Research classified by Journal of Economic Literature (JEL) codes

2015

• Tobias Nigbur, 2015, "Calls of convertible debt securities: no bad news at all," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 1, pages 61-79, February, DOI: 10.1007/s11408-014-0243-z.
• Bryan Foltice & Thomas Langer, 2015, "Profitable momentum trading strategies for individual investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 2, pages 85-113, May, DOI: 10.1007/s11408-015-0246-4.
• Matthias Bank & Ralf Baumann, 2015, "Market efficiency under ad hoc information: evidence from Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 3, pages 173-206, August, DOI: 10.1007/s11408-015-0250-8.
• Steve Janner & Daniel Schmidt, 2015, "Are economically significant bond returns explained by corporate news? An examination of the German corporate bond market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 3, pages 271-298, August, DOI: 10.1007/s11408-015-0253-5.
• Laura Henning, 2015, "Shareholder voting and merger returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 4, pages 337-363, November, DOI: 10.1007/s11408-015-0256-2.
• Paulo Silva, 2015, "The information content of the open interest of credit default swaps," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 4, pages 381-427, November, DOI: 10.1007/s11408-015-0258-0.
• Paolo Caro, 2015, "Risk, ambiguity, and sovereign rating," International Economics and Economic Policy, Springer, volume 12, issue 1, pages 41-57, March, DOI: 10.1007/s10368-014-0279-6.
• Bachar Fakhry & Christian Richter, 2015, "Is the sovereign debt market efficient? Evidence from the US and German sovereign debt markets," International Economics and Economic Policy, Springer, volume 12, issue 3, pages 339-357, September, DOI: 10.1007/s10368-014-0304-9.
• Kiridaran Kanagaretnam & Gerald Lobo & Chong Wang, 2015, "Religiosity and Earnings Management: International Evidence from the Banking Industry," Journal of Business Ethics, Springer, volume 132, issue 2, pages 277-296, December, DOI: 10.1007/s10551-014-2310-9.
• Benjamin Blau & Kathleen Fuller & Chip Wade, 2015, "Short Selling and Price Pressure Around Merger Announcements," Journal of Financial Services Research, Springer;Western Finance Association, volume 48, issue 2, pages 143-160, October, DOI: 10.1007/s10693-014-0197-3.
• Monica Martinez-Blasco & Josep Garcia-Blandon & Josep Argiles-Bosch, 2015, "Does the informational role of the annual general meeting depend on a country’s legal tradition?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 19, issue 4, pages 849-873, November, DOI: 10.1007/s10997-014-9294-9.
• Christian Weistroffer & Steffen Sebastian, 2015, "The German Open-End Fund Crisis – A Valuation Problem?," The Journal of Real Estate Finance and Economics, Springer, volume 50, issue 4, pages 517-548, May, DOI: 10.1007/s11146-014-9485-9.
• Roger Buckland & Julian Williams & Janice Beecher, 2015, "Risk and regulation in water utilities: a cross-country comparison of evidence from the CAPM," Journal of Regulatory Economics, Springer, volume 47, issue 2, pages 117-145, April, DOI: 10.1007/s11149-014-9261-z.
• Benjamin Blau & Tyler Brough, 2015, "Are put-call ratios a substitute for short sales?," Review of Derivatives Research, Springer, volume 18, issue 1, pages 51-73, April, DOI: 10.1007/s11147-014-9102-3.
• Finbarr Murphy & Ehud Ronn, 2015, "The valuation and information content of options on crude-oil futures contracts," Review of Derivatives Research, Springer, volume 18, issue 2, pages 95-106, July, DOI: 10.1007/s11147-014-9107-y.
• Christian Koziol & Philipp Koziol & Thomas Schön, 2015, "Do correlated defaults matter for CDS premia? An empirical analysis," Review of Derivatives Research, Springer, volume 18, issue 3, pages 191-224, October, DOI: 10.1007/s11147-015-9109-4.
• Jon Poynter & James Winder & Tzu Tai, 2015, "An analysis of co-movements in industrial sector indices over the last 30 years," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 1, pages 69-88, January, DOI: 10.1007/s11156-013-0399-z.
• Kimberly Ellis & Phyllis Keys, 2015, "Workforce diversity and shareholder value: a multi-level perspective," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 2, pages 191-212, February, DOI: 10.1007/s11156-013-0403-7.
• Riccardo Bramante & Giovanni Petrella & Diego Zappa, 2015, "On the use of the market model R-square as a measure of stock price efficiency," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 2, pages 379-391, February, DOI: 10.1007/s11156-013-0410-8.
• William Forbes & Aloysius Igboekwu, 2015, "The explanatory power of representative agent earnings momentum models," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 3, pages 473-492, April, DOI: 10.1007/s11156-013-0414-4.
