Research classified by Journal of Economic Literature (JEL) codes

2015

• Kempf, Alexander & Mayston, Daniel & Gehde-Trapp, Monika & Yadav, Pradeep K., 2015, "Resiliency: A dynamic view of liquidity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-04.
• Ederington, Louis & Guan, Wei & Yadav, Pradeep K., 2015, "Dealer spreads in the corporate bond market: Agent vs. market-making roles," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-11.
• Doumet, Markus & Limbach, Peter & Theissen, Erik, 2015, "Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-14.
• Jank, Stephan & Smajlbegovic, Esad, 2015, "Dissecting short-sale performance: Evidence from large position disclosures," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-15.
• Korn, Olaf & Kuntz, Laura-Chloé, 2015, "Low-beta investment strategies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-17.
• Gargano, Antonio & Rossi, Alberto G. & Wermers, Russ, 2015, "The freedom of information act and the race towards information acquisition," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-02.
• Martin, Thorsten & Sonnenburg, Florian, 2015, "Managerial ownership changes and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-03.
• Kräussl, Roman & Lehnert, Thorsten & Senulyte, Sigita, 2015, "Euro crash risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 524.
• Mehta, Deepshikha, 2015, "Evidences of Efficient Investment Portfolio in Indian Capital Markets - An Analysis Based on BSE and NSE Indices," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 117335, Aug, DOI: 10.6084/m9.figshare.1536453.
• Huerta, Daniel & Egly, Peter V. & Escobari, Diego, 2015, "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 123499, Nov.
• Alfarano, Simone & Camacho, Eva & Morone, Andrea, 2015, "Do investors rely too much on public information to be justified by its accuracy? An experimental study," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 30.
• Barunik, Jozef & Barunikova, Michaela, 2015, "Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 43.
• Marczak, Martyna & Beissinger, Thomas, 2015, "Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 06-2015.
• Han, Heejoon & Kutan, Ali M. & Ryu, Doojin, 2015, "Modeling and predicting the market volatility index: The case of VKOSPI," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-7.
• Frydman, Roman & Goldberg, Michael D. & Mangee, Nicholas, 2015, "Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 9, pages 1-50, DOI: 10.5018/economics-ejournal.ja.2015-.
• Han, Heejoon & Kutan, Ali M. & Ryu, Doojin, 2015, "Effects of the US stock market return and volatility on the VKOSPI," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 9, pages 1-34, DOI: 10.5018/economics-ejournal.ja.2015-.
• Krauss, Christopher & Stübinger, Johannes, 2015, "Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 15/2015.
• Brennan, Michael J. & Kraft, Holger, 2016, "Leaning against the wind: Debt financing in the face of adversity," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 119, revised 2016, DOI: 10.2139/ssrn.2696886.
• Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2015, "Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 95, DOI: 10.2139/ssrn.2587786.
• Zhang, Junni L. & Härdle, Wolfgang Karl & Chen, Cathy Y. & Bommes, Elisabeth, 2015, "Distillation of news flow into analysis of stock reactions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-005.
• Smajlbegovic, Esad, 2015, "Regional Economic Activity and Stock Returns," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112854.
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015, "Who trades on momentum?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112872.
• Gehrig, Thomas Paul & Fohlin, Caroline & Haas, Marlene, 2015, "Liquidty Freezes and Market Runs; Evidencefrom the Panic of 1907," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113008.
• Focke, Florens & Ruenzi, Stefan & Ungeheuer, Michael, 2015, "Advertising, Attention, and Financial Markets," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113032.
• Herwartz, Helmut, 2015, "Are GARCH innovations independent - a long term assessment for the S&P 500," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113109.
• Gelman, Sergey & Lushchikov, Roman, 2015, "Stock liquidity in forefront of anticipated announcements," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113176.
• Cascino, Stefano & Gassen, Joachim, 2015, "What drives the comparability effect of mandatory IFRS adoption?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57682, Mar.
• Cuñat, Vicente & Giné, Mireia & Guadalupe, Maria, 2016, "Say pays! Shareholder voice and firm performance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 63331, Aug.
• Leiss, Matthias & Nax, Heinrich H. & Sornette, Didier, 2015, "Super-exponential growth expectations and the global financial crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65434, Jun.
