Research classified by Journal of Economic Literature (JEL) codes

2015

• 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.

2014

• Godlewski, Christophe J., 2014, "Bank loans and borrower value during the global financial crisis: Empirical evidence from France," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 100-130, DOI: 10.1016/j.intfin.2013.10.009.
• Azevedo, Alcino & Karim, Mohamad & Gregoriou, Andros & Rhodes, Mark, 2014, "Stock price and volume effects associated with changes in the composition of the FTSE Bursa Malaysian KLCI," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 20-35, DOI: 10.1016/j.intfin.2013.10.001.
• Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 213-227, DOI: 10.1016/j.intfin.2013.11.004.
• Al-Yahyaee, Khamis Hamed, 2014, "Shareholder wealth effects of stock dividends in a unique environment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 66-81, DOI: 10.1016/j.intfin.2013.10.003.
• Kanas, Angelos, 2014, "Bond futures, inflation-indexed bonds, and inflation risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 82-99, DOI: 10.1016/j.intfin.2013.09.007.
• Vithessonthi, Chaiporn, 2014, "Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 170-194, DOI: 10.1016/j.intfin.2013.12.006.
• Li, Huimin & Zheng, Dazhi & Chen, Jun, 2014, "Effectiveness, cause and impact of price limit—Evidence from China's cross-listed stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 217-241, DOI: 10.1016/j.intfin.2013.12.007.
• Morelli, David, 2014, "Momentum profits and conditional time-varying systematic risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 242-255, DOI: 10.1016/j.intfin.2013.11.007.
• Madura, Jeff & Marciniak, Marek, 2014, "Bidder country characteristics and informed trading in U.S. targets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 256-284, DOI: 10.1016/j.intfin.2013.12.009.
• Anolli, Mario & Beccalli, Elena & Molyneux, Philip, 2014, "Bank earnings forecasts, risk and the crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 309-335, DOI: 10.1016/j.intfin.2014.01.003.
• Campbell, Kevin & Tabner, Isaac T., 2014, "Bonding and the agency risk premium: An analysis of migrations between the AIM and the Official List of the London Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 1-20, DOI: 10.1016/j.intfin.2014.01.004.
• Chen, Cathy Yi-Hsuan & Kuo, I-Doun & Chiang, Thomas C., 2014, "What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 172-190, DOI: 10.1016/j.intfin.2014.01.009.
• Dimpfl, Thomas & Peter, Franziska J., 2014, "The impact of the financial crisis on transatlantic information flows: An intraday analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 1-13, DOI: 10.1016/j.intfin.2014.03.004.
• Hsieh, Wen-liang G. & He, Huei-Ru, 2014, "Informed trading, trading strategies and the information content of trading volume: Evidence from the Taiwan index options market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 187-215, DOI: 10.1016/j.intfin.2014.03.012.
• Tang, Hongfei & Xu, Xiaoqing Eleanor & Yang, Zihui, 2014, "Can international LETFs deliver their promised exposure to foreign markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 30-74, DOI: 10.1016/j.intfin.2014.03.003.
• Frey, Stefan & Herbst, Patrick & Walter, Andreas, 2014, "Measuring mutual fund herding – A structural approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 219-239, DOI: 10.1016/j.intfin.2014.05.006.
• Avino, Davide & Cotter, John, 2014, "Sovereign and bank CDS spreads: Two sides of the same coin?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 72-85, DOI: 10.1016/j.intfin.2014.05.007.
• Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014, "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 367-378, DOI: 10.1016/j.intfin.2014.09.004.
• Broadstock, David C. & Filis, George, 2014, "Oil price shocks and stock market returns: New evidence from the United States and China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 417-433, DOI: 10.1016/j.intfin.2014.09.007.
• Alizadeh, Amir H. & Muradoglu, Gulnur, 2014, "Stock market efficiency and international shipping-market information," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 445-461, DOI: 10.1016/j.intfin.2014.10.002.
• Fang, Victor & Hung, Chi-Hsiou D., 2014, "Corporate bond prices and idiosyncratic risk: Evidence from Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 99-114, DOI: 10.1016/j.intfin.2014.07.011.
• Kuang, P. & Schröder, M. & Wang, Q., 2014, "Illusory profitability of technical analysis in emerging foreign exchange markets," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 192-205, DOI: 10.1016/j.ijforecast.2013.07.015.
• Van Geyt, Debby & Van Cauwenberge, Philippe & Vander Bauwhede, Heidi, 2014, "Does high-quality corporate communication reduce insider trading profitability?," International Review of Law and Economics, Elsevier, volume 37, issue C, pages 1-14, DOI: 10.1016/j.irle.2013.04.002.
• Bernal, Oscar & Herinckx, Astrid & Szafarz, Ariane, 2014, "Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe," International Review of Law and Economics, Elsevier, volume 37, issue C, pages 244-256, DOI: 10.1016/j.irle.2013.12.002.
• Walker, Thomas John & Walker, Marcus Glenn & Thiengtham, Dolruedee Nuttanontra & Pukthuanthong, Kuntara, 2014, "The role of aviation laws and legal liability in aviation disasters: A financial market perspective," International Review of Law and Economics, Elsevier, volume 37, issue C, pages 51-65, DOI: 10.1016/j.irle.2013.07.004.