• Moonsoo Kang & Kiseok Nam, 2015, "Informed trade and idiosyncratic return variation," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 3, pages 551-572, April, DOI: 10.1007/s11156-013-0417-1.
• Qin Wang & Hsiao-Fen Yang, 2015, "Earnings announcements, trading volume, and price discovery: evidence from dual class firms," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 4, pages 669-700, May, DOI: 10.1007/s11156-013-0422-4.
• Robert Goldberg, 2015, "A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 4, pages 733-754, May, DOI: 10.1007/s11156-013-0424-2.
• Yu Huang & Yao Cheng, 2015, "Stock manipulation and its effects: pump and dump versus stabilization," Review of Quantitative Finance and Accounting, Springer, volume 44, issue 4, pages 791-815, May, DOI: 10.1007/s11156-013-0419-z.
• Yan Zeng & Josie McLaren, 2015, "The impact of large public sales of Government assets: empirical evidence from the Chinese stock markets on a gradual and offer-to-get approach," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 1, pages 137-173, July, DOI: 10.1007/s11156-014-0433-9.
• Palani-Rajan Kadapakkam & Timothy Krause & Yiuman Tse, 2015, "Exchange traded funds, size-based portfolios, and market efficiency," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 1, pages 89-110, July, DOI: 10.1007/s11156-013-0429-x.
• Hung-Chao Yu & Wen-Ying Wang & Chingfu Chang, 2015, "The stock market valuation of intellectual capital in the IT industry," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 2, pages 279-304, August, DOI: 10.1007/s11156-014-0437-5.
• Richard Chung & Scott Fung & Jayendu Patel, 2015, "Alpha–beta–churn of equity picks by institutional investors and the robust superiority of hedge funds," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 2, pages 363-405, August, DOI: 10.1007/s11156-014-0440-x.
• Qin Wang & Jun Zhang, 2015, "Individual investor trading and stock liquidity," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 3, pages 485-508, October, DOI: 10.1007/s11156-014-0444-6.
• Ashok Robin & Qiang Wu, 2015, "Firm growth and the pricing of discretionary accruals," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 3, pages 561-590, October, DOI: 10.1007/s11156-014-0447-3.
• Mary Hill & Peter Johnson & Kelvin Liu & Thomas Lopez, 2015, "Operational restructurings: where’s the beef?," Review of Quantitative Finance and Accounting, Springer, volume 45, issue 4, pages 721-755, November, DOI: 10.1007/s11156-014-0453-5.
• Katsushi Suzuki, 2015, "Unique Dividends for Retail Shareholders: Evidence from Shareholder Perks," Discussion Papers, Kobe University, Graduate School of Business Administration, number 2015-20, Jun.
• Cristina Ciumas & Diana-Maria Chis, 2015, "Unit-Linked Life Insurance Products Versus Other Alternative Investments," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 7, issue 3, pages 222-227, September.
• Roxana Ionescu, 2015, "The Importance of Intermediaries in Stock Transaction," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 7, issue 4, pages 65-68, December.
• Piotr Kasprzak, 2015, "Spanish SOCIMI (REIT) Funds and Efficiency of the Real Estate Capital Market," World of Real Estate Journal (Swiat Nieruchomosci), Fundacja Uniwersytetu Ekonomicznego w Krakowie, issue 93, pages 41-48, September, DOI: 10.14659/worej.2015.93.06.
• Havran, Dániel & Erb, Tamás, 2015, "Mit veszítünk a piaci súrlódásokkal?. A pénzügyi piacok mikrostruktúrája
  [Trading mechanisms and market frictions. Microstructure of the financial markets]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 229-262.
• Alper Veli ÇAM, 2015, "The Effects of Sporting Success on Stock Returns: An Application in Istanbul Stock Exchange," Journal of Economics Library, KSP Journals, volume 2, issue 3, pages 147-154, September.
• Joanne GUO, 2015, "Quantitative Easingand U.S. Financial Asset Returns," Journal of Economics Bibliography, KSP Journals, volume 2, issue 3, pages 76-105, September.
• Zuzana FUNGACOVA & Christophe J. GODLEWSKI & Laurent WEILL, 2015, "Does the Type of Debt Matter? Stock Market Perception in Europe," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2015-03.
• Paul-Olivier KLEIN & Laurent WEILL & Christophe J. GODLEWSKI, 2015, "How Sukuk Shapes Firm Performance," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2015-05.
• Emilio Rojas Olea & Werner Kristjanpoller Rodríguez, 2015, "Price-volume ratio analysis by causality and day-of-the-week effect for the Latin American stock markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 83, pages 9-31, Julio - D, DOI: 10.17533/udea.le.n83a01.
• Heather D. Gibson & Stephen G. Hall, & George S. Tavlas, 2015, "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/13, Jul.
• Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2015, "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/25, Nov.
• Laura Bottazzi, 2015, "Underpricing and voluntary disclosure: The case of mining IPOs in Australia," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 2, pages 18-29, April.
• Jijun Niu, 2015, "Stock price reaction to share repurchase announcements by banks in normal and crisis times," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 2, pages 55-62, April.
• Gideon Boako, 2015, "The response of stock prices to dividend news on the Ghana stock market: An empirical assessment," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 2, pages 78-85, April.
• Onem Ozocak, 2015, "Price impact of informed trades in the U.S. treasury markets," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 3, pages 29-40, June.
• Md. Al Mamun & Md. Abu Syeed & Farida Yasmeen, 2015, "Are investors rational, irrational or normal?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 4, pages 1-15, August.
• Susila Munisamy & Edward Wong Sek Khin & Chia Zi Fon, 2015, "Innovation and technical efficiency in Malaysian family manufacturing industries," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 4, pages 50-67, August.
• Yu-Wei Lan & Dan Lin & Lu Lin, 2015, "Cointegration analysis of tourism demand by Mainland China in Taiwan and stock investment strategy," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 3, issue 5, pages 1-9, October.
• Edirisinghe U. C & Nimal P.D, 2015, "Stock Price Reaction to Announcements of Right Issues and Debenture Issues: Evidence from Colombo Stock Exchange," International Journal of Business and Social Research, LAR Center Press, volume 5, issue 2, pages 67-76, February.
• Sreejata Banerjee & Divya Sinha, 2015, "Effect of Macroeconomic News Releases on Bond Yields in India China and Japan," Working Papers, Madras School of Economics,Chennai,India, number 2015-125, Oct.
• Ekta Selarka & Subhra Choudhury, 2015, "Related Party Transactions and Stock Price Crash Risk: Evidence from India," Working Papers, Madras School of Economics,Chennai,India, number 2015-129, Oct.
• Badri, Ahmad, 2015, "Statement of Investment Deposits Performance: Improvement of Accountability in the Business Model of Usury-free Banking in Iran, Consistant with IFRS," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 1, pages 131-158, January.
• Jaroslav Bukovina, 2015, "Sentiment and blue-chip returns. Firm level evidence from a dynamic threshold model," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2015-53, Jun.
• Jaroslav Bukovina, 2015, "Sentiment of a society and large-cap stock liquidity," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2015-56, Nov.
• Denice Bodeutsch & Philip Hans Franses, 2015, "The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 1, pages 130-139, January, DOI: 10.1080/1540496X.2015.1011523.
• Alexander Zimper, 2015, "Bank-Deposit Contracts Versus Financial-Market Participation in Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 3, pages 525-536, May, DOI: 10.1080/1540496X.2015.1025669.
• Ankita Mishra & Vinod Mishra & Russell Smyth, 2015, "The Random-Walk Hypothesis on the Indian Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 51, issue 5, pages 879-892, September, DOI: 10.1080/1540496X.2015.1061380.
• Nicky J. Ferguson & Dennis Philip & Herbert Y. T. Lam & Jie Michael Guo, 2015, "Media Content and Stock Returns: The Predictive Power of Press," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 1, pages 1-31, March.
• Robert Joliet & Aline Muller, 2015, "Dividends and Foreign Performance Signaling," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 2, pages 77-107, June.
• Graham Bornholt & Paul Dou & Mirela Malin, 2015, "Trading Volume and Momentum: The International Evidence," Multinational Finance Journal, Multinational Finance Journal, volume 19, issue 4, pages 267-313, December.
• Andrew Phiri, 2015, "Efficient Market Hypothesis in South Africa: Evidence from Linear and Nonlinear Unit Root Tests," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 13, issue 4 (Winter, pages 369-387.
• Edirisinghe U. C & Nimal P.D, 2015, "Stock Price Reaction to Announcements of Right Issues and Debenture Issues: Evidence from Colombo Stock Exchange," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, volume 5, issue 2, pages 67-76, February.
• Kei Kawakami, 2015, "Welfare Consequences of Information Aggregation and Optimal Market Size," Department of Economics - Working Papers Series, The University of Melbourne, number 1189, Jan.
• Kei Kawakami, 2015, "Market Size Matters:A Model of Excess Volatility in Large Markets," Department of Economics - Working Papers Series, The University of Melbourne, number 2003, Mar.
• Péter Császár, 2015, "Four hours is actually how many hours? – The actual time required for intraday transfers," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 14, issue 1, pages 166-192.
• Dániel Horváth & Eszter Makay, 2015, "Analysis methodology of interbank reference rates - International trends and the results of the first Hungarian annual statistical analysis for 2014," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 14, issue 2, pages 62-88.
