Research classified by Journal of Economic Literature (JEL) codes

2016

• Philip Blonski & Simon Christian Blonski, 2016, "Are individual investors dumb noise traders," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 1, pages 45-69, February, DOI: 10.1108/QRFM-02-2015-0009.
• Albert Rapp, 2016, "Private investor extrapolation bias – evidence through qualitative content analysis (QCA)," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 2, pages 149-167, May, DOI: 10.1108/QRFM-08-2015-0033.
• Muhammad Zubair Tauni & Hong Xing Fang & Amjad Iqbal, 2016, "Information sources and trading behavior: does investor personality matter?," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 8, issue 2, pages 94-117, May, DOI: 10.1108/QRFM-08-2015-0031.
• Zvika Afik & Yaron Lahav & Lior Mandelzweig, 2016, "The inverse of a terror event? Stock market response to pro-active action," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 1, pages 91-105, March, DOI: 10.1108/SEF-04-2014-0081.
• Stoyu I. Ivanov, 2016, "Analysis of the factors impacting ETFs net fund flow changes," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 2, pages 244-261, June, DOI: 10.1108/SEF-06-2014-0114.
• Paulo Pereira da Silva, 2016, "Earnings surprises and the response of CDS markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 3, pages 377-402, August, DOI: 10.1108/SEF-11-2014-0217.
• Chun-Kei Tsang & Wing-Keung Wong & Ira Horowitz, 2016, "Arbitrage opportunities, efficiency, and the role of risk preferences in the Hong Kong property market," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 4, pages 735-754, October, DOI: 10.1108/SEF-03-2015-0079.
• Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016, "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-21, May.
• Mehmet Balcilar & Riza Demirer & Talat Ulussever, 2016, "Does speculation in the oil market drive investor herding in net exporting nations?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-29.
• Gaballo, Gaetano; Marimon, Ramon, 2016, "Breaking the spell with credit-easing : self-confirming credit crises in competitive search economies," Economics Working Papers, European University Institute, number ADE2016/01.
• Jungherr, Joachim, 2016, "Bank opacity and financial crises," Economics Working Papers, European University Institute, number ADE2016/02.
• Auster, Sarah; Gottardi, Piero, 2016, "Competing Mechanisms in Markets for Lemons," Economics Working Papers, European University Institute, number ECO2016/01.
• Cabrales, Antonio; Feri, Francesco; Gottardi, Piero; Meléndez-Jiménez, Miguel A., 2016, "Can there be a market for cheap-talk information? Some experimental evidence," Economics Working Papers, European University Institute, number ECO2016/07.
• Krzysztof Drachal, 2016, "Is the Development of WIG Index Determined by Certain Macroeconomic and Financial Factors?," Expert Journal of Economics, Sprint Investify, volume 4, issue 1, pages 24-33.
• Borja Amor-Tapia & Maria T. Tascon, 2016, "Separating Winners from Losers: Composite Indicators Based on Fundamentals in the European Context," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 1, pages 70-94, February.
• Cosmin Octavian Cepoi & Filip Mihai Toma, 2016, "Estimating Probability of Informed Trading on the Bucharest Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 2, pages 140-160, April.
• Mercedes Alda, 2016, "Manager Characteristics and Manager-Replacement: How Is Pension Fund Performance Affected?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 2, pages 161-180, April.
• Paulo Pereira da Silva, 2016, "Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 4, pages 322-353, August.
• Henryk Gurgul & Lukaz Lach & Tomasz Wojtowicz, 2016, "Impact of US Macroeconomic News Announcements on Intraday Causalities on Selected European Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 5, pages 405-425, October.
• Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2016, "Endowment Effects in the Field: Evidence from India's IPO Lotteries," Natural Field Experiments, The Field Experiments Website, number 00551.
• Olivier Rousse & Benoît Sévi, 2016, "Informed Trading in Oil-Futures Market," Working Papers, Fondazione Eni Enrico Mattei, number 2016.70, Nov.
• Ali Ozdagli & Mihail Velikov, 2016, "Show me the money: the monetary policy risk premium," Working Papers, Federal Reserve Bank of Boston, number 16-27, Dec.