• Peña Cerezo, Miguel Ángel & Rodríguez Castellanos, Arturo & Ibáñez Hernández, Francisco Jaime, 2015, "Does rating shopping exist in spanish securitization issues?," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• Xiaobao Song, 2015, "Monitoring or tunneling by large shareholders: evidence from China private listed companies," China Finance Review International, Emerald Group Publishing Limited, volume 5, issue 2, pages 187-211, May, DOI: 10.1108/CFRI-09-2014-0071.
• François Aubert & Waël Louhichi, 2015, "Analyst earnings forecast revision activity around profit warnings across four European countries," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 16, issue 1, pages 58-87, May, DOI: 10.1108/JAAR-01-2013-0005.
• Charles Noussair & Yilong Xu, 2015, "Information mirages and financial contagion in an asset market experiment," Journal of Economic Studies, Emerald Group Publishing Limited, volume 42, issue 6, pages 1029-1055, November, DOI: 10.1108/JES-08-2015-0147.
• Jeffrey Hobbs & Ludwig Christian Schaupp & Joel Gingrich, 2015, "Terrorism, militarism, and stock returns," Journal of Financial Crime, Emerald Group Publishing Limited, volume 23, issue 1, pages 70-86, December, DOI: 10.1108/JFC-01-2015-0002.
• Enze Liu, 2015, "A historical review of the control of corruption on economic crime in China," Journal of Financial Crime, Emerald Group Publishing Limited, volume 23, issue 1, pages 4-21, December, DOI: 10.1108/JFC-08-2015-0042.
• Wasim Ahmad & Sanjay Sehgal, 2015, "The investigation of destabilization effect in India’s agriculture commodity futures market," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 7, issue 2, pages 122-139, May, DOI: 10.1108/JFEP-02-2014-0008.
• Armin Varmaz & Christian Fieberg & Jörg Prokop, 2015, "The value relevance of “too-big-to-fail” guarantees," Journal of Risk Finance, Emerald Group Publishing Limited, volume 16, issue 5, pages 498-518, November, DOI: 10.1108/JRF-06-2015-0056.
• Christian Fieberg & Finn Marten Körner & Jörg Prokop & Armin Varmaz, 2015, "Big is beautiful: the information content of bank rating changes," Journal of Risk Finance, Emerald Group Publishing Limited, volume 16, issue 3, pages 233-252, May, DOI: 10.1108/JRF-10-2014-0156.
• Krishna Kumar & Lucy Lim, 2015, "Was Andersen’s audit quality lower than its peers?," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 30, issue 8/9, pages 911-962, October, DOI: 10.1108/MAJ-10-2014-1105.
• Rahul Ravi & Youna Hong, 2015, "Information asymmetry around S&P 500 index changes," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 14, issue 2, pages 106-127, May, DOI: 10.1108/RAF-04-2014-0046.
• Fabrizio Ferriani, 2015, "Traders and time: who moves the market?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 32, issue 1, pages 74-97, March, DOI: 10.1108/SEF-03-2014-0065.
• Allen, D.E. & McAleer, M.J. & Singh, A.K., 2015, "Daily Market News Sentiment and Stock Prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-23, Jul.
• Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015, "Informatics, Data Mining, Econometrics and Financial Economics: A Connection," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-34, Nov.
• Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-03.
• Pablo Gasós & Ernest Gnan & Morten Balling (ed.), 2015, "Challenges in Securities Markets Regulation: Investor Protection and Corporate Governance," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/1, ISBN: ARRAY(0x82180d50), May.
• Esa Jokivuolle & Jouko Vilmunen (ed.), 2015, "Liquidity and Market Efficiency – Alive and well?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/3, ISBN: ARRAY(0x824946b0), May.
• Lyudmila N. Rodionova & Olga G. Kantor & Natalia O. Ruhlyada & Svetlana A. Karpovskaya, 2015, "Optimization of Shareholders's Incomes with Investments into Production Reforming," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 101-114.
• Daniël Linders & Jan Dhaene & Wim Schoutens, 2015, "Option prices and model-free measurement of implied herd behavior in stock markets," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 485228.