• Péter Kalmár & Zoltán Zéman & János Lukács, 2015, "Bank controlling with a marketing attitude – applied statistics in the service of controlling," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 14, issue 4, pages 110-125.
• Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2015, "Towards a skewness index for the Italian stock market," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0064, Nov.
• Yuri Biondi & Simone Righi, 2015, "Much ado about making money:The impact of disclosure, news and rumors over the formation of security market prices over time," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0075, Dec.
• Riccardo Ferretti & Pierpaolo Pattitoni & Anna Salinas, 2015, "The effectiveness of insider trading regulations: The case of the Italian tender offers," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0057, Sep.
• Seema Narayan & Russell Smyth, 2015, "The Financial Econometrics of Price Discovery and Predictability," Monash Economics Working Papers, Monash University, Department of Economics, number 06-15, Jan.
• Bernard De Meyer & Gaëtan Fournier, 2015, "Price dynamics on a risk averse market with asymmetric information," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15054, Jun.
• Anne Anderson & E. James Cowan & Karen C. Denning, 2015, "Human Capital Reorganizations and Market Performance: U.S. Firms," Business and Economic Research, Macrothink Institute, volume 5, issue 2, pages 97-121, December.
• Zhenxi Chen & Jan F. Kiviet & Weihong Huang, 2015, "On the integration of China's main stock exchange with the international financial market," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1505, Oct.
• Kristjanpoller Rodríguez Werner & Arenas Yáñez Teresita, 2015, "The turn of the month effect still exists in the main Latin American stock markets, including the level of individual stocks," Contaduría y Administración, Accounting and Management, volume 60, issue 1, pages 53-86, enero-mar.
• Łukasz Gątarek & Marcin Wojtowicz, 2015, "The relation between sovereign credit default swap premium and banking sector risk in Poland," NBP Working Papers, Narodowy Bank Polski, number 222.
• Jia Chen & Kewei Hou & René M. Stulz, 2015, "Are Firms in "Boring" Industries Worth Less?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20880, Jan.
• Denis Gromb & Dimitri Vayanos, 2015, "The Dynamics of Financially Constrained Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 20968, Feb.
• Marina Druz & Alexander F. Wagner & Richard J. Zeckhauser, 2015, "Tips and Tells from Managers: How Analysts and the Market Read Between the Lines of Conference Calls," NBER Working Papers, National Bureau of Economic Research, Inc, number 20991, Feb.
• Hang Bai & Kewei Hou & Howard Kung & Lu Zhang, 2015, "The CAPM Strikes Back? An Investment Model with Disasters," NBER Working Papers, National Bureau of Economic Research, Inc, number 21016, Mar.
• Chunxin Jia & Yaping Wang & Wei Xiong, 2015, "Social Trust and Differential Reactions of Local and Foreign Investors to Public News," NBER Working Papers, National Bureau of Economic Research, Inc, number 21075, Apr.
• Pablo Kurlat, 2015, "Liquidity as Social Expertise," NBER Working Papers, National Bureau of Economic Research, Inc, number 21118, Apr.
• Takatoshi Ito & Masahiro Yamada, 2015, "High-frequency, Algorithmic Spillovers Between NASDAQ and Forex," NBER Working Papers, National Bureau of Economic Research, Inc, number 21122, Apr.
• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2015, "Financial Markets where Traders Neglect the Informational Content of Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 21224, May.
• Honghui Chen & Vijay Singal & Robert F. Whitelaw, 2015, "Comovement Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 21281, Jun.
• Robert Shimer & Iván Werning, 2015, "Efficiency and Information Transmission in Bilateral Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 21495, Aug.
• Brandon Gipper & Christian Leuz & Mark Maffett, 2015, "Public Audit Oversight and Reporting Credibility: Evidence from the PCAOB Inspection Regime," NBER Working Papers, National Bureau of Economic Research, Inc, number 21530, Sep.
• Robert F. Stambaugh & Yu Yuan, 2015, "Mispricing Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 21533, Sep.
• Nicolae B. Gârleanu & Lasse H. Pedersen, 2015, "Efficiently Inefficient Markets for Assets and Asset Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 21563, Sep.
• Ross Levine & Chen Lin & Lai Wei, 2015, "Insider Trading and Innovation," NBER Working Papers, National Bureau of Economic Research, Inc, number 21634, Oct.
• William N. Goetzmann, 2015, "Bubble Investing: Learning from History," NBER Working Papers, National Bureau of Economic Research, Inc, number 21693, Oct.
• Darrell Duffie & Haoxiang Zhu, 2015, "Size Discovery," NBER Working Papers, National Bureau of Economic Research, Inc, number 21696, Nov.
• William Goetzmann & Simon Huang, 2015, "Momentum in Imperial Russia," NBER Working Papers, National Bureau of Economic Research, Inc, number 21700, Nov.