• Adam Bordeman & Bharadwaj Kannan & Roberto Pinheiro, 2016, "Competitors' Stock Price Reaction to Mass Layoff Announcements," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1610, Apr, DOI: 10.26509/frbc-wp-201610r.
• Antonio Gledson de Carvalho & Roberto Pinheiro & Joelson Oliveira Sampaio, 2016, "The Dotcom Bubble and Underpricing: Conjectures and Evidence," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1633, Dec.
• Christoffer Koch & Julieta Yung, 2016, "Macroeconomic news and asset prices before and after the zero lower bound," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 287, Oct, DOI: 10.24149/gwp287.
• Gina Pieters & Sofia Vivanco, 2016, "Financial regulations and price inconsistencies across bitcoin markets," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 293, Dec, DOI: 10.24149/gwp293.
• Ricardo T. Fernholz & Christoffer Koch, 2016, "The rank effect for commodities," Working Papers, Federal Reserve Bank of Dallas, number 1607, Aug, DOI: 10.24149/wp1607.
• Jack Bao & Maureen O'Hara & Xing Zhou, 2016, "The Volcker Rule and Market-Making in Times of Stress," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-102, Sep, DOI: 10.17016/FEDS.2016.102.
• Steven Heston & Nitish R. Sinha, 2016, "News versus Sentiment : Predicting Stock Returns from News Stories," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-048, Jun, DOI: 10.17016/FEDS.2016.048.
• Paul Borochin & Jie Yang, 2016, "The Effects of Institutional Investor Objectives on Firm Valuation and Governance," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-088, Nov, DOI: 10.17016/FEDS.2016.088.
• Fang Cai & Song Han & Dan Li & Yi Li, 2016, "Institutional Herding and Its Price Impact : Evidence from the Corporate Bond Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-091, Oct, DOI: 10.17016/FEDS.2016.091.
• Paul Borochin & Jie Yang, 2016, "Options, Equity Risks, and the Value of Capital Structure Adjustments," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-097, Oct, DOI: 10.17016/FEDS.2016.097.
• Anna L. Paulson & Richard J. Rosen, 2016, "The Life Insurance Industry and Systemic Risk: A Bond Market Perspective," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2016-4, Mar.
• Hamid Mehran & Joseph Tracy, 2016, "Deferred cash compensation: enhancing stability in the financial services industry," Economic Policy Review, Federal Reserve Bank of New York, issue Aug, pages 61-75.
• Viral V. Acharya & Hamid Mehran & Rangarajan K. Sundaram, 2016, "Cash holdings and bank compensation," Economic Policy Review, Federal Reserve Bank of New York, issue Aug, pages 77-83.
• Nina Boyarchenko & Valentin Haddad & Matthew Plosser, 2016, "The Federal Reserve and market confidence," Staff Reports, Federal Reserve Bank of New York, number 773, Apr.
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2016, "Private Information in Over-the-Counter Markets," Working Paper, Federal Reserve Bank of Richmond, number 16-16, Dec.
• Wen-Jun Xue & Li-Wen Zhang, 2016, "Stock Return Autocorrelations and Predictability in the Chinese Stock Market: Evidence from Threshold Quantile Autoregressive Models," Working Papers, Florida International University, Department of Economics, number 1605, Oct.
• Aurelio F. Bariviera & Luciano Zunino & Osvaldo A. Rosso, 2016, "Crude Oil Market And Geopolitical Events: An Analysis Based On Information-Theory-Based Quantifiers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 21, issue 1, pages 41-51, May.
• Luca Iandoli & Cristina Ponsiglione & Giuseppe Zollo, 2016, "Modeling Naïve Causality In Everyday Reasonig With Fuzzy Logic," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 21, issue 1, pages 53-71, May.
• Rousse, O. & Sévi, B., 2016, "Informed trading in oil-futures market," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2016-07.
• Yi Huang & Jianjun Miao & Pengfei Wang, 2016, "Saving China's Stock Market," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 09-2016, Aug.
• Hoesli, Martin E. & Milcheva, Stanimira & Moss, Alex, 2016, "Real Estate Company Reactions to Financial Market Regulation," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:84699.
