Veiga, Helena, 2015, "An analysis of the dynamics of efficiency of mutual funds," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws1517, Jul.
• Ting Luo & Zhiguo Xiao, 2015, "Selective Disclosure Associated with Institutional Investors: Evidence Based on Chinese Stock Market," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 515-542, November.
• Dimitrios I. Vortelinos, 2015, "The Effect of Macro News on Volatility and Jumps," Annals of Economics and Finance, Society for AEF, volume 16, issue 2, pages 425-447, November.
• Alper Veli AM, 2015, "The Effects of Sporting Success on Stock Returns: An Application in Istanbul Stock Exchange," Journal of Economics Library, EconSciences Journals, volume 2, issue 3, pages 147-154, September.
• Joanne GUO, 2015, "Quantitative Easingand U.S. Financial Asset Returns," Journal of Economics Bibliography, EconSciences Journals, volume 2, issue 3, pages 76-105, September.
• William Fuchs & Aniko Ory & Andrzej Skrzypacz, 2015, "Transparency and Distressed Sales under Asymmetric Information," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1986, Feb.
• Jesper Rudiger & Adrien Vigier, 2015, "Pundits and Quacks," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1997, Mar.
• Leung, H. & Ton, T., 2015, "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 85516, Jun.
• Nicolas Boitout & Fabrice Hervé & Mohamed Zouaoui, 2015, "Médias et sentiment sur les marchés actions européens - Impact of sentiment media on European stock markets," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1150101, Jan.
• Imane El Ouadghiri & Remzi Uctum, 2015, "Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-14.
• Imane El Ouadghiri, 2015, "Heterogeneity in Macroeconomic News Expectations: A disaggregate level analysis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-17.
• Lauren Stagnol, 2015, "Designing a corporate bond index on solvency criteria," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-39.
• Dooruj Rambaccussing, 2015, "Revisiting Shiller’s excess volatility hypothesis," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 287, Feb.
• Kutluk KaÄŸan SÃœMER, 2015, "Effectiveness of technical analysis indicators over stock return: A Panel Data Approach," Eurasian Eononometrics, Statistics and Emprical Economics Journal, Eurasian Academy Of Sciences, volume 1, issue 1, pages 43-56, February, DOI: 10.17740/eas.stat.2015.V1-04.
• Martin , Thorsten & Sonnenburg , Florian, 2015, "Managerial Ownership Changes and Mutual Fund Performance," HEC Research Papers Series, HEC Paris, number 1102, Aug.
• Foucault , Thierry & Dessaint , Olivier & Frésard, Laurent & Matray, Adrien, 2015, "Ripple Effects of Noise on Corporate Investment," HEC Research Papers Series, HEC Paris, number 1127, Dec.
• Jean-Edouard Colliard & Peter Hoffmann, 2015, "The impact of financial transaction taxes: new evidence," Research Bulletin, European Central Bank, volume 22, pages 17-20.
• Jokivuolle, Esa & Tölö, Eero & Virén, Matti, 2015, "Do banks’ overnight borrowing rates lead their CDS Price? Evidence from the Eurosystem," Working Paper Series, European Central Bank, number 1809, Jun.
• Motto, Roberto & Altavilla, Carlo & Carboni, Giacomo, 2015, "Asset purchase programmes and financial markets: lessons from the euro area," Working Paper Series, European Central Bank, number 1864, Nov.
• Druz, Marina & Wagner, Alexander F. & Zeckhauser, Richard J., 2015, "Reading Managerial Tone: How Analysts and the Market Respond to Conference Calls," Working Paper Series, Harvard University, John F. Kennedy School of Government, number 16-004, Jan.
• Druz, Marina & Wagner, Alexander F. & Zeckhauser, Richard, 2015, "Tips and Tells from Managers: How Analysts and the Market Read between the Lines of Conference Calls," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp15-006, Feb.
• Birru, Justin, 2015, "Psychological Barriers, Expectational Errors, and Underreaction to News," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2014-03, Jan.