• Jin-Hyuk Kim & Peter Newberry & Calvin Qiu, 2015, "An Empirical Analysis of a Crowdfunding Platform," Working Papers, NET Institute, number 15-12, Sep.
• Greene, Jason T. & Rakowski, David, 2015, "A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate," Critical Finance Review, now publishers, volume 4, issue 1, pages 117-138, June, DOI: 10.1561/104.00000025.
• Luis Alberiko & OlaOluwa S. Yaya & Olarenwaju I. Shittu, 2015, "Fractional integration and asymmetric volatility in european, asian and american bull and bear markets. Applications to high frequency stock data," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 07/2015, Apr.
• Roman Šperka & Irena Szarowská, 2015, "Impact of a Financial Transaction Tax on a Financial Market," Working Papers, Silesian University, School of Business Administration, number 0013, Jul.
• César Huaroto De la Cruz & Arturo Leonardo Vásquez Cordano, 2015, "Los Conflictos Socio-Ambientales y el Valor de las Acciones de las Grandes Empresas Mineras en el Perú: Evaluando la Teoría de las Opciones Reales," Working Papers, Osinergmin, Gerencia de Políticas y Análisis Económico, number 34, Jun.
• Tihomir Zec & Vice Mihanovic & Jerko Zunic, 2015, "Achieving Competitive Advantage Of A Company Through Efficient Management Of Wages And Employee Rewards," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 11, pages 1133-1145.
• David S. Evans & Howard Chang & Steven Joyce, 2015, "The Impact Of The U.S. Debit-Card Interchange Fee Regulation On Consumer Welfare," Journal of Competition Law and Economics, Oxford University Press, volume 11, issue 1, pages 23-67.
• Piotr Kokoszka & Hong Miao & Xi Zhang, 2015, "Functional Dynamic Factor Model for Intraday Price Curves," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 2, pages 456-477.
• Eric Budish & Peter Cramton & John Shim, 2015, "Editor's Choice The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 130, issue 4, pages 1547-1621.
• Hitesh Doshi & Redouane Elkamhi & Mikhail Simutin, 2015, "Managerial Activeness and Mutual Fund Performance," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 2, pages 156-184.
• Mathias S. Kruttli & Andrew J. Patton & Tarun Ramadorai, 2015, "The Impact of Hedge Funds on Asset Markets," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 2, pages 185-226.
• David M. Frankel & Yu Jin, 2015, "Securitization and Lending Competition," The Review of Economic Studies, Review of Economic Studies Ltd, volume 82, issue 4, pages 1383-1408.
• Hans Degryse & Frank de Jong & Vincent van Kervel, 2015, "The Impact of Dark Trading and Visible Fragmentation on Market Quality," Review of Finance, European Finance Association, volume 19, issue 4, pages 1587-1622.
• Allaudeen Hameed & Randall Morck & Jianfeng Shen & Bernard Yeung, 2015, "Information, Analysts, and Stock Return Comovement," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 11, pages 3153-3187.
• John Cotter & Stuart Gabriel & Richard Roll, 2015, "Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 3, pages 913-936.
• Pablo Kurlat & Johannes Stroebel, 2015, "Testing for Information Asymmetries in Real Estate Markets," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 8, pages 2429-2461.
• Dumitru-Nicu?or Cãrãu?u, 2015, "Capital Market Efficiency in CEE Countries," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 392-397, May.
• Aurora Murgea, 2015, "January Effect and Market Conditions: a Case of Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 488-493, May.
• Aurora Murgea, 2015, "Holliday Effect in Contemporary Capital Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 494-499, May.
• Karolina Daszynska-Zygadlo & Aleksandra Szpulak & Adam Szyszka, 2015, "Investor sentiment, optimism and excess stock market returns. Evidence from emerging markets," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 4, pages 362-373, January.
• Maximilian Mueller & Denis Schweizer & Volker Seiler, 2015, "Wealth Effects of Rare Earth Prices and China's Rare Earth Elements Policy," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 88, Feb.
• Maximilian Mueller & Denis Schweizer & Volker Seiler, 2015, "Wealth Effects of Rare Earth Prices and China's Rare Earth Elements Policy," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 92, Feb.
• Krzysztof Borowski, 2015, "Analysis of monthly rates of return in April and correlation analysis of monthly rates of return in April on the example of selected world stock exchange indices," Working Papers, Institute of Economic Research, number 127/2015, May, revised May 2015.
• Aneta Giedrewicz-Niewinska, 2015, "Udzial pracownikow w nadzorze korporacyjnym w spolce europejskiej," Working Papers, Institute of Economic Research, number 33/2015, May, revised May 2015.
• Irina-Doina Pãºcan & Ramona Neag, 2015, "Economic consequences of the adoption of the International Financial Reporting Standards: evidences in the research literature," Working Papers, Institute of Economic Research, number 85/2015, Apr, revised Apr 2015.