• Li, Ningzhong & Richardson, Scott & Tuna, İrem, 2014, "Macro to micro: Country exposures, firm fundamentals and stock returns," Journal of Accounting and Economics, Elsevier, volume 58, issue 1, pages 1-20, DOI: 10.1016/j.jacceco.2014.04.005.
• Green, T. Clifton & Jame, Russell & Markov, Stanimir & Subasi, Musa, 2014, "Broker-hosted investor conferences," Journal of Accounting and Economics, Elsevier, volume 58, issue 1, pages 142-166, DOI: 10.1016/j.jacceco.2014.06.005.
• Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2014, "Industry co-movement and cross-listing: Do home country factors matter?," Japan and the World Economy, Elsevier, volume 32, issue C, pages 96-110, DOI: 10.1016/j.japwor.2014.09.001.
• Chen, Hong-Yi & Chen, Sheng-Syan & Hsin, Chin-Wen & Lee, Cheng-Few, 2014, "Does revenue momentum drive or ride earnings or price momentum?," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 166-185, DOI: 10.1016/j.jbankfin.2013.09.021.
• Atilgan, Yigit, 2014, "Volatility spreads and earnings announcement returns," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 205-215, DOI: 10.1016/j.jbankfin.2013.10.007.
• Bhanot, Karan & Burns, Natasha & Hunter, Delroy & Williams, Michael, 2014, "News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 51-63, DOI: 10.1016/j.jbankfin.2013.09.015.
• Scholtus, Martin & van Dijk, Dick & Frijns, Bart, 2014, "Speed, algorithmic trading, and market quality around macroeconomic news announcements," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 89-105, DOI: 10.1016/j.jbankfin.2013.09.016.
• Kiema, Ilkka & Jokivuolle, Esa, 2014, "Does a leverage ratio requirement increase bank stability?," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 240-254, DOI: 10.1016/j.jbankfin.2013.11.009.
• Lee, Hee Soo & Kim, Tae Yoon, 2014, "Dynamic prediction of hedge fund survival in crisis-prone financial markets," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 57-67, DOI: 10.1016/j.jbankfin.2013.11.013.
• Chen, Peimin & Wu, Chunchi, 2014, "Default prediction with dynamic sectoral and macroeconomic frailties," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 211-226, DOI: 10.1016/j.jbankfin.2013.11.036.
• Taylor, Nick, 2014, "The rise and fall of technical trading rule success," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 286-302, DOI: 10.1016/j.jbankfin.2013.12.004.
• Agyei-Ampomah, Sam & Gounopoulos, Dimitrios & Mazouz, Khelifa, 2014, "Does gold offer a better protection against losses in sovereign debt bonds than other metals?," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 507-521, DOI: 10.1016/j.jbankfin.2013.11.014.
• Boubaker, Sabri & Mansali, Hatem & Rjiba, Hatem, 2014, "Large controlling shareholders and stock price synchronicity," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 80-96, DOI: 10.1016/j.jbankfin.2013.11.022.
• Andres, Christian & Betzer, André & Limbach, Peter, 2014, "Underwriter reputation and the quality of certification: Evidence from high-yield bonds," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 97-115, DOI: 10.1016/j.jbankfin.2013.11.029.
• Vozlyublennaia, Nadia, 2014, "Investor attention, index performance, and return predictability," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 17-35, DOI: 10.1016/j.jbankfin.2013.12.010.
• Deb, Pragyan & Koo, Bonsoo & Liu, Zijun, 2014, "Competition, premature trading and excess volatility," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 178-193, DOI: 10.1016/j.jbankfin.2013.12.022.
• Filson, Darren & Olfati, Saman, 2014, "The impacts of Gramm–Leach–Bliley bank diversification on value and risk," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 209-221, DOI: 10.1016/j.jbankfin.2014.01.019.
• Schultz, Emma & Swieringa, John, 2014, "Catalysts for price discovery in the European Union Emissions Trading System," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 112-122, DOI: 10.1016/j.jbankfin.2014.01.012.
• Bosch-Badia, Maria Teresa & Montllor-Serrats, Joan & Tarrazon-Rodon, Maria-Antonia, 2014, "Unveiling the embedded coherence in divergent performance rankings," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 154-165, DOI: 10.1016/j.jbankfin.2014.01.015.
• Kim, Jun Sik & Ryu, Doojin & Seo, Sung Won, 2014, "Investor sentiment and return predictability of disagreement," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 166-178, DOI: 10.1016/j.jbankfin.2014.01.017.
• Bengtsson, Ola & Dai, Na & Henson, Clifford, 2014, "SEC enforcement in the PIPE market: Actions and consequences," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 213-231, DOI: 10.1016/j.jbankfin.2014.02.002.
• Lin, Ji-Chai & Stephens, Clifford P. & Wu, YiLin, 2014, "Limited attention, share repurchases, and takeover risk," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 283-301, DOI: 10.1016/j.jbankfin.2014.02.004.
• Byoun, Soku & Fulkerson, Jon A. & Han, Seung Hun & Shin, Yoon S., 2014, "Are unsolicited ratings biased? Evidence from long-run stock performance," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 326-338, DOI: 10.1016/j.jbankfin.2014.02.005.