• Hou, Kewei & Zhang, Yinglei & Zhuang, Zili, 2015, "Understanding the Variation in the Information Content of Earnings: A Return Decomposition Analysis," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-01, Jan.
• Chen, Jia & Hou, Kewei & Stulz, Rene M., 2015, "Are Firms in 'Boring' Industries Worth Less?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-02, Jan.
• Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Consonni, Francesco & Buti, Sabrina, 2015, "Tick Size: Theory and Evidence," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-04, Mar.
• Hou, Kewei & Xue, Chen & Zhang, Lu, 2015, "A Comparison of New Factor Models," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-05, Jan.
• Birru, Justin & Wang, Baolian, 2015, "The Nominal Price Premium," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-15, Oct.
• Zhang, Lu, 2015, "The Investment CAPM," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-19, Dec.
• Israeli, Doron & Lee, Charles M. C. & Sridharan, Suhas A., 2015, "Is There a Dark Side to Exchange Traded Funds (ETFs)? An Information Perspective," Research Papers, Stanford University, Graduate School of Business, number 3322, Jul.
• Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M., 2015, "Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-07, Jun.
• Li, Jian & Li, Chongguang & Chavas, Jean-Paul, 2015, "Food Price Bubbles and Government Intervention: Is China Different?," Staff Paper Series, University of Wisconsin, Agricultural and Applied Economics, number 579, Jun.
• Serhan Cevik & Joshua Charap, 2015, "The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 1, pages 111-124.
• Fethi Belhaj & Ezzeddine Abaoub, 2015, "A Generalized Autoregressive Conditional Heteroskedasticity Examination of the Relationship between Trading Volume and Conditional Volatility in the Tunisian Stock Market: Evidence for the Information Flow Paradigm," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 354-364.
• Cuneyt Dumrul & Yasemin Dumrul, 2015, "Price-Money Relationship after Infl ation Targeting: Co-integration Test with Structural Breaks for Turkey and Brazil," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 701-708.
• Haytem Ahmed Troug & Rashid Sbia, 2015, "Testing for the Presence of Asymmetric Information in the Oil Market: A Vector Autoregression Approach," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 753-762.
• Brooke Alexandra Maeda, 2015, "Flight to Liquidity on the Tokyo Stock Exchange during the 2008 Share Market Crashes," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 3, pages 790-801.
• Katerin Hern ndez-Gamarra & Julio Sarmiento-Sabogal & Edgardo Cayon-Fallon, 2015, "A Test of the Market Efficiency of the Integrated Latin American Market (MILA) Index in Relation to Changes in the Price of Oil," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 2, pages 534-539.
• Samet G nay, 2015, "Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic Model and Volatility Modeling for Oil Returns," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 979-985.
• Eiler, Lisa A. & Miranda-Lopez, Jose & Tama-Sweet, Isho, 2015, "The Impact of Accounting Disclosures and the Regulatory Environment on the Information Content of Earnings Announcements," The International Journal of Accounting, Elsevier, volume 50, issue 2, pages 142-169, DOI: 10.1016/j.intacc.2012.10.008.
• Dong, Bei & Robinson, Dahlia & Robinson, Michael, 2015, "The market's response to earnings surprises after first-time going-concern modifications," Advances in accounting, Elsevier, volume 31, issue 1, pages 21-32, DOI: 10.1016/j.adiac.2015.03.001.
• Lin, Karen Jingrong & Karim, Khondkar E. & Carter, Clairmont, 2015, "Why does China's stock market have highly synchronous stock price movements? An information supply perspective," Advances in accounting, Elsevier, volume 31, issue 1, pages 68-79, DOI: 10.1016/j.adiac.2015.03.006.
• McDonough, Ryan P. & Shakespeare, Catherine M., 2015, "Fair value measurement capabilities, disclosure, and the perceived reliability of fair value estimates: A discussion of Bhat and Ryan (2015)," Accounting, Organizations and Society, Elsevier, volume 46, issue C, pages 96-99, DOI: 10.1016/j.aos.2015.05.003.
• Khamis Al Yahyaee, 2015, "Security Returns during Ex-Dividend Period," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2203795, Sep.