• Jiangtao FU & Daichi SHIMAMOTO & Yasuyuki TODO, 2015, "Can Firms with Political Connections Borrow More Than Those Without? Evidence from firm-level data for Indonesia," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 15087, Jul.
• Elena Moreno García. & Daniel Vázquez Cotera. & Sergio Hernández Mejía & Luis Alberto Larios Ojeda, 2015, "Interdependencia de los mercados de valores en el mundo," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 43, issue 2, pages 155-181, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/432015/Moreno.
• Ferran Armada Ramírez, 2015, "European Energy Market Integration: Efficiency Improvements in Electricity Producing Firms," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2015/331.
• Ion-Iulian MARINESCU & Alexandra HOROBET, 2015, "Rules and Discretion in Monetary Policy: Is the Response of the Stock Market Rational?," Expert Journal of Economics, Sprint Investify, volume 3, issue 1, pages 50-62.
• Lubomira Gertler, 2015, "Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 2, pages 106-126, March.
• Jiri Novak, 2015, "Systematic Risk Changes, Negative Realized Excess Returns and Time-Varying CAPM Beta," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 2, pages 167-190, April.
• Ales Cornanic & Jiri Novak, 2015, "Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 4, pages 307-335, August.
• David Court & Benjamin Gillen & Jordi McKenzie & Charles Plott, 2015, "Two Information Aggregation Mechanisms for Predicting the Opening Weekend Box Office Revenues of Films: Boxoffice Prophecy and Guess of Guesses," Natural Field Experiments, The Field Experiments Website, number 00541.
• Li An & Huijun Wang & Jian Wang & Jianfeng Yu, 2015, "Lottery-related anomalies: the role of reference-dependent preferences," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 259, Dec, DOI: 10.24149/gwp259.
• Nathan Foley-Fisher & Borghan N. Narajabad & Stéphane Verani, 2015, "Self-fulfilling Runs: Evidence from the U.S. Life Insurance Industry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-32, Mar, DOI: 10.17016/FEDS.2015.032.
• Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015, "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-46, Apr, DOI: 10.17016/FEDS.2015.046r1.
• Christian Brownlees & Benjamin Chabot & Eric Ghysels & Christopher J. Kurz, 2015, "Backtesting Systemic Risk Measures During Historical Bank Runs," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2015-9, Jul.
• Marco Cipriani & Sven Fischer & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati, 2015, "Informational contagion in the laboratory," Staff Reports, Federal Reserve Bank of New York, number 715, Mar.
• Rod Garratt & Peter Zimmerman, 2015, "Does central clearing reduce counterparty risk in realistic financial networks?," Staff Reports, Federal Reserve Bank of New York, number 717, Mar.
• Sushant Acharya & Alvaro Pedraza, 2015, "Asset price effects of peer benchmarking: evidence from a natural experiment," Staff Reports, Federal Reserve Bank of New York, number 727, May.
• Mark J. Flannery & Beverly Hirtle & Anna Kovner, 2015, "Evaluating the information in the Federal Reserve stress tests," Staff Reports, Federal Reserve Bank of New York, number 744, Oct.
• Paul S. Calem & Lauren Lambie-Hanson & Leonard I. Nakamura, 2015, "Information losses in home purchase appraisals," Working Papers, Federal Reserve Bank of Philadelphia, number 15-11, Mar.
• Douglas Davis & Edward Simpson Prescott, 2015, "Fixed Prices and Regulatory Discretion as Triggers for Contingent Capital Conversion: An Experimental Examination," Working Paper, Federal Reserve Bank of Richmond, number 15-2, Mar.
• Sheng Guo & William Hardin, 2015, "Financial and Housing Wealth, Expenditures and the Dividend to Ownership," Working Papers, Florida International University, Department of Economics, number 1506, Sep.
• Ravioli, Mario & Fabregat-Aibar, Laura, 2015, "Analysis Of Recommendations About Expected Prices Of Ibex 35 Using Fuzzy Numbers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 51-70, May.
• Marco Wölfle, 2015, "Information-Based Trade in German Real Estate and Equity Markets," Risks, MDPI, volume 3, issue 4, pages 1-26, December.
• Nuno Silva, 2015, "Industry based equity premium forecasts," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-19, Dec.