• Maria do Rosario Correia & Christian Gokus & Andrew Hughes Hallett & Christian Richter, 2016, "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Working Papers, The German University in Cairo, Faculty of Management Technology, number 41, Mar.
• Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2016, "Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair," Working Papers, The George Washington University, The Center for Economic Research, number 2016-002, Feb.
• Yuanyuan Li & Bertrand Wigniolle, 2016, "Endogenous information revelation in a competitive credit market and credit crunch," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01277539, Jan.
• Emilios C. Galariotis & Styliani-Iris Krokida & Spyros I. Spyrou, 2016, "Bond market investor herding: Evidence from the European financial crisis," Post-Print, HAL, number hal-01333218, Dec, DOI: 10.1016/j.irfa.2015.01.001.
• Emilios C. Galariotis & Panagiota Makrichoriti & Spyros Spyrou, 2016, "Sovereign CDS Spread Determinants and Spill-Over Effects During Financial Crisis: A Panel VAR Approach," Post-Print, HAL, number hal-01358715, Oct, DOI: 10.1016/j.jfs.2016.08.005.
• Hervé Alexandre & Catherine Refait-Alexandre & François Guillemin, 2016, "Crise de la dette souveraine dans l’Union européenne : transparence des banques et spreads de CDS," Post-Print, HAL, number hal-01362381.
• Nicolas Boitout & Imane El Ouadghiri & Valérie Mignon, 2016, "On the impact of macroeconomic news surprises on Treasury-bond returns," Post-Print, HAL, number hal-01386014.
• Imane El Ouadghiri & Remzi Uctum, 2016, "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print, HAL, number hal-01386027, DOI: 10.1016/j.econmod.2015.12.025.
• Georges Prat & Remzi Uctum, 2016, "Do markets learn to rationally expect US interest rates? Evidence from survey data," Post-Print, HAL, number hal-01411824.
• Emilios C. Galariotis & Styliani-Iris Krokida & Spyros I. Spyrou, 2016, "Herd behavior and equity market liquidity: Evidence from major markets," Post-Print, HAL, number hal-01418021, Dec, DOI: 10.1016/j.irfa.2016.09.013.
• Marlene Haas & Marius Andrei Zoican, 2016, "Beyond the Frequency Wall: Speed and Liquidity on Batch Auction Markets," Post-Print, HAL, number hal-01484805, May.
• Georges Prat & Remzi Uctum, 2016, "Do markets learn to rationally expect US interest rates? Evidence from survey data," Post-Print, HAL, number hal-01638220.
• Catherine Araujo Bonjean & Catherine Simonet, 2016, "Are grain markets in Niger driven by speculation?," Post-Print, HAL, number hal-01687417, Jul, DOI: 10.1093/oep/gpw012.
• Sébastien Galanti, 2016, "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Post-Print, HAL, number hal-01724241.
• Robert Joliet & Aline Muller, 2016, "Are foreign earnings disclosures value-relevant?," Post-Print, HAL, number hal-01744820, May, DOI: 10.1016/j.ribaf.2015.09.009.
• Yves Rannou & Pascal Barneto, 2016, "Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets," Post-Print, HAL, number hal-02313797, Jan, DOI: 10.1016/j.eneco.2014.10.010.
• Fredj Jawadi & Waël Louhichi & Abdoulkarim Idi Cheffou & Rivo Randrianarivony, 2016, "Intraday jumps and trading volume: a nonlinear Tobit specification," Post-Print, HAL, number hal-02358454, Nov, DOI: 10.1007/s11156-015-0534-0.
• Christophe J. Godlewski & Rima Turk-Ariss & Laurent Weill, 2016, "Do the type of sukuk and choice of shari’a scholar matter?," Post-Print, HAL, number hal-03754792, Dec, DOI: 10.1016/j.jebo.2016.04.020.
• Maximilian Müller & Denis Schweizer & Volker Seiler, 2016, "Wealth Effects of Rare Earth Prices and China’s Rare Earth Elements Policy," Post-Print, HAL, number hal-04079132, Nov, DOI: 10.1007/s10551-015-2773-3.
• Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2016, "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print, HAL, number hal-04590596, Jun.
