Research classified by Journal of Economic Literature (JEL) codes

2016

• 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.
• Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias, 2016, "A comparison of investors’ sentiments and risk premium effects on valuing shares," Finance Research Letters, Elsevier, volume 17, issue C, pages 1-6, DOI: 10.1016/j.frl.2015.10.017.
• Zhang, Yan & Ikeda, Shin S., 2016, "A dynamic panel analysis of HKEx shorting ban’s impact on the relationship between disagreement and future returns," Finance Research Letters, Elsevier, volume 17, issue C, pages 10-16, DOI: 10.1016/j.frl.2015.12.011.
• Madan, Dilip B. & Wang, King, 2016, "Nonrandom price movements," Finance Research Letters, Elsevier, volume 17, issue C, pages 103-109, DOI: 10.1016/j.frl.2016.02.003.
• Yılmaz, Işıl Sevilay & Tanyeri, Başak, 2016, "Global Merger and Acquisition (M&A) activity: 1992–2011," Finance Research Letters, Elsevier, volume 17, issue C, pages 110-117, DOI: 10.1016/j.frl.2016.02.005.
• Mietzner, Mark & Schiereck, Dirk, 2016, "Value creation by block acquisitions and the importance of block owner identity," Finance Research Letters, Elsevier, volume 17, issue C, pages 118-124, DOI: 10.1016/j.frl.2016.02.004.
• Gurdgiev, Constantin & Harte, Gerard, 2016, "Tsallis entropy: Do the market size and liquidity matter?," Finance Research Letters, Elsevier, volume 17, issue C, pages 151-157, DOI: 10.1016/j.frl.2016.03.006.
• Jin, Xiaoye, 2016, "The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets: A Hurst exponent approach," Finance Research Letters, Elsevier, volume 17, issue C, pages 167-175, DOI: 10.1016/j.frl.2016.03.004.
• Li, Yingqi & Yu, Junli & Zhang, Zhou & Zheng, Steven Xiaofan, 2016, "The effect of internal control weakness on firm valuation: Evidence from SOX Section 404 disclosures," Finance Research Letters, Elsevier, volume 17, issue C, pages 17-24, DOI: 10.1016/j.frl.2016.01.001.
• Apergis, Emmanuel & Apergis, Nicholas, 2016, "The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry," Finance Research Letters, Elsevier, volume 17, issue C, pages 186-192, DOI: 10.1016/j.frl.2016.03.002.
• CURATOLA, Giuliano & DONADELLI, Michael & KIZYS, Renatas & RIEDEL, Max, 2016, "Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games," Finance Research Letters, Elsevier, volume 17, issue C, pages 267-274, DOI: 10.1016/j.frl.2016.03.023.
• Noda, Akihiko, 2016, "A test of the adaptive market hypothesis using a time-varying AR model in Japan," Finance Research Letters, Elsevier, volume 17, issue C, pages 66-71, DOI: 10.1016/j.frl.2016.01.004.
• Grobys, Klaus & Haga, Jesper, 2016, "Identifying portfolio-based systematic risk factors in equity markets," Finance Research Letters, Elsevier, volume 17, issue C, pages 88-92, DOI: 10.1016/j.frl.2016.01.010.
• Grobys, Klaus & Heinonen, Jari-Pekka, 2016, "Is there a credit risk anomaly in FX markets?," Finance Research Letters, Elsevier, volume 18, issue C, pages 1-6, DOI: 10.1016/j.frl.2016.03.011.
• Frömmel, Michael & Lampaert, Kevin, 2016, "Does frequency matter for intraday technical trading?," Finance Research Letters, Elsevier, volume 18, issue C, pages 177-183, DOI: 10.1016/j.frl.2016.04.014.
• Shiah-Hou, Shin-Rong & Teng, Yi-Yun, 2016, "The informativeness of non-GAAP earnings after Regulation G?," Finance Research Letters, Elsevier, volume 18, issue C, pages 184-192, DOI: 10.1016/j.frl.2016.04.015.
• Ji, Xiuqing, 2016, "Momentum: Further Evidence from Australia," Finance Research Letters, Elsevier, volume 18, issue C, pages 234-236, DOI: 10.1016/j.frl.2016.04.021.
• Chen, Chien-Hua & Su, Xuan-Qi & Lin, Jun-Biao, 2016, "The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan," Finance Research Letters, Elsevier, volume 18, issue C, pages 263-272, DOI: 10.1016/j.frl.2016.04.026.
