Research classified by Journal of Economic Literature (JEL) codes

2015

• Douglas Davis & Edward Simpson Prescott, 2015, "Fixed Prices and Regulatory Discretion as Triggers for Contingent Capital Conversion: An Experimental Examination," Working Paper, Federal Reserve Bank of Richmond, number 15-2, Mar.
• Sheng Guo & William Hardin, 2015, "Financial and Housing Wealth, Expenditures and the Dividend to Ownership," Working Papers, Florida International University, Department of Economics, number 1506, Sep.
• Ravioli, Mario & Fabregat-Aibar, Laura, 2015, "Analysis Of Recommendations About Expected Prices Of Ibex 35 Using Fuzzy Numbers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 51-70, May.
• Marco Wölfle, 2015, "Information-Based Trade in German Real Estate and Equity Markets," Risks, MDPI, volume 3, issue 4, pages 1-26, December.
• Nuno Silva, 2015, "Industry based equity premium forecasts," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-19, Dec.
• Jen-Je Su & Eduardo Roca & Victor SH Wong, 2015, "The efficiency of Asian stock markets: Fresh evidence based on new tests," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201507, Jul.
• Robert J Bianchi & Michael E Drew & John Hua Fan, 2015, "Microscopic momentum in commodity futures," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201510, Oct.
• Abbas Valadkhani & Andrew C Worthington & Russell Smyth, 2015, "Seasonality in Australian capital city house and unit prices," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201512, Dec.
• Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015, "Financial Symmetry and Moods in the Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01215755, DOI: 10.1371/journal.pone.0118224.
• Bernard de Meyer & Gaëtan Fournier, 2015, "Price dynamics on a risk averse market with asymmetric information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01169563, Jun.
• Sabri Boubaker & Hisham Farag & Duc Khuong Nguyen, 2015, "Short-Term Overreaction to Specific Events: Evidence from an Emerging Market," Post-Print, HAL, number hal-01158095, DOI: 10.1016/j.ribaf.2014.10.002.
• Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015, "Financial Symmetry and Moods in the Market," Post-Print, HAL, number hal-01215755, DOI: 10.1371/journal.pone.0118224.
• Amélie Charles & Olivier Darné & Jae H. Kim, 2015, "Will precious metals shine ? A market efficiency perspective," Post-Print, HAL, number hal-01238706, Dec, DOI: 10.1016/j.irfa.2015.01.018.
• Georges Prat & Remzi Uctum, 2015, "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print, HAL, number hal-01385957, DOI: 10.1080/00036846.2015.1021460.
• Imane El Ouadghiri & Remzi Uctum, 2015, "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print, HAL, number hal-01411808.
• Nicolas Huck, 2015, "Pairs trading: does volatility timing matter?," Post-Print, HAL, number hal-01507986, DOI: 10.1080/00036846.2015.1068923.
• Paolo Mazza & Mikael Petitjean, 2015, "How integrated is the European carbon derivatives market?," Post-Print, HAL, number hal-01526028, Nov, DOI: 10.1016/j.frl.2015.07.005.
• Paolo Mazza, 2015, "Price dynamics and market liquidity: An intraday event study on Euronext," Post-Print, HAL, number hal-01563014, May, DOI: 10.1016/j.qref.2014.09.003.
• Hans Degryse & Frank De Jong & Jérémie Lefebvre, 2015, "Legal Insider Trading and Stock Market Liquidity," Post-Print, HAL, number hal-01563029, Oct, DOI: 10.1007/s10645-015-9261-0.
• Nikola Gradojevic & Camillo Lento, 2015, "Multiscale analysis of foreign exchange order flows and technical trading profitability," Post-Print, HAL, number hal-01563053, Jun, DOI: 10.1016/j.econmod.2015.02.028.
• Remzi Uctum & Imane El Ouadghiri, 2015, "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print, HAL, number hal-01638221.
• Catherine d'Hondt & Christophe Majois & Paolo Mazza, 2015, "Commonality on Euronext: Do location and account type matter?," Post-Print, HAL, number hal-01667400, Dec, DOI: 10.1016/j.irfa.2015.06.007.
• Georges Gallais-Hamonno & Thi-Hong-Van Hoang & Kim Oosterlinck, 2015, "Informational efficiency of the clandestine and official gold markets in Paris," Post-Print, HAL, number hal-02009842, Jan, DOI: 10.1016/j.econlet.2014.11.013.