• Yuanyuan Li & Bertrand Wigniolle, 2016, "Endogenous information revelation in a competitive credit market and credit crunch," Post-Print, HAL, number halshs-01277539, Jan.
• Romain Boulland & François Degeorge & Edith Ginglinger, 2016, "News Dissemination and Investor Attention," Post-Print, HAL, number halshs-01316170, DOI: 10.1093/rof/rfw018.
• Albert Menkveld & Marius Andrei Zoican, 2016, "Need for Speed? Exchange Latency and Liquidity," Working Papers, HAL, number hal-01253615, Jan.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2016, "Stock Return Predictability: Evaluation based on prediction intervals," Working Papers, HAL, number hal-01295037, Mar.
• Sébastien Galanti, 2016, "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Working Papers, HAL, number hal-01392253.
• Olivier Rousse & Benoît Sévi, 2016, "Informed Trading in Oil-Futures Market," Working Papers, HAL, number hal-01410093, Dec, DOI: 10.2139/ssrn.2871932.
• Jean-Philippe Bouchaud & Philipp Krueger & Augustin Landier & David Thesmar, 2016, "Sticky Expectations and Stock Market Anomalies," Working Papers, HAL, number hal-01993418, Mar.
• Jean-Philippe Bouchaud & Ciliberti Stefano & Augustin Landier & Guillaume Simon & David Thesmar, 2016, "The Excess Returns of 'Quality' Stocks: A Behavioral Anomaly," Working Papers, HAL, number hal-01993422, Jan.
• Thomas Bourveau & Renaud Coulomb & Marc Sangnier, 2016, "Political Connections and Insider Trading," Working Papers, HAL, number halshs-01376148, Oct.
• Bryan Engelhardt & Zachary Fernandes, 2016, "An Event Study of Patent Verdicts and Judicial Leakage," Working Papers, College of the Holy Cross, Department of Economics, number 1602, Jul.
• Mohammadi, Ali & Khashabi, Pooyan, 2016, "Embracing the sharks: The impact of information exposure on the likelihood and quality of CVC investments," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 428, Mar.
• Benes, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2016, "Interactions among High-Frequency Traders," Working Papers in Economics, University of Gothenburg, Department of Economics, number 680, Dec.
• Feng, Xunan & Johansson, Anders C., 2016, "Judging a Book by Its Cover: Analysts and Attention-Driven Price Patterns in China’s IPO Market," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2016-39, Dec.
• Simatele, Munacinga & Sjö, Bo & Sweeny, Richard, 2016, "Do Developing Countries Lose Money on Central Bank Intervention? The Case of Zambia in Copper-Market Boom and Bust," LiU Working Papers in Economics, Linköping University, Division of Economics, Department of Management and Engineering, number 2, Feb.
• Hjort, Ingrid, 2016, "Potential Climate Risks in Financial Markets: A Literature Overview," Memorandum, Oslo University, Department of Economics, number 01/2016, Feb.
• de Oliveira Souza, Thiago, 2016, "The size premium and intertemporal risk," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2016, Jun.
• Odegaard, Bernt Arne, 2016, "Oslo Stock Exchange and the Weather," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/12, Oct.
• Valseth, Siri, 2016, "Informed trading in Hybrid Bond Markets," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/13, Nov.
• Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas, 2016, "Stock exchange mergers and weak-form information efficiency: Evidence from the OMX Nordic and Baltic consolidation," Umeå Economic Studies, Umeå University, Department of Economics, number 923, Mar.
• Liu, Yuna, 2016, "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations," Umeå Economic Studies, Umeå University, Department of Economics, number 926, May.
• Alexander Porshnev & Valeria Lakshina & Ilya Redkin, 2016, "Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model," HSE Working papers, National Research University Higher School of Economics, number WP BRP 54/FE/2016.
• KIM, Hyonok & YASUDA, Yukihiro & 安田, 行宏, 2016, "A new approach to identify the economic effects of disclosure: Information content of business risk disclosures in Japanese firms," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-13, May.
• KIM, Hyonok & YASUDA, Yukihiro & 安田, 行宏, 2016, "Mandatory adoption of business risk disclosure: evidence from Japanese firms," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-14, May.