• Biedermann, Zsuzsánna, 2015, "Off-exchange Trading, Dark Pools and their Regulatory Dilemmas," Public Finance Quarterly, Corvinus University of Budapest, volume 60, issue 1, pages 78-94.
• Abdullah Muhammad Iqbal & Iram Khan & Zeeshan Ahmed, 2015, "Earnings Management and Privatisations: Evidence from Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 54, issue 2, pages 79-96.
• Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015, "Financial Symmetry and Moods in the Market," PLOS ONE, Public Library of Science, volume 10, issue 4, pages 1-21, April, DOI: 10.1371/journal.pone.0118224.
• Ojo, Marianne, 2015, "The unintended consequences and challenges of the Basel III Leverage Ratio: supplementary leverage ratios," MPRA Paper, University Library of Munich, Germany, number 61330, Jan.
• Estrada, Fernando, 2015, "As crises financeiras
  [Financial crises]," MPRA Paper, University Library of Munich, Germany, number 61418.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015, "Price Discovery in the Dual-Platform US Treasury Market," MPRA Paper, University Library of Munich, Germany, number 61440.
• Vasios, Michalis & Payne, Richard & Nolte, Ingmar, 2015, "Profiting from Mimicking Strategies in Non-Anonymous Markets," MPRA Paper, University Library of Munich, Germany, number 61710.
• Chouliaras, Andreas, 2015, "High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 62524, Mar.
• Waters, James, 2015, "Optimal design and consequences of financial disclosure regulation: a real options approach," MPRA Paper, University Library of Munich, Germany, number 63369, Mar.
• Remorov, Alexander, 2015, "Dynamic Trading When You May Be Wrong," MPRA Paper, University Library of Munich, Germany, number 63964, Apr, revised 27 Apr 2015.
• Harashima, Taiji, 2015, "Bubbles, Bluffs, and Greed," MPRA Paper, University Library of Munich, Germany, number 64361, May.
• Da Silva, Sergio, 2015, "Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms," MPRA Paper, University Library of Munich, Germany, number 64497.
• Troug, Haytem Ahmed & Sbia, Rashid, 2015, "Testing for the Presence of Asymmetric Information in the Oil Market: A VAR Approach," MPRA Paper, University Library of Munich, Germany, number 64933.
• Chouliaras, Andreas, 2015, "The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns," MPRA Paper, University Library of Munich, Germany, number 65585, Jul.
• Zhou, Tim, 2015, "Failed bank auctions and externalities," MPRA Paper, University Library of Munich, Germany, number 65587, Jul.
• Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad & Karimli, Tural, 2015, "Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması
  [Extracting risk-neutral probability distribution from Brent oil options]," MPRA Paper, University Library of Munich, Germany, number 65704, Jul.
• Chouliaras, Andreas, 2015, "Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms," MPRA Paper, University Library of Munich, Germany, number 65875, Jul.
• Kroujiline, Dimitri & Gusev, Maxim & Ushanov, Dmitry & Sharov, Sergey V. & Govorkov, Boris, 2015, "Forecasting stock market returns over multiple time horizons," MPRA Paper, University Library of Munich, Germany, number 66175, Aug.
• Mehta, Deepshikha, 2015, "Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices," MPRA Paper, University Library of Munich, Germany, number 66494, Aug.
• Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen, 2015, "Could the global financial crisis improve the performance of the G7 stocks markets?," MPRA Paper, University Library of Munich, Germany, number 66521, Sep.
• Hattori, Takahiro & Miyake, Hiroki, 2015, "Empirical Analysis of Yield Determinants in Japan’s Municipal Bond Market: Does Credit Risk Premium Exist?," MPRA Paper, University Library of Munich, Germany, number 67127, Oct.
• Morone, Andrea & Nuzzo, Simone, 2015, "Market Efficiency, Trading Institutions and Information Mirages: evidence from an experimental asset market," MPRA Paper, University Library of Munich, Germany, number 67448, Oct.
• Hertrich, Markus, 2015, "Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets," MPRA Paper, University Library of Munich, Germany, number 67837, Sep.
• Huerta, Daniel & Egly, Peter V. & Escobari, Diego, 2015, "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," MPRA Paper, University Library of Munich, Germany, number 68155, Nov.
• Ferrir, Richard, 2015, "The model of financing of Euro 2012 in Poland and in other UEFA European Championships hosts – comparative analysis," MPRA Paper, University Library of Munich, Germany, number 68207, Dec.
• Tomić, Bojan, 2015, "The Impact Of Macroeconomic Indicators On The Movement Of Crobex," MPRA Paper, University Library of Munich, Germany, number 68324, Jan.