• Jen-Je Su & Eduardo Roca & Victor SH Wong, 2015, "The efficiency of Asian stock markets: Fresh evidence based on new tests," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201507, Jul.
• Robert J Bianchi & Michael E Drew & John Hua Fan, 2015, "Microscopic momentum in commodity futures," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201510, Oct.
• Abbas Valadkhani & Andrew C Worthington & Russell Smyth, 2015, "Seasonality in Australian capital city house and unit prices," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201512, Dec.
• Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015, "Financial Symmetry and Moods in the Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01215755, DOI: 10.1371/journal.pone.0118224.
• Bernard de Meyer & Gaëtan Fournier, 2015, "Price dynamics on a risk averse market with asymmetric information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01169563, Jun.
• Sabri Boubaker & Hisham Farag & Duc Khuong Nguyen, 2015, "Short-Term Overreaction to Specific Events: Evidence from an Emerging Market," Post-Print, HAL, number hal-01158095, DOI: 10.1016/j.ribaf.2014.10.002.
• Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015, "Financial Symmetry and Moods in the Market," Post-Print, HAL, number hal-01215755, DOI: 10.1371/journal.pone.0118224.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2015, "Will precious metals shine ? A market efficiency perspective," Post-Print, HAL, number hal-01238706, Dec, DOI: 10.1016/j.irfa.2015.01.018.
• Georges Prat & Remzi Uctum, 2015, "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print, HAL, number hal-01385957, DOI: 10.1080/00036846.2015.1021460.
• Imane El Ouadghiri & Remzi Uctum, 2015, "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print, HAL, number hal-01411808.
• Nicolas Huck, 2015, "Pairs trading: does volatility timing matter?," Post-Print, HAL, number hal-01507986, DOI: 10.1080/00036846.2015.1068923.
• Paolo Mazza & Mikael Petitjean, 2015, "How integrated is the European carbon derivatives market?," Post-Print, HAL, number hal-01526028, Nov, DOI: 10.1016/j.frl.2015.07.005.
• Paolo Mazza, 2015, "Price dynamics and market liquidity: An intraday event study on Euronext," Post-Print, HAL, number hal-01563014, May, DOI: 10.1016/j.qref.2014.09.003.
• Hans Degryse & Frank De Jong & Jérémie Lefebvre, 2015, "Legal Insider Trading and Stock Market Liquidity," Post-Print, HAL, number hal-01563029, Oct, DOI: 10.1007/s10645-015-9261-0.
• Nikola Gradojevic & Camillo Lento, 2015, "Multiscale analysis of foreign exchange order flows and technical trading profitability," Post-Print, HAL, number hal-01563053, Jun, DOI: 10.1016/j.econmod.2015.02.028.
• Remzi Uctum & Imane El Ouadghiri, 2015, "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print, HAL, number hal-01638221.
• Catherine d'Hondt & Christophe Majois & Paolo Mazza, 2015, "Commonality on Euronext: Do location and account type matter?," Post-Print, HAL, number hal-01667400, Dec, DOI: 10.1016/j.irfa.2015.06.007.
• Georges Gallais-Hamonno & Thi-Hong-Van Hoang & Kim Oosterlinck, 2015, "Informational efficiency of the clandestine and official gold markets in Paris," Post-Print, HAL, number hal-02009842, Jan, DOI: 10.1016/j.econlet.2014.11.013.
• Martial Phélippé-Guinvarc'H & Jean Cordier, 2015, "Machine Learning for Semi-Strong Efficiency Test of Inter-Market Wheat Futures," Post-Print, HAL, number hal-02151848, Apr.
• Christophe J. Godlewski, 2015, "The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe," Post-Print, HAL, number hal-03047779, Apr, DOI: 10.1016/j.jbankfin.2014.12.006.
• Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," Post-Print, HAL, number hal-03473718, Jan.
• Milo Bianchi & Philippe Jehiel, 2015, "Financial reporting and market efficiency with extrapolative investors," Post-Print, HAL, number halshs-01156413, May, DOI: 10.1016/j.jet.2015.02.009.
• Simon Dubecq & Benoît Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," Post-Print, HAL, number halshs-01157527, Mar, DOI: 10.2139/ssrn.2008132.