• Martial Phélippé-Guinvarc'H & Jean Cordier, 2015, "Machine Learning for Semi-Strong Efficiency Test of Inter-Market Wheat Futures," Post-Print, HAL, number hal-02151848, Apr.
• Christophe J. Godlewski, 2015, "The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe," Post-Print, HAL, number hal-03047779, Apr, DOI: 10.1016/j.jbankfin.2014.12.006.
• Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," Post-Print, HAL, number hal-03473718, Jan.
• Milo Bianchi & Philippe Jehiel, 2015, "Financial reporting and market efficiency with extrapolative investors," Post-Print, HAL, number halshs-01156413, May, DOI: 10.1016/j.jet.2015.02.009.
• Simon Dubecq & Benoît Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," Post-Print, HAL, number halshs-01157527, Mar, DOI: 10.2139/ssrn.2008132.
• Bernard de Meyer & Gaëtan Fournier, 2015, "Price dynamics on a risk averse market with asymmetric information," Post-Print, HAL, number halshs-01169563, Jun.
• Fany Declerck & Laurence Lescourret, 2015, "Dark pools et trading haute-fréquence : une évolution utile ?," Post-Print, HAL, number halshs-01398632, Dec.
• Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015, "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print, HAL, number halshs-01400243, Jun, DOI: 10.1287/mnsc.2013.1886.
• Milo Bianchi & Philippe Jehiel, 2015, "Financial reporting and market efficiency with extrapolative investors," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01156413, May, DOI: 10.1016/j.jet.2015.02.009.
• Simon Dubecq & Benoît Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01157527, Mar, DOI: 10.2139/ssrn.2008132.
• Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," Sciences Po Economics Publications (main), HAL, number hal-03473718, Jan.
• Edouard Challe & Edouard Chrétien, 2015, "Market Microstructure, Information Aggregation And Equilibrium Uniqueness In A Global Game," Working Papers, HAL, number hal-01180058, Jul.
• Herve Alexandre & Catherine Refait-Alexandre & François Guillemin, 2015, "Disclosure, banks CDS spreads and the European sovereign crisis," Working Papers, HAL, number hal-01376916, Sep.
• Thomas Astebro & Florian Hoos & Olivier Dessaint & Thierry Foucault & Laurent Frrsard & Adrien Matray, 2015, "Ripple Effects of Noise on Corporate Investment," Working Papers, HAL, number hal-02002688, Dec.
• Lauren Stagnol, 2015, "Designing a corporate bond index on solvency criteria," Working Papers, HAL, number hal-04141378.
• Feng, Xunan & Hu, Na & Johansson, Anders C., 2015, "Ownership, Analyst Coverage, and Stock Synchronicity in China," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2015-36, Jun.
• Lazarczyk, Ewa, 2015, "Private and Public Information on the Nordic Intra-Day Electricity Market," Working Paper Series, Research Institute of Industrial Economics, number 1064, Mar.
• Alfranseder, Emanuel & zhang, Xiang, 2015, "The Effect of Pessimism and Doubt on the Equity Premium," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2015/5, Apr.
• Han, Jungsuk & Sangiorgi, Francesco, 2015, "Searching for Information," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 300, May.
• Asche, Frank & Misund, Bard, 2015, "Hedging Efficiency of Atlantic Salmon Futures," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/12, Dec.
• Asche, Frank & Misund, Bard & Oglend, Atle, 2015, "Production Risk and the Futures Price Risk Premium?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/13, Dec.
• Asche, Frank & Misund, Bard & Oglend, Atle, 2015, "The Spot-Forward Relationship in the Atlantic Salmon Market," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/16, Dec.
• Misund, Bård & Osmundsen, Petter, 2015, "Probable Oil and Gas Reserves and Shareholder Returns: The Impact of Shale Gas," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/17, Dec.
• Svetlana Grigorieva & Georgii Gorbatov, 2015, "Puzzle of Corporate Diversification Efficiency in Bric Countries," HSE Working papers, National Research University Higher School of Economics, number WP BRP 47/FE/2015.
• Victoria Dobrynskaya, 2015, "Upside and Downside Risks in Momentum Returns," HSE Working papers, National Research University Higher School of Economics, number WP BRP 50/FE/2015.
• Xi Li & Mingyi Hung & Shiheng Wang, 2015, "Post-Earnings-Announcement Drift in Global Markets: Evidence from an Information Shock," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2015-17, Mar, revised Mar 2015.