• Kiley, Michael T., 2016, "Monetary policy statements, treasury yields, and private yields: Before and after the zero lower bound," Finance Research Letters, Elsevier, volume 18, issue C, pages 285-290, DOI: 10.1016/j.frl.2016.04.029.
• Bańbuła, Piotr & Iwanicz-Drozdowska, Małgorzata, 2016, "The systemic importance of banks – name and shame seems to work," Finance Research Letters, Elsevier, volume 18, issue C, pages 297-301, DOI: 10.1016/j.frl.2016.05.001.
• Kolaric, Sascha & Schiereck, Dirk, 2016, "Are stock markets efficient in the face of fear? Evidence from the terrorist attacks in Paris and Brussels," Finance Research Letters, Elsevier, volume 18, issue C, pages 306-310, DOI: 10.1016/j.frl.2016.05.003.
• Economou, Fotini & Katsikas, Epameinondas & Vickers, Gregory, 2016, "Testing for herding in the Athens Stock Exchange during the crisis period," Finance Research Letters, Elsevier, volume 18, issue C, pages 334-341, DOI: 10.1016/j.frl.2016.05.011.
• Banerjee, Suman & Humphery-Jenner, Mark, 2016, "Directors’ duties of care and the value of auditing," Finance Research Letters, Elsevier, volume 19, issue C, pages 1-14, DOI: 10.1016/j.frl.2016.05.004.
• Luo, Xingguo & Qin, Shihua & Ye, Zinan, 2016, "The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market," Finance Research Letters, Elsevier, volume 19, issue C, pages 105-111, DOI: 10.1016/j.frl.2016.06.012.
• Ouyang, Wenjing & Szewczyk, Samuel H., 2016, "Do managers learn from the market? Firm level evidence in merger investment," Finance Research Letters, Elsevier, volume 19, issue C, pages 139-145, DOI: 10.1016/j.frl.2016.07.005.
• Elliott, William B. & Songur, Hilmi, 2016, "The role of arbitrage risk on the elasticity of demand: New evidence from 100% secondary equity offerings," Finance Research Letters, Elsevier, volume 19, issue C, pages 165-172, DOI: 10.1016/j.frl.2016.07.008.
• Hiremath, Gourishankar S. & Narayan, Seema, 2016, "Testing the adaptive market hypothesis and its determinants for the Indian stock markets," Finance Research Letters, Elsevier, volume 19, issue C, pages 173-180, DOI: 10.1016/j.frl.2016.07.009.
• Kang, Sang Hoon & Yoon, Seong-Min, 2016, "Dynamic spillovers between Shanghai and London nonferrous metal futures markets," Finance Research Letters, Elsevier, volume 19, issue C, pages 181-188, DOI: 10.1016/j.frl.2016.07.010.
• Haghighi, Afshin & Fallahpour, Saeid & Eyvazlu, Reza, 2016, "Modelling order arrivals at price limits using Hawkes processes," Finance Research Letters, Elsevier, volume 19, issue C, pages 267-272, DOI: 10.1016/j.frl.2016.08.012.
• Schiereck, Dirk & Kiesel, Florian & Kolaric, Sascha, 2016, "Brexit: (Not) another Lehman moment for banks?," Finance Research Letters, Elsevier, volume 19, issue C, pages 291-297, DOI: 10.1016/j.frl.2016.09.003.
• Aloui, Chaker & Hkiri, Besma & Lau, Chi Keung Marco & Yarovaya, Larisa, 2016, "Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis," Finance Research Letters, Elsevier, volume 19, issue C, pages 54-59, DOI: 10.1016/j.frl.2016.06.002.
• Chen, Haiwei, 2016, "A Tobin tax only on sellers," Finance Research Letters, Elsevier, volume 19, issue C, pages 83-89, DOI: 10.1016/j.frl.2016.06.007.
• Zhong, Zhuo, 2016, "Reducing opacity in over-the-counter markets," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 1-27, DOI: 10.1016/j.finmar.2015.06.004.
• Takahashi, Hidetomo & Xu, Peng, 2016, "Trading activities of short-sellers around index deletions: Evidence from the Nikkei 225," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 132-146, DOI: 10.1016/j.finmar.2015.05.001.
• Hao, (Grace) Qing, 2016, "Is there information leakage prior to share repurchase announcements? Evidence from daily options trading," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 79-101, DOI: 10.1016/j.finmar.2015.11.003.
• Gao, Cheng & Mizrach, Bruce, 2016, "Market quality breakdowns in equities," Journal of Financial Markets, Elsevier, volume 28, issue C, pages 1-23, DOI: 10.1016/j.finmar.2016.03.002.