• Bader Alhashel, 2015, "Rights Offering Announcements and the Efficiency of the Kuwaiti Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2203849, Sep.
• Ale? Kresta & Ji?í Franek, 2015, "Analysis of moving average rules applicability in Czech stock market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204900, Sep.
• Hilal Hümeyra Özsu, 2015, "Empirical Analysis of Herd Behavior in Borsa Istanbul," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2205023, Sep.
• Jakub Bartos, 2015, "Does Bitcoin follow the hypothesis of efficient market?," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 2, pages 10-23, June.
• Filip ?ramko, 2015, "The impact of Securities Transaction Tax on market quality: Evidence from France and Italy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 3, pages 52-93, September.
• Hilal Hümeyra Özsu, 2015, "Empirical Analysis of Herd Behavior in Borsa Istanbul," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 4, pages 27-52, December.
• Fabien Mercier, 2015, "The validity and time-horizon of the Fed model for equity valuation: a co-integration approach," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 3, pages 24-49, May, DOI: 10.7172/2353-6845.jbfe.2015.1.2.
• Peter Ren, 2015, "Revisit The Ar(1) Model For The Returns From Djia," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 3 (Decemb, pages 385-392.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015, "Monetary Policy with Diverse Private Expectations," Discussion Papers, Stanford Institute for Economic Policy Research, number 15-004, Mar.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij, 2015, "Private information, capital flows, and exchange rates," Working Papers, Swiss National Bank, number 2015-12.
• Ariane Szafarz, 2015, "Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-036, Sep.
• Mark Bowden, 2015, "A model of information flows and confirmatory bias in financial markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 2, pages 197-215, October, DOI: 10.1007/s10203-015-0164-y.
• LiuLing Liu, 2015, "Analyst coverage, syndicate structure, and loan contracts," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 5, issue 1, pages 1-21, June, DOI: 10.1007/s40822-015-0015-8.
• Narendar Rao & K. Reddy, 2015, "The impact of the global financial crisis on cross-border mergers and acquisitions: a continental and industry analysis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 5, issue 2, pages 309-341, December, DOI: 10.1007/s40821-015-0028-y.
• Caroline Hillairet & Ying Jiao, 2015, "Portfolio optimization with insider’s initial information and counterparty risk," Finance and Stochastics, Springer, volume 19, issue 1, pages 109-134, January, DOI: 10.1007/s00780-014-0246-7.
• Amelie Brune & Thorsten Hens & Marc Rieger & Mei Wang, 2015, "The war puzzle: contradictory effects of international conflicts on stock markets," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 62, issue 1, pages 1-21, March, DOI: 10.1007/s12232-014-0215-7.
• Terrance Grieb, 2015, "Mean and volatility transmission for commodity futures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 100-118, January, DOI: 10.1007/s12197-012-9245-8.
• Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan, 2015, "The effects of stock splits on stock liquidity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 119-135, January, DOI: 10.1007/s12197-013-9250-6.
• Ivo Jansen & Lee Sanning & Nathan Stuart, 2015, "Do hubris and the information environment explain the effect of acquirers’ size on their gains from acquisitions?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 2, pages 211-234, April, DOI: 10.1007/s12197-012-9240-0.
• Claire Crutchley & Steven Swidler, 2015, "Multiple reverse stock splits (investors beware!)," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 2, pages 357-369, April, DOI: 10.1007/s12197-013-9259-x.
• Frank Schmielewski & Thomas Wein, 2015, "Are private banks the better banks? An insight into the principal–agent structure and risk-taking behavior of German banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 518-540, July, DOI: 10.1007/s12197-013-9266-y.
• Omar Esqueda & Yongli Luo & Dave Jackson, 2015, "The linkage between the U.S. “fear index” and ADR premiums under non-frictionless stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 541-556, July, DOI: 10.1007/s12197-013-9265-z.
• Thomas Smythe & Chris McNeil & Philip English, 2015, "When does CalPERS’ activism add value?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 4, pages 641-660, October, DOI: 10.1007/s12197-013-9269-8.