• Radu Lupu & Adrian Cantemir Calin & Georgiana Roxana Ene, 2015, "Are the Announcements Regarding Macroeconomic Fundamentals Responsible for Changes in the Dynamics of Stock Markets? CEE vs Developed Markets," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 3, issue 3, pages 3-13, September.
• Tarek Bouchaddekh & Abdelfatteh Bouri & Makram Nouaili, 2015, "Asset Pricing and Probability of Information-based Trading: Application to the Tunisian Stock Market," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 58-65, March.
• Han-Ching Huang & Yong-Chern Su & Chun-E Shih, 2015, "Evidence On The Speed Of Convergence To Market Efficiency: Evidence From Stock Spin-Offs," Global Journal of Business Research, The Institute for Business and Finance Research, volume 9, issue 2, pages 1-8.
• H. Swint Friday & Nhung Hoang, 2015, "Seasonality in the Vietnam Stock Index," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 103-112.
• Ya-Hui Wang & Chien-Chih Lai, 2015, "The Effect of Limit Order Book Information on Investors with Different Risk Attitudes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 113-120.
• Han-Ching Huang & Yong-Chern Su & Hsin-Ying Wang, 2015, "Market Efficiency around the Announcement Day of Self-Tender Offers," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 121-128.
• Jack J.W. Yang & Tsung-Hsin Wu, 2015, "Announcement Effect of Cash Dividend Changes around Ex-Dividend Days: Evidence from Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 2, pages 77-91.
• Elif Akben Selcuk & Halil Kiymaz, 2015, "The Impact Of Diversifying Acquisitions On Shareholder Wealth: Evidence From Turkish Acquirers," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 3, pages 19-32.
• Mike Siew Wei Leong & Sheela Devi Sundarasen, 2015, "Ipo Initial Returns And Volatility: A Study In An Emerging Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 3, pages 71-82.
• Qi Sun, 2015, "Stock Price Discovery In Earnings Season," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 5, pages 1-15.
• Han-Ching Huang & Yong-Chern Su & Sheng-Jung Wu, 2015, "Bank Stock And Option Transmissions In Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 5, pages 17-23.
• Daniel Folkinshteyn & Gulser Meric & Ilhan Meric, 2015, "Investor Reaction In Stock Market Crashes And Post-Crash Market Reversals," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 5, pages 57-70.
• Jeng-Hong Chen, 2015, "The Trading Costs Of Early Earnings Release: The Case Of Hewlett-Packard Company," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 6, issue 3, pages 1-10.
• Rufina Georgina Hernandez Contreras & Rosa Maria Medina Hernandez & Rosa Maria Solis Salazar, 2015, "Secured Loans In Mexico And Its Effects, Prestamos Prendarios En Mexico Y Sus Efectos," Revista Global de Negocios, The Institute for Business and Finance Research, volume 3, issue 5, pages 47-58.
• Fernández Martín, Andrés & Rud, Juan Pablo, 2015, "From Institutions to Financial Development and Growth: What Are the Links?," IDB Publications (Working Papers), Inter-American Development Bank, number 6867, Mar, DOI: http://dx.doi.org/10.18235/0011689.
• Oliver Linton & Katja Smetanina, 2015, "Mean Ratio Statistic for measuring predictability," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/15, Feb.
• Srinivasa Rao Dokku & Rajesh Choudary Jampala & P. Adi Lakshmi, 2015, "A Study on Performance Evaluation of Initial Public Offerings (IPOs) in India during 2007-13," International Journal of Asian Business and Information Management (IJABIM), IGI Global Scientific Publishing, volume 6, issue 1, pages 18-37, January.
• İbrahim BOZKURT, 2015, "Ay’ın Pay Getirileri Üzerindeki Etkisinin İncelenmesi: BİST’de Ampirik Bir Uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 352, pages 55-78.
• Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 1, pages 71-101, January.
• Lars E.O. Svensson, 2015, "Day One Keynote Address: Forward Guidance," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 4, pages 19-64, September.
• Azusa Takeyama & Naoshi Tsuchida, 2015, "The Interaction between Funding Liquidity and Market Liquidity: Evidence from Subprime and European Crises," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-14, Sep.
• Marcelo Fernandes & Ms. Deniz O Igan & Marcelo Pinheiro, 2015, "March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?," IMF Working Papers, International Monetary Fund, number 2015/271, Dec.