• Lansing, Kevin J., 2016, "On variance bounds for asset price changes," Journal of Financial Markets, Elsevier, volume 28, issue C, pages 132-148, DOI: 10.1016/j.finmar.2015.06.002.
• Kawakami, Kei, 2016, "Market size matters: A model of excess volatility in large markets," Journal of Financial Markets, Elsevier, volume 28, issue C, pages 24-45, DOI: 10.1016/j.finmar.2015.08.004.
• Piccotti, Louis R., 2016, "Pricing errors and the geography of trade in the foreign exchange market," Journal of Financial Markets, Elsevier, volume 28, issue C, pages 46-69, DOI: 10.1016/j.finmar.2015.08.003.
• Bade, Marco & Hirth, Hans, 2016, "Liquidity cost vs. real investment efficiency," Journal of Financial Markets, Elsevier, volume 28, issue C, pages 70-90, DOI: 10.1016/j.finmar.2015.10.001.
• Choi, Jung Ho & Kalay, Alon & Sadka, Gil, 2016, "Earnings news, expected earnings, and aggregate stock returns," Journal of Financial Markets, Elsevier, volume 29, issue C, pages 110-143, DOI: 10.1016/j.finmar.2016.02.001.
• Brown, Alasdair & Yang, Fuyu, 2016, "Limited cognition and clustered asset prices: Evidence from betting markets," Journal of Financial Markets, Elsevier, volume 29, issue C, pages 27-46, DOI: 10.1016/j.finmar.2015.10.003.
• Chou, Pin-Huang & Hsieh, Chia-Hsun & Shen, Carl Hsin-Han, 2016, "What explains the orange juice puzzle: Sentiment, smart money, or fundamentals?," Journal of Financial Markets, Elsevier, volume 29, issue C, pages 47-65, DOI: 10.1016/j.finmar.2015.11.001.
• Chen, Long & Zhang, Gaiyan & Zhang, Weina, 2016, "Return predictability in the corporate bond market along the supply chain," Journal of Financial Markets, Elsevier, volume 29, issue C, pages 66-86, DOI: 10.1016/j.finmar.2016.03.005.
• Maio, Paulo, 2016, "Cross-sectional return dispersion and the equity premium," Journal of Financial Markets, Elsevier, volume 29, issue C, pages 87-109, DOI: 10.1016/j.finmar.2015.09.001.
• Blocher, Jesse, 2016, "Network externalities in mutual funds," Journal of Financial Markets, Elsevier, volume 30, issue C, pages 1-26, DOI: 10.1016/j.finmar.2016.04.001.
• Kim, Abby Y. & Tse, Yiuman & Wald, John K., 2016, "Time series momentum and volatility scaling," Journal of Financial Markets, Elsevier, volume 30, issue C, pages 103-124, DOI: 10.1016/j.finmar.2016.05.003.
• Broman, Markus S., 2016, "Liquidity, style investing and excess comovement of exchange-traded fund returns," Journal of Financial Markets, Elsevier, volume 30, issue C, pages 27-53, DOI: 10.1016/j.finmar.2016.05.002.
• Jain, Pankaj K. & Jain, Pawan & McInish, Thomas H., 2016, "Does high-frequency trading increase systemic risk?," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 1-24, DOI: 10.1016/j.finmar.2016.09.004.
• Xing, Xuejing & Anderson, Randy I. & Hu, Yan, 2016, "What׳s a name worth? The impact of a likeable stock ticker symbol on firm value," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 63-80, DOI: 10.1016/j.finmar.2016.06.003.
• Li, Xingli & Pukthuanthong, Kuntara & Glenn Walker, Marcus & Walker, Thomas John, 2016, "The determinants of IPO-related shareholder litigation: The role of CEO equity incentives and corporate governance," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 81-126, DOI: 10.1016/j.finmar.2016.09.003.

2015

• 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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.
• Hudson, Yawen & Green, Christopher J., 2015, "Is investor sentiment contagious? International sentiment and UK equity returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 5, issue C, pages 46-59, DOI: 10.1016/j.jbef.2015.02.004.
• Gutierrez, Jose & Stretcher, Robert, 2015, "Mad Money: Does the combination of stock recommendation and show segment matter?," Journal of Behavioral and Experimental Finance, Elsevier, volume 6, issue C, pages 80-92, DOI: 10.1016/j.jbef.2015.03.005.