• Kim, Yongtae & Li, Haidan & Li, Siqi, 2014, "Corporate social responsibility and stock price crash risk," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 1-13, DOI: 10.1016/j.jbankfin.2014.02.013.
• Fatum, Rasmus & Yamamoto, Yohei, 2014, "Large versus small foreign exchange interventions," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 114-123, DOI: 10.1016/j.jbankfin.2014.03.015.
• Yan, Yuxing & Zhang, Shaojun, 2014, "Quality of PIN estimates and the PIN-return relationship," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 137-149, DOI: 10.1016/j.jbankfin.2014.03.006.
• Blau, Benjamin M. & Nguyen, Nga & Whitby, Ryan J., 2014, "The information content of option ratios," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 179-187, DOI: 10.1016/j.jbankfin.2014.03.023.
• Loviscek, Anthony & Tang, Hongfei & Xu, Xiaoqing Eleanor, 2014, "Do leveraged exchange-traded products deliver their stated multiples?," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 29-47, DOI: 10.1016/j.jbankfin.2014.02.008.
• Chan, Pak To & Walter, Terry, 2014, "Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 177-188, DOI: 10.1016/j.jbankfin.2014.04.006.
• He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong, 2014, "Subscribing to transparency," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 189-206, DOI: 10.1016/j.jbankfin.2014.04.009.
• Neupane, Suman & Paudyal, Krishna & Thapa, Chandra, 2014, "Firm quality or market sentiment: What matters more for IPO investors?," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 207-218, DOI: 10.1016/j.jbankfin.2014.04.010.
• Nowak, Sylwia & Anderson, Heather M., 2014, "How does public information affect the frequency of trading in airline stocks?," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 26-38, DOI: 10.1016/j.jbankfin.2014.03.033.
• Malinova, Katya & Park, Andreas, 2014, "The impact of competition and information on intraday trading," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 55-71, DOI: 10.1016/j.jbankfin.2014.03.026.
• Hendershott, Terrence & Seasholes, Mark S., 2014, "Liquidity provision and stock return predictability," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 140-151, DOI: 10.1016/j.jbankfin.2013.12.021.
• Rösch, Christoph G. & Kaserer, Christoph, 2014, "Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 152-170, DOI: 10.1016/j.jbankfin.2014.06.010.
• Chen, Xuanjuan & Yao, Tong & Yu, Tong & Zhang, Ting, 2014, "Learning and incentive: A study on analyst response to pension underfunding," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 26-42, DOI: 10.1016/j.jbankfin.2014.04.001.
• Qian, Xiaolin & Tam, Lewis H.K. & Zhang, Bohui, 2014, "Systematic liquidity and the funding liquidity hypothesis," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 304-320, DOI: 10.1016/j.jbankfin.2013.08.020.
• Akyol, Ali C. & Cooper, Tommy & Meoli, Michele & Vismara, Silvio, 2014, "Do regulatory changes affect the underpricing of European IPOs?," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 43-58, DOI: 10.1016/j.jbankfin.2014.04.020.
• Cao, Charles & Petrasek, Lubomir, 2014, "Liquidity risk in stock returns: An event-study perspective," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 72-83, DOI: 10.1016/j.jbankfin.2013.09.020.
• Kim, Jeong-Bon & Zhang, Hao & Li, Liuchuang & Tian, Gaoliang, 2014, "Press freedom, externally-generated transparency, and stock price informativeness: International evidence," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 299-310, DOI: 10.1016/j.jbankfin.2014.05.023.
• Haugom, Erik & Langeland, Henrik & Molnár, Peter & Westgaard, Sjur, 2014, "Forecasting volatility of the U.S. oil market," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 1-14, DOI: 10.1016/j.jbankfin.2014.05.026.
• Pantzalis, Christos & Ucar, Erdem, 2014, "Religious holidays, investor distraction, and earnings announcement effects," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 102-117, DOI: 10.1016/j.jbankfin.2014.05.020.
• Jiang, George J. & Lo, Ingrid, 2014, "Private information flow and price discovery in the U.S. treasury market," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 118-133, DOI: 10.1016/j.jbankfin.2014.06.026.
• Jung, R.C. & Maderitsch, R., 2014, "Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 331-342, DOI: 10.1016/j.jbankfin.2013.12.023.
• Barakat, Ahmed & Chernobai, Anna & Wahrenburg, Mark, 2014, "Information asymmetry around operational risk announcements," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 152-179, DOI: 10.1016/j.jbankfin.2014.06.029.
• Lugo, Stefano, 2014, "Discretionary ratings and the pricing of subprime mortgage-backed securities," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 248-260, DOI: 10.1016/j.jbankfin.2014.06.021.
• Detollenaere, Benoit & Mazza, Paolo, 2014, "Do Japanese candlesticks help solve the trader’s dilemma?," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 386-395, DOI: 10.1016/j.jbankfin.2013.03.013.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2014, "Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 411-424, DOI: 10.1016/j.jbankfin.2013.10.002.
• de Groot, Wilma & Karstanje, Dennis & Zhou, Weili, 2014, "Exploiting commodity momentum along the futures curves," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 79-93, DOI: 10.1016/j.jbankfin.2014.08.008.
• Kim, Dongcheol & Roh, Tai-Yong & Min, Byoung-Kyu & Byun, Suk-Joon, 2014, "Time-varying expected momentum profits," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 191-215, DOI: 10.1016/j.jbankfin.2014.09.004.