• Humberto Valencia Herrera, 2015, "Decomposition of the Stocks Returns in the Sustainable Index of the Mexican Stock Exchange," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 1, pages 85-99, Enero-Jun.
• Carlos Guerrero de Lizardi, 2015, "An Imperfect Approach for Looking at the Distribution of Financial and Non-Financial Wealth in Mexico 1984-2012," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 2, pages 145-158, Julio-Dic.
• Nidhi Aggarwal, 2015, "Limits to arbitrage: The case of single stock futures and spot prices," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-010, May.
• Rohini Grover, 2015, "The informational role of algorithmic traders in the option market," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-012, May.
• Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015, "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, volume 61, issue 6, pages 1378-1397, June, DOI: 10.1287/mnsc.2013.1886.
• Luca Di Gialleonardo & Mauro Marè, 2015, "The efficiency of Italian pension funds: costs, membership, assets," Working papers, Società Italiana di Economia Pubblica, number 21, Feb.
• Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015, "“Measuaring Uncertainty in the Stock Market”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201524, Nov, revised Nov 2015.
• Murguia, Juan M. & Lence, Sergio H, 2015, "Investors’ Reaction to Environmental Performance: A Global Perspective of the Newsweek ’s “Green Rankings”," ISU General Staff Papers, Iowa State University, Department of Economics, number 201501010800001068, Jan.
• Ahmed El-Masry & Dalia El-Mosallamy & Juan Carlos Matallín-Sáez & Emili Tortosa-Ausina, 2015, "Mutual Fund Performance in MENA Countries: Environmental Conditions and Fund Characteristics," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/02.
• Wei Zhang & Xiao Li & Dehua Shen & Andrea Teglio, 2015, "R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/06.
• Pyemo N. Afego, 2015, "Market efficiency in developing African stock markets: what do we know?," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 1, pages 243-266, January-M.
• Sarod Khandaker & Silvia Zia Islam, 2015, "Volatility and co-movement: an analysis of stock markets behavior of selected emerging and developed countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 6, pages 333-347, Special I.
• Ponsabariraj Nagalingam, 2015, "Impact of Foreign Direct Investment (FDI) In Select Indian Retail Companies - With Respect to Equity Investment," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 11, issue 3, pages 189-197, September.
• Esad Smajlbegovic, 2015, "Regional Economic Activity and Stock Returns," 2015 Papers, Job Market Papers, number psm196, Nov.
• Schanbacher Peter, 2015, "Averaging Across Asset Allocation Models," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 235, issue 1, pages 61-81, February, DOI: 10.1515/jbnst-2015-0106.
• Joel Vanden, 2015, "Noisy information and the size effect in stock returns," Annals of Finance, Springer, volume 11, issue 1, pages 77-107, February, DOI: 10.1007/s10436-014-0250-0.
• Alex Boulatov & Dan Bernhardt, 2015, "Robustness of equilibrium in the Kyle model of informed speculation," Annals of Finance, Springer, volume 11, issue 3, pages 297-318, November, DOI: 10.1007/s10436-015-0264-2.
• Alex Boulatov & Dan Bernhardt, 2015, "Robustness of equilibrium in the Kyle model of informed speculation," Annals of Finance, Springer, volume 11, issue 3, pages 297-318, November, DOI: 10.1007/s10436-015-0264-2.
• Roberto Piazza, 2015, "Financial innovation and risk: the role of information," Annals of Finance, Springer, volume 11, issue 3, pages 477-502, November, DOI: 10.1007/s10436-015-0267-z.
• Krauss, Christopher & Stübinger, Johannes, 2015, "Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 15/2015.
• Brennan, Michael J. & Kraft, Holger, 2016, "Leaning against the wind: Debt financing in the face of adversity," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 119, revised 2016, DOI: 10.2139/ssrn.2696886.
• Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2015, "Sovereign credit risk, liquidity, and ECB intervention: Deus ex machina?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 95, DOI: 10.2139/ssrn.2587786.
• Zhang, Junni L. & Härdle, Wolfgang Karl & Chen, Cathy Y. & Bommes, Elisabeth, 2015, "Distillation of news flow into analysis of stock reactions," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-005.
• Smajlbegovic, Esad, 2015, "Regional Economic Activity and Stock Returns," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112854.
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015, "Who trades on momentum?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 112872.