• Vasileios Siakoulis & Ioannis Venetis, 2015, "On inter-arrival times of bond market extreme events. An application to seven European markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 4, pages 717-741, October, DOI: 10.1007/s12197-013-9276-9.
• Ulrich Erxleben & Dirk Schiereck, 2015, "Wealth creation of mergers in downturn markets," Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, Springer, volume 26, issue 4, pages 317-345, October, DOI: 10.1007/s00187-015-0217-y.
• Romans Pancs, 2015, "Efficient dark markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 59, issue 3, pages 605-624, August, DOI: 10.1007/s00199-014-0851-x.
• Yuyan Guan & M. H. Franco Wong & Yue Zhang, 2015, "Analyst following along the supply chain," Review of Accounting Studies, Springer, volume 20, issue 1, pages 210-241, March, DOI: 10.1007/s11142-014-9295-6.
• Stefano Cascino & Joachim Gassen, 2015, "What drives the comparability effect of mandatory IFRS adoption?," Review of Accounting Studies, Springer, volume 20, issue 1, pages 242-282, March, DOI: 10.1007/s11142-014-9296-5.
• John S. Hughes & Suil Pae, 2015, "Discretionary disclosure, spillovers, and competition," Review of Accounting Studies, Springer, volume 20, issue 1, pages 319-342, March, DOI: 10.1007/s11142-014-9299-2.
• Ram N. V. Ramanan, 2015, "Promoting informativeness via staggered information releases," Review of Accounting Studies, Springer, volume 20, issue 1, pages 537-558, March, DOI: 10.1007/s11142-014-9307-6.
• Dain C. Donelson & Robert J. Resutek, 2015, "The predictive qualities of earnings volatility and earnings uncertainty," Review of Accounting Studies, Springer, volume 20, issue 1, pages 470-500, March, DOI: 10.1007/s11142-014-9308-5.
• Alon Kalay, 2015, "Investor sophistication and disclosure clienteles," Review of Accounting Studies, Springer, volume 20, issue 2, pages 976-1011, June, DOI: 10.1007/s11142-015-9317-z.
• Edward L. Owens & Joanna Shuang Wu, 2015, "Quarter-end repo borrowing dynamics and bank risk opacity," Review of Accounting Studies, Springer, volume 20, issue 3, pages 1164-1209, September, DOI: 10.1007/s11142-015-9330-2.
• Yu Hou, 2015, "The role of diversification in the pricing of accruals quality," Review of Accounting Studies, Springer, volume 20, issue 3, pages 1059-1092, September, DOI: 10.1007/s11142-015-9331-1.
• Asher Curtis & Melissa F. Lewis-Western & Sara Toynbee, 2015, "Historical cost measurement and the use of DuPont analysis by market participants," Review of Accounting Studies, Springer, volume 20, issue 3, pages 1210-1245, September, DOI: 10.1007/s11142-015-9334-y.
• Francesco Momente’ & Francesco Reggiani & Scott Richardson, 2015, "Accruals and future performance: Can it be attributed to risk?," Review of Accounting Studies, Springer, volume 20, issue 4, pages 1297-1333, December, DOI: 10.1007/s11142-015-9319-x.
• Cheng Lai, 2015, "Growth in residual income, short and long term, in the OJ model," Review of Accounting Studies, Springer, volume 20, issue 4, pages 1287-1296, December, DOI: 10.1007/s11142-015-9320-4.
• Doron Israeli, 2015, "Recognition versus disclosure: evidence from fair value of investment property," Review of Accounting Studies, Springer, volume 20, issue 4, pages 1457-1503, December, DOI: 10.1007/s11142-015-9335-x.
• Sascha Kolaric & Zvonimir Pusic & Dirk Schiereck, 2015, "Fußball und Anlegerverhalt en im internationalen Vergleich: Evidenz von 12 Kontinentalmeisterschaften," Schmalenbach Journal of Business Research, Springer, volume 67, issue 3, pages 297-328, September, DOI: 10.1007/BF03372926.