• Phélippé-Guinvarc'h, Martial & Cordier, Jean, 2015, "Machine Learning for Semi-Strong Efficiency Test of Inter-Market Wheat Futures," MPRA Paper, University Library of Munich, Germany, number 68410, Jun.
• Hirshleifer, David & Daniel, Kent, 2015, "Overconfident investors, predictable returns, and excessive trading," MPRA Paper, University Library of Munich, Germany, number 69002, Oct.
• Campos Dias de Sousa, Ricardo Emanuel & Howden, David, 2015, "The Efficient Market Conjecture," MPRA Paper, University Library of Munich, Germany, number 79792.
• Atsin, Jessica A.L. & Ocran, Matthew K., 2015, "Calendar effects and market anomalies on the Johannesburg Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 87448, Jul.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2015, "Buy and sell signals on Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 89014, Aug, revised 05 Jan 2016.
• Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015, "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers, University of Pretoria, Department of Economics, number 201515, Mar.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, University of Pretoria, Department of Economics, number 201544, Jun.
• Volha Audzei, 2015, "Information Acquisition and Excessive Risk: Impact of Policy Rate and Market Volatility," ACTA VSFS, University of Finance and Administration, volume 9, issue 2, pages 115-135.
• Andrey Kudryavtsev, 2015, "Informational Content of Open-to-Close Stock Returns," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2015, issue 1, pages 5-17, DOI: 10.18267/j.efaj.134.
• Ovidiu Stoica & Mark J. Perry & Seyed Mehdian, 2015, "An Empirical Analysis of the Diffusion of Information across Stock Markets of Central and Eastern Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 2, pages 192-210, DOI: 10.18267/j.pep.508.
• Arnošt Veselý & František Ochrana & Stanislav Klazar, 2015, "An Analysis of Expenses for the Outsourcing of Policy Advice on the Level of the Ministries of the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 5, pages 581-601, DOI: 10.18267/j.pep.549.
• Antonio Cerqueira & Claudia Pereira, 2015, "Accounting Accruals and Information Asymmetry in Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 6, pages 638-661, DOI: 10.18267/j.pep.528.
• Sepideh Dolatabadi & Ke Xu & Morten Ø. Nielsen, 2015, "A Fractionally Cointegrated Var Model With Deterministic Trends And Application To Commodity Futures Markets," Working Paper, Economics Department, Queen's University, number 1327, Nov.
• Francis Breedon & Dagfinn Rime & Paolo Vitale, 2015, "Carry Trades, Order Flow and the Forward Bias Puzzle," Working Papers, Queen Mary University of London, School of Economics and Finance, number 761, Dec.
• Marcelo Fernandes & Deniz Igan & Marcelo Pinheiro, 2015, "March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?," Working Papers, Queen Mary University of London, School of Economics and Finance, number 771, Dec.
• Marcelo Fernandes & Walter Novaes, 2015, "The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance," Working Papers, Queen Mary University of London, School of Economics and Finance, number 772, Dec.
• Emmanuel Farhi & Samuel Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2015, "Crash Risk in Currency Markets," Working Paper, Harvard University OpenScholar, number 20948, Jan.
• Choy, Marylin & Costa, Eduardo & Churata, Eloy, 2015, "Radiografía del costo del crédito en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 30, pages 25-55.
• Choy, Marylin & Costa, Eduardo & Churata, Eloy, 2015, "Radiografía del costo del crédito en el Perú," Working Papers, Banco Central de Reserva del Perú, number 2015-001, May.
• Iberico, Luis Antonio & Winkelried, Diego, 2015, "Calendar Effects in Latin American Stock Markets," Working Papers, Banco Central de Reserva del Perú, number 2015-008, Nov.
• Abdoul K. Cissé & Patrice Fontaine, 2015, "Consequences of Voluntary Stock Exchange Section Switching on Stock Prices, Liquidity and Volatility," Bankers, Markets & Investors, ESKA Publishing, issue 136-137, pages 42-62, May-June.
• Ariane Szafarz, 2015, "Market Efficiency and Crises:Don’t Throw the Baby out with the Bathwater," Bankers, Markets & Investors, ESKA Publishing, issue 139, pages 20-26, November-.
• Haoxiang Zhu & Bart Yueshen & Albert Menkveld, 2015, "Shades of Darkness: A Pecking Order of Trading Venues," 2015 Meeting Papers, Society for Economic Dynamics, number 1164.
• Antonio Guarino & Andreas Uthemann & Marco Cipriani, 2015, "Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation," 2015 Meeting Papers, Society for Economic Dynamics, number 1165.
• Anna Costello & Nina Boyarchenko, 2015, "Counterparty Risk in Material Supply Contracts," 2015 Meeting Papers, Society for Economic Dynamics, number 235.
• Piotr Dworczak & Haoxiang Zhu & Darrell Duffie, 2015, "Benchmarks in Search Markets," 2015 Meeting Papers, Society for Economic Dynamics, number 51.
