Research classified by Journal of Economic Literature (JEL) codes

2015

• Catherine d'Hondt & Christophe Majois & Paolo Mazza, 2015, "Commonality on Euronext: Do location and account type matter?," Post-Print, HAL, number hal-01667400, Dec, DOI: 10.1016/j.irfa.2015.06.007.
• Georges Gallais-Hamonno & Thi-Hong-Van Hoang & Kim Oosterlinck, 2015, "Informational efficiency of the clandestine and official gold markets in Paris," Post-Print, HAL, number hal-02009842, Jan, DOI: 10.1016/j.econlet.2014.11.013.
• Martial Phélippé-Guinvarc'H & Jean Cordier, 2015, "Machine Learning for Semi-Strong Efficiency Test of Inter-Market Wheat Futures," Post-Print, HAL, number hal-02151848, Apr.
• Christophe J. Godlewski, 2015, "The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe," Post-Print, HAL, number hal-03047779, Apr, DOI: 10.1016/j.jbankfin.2014.12.006.
• Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," Post-Print, HAL, number hal-03473718, Jan.
• Milo Bianchi & Philippe Jehiel, 2015, "Financial reporting and market efficiency with extrapolative investors," Post-Print, HAL, number halshs-01156413, May, DOI: 10.1016/j.jet.2015.02.009.
• Simon Dubecq & Benoît Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," Post-Print, HAL, number halshs-01157527, Mar, DOI: 10.2139/ssrn.2008132.
• Bernard de Meyer & Gaëtan Fournier, 2015, "Price dynamics on a risk averse market with asymmetric information," Post-Print, HAL, number halshs-01169563, Jun.
• Fany Declerck & Laurence Lescourret, 2015, "Dark pools et trading haute-fréquence : une évolution utile ?," Post-Print, HAL, number halshs-01398632, Dec.
• Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015, "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Post-Print, HAL, number halshs-01400243, Jun, DOI: 10.1287/mnsc.2013.1886.
• Milo Bianchi & Philippe Jehiel, 2015, "Financial reporting and market efficiency with extrapolative investors," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01156413, May, DOI: 10.1016/j.jet.2015.02.009.
• Simon Dubecq & Benoît Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01157527, Mar, DOI: 10.2139/ssrn.2008132.
• Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," Sciences Po Economics Publications (main), HAL, number hal-03473718, Jan.
• Edouard Challe & Edouard Chrétien, 2015, "Market Microstructure, Information Aggregation And Equilibrium Uniqueness In A Global Game," Working Papers, HAL, number hal-01180058, Jul.
• Herve Alexandre & Catherine Refait-Alexandre & François Guillemin, 2015, "Disclosure, banks CDS spreads and the European sovereign crisis," Working Papers, HAL, number hal-01376916, Sep.
• Thomas Astebro & Florian Hoos & Olivier Dessaint & Thierry Foucault & Laurent Frrsard & Adrien Matray, 2015, "Ripple Effects of Noise on Corporate Investment," Working Papers, HAL, number hal-02002688, Dec.
• Lauren Stagnol, 2015, "Designing a corporate bond index on solvency criteria," Working Papers, HAL, number hal-04141378.
• Feng, Xunan & Hu, Na & Johansson, Anders C., 2015, "Ownership, Analyst Coverage, and Stock Synchronicity in China," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2015-36, Jun.
• Lazarczyk, Ewa, 2015, "Private and Public Information on the Nordic Intra-Day Electricity Market," Working Paper Series, Research Institute of Industrial Economics, number 1064, Mar.
• Alfranseder, Emanuel & zhang, Xiang, 2015, "The Effect of Pessimism and Doubt on the Equity Premium," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2015/5, Apr.
• Han, Jungsuk & Sangiorgi, Francesco, 2015, "Searching for Information," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 300, May.
• Asche, Frank & Misund, Bard, 2015, "Hedging Efficiency of Atlantic Salmon Futures," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/12, Dec.
• Asche, Frank & Misund, Bard & Oglend, Atle, 2015, "Production Risk and the Futures Price Risk Premium?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/13, Dec.
• Asche, Frank & Misund, Bard & Oglend, Atle, 2015, "The Spot-Forward Relationship in the Atlantic Salmon Market," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/16, Dec.
• Misund, Bård & Osmundsen, Petter, 2015, "Probable Oil and Gas Reserves and Shareholder Returns: The Impact of Shale Gas," UiS Working Papers in Economics and Finance, University of Stavanger, number 2015/17, Dec.
• Svetlana Grigorieva & Georgii Gorbatov, 2015, "Puzzle of Corporate Diversification Efficiency in Bric Countries," HSE Working papers, National Research University Higher School of Economics, number WP BRP 47/FE/2015.
• Victoria Dobrynskaya, 2015, "Upside and Downside Risks in Momentum Returns," HSE Working papers, National Research University Higher School of Economics, number WP BRP 50/FE/2015.