• Pietro Dindo, 2015, "Survival in Speculative Markets," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/32, 12.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Stellenbosch University, Department of Economics, number 08/2015.
• Hooi Hooi Lean & Russell Smyth, 2015, "Testing for weak-form efficiency of crude palm oil spot and future markets: new evidence from a GARCH unit root test with multiple structural breaks," Applied Economics, Taylor & Francis Journals, volume 47, issue 16, pages 1710-1721, April, DOI: 10.1080/00036846.2014.1002905.
• Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2015, "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Applied Economics, Taylor & Francis Journals, volume 47, issue 28, pages 2974-2984, June, DOI: 10.1080/00036846.2015.1011316.
• Calebe de Roure & Steven Furnagiev & Stefan Reitz, 2015, "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3617-3632, July, DOI: 10.1080/00036846.2015.1021455.
• Georges Prat & Remzi Uctum, 2015, "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3673-3695, July, DOI: 10.1080/00036846.2015.1021460.
• Nicolas Huck, 2015, "Pairs trading: does volatility timing matter?," Applied Economics, Taylor & Francis Journals, volume 47, issue 57, pages 6239-6256, December, DOI: 10.1080/00036846.2015.1068923.
• André Betzer & Markus Doumet & Marc Goergen, 2015, "Disentangling the link between stock and accounting performance in acquisitions," The European Journal of Finance, Taylor & Francis Journals, volume 21, issue 9, pages 755-771, July, DOI: 10.1080/1351847X.2014.890633.
• Lee-Young Cheng & Zhipeng Yan & Yan Zhao & Li-Ming Gao, 2015, "Investor Inattention and Under-Reaction to Repurchase Announcements," Journal of Behavioral Finance, Taylor & Francis Journals, volume 16, issue 3, pages 267-277, July, DOI: 10.1080/15427560.2015.1065264.
• Ozcan Ceylan, 2015, "Limited information-processing capacity and asymmetric stock correlations," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 6, pages 1031-1039, June, DOI: 10.1080/14697688.2013.808374.
• Yao, Wenying & Tian, Jing, 2015, "The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2015-05.
• Nikolaos Sariannidis & Polyxeni Papadopoulou & Evangelos Drimbetas, 2015, "Investigation of the Greek Stock Exchange volatility and the impact of foreign markets from 2007 to 2012," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 8, issue 2, pages 55-68, October.
• Roman Frydman & Michael Goldberg & Nicholas Mangee, 2015, "New Evidence for the Present-Value Model of Stock Prices: Why the REH Version Failed Empirically," Working Papers Series, Institute for New Economic Thinking, number 2, Feb, DOI: 10.2139/ssrn.2585690.
• Daniël Linders & Jan Dhaene & Wim Schoutens, 2015, "Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-002/IV/DSF 83, Jan.
• Stefan Arping, 2015, "Banks and Market Liquidity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-020/IV, Feb.
• Sait R. Ozturk & Michel van der Wel & Dick van Dijk, 2015, "Why do Pit-Hours outlive the Pit?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-082/III, Jul.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2015, "Daily Market News Sentiment and Stock Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-090/III, Jul.
• Richard W. Carney & Travers Barclay Child, 2015, "Business Networks and Crisis Performance: Professional, Political, and Family Ties," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-135/V, Dec, revised 20 Feb 2015.
• Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2014, "The impact of dark trading and visible fragmentation on market quality," Other publications TiSEM, Tilburg University, School of Economics and Management, number a51b5d9e-2687-4972-930f-4.
• Kim Ristolainen, 2015, "The relationship between distance-to-default and CDS spreads as measures of default risk for European banks," Discussion Papers, Aboa Centre for Economics, number 102, Sep.
• Ding, Haina, 2015, "Innovation strategies and stock price informativeness," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 491.
• Giovanni Ferri & Angelo Leogrande, 2015, "Was the Crisis Due to a Shift from Stakeholder to Shareholder Finance? Surveying the Debate," Euricse Working Papers, Euricse (European Research Institute on Cooperative and Social Enterprises), number 1576.