• Gehrig, Thomas Paul & Fohlin, Caroline & Haas, Marlene, 2015, "Liquidty Freezes and Market Runs; Evidencefrom the Panic of 1907," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113008.
• Focke, Florens & Ruenzi, Stefan & Ungeheuer, Michael, 2015, "Advertising, Attention, and Financial Markets," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113032.
• Herwartz, Helmut, 2015, "Are GARCH innovations independent - a long term assessment for the S&P 500," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113109.
• Gelman, Sergey & Lushchikov, Roman, 2015, "Stock liquidity in forefront of anticipated announcements," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113176.
• Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2015, "Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 164-172, DOI: 10.1016/j.jfs.2014.07.003.
• Wu, Deming, 2015, "The effects of government capital and liquidity support programs on bank lending: Evidence from the syndicated corporate credit market," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 13-25, DOI: 10.1016/j.jfs.2015.09.002.
• Silva, Paulo Pereira da & Vieira, Carlos & Vieira, Isabel, 2015, "The determinants of CDS open interest dynamics," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 95-109, DOI: 10.1016/j.jfs.2015.09.003.
• Sayim, Mustafa & Rahman, Hamid, 2015, "An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market," Global Finance Journal, Elsevier, volume 26, issue C, pages 1-17, DOI: 10.1016/j.gfj.2015.01.001.
• Shachmurove, Yochanan & Vulanovic, Milos, 2015, "Specified purpose acquisition companies in shipping," Global Finance Journal, Elsevier, volume 26, issue C, pages 64-79, DOI: 10.1016/j.gfj.2015.01.005.
• Alhashel, Bader, 2015, "Does stealth trading coexist with high levels of insider trading? Evidence from Kuwait," Global Finance Journal, Elsevier, volume 27, issue C, pages 112-118, DOI: 10.1016/j.gfj.2015.04.007.
• Chiang, Thomas C. & Zheng, Dazhi, 2015, "Liquidity and stock returns: Evidence from international markets," Global Finance Journal, Elsevier, volume 27, issue C, pages 73-97, DOI: 10.1016/j.gfj.2015.04.005.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015, "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, volume 28, issue C, pages 95-110, DOI: 10.1016/j.gfj.2015.02.001.
• Porras, Eva & Ülkü, Numan, 2015, "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 111-126, DOI: 10.1016/j.intfin.2014.11.008.
• Ibikunle, Gbenga, 2015, "Opening and closing price efficiency: Do financial markets need the call auction?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 208-227, DOI: 10.1016/j.intfin.2014.11.014.
• Fung, Ka Wai Terence & Demir, Ender & Lau, Chi Keung Marco & Chan, Kwok Ho, 2015, "Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 337-355, DOI: 10.1016/j.intfin.2014.11.015.
• Chau, Frankie & Deesomsak, Rataporn, 2015, "Business cycle variation in positive feedback trading: Evidence from the G-7 economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 147-159, DOI: 10.1016/j.intfin.2014.12.003.
• Grammatikos, Theoharry & Lehnert, Thorsten & Otsubo, Yoichi, 2015, "Market perceptions of US and European policy actions around the subprime crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 99-113, DOI: 10.1016/j.intfin.2015.02.007.
• Bornholt, Graham & Gharaibeh, Omar & Malin, Mirela, 2015, "Industry long-term return reversal," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 65-78, DOI: 10.1016/j.intfin.2015.05.013.
• Goddard, John & Kita, Arben & Wang, Qingwei, 2015, "Investor attention and FX market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 79-96, DOI: 10.1016/j.intfin.2015.05.001.
• Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S., 2015, "The effect of security and market order flow shocks on co-movement," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 136-155, DOI: 10.1016/j.intfin.2015.07.005.
• Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015, "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 238-252, DOI: 10.1016/j.ijforecast.2014.06.005.
• Lleo, Sébastien & Ziemba, William T., 2015, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 399-425, DOI: 10.1016/j.ijforecast.2015.02.001.
• Billings, Mary Brooke & Cedergren, Matthew C., 2015, "Strategic silence, insider selling and litigation risk," Journal of Accounting and Economics, Elsevier, volume 59, issue 2, pages 119-142, DOI: 10.1016/j.jacceco.2014.12.001.