• Han-Ching Huang & Jyuan-Huei Lin, 2016, "The Impact Of Shanghai-Hong Kong Stock Connect Policy On Price Difference And Announcement Effects," Global Journal of Business Research, The Institute for Business and Finance Research, volume 10, issue 3, pages 1-7.
• Freshia Mugo-Waweru & Pauline Atieno Otieno, 2016, "Cash Dividend Change Announcement Effect On Share Price Returns: Evidence From Nairobi Securities Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 3, pages 39-47.
• Tai-Yuan Chen & Ching-Hua Yu & Lie-Jane Kao, 2016, "Why Share Repurchases Are Not A Panacea For Increasing Share Prices," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 3, pages 61-73.
• Han-Ching Huang & Hsiu-Hsin Chiu, 2016, "Lot Winning Rate And The Classification Of Seasoned Equity Offerings: Evidence From Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 3, pages 75-81.
• Faisal Alzaidi, 2016, "Newly Adopted Corporate Governance Mechanism Impact On The Performance Of Public Japanese Overseas Acquirers," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 4, pages 19-28.
• Bala Arshanapalli & William Nelson, 2016, "Testing For Stock Price Bubbles: A Review Of Econometric Tools," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 10, issue 4, pages 29-42.
• Migue Angel Latorre Guillem & Begona Herrero Piqueras & Jose Emilio Farinos Vinas, 2016, "Do Acquisitions Generate Long-Term Returns For Acquirer Companies?, ¿Generan Las Adquisiciones Rendimientos A Largo Plazo Para Las Empresas Adquirientes?," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 9, issue 7, pages 1-18.
• Philipp Kallerhoff, 2016, "Style Investing with Machine Learning," International Business Research, Canadian Center of Science and Education, volume 9, issue 12, pages 13-22, December.
• Joshua Aizenman & Mahir Binici & Michael M. Hutchison, 2016, "The Transmission of Federal Reserve Tapering News to Emerging Financial Markets," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 2, pages 317-356, June.
• Naoshi Tsuchida & Toshiaki Watanabe & Toshinao Yoshiba, 2016, "The Intraday Market Liquidity of Japanese Government Bond Futures," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 16-E-07, Jul.
• Kentaro Iwatsubo & Tomoki Taishi, 2016, "Quantitative Easing and Liquidity in the Japanese Government Bond Market," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 16-E-12, Oct.
• Mauricio Cervantes & Miguel Ángel Montoya & L. Arturo Bernal Ponce, 2016, "Effect of the Business Cycle on Investment Strategies: Evidence from Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 11, issue 2, pages 39-49, Julio-Sep.
• Manuel Andrés Martínez Patiño & Miller Janny Ariza Garzón, 2016, "Pronóstico de un título de renta fija en Colombia," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 11, issue 3, pages 47-65, Octubre-D.
• Aurora Jaramillo Olivares & Marcela Jaramillo Jaramillo, 2016, "Crisis financiera del 2008: efecto en las empresas listadas en la Bolsa Mexicana de Valores," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 11, issue 3, pages 67-83, Octubre-D.
• Ahdi Noomen Ajmi & Shawkat Hammoudeh & Duc Khuong Nguyen & Soodabeh Sarafrazi, 2013, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Working Papers, Department of Research, Ipag Business School, number 2013-35, Jan.
• Malit Jr., Froilan T. & Naufal, George S, 2016, "Asymmetric Information under the Kafala Sponsorship System: Impacts on Foreign Domestic Workers' Income and Employment Status in the GCC Countries," IZA Discussion Papers, IZA Network @ LISER, number 9941, May.
• Dehua Shen & Xiao Li & Andrea Teglio & Wei Zhang, 2016, "The impact of information-based familiarity on the stock market," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/08.
• Ikechukwu Kelikume, 2016, "New evidence from the efficient market hypothesis for the Nigerian stock index using the wavelet unit root test approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 5, pages 185-197, Special I.
• Othman Yong, 2016, "Cheap IPO: Does it matter?," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 5, pages 453-460, Special I.