• Bernard de Meyer & Gaëtan Fournier, 2015, "Price dynamics on a risk averse market with asymmetric information," Post-Print, HAL, number halshs-01169563, Jun.
• Fany Declerck & Laurence Lescourret, 2015, "Dark pools et trading haute-fréquence : une évolution utile ?," Post-Print, HAL, number halshs-01398632, Dec.
• Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015, "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print, HAL, number halshs-01400243, Jun, DOI: 10.1287/mnsc.2013.1886.
• Milo Bianchi & Philippe Jehiel, 2015, "Financial reporting and market efficiency with extrapolative investors," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01156413, May, DOI: 10.1016/j.jet.2015.02.009.
• Simon Dubecq & Benoît Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01157527, Mar, DOI: 10.2139/ssrn.2008132.
• Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," Sciences Po Economics Publications (main), HAL, number hal-03473718, Jan.
• Edouard Challe & Edouard Chrétien, 2015, "Market Microstructure, Information Aggregation And Equilibrium Uniqueness In A Global Game," Working Papers, HAL, number hal-01180058, Jul.
• Herve Alexandre & Catherine Refait-Alexandre & François Guillemin, 2015, "Disclosure, banks CDS spreads and the European sovereign crisis," Working Papers, HAL, number hal-01376916, Sep.
• Thomas Astebro & Florian Hoos & Olivier Dessaint & Thierry Foucault & Laurent Frrsard & Adrien Matray, 2015, "Ripple Effects of Noise on Corporate Investment," Working Papers, HAL, number hal-02002688, Dec.
• Lauren Stagnol, 2015, "Designing a corporate bond index on solvency criteria," Working Papers, HAL, number hal-04141378.
• Feng, Xunan & Hu, Na & Johansson, Anders C., 2015, "Ownership, Analyst Coverage, and Stock Synchronicity in China," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2015-36, Jun.
• Lazarczyk, Ewa, 2015, "Private and Public Information on the Nordic Intra-Day Electricity Market," Working Paper Series, Research Institute of Industrial Economics, number 1064, Mar.
• Alfranseder, Emanuel & zhang, Xiang, 2015, "The Effect of Pessimism and Doubt on the Equity Premium," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2015/5, Apr.
• Han, Jungsuk & Sangiorgi, Francesco, 2015, "Searching for Information," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 300, May.
• Asche, Frank & Misund, Bard, 2015, "Hedging Efficiency of Atlantic Salmon Futures," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/12, Dec.
• Asche, Frank & Misund, Bard & Oglend, Atle, 2015, "Production Risk and the Futures Price Risk Premium?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/13, Dec.
• Asche, Frank & Misund, Bard & Oglend, Atle, 2015, "The Spot-Forward Relationship in the Atlantic Salmon Market," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/16, Dec.
• Misund, Bård & Osmundsen, Petter, 2015, "Probable Oil and Gas Reserves and Shareholder Returns: The Impact of Shale Gas," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/17, Dec.
• Svetlana Grigorieva & Georgii Gorbatov, 2015, "Puzzle of Corporate Diversification Efficiency in Bric Countries," HSE Working papers, National Research University Higher School of Economics, number WP BRP 47/FE/2015.
• Victoria Dobrynskaya, 2015, "Upside and Downside Risks in Momentum Returns," HSE Working papers, National Research University Higher School of Economics, number WP BRP 50/FE/2015.
• Xi Li & Mingyi Hung & Shiheng Wang, 2015, "Post-Earnings-Announcement Drift in Global Markets: Evidence from an Information Shock," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2015-17, Mar, revised Mar 2015.
• Radu Lupu & Adrian Cantemir Calin & Georgiana Roxana Ene, 2015, "Are the Announcements Regarding Macroeconomic Fundamentals Responsible for Changes in the Dynamics of Stock Markets? CEE vs Developed Markets," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 3, issue 3, pages 3-13, September.
• Tarek Bouchaddekh & Abdelfatteh Bouri & Makram Nouaili, 2015, "Asset Pricing and Probability of Information-based Trading: Application to the Tunisian Stock Market," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 58-65, March.
• Han-Ching Huang & Yong-Chern Su & Chun-E Shih, 2015, "Evidence On The Speed Of Convergence To Market Efficiency: Evidence From Stock Spin-Offs," Global Journal of Business Research, The Institute for Business and Finance Research, volume 9, issue 2, pages 1-8.