• Xi Li & Mingyi Hung & Shiheng Wang, 2015, "Post-Earnings-Announcement Drift in Global Markets: Evidence from an Information Shock," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2015-17, Mar, revised Mar 2015.
• Radu Lupu & Adrian Cantemir Calin & Georgiana Roxana Ene, 2015, "Are the Announcements Regarding Macroeconomic Fundamentals Responsible for Changes in the Dynamics of Stock Markets? CEE vs Developed Markets," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 3, issue 3, pages 3-13, September.
• Tarek Bouchaddekh & Abdelfatteh Bouri & Makram Nouaili, 2015, "Asset Pricing and Probability of Information-based Trading: Application to the Tunisian Stock Market," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 58-65, March.
• Han-Ching Huang & Yong-Chern Su & Chun-E Shih, 2015, "Evidence On The Speed Of Convergence To Market Efficiency: Evidence From Stock Spin-Offs," Global Journal of Business Research, The Institute for Business and Finance Research, volume 9, issue 2, pages 1-8.
• H. Swint Friday & Nhung Hoang, 2015, "Seasonality in the Vietnam Stock Index," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 103-112.
• Ya-Hui Wang & Chien-Chih Lai, 2015, "The Effect of Limit Order Book Information on Investors with Different Risk Attitudes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 113-120.
• Han-Ching Huang & Yong-Chern Su & Hsin-Ying Wang, 2015, "Market Efficiency around the Announcement Day of Self-Tender Offers," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 1, pages 121-128.
• Jack J.W. Yang & Tsung-Hsin Wu, 2015, "Announcement Effect of Cash Dividend Changes around Ex-Dividend Days: Evidence from Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 2, pages 77-91.
• Elif Akben Selcuk & Halil Kiymaz, 2015, "The Impact Of Diversifying Acquisitions On Shareholder Wealth: Evidence From Turkish Acquirers," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 3, pages 19-32.
• Mike Siew Wei Leong & Sheela Devi Sundarasen, 2015, "Ipo Initial Returns And Volatility: A Study In An Emerging Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 3, pages 71-82.
• Qi Sun, 2015, "Stock Price Discovery In Earnings Season," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 5, pages 1-15.
• Han-Ching Huang & Yong-Chern Su & Sheng-Jung Wu, 2015, "Bank Stock And Option Transmissions In Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 5, pages 17-23.
• Daniel Folkinshteyn & Gulser Meric & Ilhan Meric, 2015, "Investor Reaction In Stock Market Crashes And Post-Crash Market Reversals," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 5, pages 57-70.
• Jeng-Hong Chen, 2015, "The Trading Costs Of Early Earnings Release: The Case Of Hewlett-Packard Company," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 6, issue 3, pages 1-10.
• Rufina Georgina Hernandez Contreras & Rosa Maria Medina Hernandez & Rosa Maria Solis Salazar, 2015, "Secured Loans In Mexico And Its Effects, Prestamos Prendarios En Mexico Y Sus Efectos," Revista Global de Negocios, The Institute for Business and Finance Research, volume 3, issue 5, pages 47-58.
• Fernández Martín, Andrés & Rud, Juan Pablo, 2015, "From Institutions to Financial Development and Growth: What Are the Links?," IDB Publications (Working Papers), Inter-American Development Bank, number 6867, Mar, DOI: http://dx.doi.org/10.18235/0011689.
• Oliver Linton & Katja Smetanina, 2015, "Mean Ratio Statistic for measuring predictability," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/15, Feb.
• Srinivasa Rao Dokku & Rajesh Choudary Jampala & P. Adi Lakshmi, 2015, "A Study on Performance Evaluation of Initial Public Offerings (IPOs) in India during 2007-13," International Journal of Asian Business and Information Management (IJABIM), IGI Global Scientific Publishing, volume 6, issue 1, pages 18-37, January.
• İbrahim BOZKURT, 2015, "Ay’ın Pay Getirileri Üzerindeki Etkisinin İncelenmesi: BİST’de Ampirik Bir Uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 30, issue 352, pages 55-78.
• Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015, "Risk Shifting with Fuzzy Capital Constraints," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 1, pages 71-101, January.
• Lars E.O. Svensson, 2015, "Day One Keynote Address: Forward Guidance," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 4, pages 19-64, September.
• Azusa Takeyama & Naoshi Tsuchida, 2015, "The Interaction between Funding Liquidity and Market Liquidity: Evidence from Subprime and European Crises," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 15-E-14, Sep.
• Marcelo Fernandes & Ms. Deniz O Igan & Marcelo Pinheiro, 2015, "March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?," IMF Working Papers, International Monetary Fund, number 2015/271, Dec.
• Humberto Valencia Herrera, 2015, "Decomposition of the Stocks Returns in the Sustainable Index of the Mexican Stock Exchange," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 1, pages 85-99, Enero-Jun.