• M. Thenmozhi & N. Srinivasan, 2016, "Co-movement of oil price, exchange rate and stock index of major oil importing countries: A wavelet coherence approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 5, pages 85-102, Special I.
• Malek Alsharairi & Wa’el Abubaker, 2016, "Does Arab spring have a spillover effect on Dubai financial market?," Journal of Developing Areas, Tennessee State University, College of Business, volume 50, issue 6, pages 319-331, Special I.
• Cristhian Mellado & Surendranath R. Jory & Thanh N. Ngo, 2016, "Do Option Traders Target Firms With Poor Earnings Quality," 2016 Papers, Job Market Papers, number pme563, Jan.
• Imane El Ouadghiri & Valérie Mignon & Nicolas Boitout, 2016, "On the impact of macroeconomic news surprises on Treasury-bond returns," Annals of Finance, Springer, volume 12, issue 1, pages 29-53, February, DOI: 10.1007/s10436-015-0271-3.
• Evelina Lazareva, 2016, "Do Rating Agencies Confirm or Surprise the Market?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 44, issue 1, pages 133-134, March, DOI: 10.1007/s11293-016-9486-6.
• Khurshid M. Kiani, 2016, "On Modelling and Forecasting Predictable Components in European Stock Markets," Computational Economics, Springer;Society for Computational Economics, volume 48, issue 3, pages 487-502, October, DOI: 10.1007/s10614-015-9510-y.
• Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016, "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, volume 164, issue 1, pages 83-104, March, DOI: 10.1007/s10645-015-9261-0.
• Hans Degryse & Frank Jong & Jérémie Lefebvre, 2016, "Legal Insider Trading and Stock Market Liquidity," De Economist, Springer, volume 164, issue 1, pages 83-104, March, DOI: 10.1007/s10645-015-9261-0.

2015

• Bhabra, Harjeet S. & Hossain, Ashrafee T., 2015, "Market conditions, governance and the information content of insider trades," Review of Financial Economics, Elsevier, volume 24, issue C, pages 1-11, DOI: 10.1016/j.rfe.2014.10.001.
• Ismail, Ashraf & Oh, Seunghack & Arsyad, Nuruzzaman, 2015, "Split ratings and debt-signaling in bond markets: A note," Review of Financial Economics, Elsevier, volume 24, issue C, pages 36-41, DOI: 10.1016/j.rfe.2014.12.003.
• Hobbs, Jeffrey & Singh, Vivek, 2015, "A comparison of buy-side and sell-side analysts," Review of Financial Economics, Elsevier, volume 24, issue C, pages 42-51, DOI: 10.1016/j.rfe.2014.12.004.
• Miralles-Quirós, José Luis & Daza-Izquierdo, Julio, 2015, "Do DOW returns really influence the intraday Spanish stock market behavior?," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 99-126, DOI: 10.1016/j.ribaf.2014.07.001.
• Saade, Samer, 2015, "Investor sentiment and the underperformance of technology firms initial public offerings," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 205-232, DOI: 10.1016/j.ribaf.2015.02.005.
• Avdasheva, Svetlana & Tsytsulina, Dina, 2015, "The effects of M&As in highly concentrated domestic vis-à-vis export markets: By the example of Russian metal industries," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 368-382, DOI: 10.1016/j.ribaf.2015.02.008.
• Teplova, Tamara & Mikova, Evgeniya, 2015, "New evidence on determinants of price momentum in the Japanese stock market," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 84-109, DOI: 10.1016/j.ribaf.2014.12.001.
• Boubaker, Sabri & Farag, Hisham & Nguyen, Duc Khuong, 2015, "Short-term overreaction to specific events: Evidence from an emerging market," Research in International Business and Finance, Elsevier, volume 35, issue C, pages 153-165, DOI: 10.1016/j.ribaf.2014.10.002.
• Simões Vieira, Elisabete F. & Valente Pereira, Márcia S., 2015, "Herding behaviour and sentiment: Evidence in a small European market," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 18, issue 1, pages 78-86, DOI: 10.1016/j.rcsar.2014.06.003.
• Bojan Tomic, 2015, "The Impact Of Macroeconomic Indicators On The Movement Of Crobex," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 2, issue 1, pages 45-60.