• Cakici, Nusret & Goswami, Gautam & Tan, Sinan, 2014, "Options resilience during extreme volatility: Evidence from the market events of May 2010," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 262-274, DOI: 10.1016/j.jbankfin.2014.08.005.
• Smales, Lee A., 2014, "News sentiment in the gold futures market," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 275-286, DOI: 10.1016/j.jbankfin.2014.09.006.
• Paiardini, Paola, 2014, "The impact of economic news on bond prices: Evidence from the MTS platform," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 302-322, DOI: 10.1016/j.jbankfin.2014.08.007.
• Nolte, Ingmar & Nolte, Sandra & Vasios, Michalis, 2014, "Sell-side analysts’ career concerns during banking stresses," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 424-441, DOI: 10.1016/j.jbankfin.2014.03.010.
• Huang, Yuan & Lam, F.Y. Eric C. & Wei, K.C. John, 2014, "The q-theory explanation for the external financing effect: New evidence," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 69-81, DOI: 10.1016/j.jbankfin.2014.08.010.
• Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2014, "Institutional development and stock price synchronicity: Evidence from China," Journal of Comparative Economics, Elsevier, volume 42, issue 1, pages 92-108, DOI: 10.1016/j.jce.2013.07.006.
• ZHANG, Jiarui & HOU, Lei, 2014, "Financial structure, productivity, and risk of foreign direct investment," Journal of Comparative Economics, Elsevier, volume 42, issue 3, pages 652-669, DOI: 10.1016/j.jce.2013.06.002.
• Fellner, Gerlinde & Theissen, Erik, 2014, "Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory," Journal of Economic Behavior & Organization, Elsevier, volume 101, issue C, pages 113-127, DOI: 10.1016/j.jebo.2014.02.010.
• Lohse, Tim & Pascalau, Razvan & Thomann, Christian, 2014, "Public enforcement of securities market rules: Resource-based evidence from the Securities and Exchange Commission," Journal of Economic Behavior & Organization, Elsevier, volume 106, issue C, pages 197-212, DOI: 10.1016/j.jebo.2014.06.010.
• Mugerman, Yevgeny & Sade, Orly & Shayo, Moses, 2014, "Long term savings decisions: Financial reform, peer effects and ethnicity," Journal of Economic Behavior & Organization, Elsevier, volume 106, issue C, pages 235-253, DOI: 10.1016/j.jebo.2014.07.002.
• Gherzi, Svetlana & Egan, Daniel & Stewart, Neil & Haisley, Emily & Ayton, Peter, 2014, "The meerkat effect: Personality and market returns affect investors’ portfolio monitoring behaviour," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 512-526, DOI: 10.1016/j.jebo.2014.07.013.
• Choi, Darwin & Hui, Sam K., 2014, "The role of surprise: Understanding overreaction and underreaction to unanticipated events using in-play soccer betting market," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 614-629, DOI: 10.1016/j.jebo.2014.02.009.
• Markiewicz, Agnieszka & Pick, Andreas, 2014, "Adaptive learning and survey data," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 685-707, DOI: 10.1016/j.jebo.2014.04.005.
• Kim, Soon-Ho & Kim, Dongcheol, 2014, "Investor sentiment from internet message postings and the predictability of stock returns," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 708-729, DOI: 10.1016/j.jebo.2014.04.015.
• Billett, Matthew T. & Jiang, Zhan & Rego, Lopo L., 2014, "Glamour brands and glamour stocks," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 744-759, DOI: 10.1016/j.jebo.2014.03.014.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2014, "Does relationship matter? The choice of financial advisors," Journal of Economics and Business, Elsevier, volume 73, issue C, pages 22-47, DOI: 10.1016/j.jeconbus.2013.12.002.
• Sum, Vichet, 2014, "Dynamic effects of financial stress on the U.S. real estate market performance," Journal of Economics and Business, Elsevier, volume 75, issue C, pages 80-92, DOI: 10.1016/j.jeconbus.2014.06.002.
• Aristei, David & Martelli, Duccio, 2014, "Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries," Journal of Economics and Business, Elsevier, volume 76, issue C, pages 55-84, DOI: 10.1016/j.jeconbus.2014.08.001.
• Acharya, Viral & Bisin, Alberto, 2014, "Counterparty risk externality: Centralized versus over-the-counter markets," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 153-182, DOI: 10.1016/j.jet.2013.07.001.
• Albuquerque, Rui & Miao, Jianjun, 2014, "Advance information and asset prices," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 236-275, DOI: 10.1016/j.jet.2013.06.001.
• Pasquariello, Paolo, 2014, "Prospect Theory and market quality," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 276-310, DOI: 10.1016/j.jet.2013.09.010.
• Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2014, "Information percolation in segmented markets," Journal of Economic Theory, Elsevier, volume 153, issue C, pages 1-32, DOI: 10.1016/j.jet.2014.05.006.
• Frazzini, Andrea & Pedersen, Lasse Heje, 2014, "Betting against beta," Journal of Financial Economics, Elsevier, volume 111, issue 1, pages 1-25, DOI: 10.1016/j.jfineco.2013.10.005.