• Yezegel, Ari, 2015, "Why do analysts revise their stock recommendations after earnings announcements?," Journal of Accounting and Economics, Elsevier, volume 59, issue 2, pages 163-181, DOI: 10.1016/j.jacceco.2015.01.001.
• Burgstahler, David & Chuk, Elizabeth, 2015, "Do scaling and selection explain earnings discontinuities?," Journal of Accounting and Economics, Elsevier, volume 60, issue 1, pages 168-186, DOI: 10.1016/j.jacceco.2014.08.002.
• Devos, Erik & Elliott, William B. & Warr, Richard S., 2015, "CEO opportunism?: Option grants and stock trades around stock splits," Journal of Accounting and Economics, Elsevier, volume 60, issue 1, pages 18-35, DOI: 10.1016/j.jacceco.2015.02.004.
• Lys, Thomas & Naughton, James P. & Wang, Clare, 2015, "Signaling through corporate accountability reporting," Journal of Accounting and Economics, Elsevier, volume 60, issue 1, pages 56-72, DOI: 10.1016/j.jacceco.2015.03.001.
• Bloomfield, Matthew J. & Bloomfield, Robert, 2015, "Discussion of delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 104-109, DOI: 10.1016/j.jacceco.2015.09.001.
• Li, Kevin K. & You, Haifeng, 2015, "What is the value of sell-side analysts? Evidence from coverage initiations and terminations," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 141-160, DOI: 10.1016/j.jacceco.2015.08.006.
• Billings, Mary Brooke & Jennings, Robert & Lev, Baruch, 2015, "On guidance and volatility," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 161-180, DOI: 10.1016/j.jacceco.2015.07.008.
• Beneish, M.D. & Lee, C.M.C. & Nichols, D.C., 2015, "In short supply: Short-sellers and stock returns," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 33-57, DOI: 10.1016/j.jacceco.2015.08.001.
• Hansen, Robert S., 2015, "What is the value of sell-side analysts? Evidence from coverage changes – A discussion," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 58-64, DOI: 10.1016/j.jacceco.2015.08.005.
• Taylor, Daniel J. & Verrecchia, Robert E., 2015, "Delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 8-32, DOI: 10.1016/j.jacceco.2015.07.002.
• Chen, Yangyang & Dou, Paul Y. & Rhee, S. Ghon & Truong, Cameron & Veeraraghavan, Madhu, 2015, "National culture and corporate cash holdings around the world," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 1-18, DOI: 10.1016/j.jbankfin.2014.09.018.
• Seo, Sung Won & Kim, Jun Sik, 2015, "The information content of option-implied information for volatility forecasting with investor sentiment," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 106-120, DOI: 10.1016/j.jbankfin.2014.09.010.
• Cogneau, Philippe & Hübner, Georges, 2015, "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 224-241, DOI: 10.1016/j.jbankfin.2014.10.004.
• Kosmidou, Kyriaki V. & Kousenidis, Dimitrios V. & Negakis, Christos I., 2015, "The impact of the EU/ECB/IMF bailout programs on the financial and real sectors of the ASE during the Greek sovereign crisis," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 440-454, DOI: 10.1016/j.jbankfin.2014.03.008.
• Bongini, Paola & Nieri, Laura & Pelagatti, Matteo, 2015, "The importance of being systemically important financial institutions," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 562-574, DOI: 10.1016/j.jbankfin.2014.07.006.
• Hentati-Kaffel, Rania & de Peretti, Philippe, 2015, "Generalized runs tests to detect randomness in hedge funds returns," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 608-615, DOI: 10.1016/j.jbankfin.2014.07.011.
• Navone, Marco & Pagani, Marco, 2015, "Brothers from different mothers how distribution fees change investment behavior," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 12-25, DOI: 10.1016/j.jbankfin.2014.10.013.
• Choy, Siu-Kai, 2015, "Retail clientele and option returns," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 26-42, DOI: 10.1016/j.jbankfin.2014.11.004.
• Lin, Tse-Chun & Lu, Xiaolong, 2015, "Why do options prices predict stock returns? Evidence from analyst tipping," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 17-28, DOI: 10.1016/j.jbankfin.2014.11.008.
• Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015, "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 217-229, DOI: 10.1016/j.jbankfin.2014.12.008.
• Ricci, Ornella, 2015, "The impact of monetary policy announcements on the stock price of large European banks during the financial crisis," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 245-255, DOI: 10.1016/j.jbankfin.2014.07.001.