• Gromb, Denis & Vayanos, Dimitri, 2015, "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119012, Feb.
• Fajnzylber, Eduardo & Reyes, Gonzalo, 2015, "Knowledge, information, and retirement saving decisions: evidence from a large-scale intervention in Chile," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123416, Apr.
• Cascino, Stefano & Gassen, Joachim, 2015, "What drives the comparability effect of mandatory IFRS adoption?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57682, Mar.
• Cuñat, Vicente & Giné, Mireia & Guadalupe, Maria, 2016, "Say pays! Shareholder voice and firm performance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 63331, Aug.
• Leiss, Matthias & Nax, Heinrich H. & Sornette, Didier, 2015, "Super-exponential growth expectations and the global financial crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65434, Jun.
• Xiaobao Song, 2015, "Monitoring or tunneling by large shareholders: evidence from China private listed companies," China Finance Review International, Emerald Group Publishing Limited, volume 5, issue 2, pages 187-211, May, DOI: 10.1108/CFRI-09-2014-0071.
• François Aubert & Waël Louhichi, 2015, "Analyst earnings forecast revision activity around profit warnings across four European countries," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 16, issue 1, pages 58-87, May, DOI: 10.1108/JAAR-01-2013-0005.
• Charles Noussair & Yilong Xu, 2015, "Information mirages and financial contagion in an asset market experiment," Journal of Economic Studies, Emerald Group Publishing Limited, volume 42, issue 6, pages 1029-1055, November, DOI: 10.1108/JES-08-2015-0147.
• Jeffrey Hobbs & Ludwig Christian Schaupp & Joel Gingrich, 2015, "Terrorism, militarism, and stock returns," Journal of Financial Crime, Emerald Group Publishing Limited, volume 23, issue 1, pages 70-86, December, DOI: 10.1108/JFC-01-2015-0002.
• Enze Liu, 2015, "A historical review of the control of corruption on economic crime in China," Journal of Financial Crime, Emerald Group Publishing Limited, volume 23, issue 1, pages 4-21, December, DOI: 10.1108/JFC-08-2015-0042.
• Wasim Ahmad & Sanjay Sehgal, 2015, "The investigation of destabilization effect in India’s agriculture commodity futures market," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 7, issue 2, pages 122-139, May, DOI: 10.1108/JFEP-02-2014-0008.
• Armin Varmaz & Christian Fieberg & Jörg Prokop, 2015, "The value relevance of “too-big-to-fail” guarantees," Journal of Risk Finance, Emerald Group Publishing Limited, volume 16, issue 5, pages 498-518, November, DOI: 10.1108/JRF-06-2015-0056.
• Christian Fieberg & Finn Marten Körner & Jörg Prokop & Armin Varmaz, 2015, "Big is beautiful: the information content of bank rating changes," Journal of Risk Finance, Emerald Group Publishing Limited, volume 16, issue 3, pages 233-252, May, DOI: 10.1108/JRF-10-2014-0156.
• Krishna Kumar & Lucy Lim, 2015, "Was Andersen’s audit quality lower than its peers?," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 30, issue 8/9, pages 911-962, October, DOI: 10.1108/MAJ-10-2014-1105.
• Rahul Ravi & Youna Hong, 2015, "Information asymmetry around S&P 500 index changes," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 14, issue 2, pages 106-127, May, DOI: 10.1108/RAF-04-2014-0046.
• Fabrizio Ferriani, 2015, "Traders and time: who moves the market?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 32, issue 1, pages 74-97, March, DOI: 10.1108/SEF-03-2014-0065.
• Allen, D.E. & McAleer, M.J. & Singh, A.K., 2015, "Daily Market News Sentiment and Stock Prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-23, Jul.
• Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015, "Informatics, Data Mining, Econometrics and Financial Economics: A Connection," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-34, Nov.
• Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-03.
• Pablo Gasós & Ernest Gnan & Morten Balling (ed.), 2015, "Challenges in Securities Markets Regulation: Investor Protection and Corporate Governance," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/1, ISBN: ARRAY(0x8c1673f8), January-J.