• Manuel Hoffmann & Matthias Neuenkirch, 2015, "The Pro-Russian Conflict and its Impact on Stock Returns in Russia and the Ukraine," Research Papers in Economics, University of Trier, Department of Economics, number 2015-01.
• Dan Richards & Heng Yuan & Marcelo Bianconi, 2015, "Equity Prices and Cartel Activity," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0813.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2015, "Daily Market News Sentiment and Stock Prices," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-11, Jul.
• Pando Sohn & Ji-Yong Seo, 2015, "Investor heterogeneity and asymmetric volatility under short-sale constraints: Evidence from Korean fund market," Estudios de Economia, University of Chile, Department of Economics, volume 42, issue 1 Year 20, pages 21-51, June.
• Ariane Szafarz, 2015, "Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/239874.
• Vladimir Asriyan & William Fuchs & Brett Green, 2015, "Information spillovers in asset markets with correlated values," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1482, Apr, revised Jul 2016.
• Aslanidis, Nektarios & Christiansen, Charlotte & Lambertides, Neophytos & Savva, Christos S., 2015, "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/246968.
• Mordecai Kurz & M. Motolese & G. Piccillo & H. Hu, 2015, "Monetary Policy with Diverse Private Expectations," Working Papers, Utrecht School of Economics, number 15-03.
• Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone, 2015, "Competition in the Credit Rating Industry: Benefits for Investors and Issuers," Working Papers on Finance, University of St. Gallen, School of Finance, number 1505, Jan, revised Feb 2016.
• Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2015, "Something in the Air: Information Density, News Surprises, and Price Jumps," Working Papers on Finance, University of St. Gallen, School of Finance, number 1517, Aug.
• Finke, Christian & Weigert, Florian, 2015, "Does Foreign Information Predict the Returns of Multinational Firms Worldwide?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1519, Sep, revised Oct 2015.
• Kiesel, Ruediger & Paraschiv, Florentina, 2015, "Econometric Analysis of 15-minute Intraday Electricity Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1521, Oct.
• Ammann, Manuel & Blickle, Kristian & Ehmann, Christian, 2015, "Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry," Working Papers on Finance, University of St. Gallen, School of Finance, number 1525, Dec.
• Xue-Zhong He & Kai Li & Youwei Li, 2015, "Optimal Time Series Momentum," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 353, Jan.
• Michele Costola & Massimiliano Caporin, 2015, "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:16.
• Samuele Murtinu & Vittoria Giada Scalera, 2015, "Sovereign Wealth Fund Investments and Stock Prices: The Effect of Target Industry and Location," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 123, issue 4, pages 447-462.
• CIOACĂ, Sorin-Iulian, 2015, "Liquidity And Informational Inefficiency. The Case Of Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 1, pages 80-92.
• CĂLIN, Adrian Cantemir, 2015, "The Effects Of The Federal Reserve’S Tapering Announcements On The Us Real Estate Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 3, pages 79-90.
• TUNA, Gülfen & BEKTUR, Çisem, 2015, "The Relationship Between Price-Trade Volume And Weather Effect In Istanbul Stock Exchange: Asymmetric Causality Test Analysis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 4, pages 6-20.
• Đorđe Đukić & Mališa Đukić, 2015, "Interdependencies of Markets in Southeastern Europe and Buyback of Shares on Shallow Capital Markets: The Application of Cointegration and Causality Tests," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 4, pages 469-491.
• Gupta Kapil & Kaur Mandeep, 2015, "Impact Of Financial Crisis On Hedging Effectiveness Of Futures Contracts: Evidence From The National Stock Exchange Of India," South East European Journal of Economics and Business, Sciendo, volume 10, issue 2, pages 69-88, December, DOI: 10.1515/jeb-2015-0009.
• Jiangtao Fu & Daichi Shimamoto & Yasuyuki Todo, 2015, "Can Firms with Political Connections Borrow More Than Those Without? Evidence from Firm-Level Data for Indonesia," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1513, Oct.
• Ryuichi Yamamoto, 2015, "Dynamic predictor selection and order splitting in a limit order market," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1514, Oct.