• Carlos Guerrero de Lizardi, 2015, "An Imperfect Approach for Looking at the Distribution of Financial and Non-Financial Wealth in Mexico 1984-2012," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 2, pages 145-158, Julio-Dic.
• Nidhi Aggarwal, 2015, "Limits to arbitrage: The case of single stock futures and spot prices," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-010, May.
• Rohini Grover, 2015, "The informational role of algorithmic traders in the option market," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2015-012, May.
• Christophe Bisière & Jean-Paul Décamps & Stefano Lovo, 2015, "Risk Attitude, Beliefs Updating, and the Information Content of Trades: An Experiment," Management Science, INFORMS, volume 61, issue 6, pages 1378-1397, June, DOI: 10.1287/mnsc.2013.1886.
• Luca Di Gialleonardo & Mauro Marè, 2015, "The efficiency of Italian pension funds: costs, membership, assets," Working papers, Società Italiana di Economia Pubblica, number 21, Feb.
• Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015, "“Measuaring Uncertainty in the Stock Market”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201524, Nov, revised Nov 2015.
• Murguia, Juan M. & Lence, Sergio H, 2015, "Investors’ Reaction to Environmental Performance: A Global Perspective of the Newsweek ’s “Green Rankings”," ISU General Staff Papers, Iowa State University, Department of Economics, number 201501010800001068, Jan.
• Ahmed El-Masry & Dalia El-Mosallamy & Juan Carlos Matallín-Sáez & Emili Tortosa-Ausina, 2015, "Mutual Fund Performance in MENA Countries: Environmental Conditions and Fund Characteristics," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/02.
• Wei Zhang & Xiao Li & Dehua Shen & Andrea Teglio, 2015, "R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/06.
• Pyemo N. Afego, 2015, "Market efficiency in developing African stock markets: what do we know?," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 1, pages 243-266, January-M.
• Sarod Khandaker & Silvia Zia Islam, 2015, "Volatility and co-movement: an analysis of stock markets behavior of selected emerging and developed countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 49, issue 6, pages 333-347, Special I.
• Ponsabariraj Nagalingam, 2015, "Impact of Foreign Direct Investment (FDI) In Select Indian Retail Companies - With Respect to Equity Investment," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 11, issue 3, pages 189-197, September.
• Esad Smajlbegovic, 2015, "Regional Economic Activity and Stock Returns," 2015 Papers, Job Market Papers, number psm196, Nov.
• Schanbacher Peter, 2015, "Averaging Across Asset Allocation Models," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 235, issue 1, pages 61-81, February, DOI: 10.1515/jbnst-2015-0106.
• Joel Vanden, 2015, "Noisy information and the size effect in stock returns," Annals of Finance, Springer, volume 11, issue 1, pages 77-107, February, DOI: 10.1007/s10436-014-0250-0.
• Alex Boulatov & Dan Bernhardt, 2015, "Robustness of equilibrium in the Kyle model of informed speculation," Annals of Finance, Springer, volume 11, issue 3, pages 297-318, November, DOI: 10.1007/s10436-015-0264-2.
• Alex Boulatov & Dan Bernhardt, 2015, "Robustness of equilibrium in the Kyle model of informed speculation," Annals of Finance, Springer, volume 11, issue 3, pages 297-318, November, DOI: 10.1007/s10436-015-0264-2.
• Roberto Piazza, 2015, "Financial innovation and risk: the role of information," Annals of Finance, Springer, volume 11, issue 3, pages 477-502, November, DOI: 10.1007/s10436-015-0267-z.
• Bernd Hayo & Ali Kutan & Matthias Neuenkirch, 2015, "Financial market reaction to Federal Reserve communications: Does the global financial crisis make a difference?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 1, pages 185-203, February, DOI: 10.1007/s10663-014-9258-y.
• Gábor Bóta & Mihály Ormos, 2015, "Development of stock market pricing in Central and Eastern Europe through two decades after the transition," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 4, pages 685-708, November, DOI: 10.1007/s10663-014-9272-0.
• Juan Murguia & Sergio Lence, 2015, "Investors’ Reaction to Environmental Performance: A Global Perspective of the Newsweek ’s “Green Rankings”," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 60, issue 4, pages 583-605, April, DOI: 10.1007/s10640-014-9781-0.
• Aymen Karoui & Iwan Meier, 2015, "Fund performance and subsequent risk: a study of mutual fund tournaments using holdings-based measures," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 1, pages 1-20, February, DOI: 10.1007/s11408-014-0241-1.
• Aymen Karoui & Iwan Meier, 2015, "A note on sorting bias correction in regression-based mutual fund tournament tests," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 29, issue 1, pages 21-29, February, DOI: 10.1007/s11408-014-0240-2.
• 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.