• Esa Jokivuolle & Jouko Vilmunen (ed.), 2015, "Liquidity and Market Efficiency – Alive and well?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2015/3, ISBN: ARRAY(0x8c448b68), January-J.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Esin Cakan, 2015, "Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets," International Econometric Review (IER), Economic Research Association, volume 7, issue 1, pages 13-33, April.
• Lyudmila N. Rodionova & Olga G. Kantor & Natalia O. Ruhlyada & Svetlana A. Karpovskaya, 2015, "Optimization of Shareholders's Incomes with Investments into Production Reforming," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 101-114.
• Daniël Linders & Jan Dhaene & Wim Schoutens, 2015, "Option prices and model-free measurement of implied herd behavior in stock markets," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 485228.
• Jiangtao FU & Daichi SHIMAMOTO & Yasuyuki TODO, 2015, "Can Firms with Political Connections Borrow More Than Those Without? Evidence from firm-level data for Indonesia," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 15087, Jul.
• Elena Moreno García. & Daniel Vázquez Cotera. & Sergio Hernández Mejía & Luis Alberto Larios Ojeda, 2015, "Interdependencia de los mercados de valores en el mundo," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 43, issue 2, pages 155-181, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/432015/Moreno.
• Ferran Armada Ramírez, 2015, "European Energy Market Integration: Efficiency Improvements in Electricity Producing Firms," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2015/331.
• Ion-Iulian MARINESCU & Alexandra HOROBET, 2015, "Rules and Discretion in Monetary Policy: Is the Response of the Stock Market Rational?," Expert Journal of Economics, Sprint Investify, volume 3, issue 1, pages 50-62.
• Lubomira Gertler, 2015, "Interactions of Unconventional Monetary Policy Measures with the Euro Area Yield Curve," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 2, pages 106-126, March.
• Jiri Novak, 2015, "Systematic Risk Changes, Negative Realized Excess Returns and Time-Varying CAPM Beta," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 2, pages 167-190, April.
• Ales Cornanic & Jiri Novak, 2015, "Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 4, pages 307-335, August.
• David Court & Benjamin Gillen & Jordi McKenzie & Charles Plott, 2015, "Two Information Aggregation Mechanisms for Predicting the Opening Weekend Box Office Revenues of Films: Boxoffice Prophecy and Guess of Guesses," Natural Field Experiments, The Field Experiments Website, number 00541.
• Li An & Huijun Wang & Jian Wang & Jianfeng Yu, 2015, "Lottery-related anomalies: the role of reference-dependent preferences," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 259, Dec, DOI: 10.24149/gwp259.
• Nathan Foley-Fisher & Borghan N. Narajabad & Stéphane Verani, 2015, "Self-fulfilling Runs: Evidence from the U.S. Life Insurance Industry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-32, Mar, DOI: 10.17016/FEDS.2015.032.
• Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015, "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-46, Apr, DOI: 10.17016/FEDS.2015.046r1.
• Christian Brownlees & Benjamin Chabot & Eric Ghysels & Christopher J. Kurz, 2015, "Backtesting Systemic Risk Measures During Historical Bank Runs," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2015-9, Jul.
• Marco Cipriani & Sven Fischer & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati, 2015, "Informational contagion in the laboratory," Staff Reports, Federal Reserve Bank of New York, number 715, Mar.
• Rod Garratt & Peter Zimmerman, 2015, "Does central clearing reduce counterparty risk in realistic financial networks?," Staff Reports, Federal Reserve Bank of New York, number 717, Mar.
• Sushant Acharya & Alvaro Pedraza, 2015, "Asset price effects of peer benchmarking: evidence from a natural experiment," Staff Reports, Federal Reserve Bank of New York, number 727, May.
• Mark J. Flannery & Beverly Hirtle & Anna Kovner, 2015, "Evaluating the information in the Federal Reserve stress tests," Staff Reports, Federal Reserve Bank of New York, number 744, Oct.
• Paul S. Calem & Lauren Lambie-Hanson & Leonard I. Nakamura, 2015, "Information losses in home purchase appraisals," Working Papers, Federal Reserve Bank of Philadelphia, number 15-11, Mar.