• Ismailescu, Iuliana & Phillips, Blake, 2015, "Credit default swaps and the market for sovereign debt," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 43-61, DOI: 10.1016/j.jbankfin.2014.10.015.
• Godlewski, Christophe J., 2015, "The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 1-17, DOI: 10.1016/j.jbankfin.2014.12.006.
• Duong, Truong X. & Huszár, Zsuzsa R. & Yamada, Takeshi, 2015, "The costs and benefits of short sale disclosure," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 124-139, DOI: 10.1016/j.jbankfin.2014.12.014.
• Bertone, Stephen & Paeglis, Imants & Ravi, Rahul, 2015, "(How) has the market become more efficient?," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 72-86, DOI: 10.1016/j.jbankfin.2014.12.019.
• Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke, 2015, "Which financial stocks did short sellers target in the subprime crisis?," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 87-103, DOI: 10.1016/j.jbankfin.2014.12.021.
• Sim, Nicholas & Zhou, Hongtao, 2015, "Oil prices, US stock return, and the dependence between their quantiles," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 1-8, DOI: 10.1016/j.jbankfin.2015.01.013.
• Ordu, Umut & Schweizer, Denis, 2015, "Executive compensation and informed trading in acquiring firms around merger announcements," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 260-280, DOI: 10.1016/j.jbankfin.2015.02.013.
• Baek, Seungho & Bilson, John F.O., 2015, "Size and value risk in financial firms," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 295-326, DOI: 10.1016/j.jbankfin.2014.02.011.
• Andriosopoulos, Dimitris & Lasfer, Meziane, 2015, "The market valuation of share repurchases in Europe," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 327-339, DOI: 10.1016/j.jbankfin.2014.04.017.
• Leung, Henry & Ton, Thai, 2015, "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 37-55, DOI: 10.1016/j.jbankfin.2015.01.009.
• Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni, 2015, "A new approach to measuring riskiness in the equity market: Implications for the risk premium," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 101-117, DOI: 10.1016/j.jbankfin.2015.03.005.
• Jacobs, Heiko, 2015, "What explains the dynamics of 100 anomalies?," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 65-85, DOI: 10.1016/j.jbankfin.2015.03.006.
• Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand, 2015, "Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 179-193, DOI: 10.1016/j.jbankfin.2015.03.018.
• Chen, Jun & King, Tao-Hsien Dolly & Wen, Min-Ming, 2015, "Do joint ventures and strategic alliances create value for bondholders?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 247-267, DOI: 10.1016/j.jbankfin.2015.03.020.
• Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei), 2015, "Bond market event study methods," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 281-293, DOI: 10.1016/j.jbankfin.2015.03.013.
• Zhang, Yue, 2015, "The securitization of gold and its potential impact on gold stocks," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 309-326, DOI: 10.1016/j.jbankfin.2015.03.016.
• Devos, Erik & Hao, Wei & Prevost, Andrew K. & Wongchoti, Udomsak, 2015, "Stock return synchronicity and the market response to analyst recommendation revisions," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 376-389, DOI: 10.1016/j.jbankfin.2015.04.021.
• Kaplanski, Guy & Levy, Haim, 2015, "Trading breaks and asymmetric information: The option markets," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 390-404, DOI: 10.1016/j.jbankfin.2015.05.010.
• Huang, Chia-Wei, 2015, "Takeover vulnerability and the credibility of signaling: The case of open-market share repurchases," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 405-417, DOI: 10.1016/j.jbankfin.2015.04.022.
• Barinov, Alexander, 2015, "Why does higher variability of trading activity predict lower expected returns?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 457-470, DOI: 10.1016/j.jbankfin.2015.05.014.
• Chang, Yen-Cheng & Cheng, Hung-Wen, 2015, "Information environment and investor behavior," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 250-264, DOI: 10.1016/j.jbankfin.2015.06.013.
• Angelidis, Timotheos & Sakkas, Athanasios & Tessaromatis, Nikolaos, 2015, "Stock market dispersion, the business cycle and expected factor returns," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 265-279, DOI: 10.1016/j.jbankfin.2015.04.025.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2015, "High frequency trading and end-of-day price dislocation," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 330-349, DOI: 10.1016/j.jbankfin.2015.06.011.
• Cao, Viet Nga, 2015, "What explains the value premium? The case of adjustment costs, operating leverage and financial leverage," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 350-366, DOI: 10.1016/j.jbankfin.2015.04.033.