• Xia, Han, 2014, "Can investor-paid credit rating agencies improve the information quality of issuer-paid rating agencies?," Journal of Financial Economics, Elsevier, volume 111, issue 2, pages 450-468, DOI: 10.1016/j.jfineco.2013.10.015.
• Das, Sanjiv & Kalimipalli, Madhu & Nayak, Subhankar, 2014, "Did CDS trading improve the market for corporate bonds?," Journal of Financial Economics, Elsevier, volume 111, issue 2, pages 495-525, DOI: 10.1016/j.jfineco.2013.11.004.
• Hu, Jianfeng, 2014, "Does option trading convey stock price information?," Journal of Financial Economics, Elsevier, volume 111, issue 3, pages 625-645, DOI: 10.1016/j.jfineco.2013.12.004.
• Fang, Jieyan & Kempf, Alexander & Trapp, Monika, 2014, "Fund Manager Allocation," Journal of Financial Economics, Elsevier, volume 111, issue 3, pages 661-674, DOI: 10.1016/j.jfineco.2013.11.003.
• Loon, Yee Cheng & Zhong, Zhaodong Ken, 2014, "The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 91-115, DOI: 10.1016/j.jfineco.2013.12.001.
• Solomon, David H. & Soltes, Eugene & Sosyura, Denis, 2014, "Winners in the spotlight: Media coverage of fund holdings as a driver of flows," Journal of Financial Economics, Elsevier, volume 113, issue 1, pages 53-72, DOI: 10.1016/j.jfineco.2014.02.009.
• Grullon, Gustavo & Underwood, Shane & Weston, James P., 2014, "Comovement and investment banking networks," Journal of Financial Economics, Elsevier, volume 113, issue 1, pages 73-89, DOI: 10.1016/j.jfineco.2014.02.010.
• Savor, Pavel & Wilson, Mungo, 2014, "Asset pricing: A tale of two days," Journal of Financial Economics, Elsevier, volume 113, issue 2, pages 171-201, DOI: 10.1016/j.jfineco.2014.04.005.
• Yermack, David, 2014, "Tailspotting: Identifying and profiting from CEO vacation trips," Journal of Financial Economics, Elsevier, volume 113, issue 2, pages 252-269, DOI: 10.1016/j.jfineco.2014.04.008.
• Falato, Antonio & Kadyrzhanova, Dalida & Lel, Ugur, 2014, "Distracted directors: Does board busyness hurt shareholder value?," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 404-426, DOI: 10.1016/j.jfineco.2014.05.005.
• Chung, Kee H. & Chuwonganant, Chairat, 2014, "Uncertainty, market structure, and liquidity," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 476-499, DOI: 10.1016/j.jfineco.2014.05.008.
• So, Eric C. & Wang, Sean, 2014, "News-driven return reversals: Liquidity provision ahead of earnings announcements," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 20-35, DOI: 10.1016/j.jfineco.2014.06.009.
• Chan, Kalok & Chan, Yue-Cheong, 2014, "Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 36-53, DOI: 10.1016/j.jfineco.2014.07.002.
• Jacobsen, Stacey, 2014, "The death of the deal: Are withdrawn acquisition deals informative of CEO quality?," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 54-83, DOI: 10.1016/j.jfineco.2014.05.011.
• Green, T. Clifton & Jame, Russell & Markov, Stanimir & Subasi, Musa, 2014, "Access to management and the informativeness of analyst research," Journal of Financial Economics, Elsevier, volume 114, issue 2, pages 239-255, DOI: 10.1016/j.jfineco.2014.07.003.
• Jiang, Hao & Sun, Zheng, 2014, "Dispersion in beliefs among active mutual funds and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 114, issue 2, pages 341-365, DOI: 10.1016/j.jfineco.2014.06.003.
• Hendershott, Terrence & Menkveld, Albert J., 2014, "Price pressures," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 405-423, DOI: 10.1016/j.jfineco.2014.08.001.
• Fotak, Veljko & Raman, Vikas & Yadav, Pradeep K., 2014, "Fails-to-deliver, short selling, and market quality," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 493-516, DOI: 10.1016/j.jfineco.2014.07.012.
• Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2014, "The long of it: Odds that investor sentiment spuriously predicts anomaly returns," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 613-619, DOI: 10.1016/j.jfineco.2014.07.008.
• Fecht, Falko & Wedow, Michael, 2014, "The dark and the bright side of liquidity risks: Evidence from open-end real estate funds in Germany," Journal of Financial Intermediation, Elsevier, volume 23, issue 3, pages 376-399, DOI: 10.1016/j.jfi.2014.02.002.
• Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2014, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 149-162, DOI: 10.1016/j.jimonfin.2012.12.002.
• Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay & Villupuram, Sriram, 2014, "Currency jumps, cojumps and the role of macro news," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 42-62, DOI: 10.1016/j.jimonfin.2013.08.018.
• Patro, Dilip K. & Wald, John K. & Wu, Yangru, 2014, "Currency devaluation and stock market response: An empirical analysis," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 79-94, DOI: 10.1016/j.jimonfin.2013.09.005.
• Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2014, "Bubbles in food commodity markets: Four decades of evidence," Journal of International Money and Finance, Elsevier, volume 42, issue C, pages 129-155, DOI: 10.1016/j.jimonfin.2013.08.008.
• Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2014, "Washington meets Wall Street: A closer examination of the presidential cycle puzzle," Journal of International Money and Finance, Elsevier, volume 43, issue C, pages 50-69, DOI: 10.1016/j.jimonfin.2013.11.003.
• Cakici, Nusret & Tan, Sinan, 2014, "Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 179-209, DOI: 10.1016/j.jimonfin.2013.12.005.
• Spierdijk, Laura & Umar, Zaghum, 2014, "Stocks for the long run? Evidence from emerging markets," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 217-238, DOI: 10.1016/j.jimonfin.2014.06.003.
• Hau, Harald, 2014, "The exchange rate effect of multi-currency risk arbitrage," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 304-331, DOI: 10.1016/j.jimonfin.2014.05.001.
• Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno, 2014, "Short-sellers: Informed but restricted," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 56-70, DOI: 10.1016/j.jimonfin.2014.04.001.
• Cheung, Yin-Wong & Rime, Dagfinn, 2014, "The offshore renminbi exchange rate: Microstructure and links to the onshore market," Journal of International Money and Finance, Elsevier, volume 49, issue PA, pages 170-189, DOI: 10.1016/j.jimonfin.2014.05.012.
• Molyneux, Philip & Schaeck, Klaus & Zhou, Tim Mi, 2014, "‘Too systemically important to fail’ in banking – Evidence from bank mergers and acquisitions," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 258-282, DOI: 10.1016/j.jimonfin.2014.03.006.
• Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2014, "The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 319-339, DOI: 10.1016/j.jimonfin.2014.06.008.
• Lee, Bong-Soo & Ko, Kwangsoo, 2014, "Are Japanese short sellers information detectives?," Journal of the Japanese and International Economies, Elsevier, volume 34, issue C, pages 89-97, DOI: 10.1016/j.jjie.2014.05.002.
• Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2014, "Spatial system estimators for panel models: A sensitivity and simulation study," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 101, issue C, pages 78-102, DOI: 10.1016/j.matcom.2014.03.003.
• Farooqi, Javeria & Harris, Oneil & Ngo, Thanh, 2014, "Corporate diversification, real activities manipulation, and firm value," Journal of Multinational Financial Management, Elsevier, volume 27, issue C, pages 130-151, DOI: 10.1016/j.mulfin.2014.06.010.
• Vithessonthi, Chaiporn, 2014, "What explains the initial return of initial public offerings after the 1997 Asian financial crisis? Evidence from Thailand," Journal of Multinational Financial Management, Elsevier, volume 27, issue C, pages 89-113, DOI: 10.1016/j.mulfin.2014.05.002.
• Ko, Kuan-Cheng & Lin, Shinn-Juh & Su, Hsiang-Ju & Chang, Hsing-Hua, 2014, "Value investing and technical analysis in Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 14-36, DOI: 10.1016/j.pacfin.2013.10.004.
• Gordon, Narelle & Watts, Edward & Wu, Qiongbing, 2014, "Information attributes, information asymmetry and industry sector returns," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 156-175, DOI: 10.1016/j.pacfin.2013.12.002.
• Lee, Chin-Chong & Poon, Wai-Ching & Sinnakkannu, Jothee, 2014, "Why are rights offers in Hong Kong so different?," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 176-197, DOI: 10.1016/j.pacfin.2013.12.004.
• Lu, Tsung-Hsun, 2014, "The profitability of candlestick charting in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 65-78, DOI: 10.1016/j.pacfin.2013.10.006.
• Bai, Min & Qin, Yafeng, 2014, "Short-sales constraints and liquidity change: Cross-sectional evidence from the Hong Kong Market," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 98-122, DOI: 10.1016/j.pacfin.2013.11.004.
• Takeda, Fumiko & Wakao, Takumi, 2014, "Google search intensity and its relationship with returns and trading volume of Japanese stocks," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 1-18, DOI: 10.1016/j.pacfin.2014.01.003.
• Li, Bob & Stork, Thomas & Chai, Daniel & Ee, Mong Shan & Ang, Hong Nee, 2014, "Momentum effect in Australian equities: Revisit, armed with short-selling ban and risk factors," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 19-31, DOI: 10.1016/j.pacfin.2014.01.001.
• He, Wen & Shen, Jianfeng, 2014, "Do foreign investors improve informational efficiency of stock prices? Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 32-48, DOI: 10.1016/j.pacfin.2014.01.005.
• Jain, Pawan & Jiang, Christine, 2014, "Predicting future price volatility: Empirical evidence from an emerging limit order market," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 72-93, DOI: 10.1016/j.pacfin.2014.01.006.
• Al-Khazali, Osamah & Lean, Hooi Hooi & Samet, Anis, 2014, "Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 29-46, DOI: 10.1016/j.pacfin.2013.09.003.
• Jiang, George J. & Lu, Liangliang & Zhu, Dongming, 2014, "The information content of analyst recommendation revisions — Evidence from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 1-17, DOI: 10.1016/j.pacfin.2014.03.002.
• Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Melvin, Michael, 2014, "Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 163-181, DOI: 10.1016/j.pacfin.2014.04.001.
• Kim, Sei-Wan & Lee, Bong-Soo & Kim, Young-Min, 2014, "Who mimics whom in the equity fund market? Evidence from the Korean equity fund market," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 199-218, DOI: 10.1016/j.pacfin.2014.04.004.