• H. Swint Friday & Nhung Hoang, 2015, "Seasonality in the Vietnam Stock Index," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 103-112.
• Ya-Hui Wang & Chien-Chih Lai, 2015, "The Effect of Limit Order Book Information on Investors with Different Risk Attitudes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 113-120.
• Han-Ching Huang & Yong-Chern Su & Hsin-Ying Wang, 2015, "Market Efficiency around the Announcement Day of Self-Tender Offers," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 121-128.
• Jack J.W. Yang & Tsung-Hsin Wu, 2015, "Announcement Effect of Cash Dividend Changes around Ex-Dividend Days: Evidence from Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 2, pages 77-91.
• Elif Akben Selcuk & Halil Kiymaz, 2015, "The Impact Of Diversifying Acquisitions On Shareholder Wealth: Evidence From Turkish Acquirers," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 3, pages 19-32.
• Mike Siew Wei Leong & Sheela Devi Sundarasen, 2015, "Ipo Initial Returns And Volatility: A Study In An Emerging Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 3, pages 71-82.
• Qi Sun, 2015, "Stock Price Discovery In Earnings Season," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 5, pages 1-15.
• Han-Ching Huang & Yong-Chern Su & Sheng-Jung Wu, 2015, "Bank Stock And Option Transmissions In Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 5, pages 17-23.
• Daniel Folkinshteyn & Gulser Meric & Ilhan Meric, 2015, "Investor Reaction In Stock Market Crashes And Post-Crash Market Reversals," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 5, pages 57-70.
• Jeng-Hong Chen, 2015, "The Trading Costs Of Early Earnings Release: The Case Of Hewlett-Packard Company," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 6, issue 3, pages 1-10.
• Rufina Georgina Hernandez Contreras & Rosa Maria Medina Hernandez & Rosa Maria Solis Salazar, 2015, "Secured Loans In Mexico And Its Effects, Prestamos Prendarios En Mexico Y Sus Efectos," Revista Global de Negocios, The Institute for Business and Finance Research, volume 3, issue 5, pages 47-58.
• Fernández Martín, Andrés & Rud, Juan Pablo, 2015, "From Institutions to Financial Development and Growth: What Are the Links?," IDB Publications (Working Papers), Inter-American Development Bank, number 6867, Mar, DOI: http://dx.doi.org/10.18235/0011689.
• Oliver Linton & Katja Smetanina, 2015, "Mean Ratio Statistic for measuring predictability," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/15, Feb.
• Srinivasa Rao Dokku & Rajesh Choudary Jampala & P. Adi Lakshmi, 2015, "A Study on Performance Evaluation of Initial Public Offerings (IPOs) in India during 2007-13," International Journal of Asian Business and Information Management (IJABIM), IGI Global Scientific Publishing, volume 6, issue 1, pages 18-37, January.
• İbrahim BOZKURT, 2015, "Ay’ın Pay Getirileri Üzerindeki Etkisinin İncelenmesi: BİST’de Ampirik Bir Uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 352, pages 55-78.
• Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 1, pages 71-101, January.
• Lars E.O. Svensson, 2015, "Day One Keynote Address: Forward Guidance," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 4, pages 19-64, September.
• Azusa Takeyama & Naoshi Tsuchida, 2015, "The Interaction between Funding Liquidity and Market Liquidity: Evidence from Subprime and European Crises," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-14, Sep.
• Marcelo Fernandes & Ms. Deniz O Igan & Marcelo Pinheiro, 2015, "March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?," IMF Working Papers, International Monetary Fund, number 2015/271, Dec.
• Humberto Valencia Herrera, 2015, "Decomposition of the Stocks Returns in the Sustainable Index of the Mexican Stock Exchange," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 1, pages 85-99, Enero-Jun.
• Carlos Guerrero de Lizardi, 2015, "An Imperfect Approach for Looking at the Distribution of Financial and Non-Financial Wealth in Mexico 1984-2012," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 2, pages 145-158, Julio-Dic.
• Nidhi Aggarwal, 2015, "Limits to arbitrage: The case of single stock futures and spot prices," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-010, May.