• Kumari, Jyoti & Mahakud, Jitendra, 2015, "Does investor sentiment predict the asset volatility? Evidence from emerging stock market India," Journal of Behavioral and Experimental Finance, Elsevier, volume 8, issue C, pages 25-39, DOI: 10.1016/j.jbef.2015.10.001.
• Choi, Sunhwa & Choi, Youn-Sik & Gul, Ferdinand A. & Lee, Woo-Jong, 2015, "The impact of mandatory versus voluntary auditor switches on stock liquidity: Some Korean evidence," The British Accounting Review, Elsevier, volume 47, issue 1, pages 100-116, DOI: 10.1016/j.bar.2014.08.001.
• Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L., 2015, "The effect of index futures trading on volatility: Three markets for Chinese stocks," China Economic Review, Elsevier, volume 34, issue C, pages 207-224, DOI: 10.1016/j.chieco.2014.11.005.
• Hillier, David & Korczak, Adriana & Korczak, Piotr, 2015, "The impact of personal attributes on corporate insider trading," Journal of Corporate Finance, Elsevier, volume 30, issue C, pages 150-167, DOI: 10.1016/j.jcorpfin.2014.12.003.
• Aabo, Tom & Pantzalis, Christos & Park, Jung Chul, 2015, "Multinationality and opaqueness," Journal of Corporate Finance, Elsevier, volume 30, issue C, pages 65-84, DOI: 10.1016/j.jcorpfin.2014.12.002.
• Amin, Abu S. & Dutta, Shantanu & Saadi, Samir & Vora, Premal P., 2015, "Institutional shareholding and information content of dividend surprises: Re-examining the dynamics in dividend-reappearance era," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 152-170, DOI: 10.1016/j.jcorpfin.2015.02.002.
• Bradley, Daniel & Kim, Incheol & Krigman, Laurie, 2015, "Top VC IPO underpricing," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 186-202, DOI: 10.1016/j.jcorpfin.2015.01.016.
• Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay, 2015, "Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 203-219, DOI: 10.1016/j.jcorpfin.2015.02.003.
• Xiao, Gang, 2015, "Trading and earnings management: Evidence from China's non-tradable share reform," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 67-90, DOI: 10.1016/j.jcorpfin.2015.01.013.
• Li, Shan & Brockman, Paul & Zurbruegg, Ralf, 2015, "Cross-listing, firm-specific information, and corporate governance: Evidence from Chinese A-shares and H-shares," Journal of Corporate Finance, Elsevier, volume 32, issue C, pages 347-362, DOI: 10.1016/j.jcorpfin.2014.10.008.
• Cumming, Douglas & Dannhauser, Robert & Johan, Sofia, 2015, "Financial market misconduct and agency conflicts: A synthesis and future directions," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 150-168, DOI: 10.1016/j.jcorpfin.2015.07.016.
• Agrawal, Anup & Cooper, Tommy, 2015, "Insider trading before accounting scandals," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 169-190, DOI: 10.1016/j.jcorpfin.2015.07.005.
• Bernile, Gennaro & Sulaeman, Johan & Wang, Qin, 2015, "Institutional trading during a wave of corporate scandals: “Perfect Payday”?," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 191-209, DOI: 10.1016/j.jcorpfin.2015.07.004.
• Atanasov, Vladimir & Davies, Ryan J. & Merrick, John J., 2015, "Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 210-234, DOI: 10.1016/j.jcorpfin.2015.07.011.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2015, "Exchange trading rules, surveillance and suspected insider trading," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 311-330, DOI: 10.1016/j.jcorpfin.2015.07.013.
• De Cesari, Amedeo & Huang-Meier, Winifred, 2015, "Dividend changes and stock price informativeness," Journal of Corporate Finance, Elsevier, volume 35, issue C, pages 1-17, DOI: 10.1016/j.jcorpfin.2015.08.004.
• Wang, Qin & Zhang, Jun, 2015, "Does individual investor trading impact firm valuation?," Journal of Corporate Finance, Elsevier, volume 35, issue C, pages 120-135, DOI: 10.1016/j.jcorpfin.2015.08.001.
• Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim, 2015, "Endogenous leverage and asset pricing in double auctions," Journal of Economic Dynamics and Control, Elsevier, volume 53, issue C, pages 144-160, DOI: 10.1016/j.jedc.2015.02.004.
• Leiss, Matthias & Nax, Heinrich H. & Sornette, Didier, 2015, "Super-exponential growth expectations and the global financial crisis," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 1-13, DOI: 10.1016/j.jedc.2015.03.005.