• Chen, Pei-wen & Huang, Han-ching & Su, Yong-chern, 2014, "The central bank in market efficiency: The case of Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 239-260, DOI: 10.1016/j.pacfin.2014.04.002.
• McCredie, Bronwyn & Docherty, Paul & Easton, Steve & Uylangco, Katherine, 2014, "The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 261-271, DOI: 10.1016/j.pacfin.2014.05.001.
• Yeh, Chung-Ying & Yeh, Shih-Kuo & Chen, Ren-Raw, 2014, "Liquidity discount in the opaque market: The evidence from Taiwan's Emerging Stock Market," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 297-309, DOI: 10.1016/j.pacfin.2014.03.004.
• Jun, Xiao & Li, Mingsheng & Shi, Jing, 2014, "Volatile market condition and investor clientele effects on mutual fund flow performance relationship," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 310-334, DOI: 10.1016/j.pacfin.2014.05.002.
• Judge, Amrit & Reancharoen, Tipprapa, 2014, "An empirical examination of the lead–lag relationship between spot and futures markets: Evidence from Thailand," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 335-358, DOI: 10.1016/j.pacfin.2014.05.003.
• He, William Peng & Lepone, Andrew, 2014, "Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 1-16, DOI: 10.1016/j.pacfin.2014.07.004.
• Cheema, Muhammad A. & Nartea, Gilbert V., 2014, "Momentum returns and information uncertainty: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 173-188, DOI: 10.1016/j.pacfin.2014.10.002.
• Hao, Xiangchao & Shi, Jing & Yang, Jian, 2014, "The differential impact of the bank–firm relationship on IPO underpricing: evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 207-232, DOI: 10.1016/j.pacfin.2014.10.004.
• Park, Jinwoo & Lee, Posang & Park, Yun W., 2014, "Information effect of involuntary delisting and informed trading," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 251-269, DOI: 10.1016/j.pacfin.2014.10.006.
• Wu, Qiongbing & Shamsuddin, Abul, 2014, "Investor attention, information diffusion and industry returns," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 30-43, DOI: 10.1016/j.pacfin.2014.06.002.
• Narayan, Paresh Kumar & Ahmed, Huson Ali & Sharma, Susan Sunila & K.P., Prabheesh, 2014, "How profitable is the Indian stock market?," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 44-61, DOI: 10.1016/j.pacfin.2014.07.001.
• Coulomb, Renaud & Sangnier, Marc, 2014, "The impact of political majorities on firm value: Do electoral promises or friendship connections matter?," Journal of Public Economics, Elsevier, volume 115, issue C, pages 158-170, DOI: 10.1016/j.jpubeco.2014.05.001.
• Luechinger, Simon & Moser, Christoph, 2014, "The value of the revolving door: Political appointees and the stock market," Journal of Public Economics, Elsevier, volume 119, issue C, pages 93-107, DOI: 10.1016/j.jpubeco.2014.08.001.
• Wang, Weishen & Graefe-Anderson, Rachel & Pyles, Mark K. & Kim, Dongnyoung, 2014, "How entrenched managers beat earnings expectations before and after SOX," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 1, pages 82-91, DOI: 10.1016/j.qref.2013.07.007.
• Majumder, Debasish, 2014, "Asset pricing for inefficient markets: Evidence from China and India," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 2, pages 282-291, DOI: 10.1016/j.qref.2013.12.007.
• Chazi, Abdelaziz & Khallaf, Ashraf & Liu, Yi & Zantout, Zaher, 2014, "Technology transactions, announcement effect, and reversal: Dissecting an anomaly," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 3, pages 371-381, DOI: 10.1016/j.qref.2014.03.004.
• Marfatia, Hardik A., 2014, "Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 3, pages 382-392, DOI: 10.1016/j.qref.2013.12.003.
• Zhu, Hui, 2014, "Implications of limited investor attention to customer–supplier information transfers," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 3, pages 405-416, DOI: 10.1016/j.qref.2014.02.003.
• Marzo, Massimiliano & Zagaglia, Paolo, 2014, "Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 4, pages 487-499, DOI: 10.1016/j.qref.2014.05.003.
• Golec, Joseph & Gupta, Neeraj J., 2014, "Do investments in intangible customer assets affect firm value?," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 4, pages 513-520, DOI: 10.1016/j.qref.2014.06.002.
• Yuan, Tian & Gupta, Rakesh, 2014, "Chinese Lunar New Year effect in Asian stock markets, 1999–2012," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 4, pages 529-537, DOI: 10.1016/j.qref.2014.06.001.
• Yao, Juan & Ma, Chuanchan & He, William Peng, 2014, "Investor herding behaviour of Chinese stock market," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 12-29, DOI: 10.1016/j.iref.2013.03.002.
• Chan, Yue-Cheong, 2014, "How does retail sentiment affect IPO returns? Evidence from the internet bubble period," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 235-248, DOI: 10.1016/j.iref.2013.05.016.
• Tsai, Chun-Li, 2014, "The effects of monetary policy on stock returns: Financing constraints and “informative” and “uninformative” FOMC statements," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 273-290, DOI: 10.1016/j.iref.2013.06.003.
• Shen, Carl Hsin-han, 2014, "Pecking order, access to public debt market, and information asymmetry," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 291-306, DOI: 10.1016/j.iref.2013.06.002.