• Vladimir Asriyan, 2015, "Information Spillovers in Asset Markets with Correlated Values," 2015 Meeting Papers, Society for Economic Dynamics, number 711.
• Aniko Oery & Andrzej Skrzypacz & William Fuchs, 2015, "Transparency and Distressed Sales under Asymmetric Information," 2015 Meeting Papers, Society for Economic Dynamics, number 73.
• Constanza Blanco Barón, 2015, "La titularización en Colombia: veinte años de regulación, 1993-2013," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 17, issue 32, pages 259-294, January-J.
• Halime Temel Nalın & Sevinç Güler, 2015, "Testing The Random Walk Hypothesis: An Application in the BRIC Countries and Turkey," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 55, pages 129-148, March.
• Mihai Cristian Dinică & Erica Cristina (Balea) Dinică, 2015, "Testing the Weak-Form Market Eficiency of the Euronext Wheat," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 55, pages 25-38, March.
• Adrian Cantemir Călin, 2015, "Eloquence is The Key – the Impact of Monetary Policy Speeches on Exchange Rate Volatility," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 56, pages 3-18, June,.
• Konstantinos Drakos & Nicholas Giannakopoulos & Panagiotis Theodore Konstantinou, 2015, "Investigating Persistence in the US Mutual Fund Market: A Mobility Approach," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 7, issue 1, pages 54-83, June.
• Gary Smith & Michael Zurhellen, 2015, "Sunny Upside? The Relationship Between Sunshine and Stock Market Returns," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 7, issue 2, pages 173-183, December.
• Konan L¨¦on N'DRI, 2015, "Variance Ratio Tests of the Random Walk in the BRVM," Applied Economics and Finance, Redfame publishing, volume 2, issue 2, pages 118-125, May.
• Kotiranta, Annu & Widgrén, Joona, 2015, "Overview of Social Enterprises and Impact Investment in Finland," ETLA Reports, The Research Institute of the Finnish Economy, number 46, Oct.
• Georgios Bampinas & Stilianos Fountas & Theodore Panagiotidis, 2015, "The Day-of-the-Week Effect is Weak: Evidence from the European Real Estate Sector," Working Paper series, Rimini Centre for Economic Analysis, number 15-19, May.
• Marcos Chamon & Laura Candido de Souza & Márcio Gomes Pinto Garcia, 2015, "FX interventions in Brazil: a synthetic control approach," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 630, Feb.
• Cyn-Young Park & Rogelio Mercado & Jaehun Choi & Hosung Lim, 2015, "Price Discovery and Foreign Participation in the Republic of Korea’s Government Bond Cash and Futures Markets," ADB Economics Working Paper Series, Asian Development Bank, number 427, Mar.
• Hans-Peter Brunner, 2015, "Testing the Link between Accessible Export Finance and Insurance, and Regional Trade Growth in Africa and Asia: A Role for Regional Export Credit and Investment Guarantee Agency ECIGA)," ADB Economics Working Paper Series, Asian Development Bank, number 433, Jun.
• Banu Tanrıöver & Duygu Arslantürk Çöllü, 2015, "Analysis of Forecasting Performance of Investors in Turkey Within Framework of the Random Walk Model (Türkiye’de Yatırımcıların Öngörü Performanslarının Rassal Yürüyüş Modeli Çerçevesinde Analizi)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 2, pages 127-139.
• Ersan Ersoy & Levent Çıtak, 2015, "Intraday Lead-Lag Relationship between Stock Index and Stock Index Futures Markets: Evidence from Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 3, pages 1-18.
• Aparna Bhat & Kirti Arekar, 2015, "An Empirical Test of Efficiency of Exchange-Traded Currency Options in India," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 4, pages 1-17.
• Priyanshi Gupta & Sanjay Sehgal & Florent Deisting, 2015, "Time-Varying Bond Market Integration in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 30, issue 4, pages 708-760.
• Sook Ching Kok & Qaiser Munir, 2015, "Malaysian Finance Sector Weak-Form Efficiency: Heterogeneity, Structural Breaks, and Cross-Sectional Dependence," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 20, issue 39, pages 105-117.
• Mthokozisi Mpofu & Clifford Kendrick Hlatywayo, 2015, "Training and development as a tool for improving basic service delivery; the case of a selected municipality," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 20, issue 39, pages 133-136.
• MARIELLA OLIVOS & Sandra Rincón & Anne-Francoise Rutkowski, 2015, "The Link Class Project: Collaborative virtual teams between Peru and The Netherlands," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 20, issue 39, pages 137-140.
• Maja Buljat & Zoran Ivanovic & Suzana Baresa, 2015, "Analysis Of The Capital Market In Croatia," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 6, issue 2, pages 223-232.