• Wang, Jianxin & Yang, Minxian, 2015, "How well does the weighted price contribution measure price discovery?," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 113-129, DOI: 10.1016/j.jedc.2015.04.002.
• Figueroa, Nicolás & Leukhina, Oksana, 2015, "Lending terms and aggregate productivity," Journal of Economic Dynamics and Control, Elsevier, volume 59, issue C, pages 1-21, DOI: 10.1016/j.jedc.2015.07.001.
• Lo, Danny K. & Hall, Anthony D., 2015, "Resiliency of the limit order book," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 222-244, DOI: 10.1016/j.jedc.2015.09.012.
• Chiarella, Carl & He, Xue-Zhong & Wei, Lijian, 2015, "Learning, information processing and order submission in limit order markets," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 245-268, DOI: 10.1016/j.jedc.2015.09.013.
• Gradojevic, Nikola & Lento, Camillo, 2015, "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, volume 47, issue C, pages 156-165, DOI: 10.1016/j.econmod.2015.02.028.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2015, "Does gold act as a hedge or a safe haven for stocks? A smooth transition approach," Economic Modelling, Elsevier, volume 48, issue C, pages 16-24, DOI: 10.1016/j.econmod.2014.10.044.
• Kim, Hyeongwoo & Ryu, Deockhyun, 2015, "Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach," Economic Modelling, Elsevier, volume 51, issue C, pages 227-241, DOI: 10.1016/j.econmod.2015.07.009.
• Romero-Meza, Rafael & Bonilla, Claudio & Benedetti, Hugo & Serletis, Apostolos, 2015, "Nonlinearities and financial contagion in Latin American stock markets," Economic Modelling, Elsevier, volume 51, issue C, pages 653-656, DOI: 10.1016/j.econmod.2015.09.012.
• Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015, "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 222-248, DOI: 10.1016/j.najef.2014.12.001.
• de Mendonça, Helder Ferreira & Barcelos, Vívian Íris, 2015, "Securitization and credit risk: Empirical evidence from an emerging economy," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 12-28, DOI: 10.1016/j.najef.2015.01.002.
• Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis, 2015, "Improving international diversification benefits for US investors," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 64-76, DOI: 10.1016/j.najef.2015.01.005.
• Chen, Li-Yu & Lai, Jung-Ho & Chen, Carl R., 2015, "Multiple directorships and the performance of mergers & acquisitions," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 178-198, DOI: 10.1016/j.najef.2015.04.004.
• Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2015, "Performance and performance persistence of socially responsible investment funds in Europe and North America," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 254-266, DOI: 10.1016/j.najef.2015.09.011.
• Kuck, Konstantin & Maderitsch, Robert & Schweikert, Karsten, 2015, "Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions," Economics Letters, Elsevier, volume 126, issue C, pages 114-118, DOI: 10.1016/j.econlet.2014.11.028.
• Avino, Davide & Lazar, Emese & Varotto, Simone, 2015, "Time varying price discovery," Economics Letters, Elsevier, volume 126, issue C, pages 18-21, DOI: 10.1016/j.econlet.2014.09.030.
• Gallais-Hamonno, Georges & Hoang, Thi-Hong-Van & Oosterlinck, Kim, 2015, "Informational efficiency of the clandestine and official gold markets in Paris," Economics Letters, Elsevier, volume 126, issue C, pages 28-30, DOI: 10.1016/j.econlet.2014.11.013.
• Grobys, Klaus, 2015, "Are volatility spillovers between currency and equity market driven by economic states? Evidence from the US economy," Economics Letters, Elsevier, volume 127, issue C, pages 72-75, DOI: 10.1016/j.econlet.2014.12.034.
• Shamsuddin, Abul & Kim, Jae H., 2015, "Market sentiment and the Fama–French factor premia," Economics Letters, Elsevier, volume 136, issue C, pages 129-132, DOI: 10.1016/j.econlet.2015.09.021.
• Zhao, Wandi & Wang, Mingjin, 2015, "On the computation of LOT liquidity measure," Economics Letters, Elsevier, volume 136, issue C, pages 76-80, DOI: 10.1016/j.econlet.2015.08.030.
• Cederburg, Scott & O’Doherty, Michael S., 2015, "Asset-pricing anomalies at the firm level," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 113-128, DOI: 10.1016/j.jeconom.2014.06.004.
• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2015, "Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 557-579, DOI: 10.1016/j.jeconom.2015.02.039.
• Sojli, Elvira & Tham, Wing Wah, 2015, "Divided governments and futures prices," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 622-633, DOI: 10.1016/j.jeconom.2015.02.043.