• Chang, Hsiu-Hua & Chen, Anlin & Kao, Lanfeng & Wu, Chin-Shun, 2014, "IPO price discovery efficiency under alternative regulatory constraints: Taiwan, Hong Kong and the U.S," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 83-96, DOI: 10.1016/j.iref.2013.05.001.
• Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014, "Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements," International Review of Economics & Finance, Elsevier, volume 30, issue C, pages 101-119, DOI: 10.1016/j.iref.2013.10.004.
• Demirer, Rıza & Kutan, Ali M. & Zhang, Huacheng, 2014, "Do ADR investors herd?: Evidence from advanced and emerging markets," International Review of Economics & Finance, Elsevier, volume 30, issue C, pages 138-148, DOI: 10.1016/j.iref.2013.10.006.
• Lou, Fang & Wang, Jiwei & Yuan, Hongqi, 2014, "Causes and consequences of corporate asset exchanges by listed companies in China," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 205-217, DOI: 10.1016/j.iref.2014.02.004.
• Tsai, Hui-Ju, 2014, "The informational efficiency of bonds and stocks: The role of institutional sized bond trades," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 34-45, DOI: 10.1016/j.iref.2013.12.002.
• Lai, Jung-Ho & Chen, Li-Yu, 2014, "The valuation effect of corporate governance on stakeholder wealth: Evidence from strategic alliances," International Review of Economics & Finance, Elsevier, volume 32, issue C, pages 117-131, DOI: 10.1016/j.iref.2014.01.010.
• Abad, Pilar & Robles, M. Dolores, 2014, "Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 152-171, DOI: 10.1016/j.iref.2014.05.002.
• Hou, Yang & Li, Steven, 2014, "The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 319-337, DOI: 10.1016/j.iref.2014.03.001.
• Aumeboonsuke, Vesarach & Dryver, Arthur L., 2014, "The importance of using a test of weak-form market efficiency that does not require investigating the data first," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 350-357, DOI: 10.1016/j.iref.2014.02.009.
• Cheng, Louis T.W. & Leung, T.Y. & Yu, Wayne, 2014, "Information arrival, changes in R-square and pricing asymmetry of corporate news," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 67-81, DOI: 10.1016/j.iref.2014.03.004.
• Peri, Massimo & Vandone, Daniela & Baldi, Lucia, 2014, "Internet, noise trading and commodity futures prices," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 82-89, DOI: 10.1016/j.iref.2014.03.006.
• Li, Jinfang, 2014, "Multi-period sentiment asset pricing model with information," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 118-130, DOI: 10.1016/j.iref.2014.07.006.
• Fang, Jiali & Jacobsen, Ben & Qin, Yafeng, 2014, "Predictability of the simple technical trading rules: An out-of-sample test," Review of Financial Economics, Elsevier, volume 23, issue 1, pages 30-45, DOI: 10.1016/j.rfe.2013.05.004.
• Bossone, Biagio, 2014, "Liquidity and capital under uncertainty and changing market sentiment: A simple analysis," Review of Financial Economics, Elsevier, volume 23, issue 2, pages 98-105, DOI: 10.1016/j.rfe.2013.10.003.
• Aissia, Dorsaf Ben, 2014, "IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors," Review of Financial Economics, Elsevier, volume 23, issue 3, pages 148-154, DOI: 10.1016/j.rfe.2014.06.001.
• Siougle, Georgia & Spyrou, Spyros I. & Tsekrekos, Andrianos E., 2014, "Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 148-172, DOI: 10.1016/j.ribaf.2013.07.003.
• Mobarek, Asma & Fiorante, Angelo, 2014, "The prospects of BRIC countries: Testing weak-form market efficiency," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 217-232, DOI: 10.1016/j.ribaf.2013.06.004.
• Azad, A.S.M. Sohel & Azmat, Saad & Fang, Victor & Edirisuriya, Piyadasa, 2014, "Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 51-71, DOI: 10.1016/j.ribaf.2013.05.003.
• Hahl, Teemu & Vähämaa, Sami & Äijö, Janne, 2014, "Value versus growth in IPOs: New evidence from Finland," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 17-31, DOI: 10.1016/j.ribaf.2013.11.004.
• Smales, Lee A., 2014, "Non-scheduled news arrival and high-frequency stock market dynamics," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 122-138, DOI: 10.1016/j.ribaf.2014.03.006.
• Mirzaee Ghazani, Majid & Khalili Araghi, Mansour, 2014, "Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 50-59, DOI: 10.1016/j.ribaf.2014.03.002.
• Kaplanski, Guy & Levy, Haim, 2014, "Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 49, issue C, pages 35-43, DOI: 10.1016/j.socec.2014.02.007.
• Amor-Tapia, Borja & Tascón Fernández, María T., 2014, "Estimation of future levels and changes in profitability: The effect of the relative position of the firm in its industry and the operating-financing disaggregation," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 17, issue 1, pages 30-46, DOI: 10.1016/j.rcsar.2013.08.002.
• Yahir López Chuken, 2014, "Una medida de estrés financiero para México y su relación con la actividad económica," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 8, issue 1, pages 1-15.
• Mine AKSOY, 2014, "The Effects of Terrorism on Turkish Stock Market," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 1, pages 31-41.