• Rohini Grover, 2015, "The informational role of algorithmic traders in the option market," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-012, May.
• Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015, "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, volume 61, issue 6, pages 1378-1397, June, DOI: 10.1287/mnsc.2013.1886.
• Luca Di Gialleonardo & Mauro Marè, 2015, "The efficiency of Italian pension funds: costs, membership, assets," Working papers, Società Italiana di Economia Pubblica, number 21, Feb.
• Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015, "“Measuaring Uncertainty in the Stock Market”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201524, Nov, revised Nov 2015.
• Murguia, Juan M. & Lence, Sergio H, 2015, "Investors’ Reaction to Environmental Performance: A Global Perspective of the Newsweek ’s “Green Rankings”," ISU General Staff Papers, Iowa State University, Department of Economics, number 201501010800001068, Jan.
• Ahmed El-Masry & Dalia El-Mosallamy & Juan Carlos Matallín-Sáez & Emili Tortosa-Ausina, 2015, "Mutual Fund Performance in MENA Countries: Environmental Conditions and Fund Characteristics," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/02.
• Wei Zhang & Xiao Li & Dehua Shen & Andrea Teglio, 2015, "R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/06.
• Pyemo N. Afego, 2015, "Market efficiency in developing African stock markets: what do we know?," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 1, pages 243-266, January-M.
• Sarod Khandaker & Silvia Zia Islam, 2015, "Volatility and co-movement: an analysis of stock markets behavior of selected emerging and developed countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 6, pages 333-347, Special I.
• Ponsabariraj Nagalingam, 2015, "Impact of Foreign Direct Investment (FDI) In Select Indian Retail Companies - With Respect to Equity Investment," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 11, issue 3, pages 189-197, September.
• Esad Smajlbegovic, 2015, "Regional Economic Activity and Stock Returns," 2015 Papers, Job Market Papers, number psm196, Nov.
• Schanbacher Peter, 2015, "Averaging Across Asset Allocation Models," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 235, issue 1, pages 61-81, February, DOI: 10.1515/jbnst-2015-0106.
• Joel Vanden, 2015, "Noisy information and the size effect in stock returns," Annals of Finance, Springer, volume 11, issue 1, pages 77-107, February, DOI: 10.1007/s10436-014-0250-0.
• Alex Boulatov & Dan Bernhardt, 2015, "Robustness of equilibrium in the Kyle model of informed speculation," Annals of Finance, Springer, volume 11, issue 3, pages 297-318, November, DOI: 10.1007/s10436-015-0264-2.
• Alex Boulatov & Dan Bernhardt, 2015, "Robustness of equilibrium in the Kyle model of informed speculation," Annals of Finance, Springer, volume 11, issue 3, pages 297-318, November, DOI: 10.1007/s10436-015-0264-2.
• Roberto Piazza, 2015, "Financial innovation and risk: the role of information," Annals of Finance, Springer, volume 11, issue 3, pages 477-502, November, DOI: 10.1007/s10436-015-0267-z.
• Bernd Hayo & Ali Kutan & Matthias Neuenkirch, 2015, "Financial market reaction to Federal Reserve communications: Does the global financial crisis make a difference?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 1, pages 185-203, February, DOI: 10.1007/s10663-014-9258-y.
• Gábor Bóta & Mihály Ormos, 2015, "Development of stock market pricing in Central and Eastern Europe through two decades after the transition," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 4, pages 685-708, November, DOI: 10.1007/s10663-014-9272-0.
• Juan Murguia & Sergio Lence, 2015, "Investors’ Reaction to Environmental Performance: A Global Perspective of the Newsweek ’s “Green Rankings”," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 60, issue 4, pages 583-605, April, DOI: 10.1007/s10640-014-9781-0.
• Aymen Karoui & Iwan Meier, 2015, "Fund performance and subsequent risk: a study of mutual fund tournaments using holdings-based measures," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 1, pages 1-20, February, DOI: 10.1007/s11408-014-0241-1.
• Aymen Karoui & Iwan Meier, 2015, "A note on sorting bias correction in regression-based mutual fund tournament tests," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 1, pages 21-29, February, DOI: 10.1007/s11408-014-0240-2.