• Jenkinson, Tim & Sousa, Miguel, 2015, "What determines the exit decision for leveraged buyouts?," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 399-408, DOI: 10.1016/j.jbankfin.2015.06.007.
• Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua, 2015, "Combining momentum with reversal in commodity futures," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 423-444, DOI: 10.1016/j.jbankfin.2015.07.006.
• Duyvesteyn, Johan & de Zwart, Gerben, 2015, "Riding the swaption curve," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 57-75, DOI: 10.1016/j.jbankfin.2015.05.012.
• Chung, Dennis Y. & Hrazdil, Karel & Trottier, Kim, 2015, "On the efficiency of intra-industry information transfers: The dilution of the overreaction anomaly," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 153-167, DOI: 10.1016/j.jbankfin.2015.08.013.
• Cai, Yu & Lau, Sie Ting, 2015, "Informed trading around earnings and mutual fund alphas," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 168-180, DOI: 10.1016/j.jbankfin.2015.08.008.
• Adam, Tim R. & Fernando, Chitru S. & Golubeva, Evgenia, 2015, "Managerial overconfidence and corporate risk management," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 195-208, DOI: 10.1016/j.jbankfin.2015.07.013.
• Goto, Shingo & Xiao, Gang & Xu, Yan, 2015, "As told by the supplier: Trade credit and the cross section of stock returns," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 296-309, DOI: 10.1016/j.jbankfin.2015.08.030.
• Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia, 2015, "The liquidity premium in CDS transaction prices: Do frictions matter?," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 184-205, DOI: 10.1016/j.jbankfin.2015.08.024.
• Clausen, Saskia & Flor, Christian Riis, 2015, "The impact of assets-in-place on corporate financing and investment decisions," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 64-80, DOI: 10.1016/j.jbankfin.2015.08.020.
• Norton, Hugh & Gray, Steve & Faff, Robert, 2015, "Yes, one-day international cricket ‘in-play’ trading strategies can be profitable!," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 164-176, DOI: 10.1016/j.jbankfin.2015.08.031.
• Perez, M. Fabricio & Shkilko, Andriy & Sokolov, Konstantin, 2015, "Factor models for binary financial data," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 177-188, DOI: 10.1016/j.jbankfin.2015.08.012.
• Brown, Alasdair & Yang, Fuyu, 2015, "Does society underestimate women? Evidence from the performance of female jockeys in horse racing," Journal of Economic Behavior & Organization, Elsevier, volume 111, issue C, pages 106-118, DOI: 10.1016/j.jebo.2014.12.031.
• Wengner, Andreas & Burghof, Hans-Peter & Schneider, Johannes, 2015, "The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?," Journal of Economics and Business, Elsevier, volume 78, issue C, pages 79-91, DOI: 10.1016/j.jeconbus.2014.11.003.
• Muzzioli, Silvia, 2015, "The optimal corridor for implied volatility: From periods of calm to turmoil," Journal of Economics and Business, Elsevier, volume 81, issue C, pages 77-94, DOI: 10.1016/j.jeconbus.2015.07.001.
• Chan, Sok-Gee & Koh, Eric H.Y. & Zainir, Fauzi & Yong, Chen-Chen, 2015, "Market structure, institutional framework and bank efficiency in ASEAN 5," Journal of Economics and Business, Elsevier, volume 82, issue C, pages 84-112, DOI: 10.1016/j.jeconbus.2015.07.002.
• Lei, Zhen & Shcherbakova, Anastasia V., 2015, "Revealing climate change opinions through investment behavior: Evidence from Fukushima," Journal of Environmental Economics and Management, Elsevier, volume 70, issue C, pages 92-108, DOI: 10.1016/j.jeem.2015.01.004.
• Carpentier, Cécile & Suret, Jean-Marc, 2015, "Stock market and deterrence effect: A mid-run analysis of major environmental and non-environmental accidents," Journal of Environmental Economics and Management, Elsevier, volume 71, issue C, pages 1-18, DOI: 10.1016/j.jeem.2015.01.001.
• Bianchi, Milo & Jehiel, Philippe, 2015, "Financial reporting and market efficiency with extrapolative investors," Journal of Economic Theory, Elsevier, volume 157, issue C, pages 842-878, DOI: 10.1016/j.jet.2015.02.009.