Research classified by Journal of Economic Literature (JEL) codes

2015

• Pablo Kurlat & Johannes Stroebel, 2015, "Testing for Information Asymmetries in Real Estate Markets," The Review of Financial Studies, Society for Financial Studies, volume 28, issue 8, pages 2429-2461.
• Dumitru-Nicu?or Cãrãu?u, 2015, "Capital Market Efficiency in CEE Countries," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 392-397, May.
• Aurora Murgea, 2015, "January Effect and Market Conditions: a Case of Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 488-493, May.
• Aurora Murgea, 2015, "Holliday Effect in Contemporary Capital Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 494-499, May.
• Karolina Daszynska-Zygadlo & Aleksandra Szpulak & Adam Szyszka, 2015, "Investor sentiment, optimism and excess stock market returns. Evidence from emerging markets," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 4, pages 362-373, January.
• Maximilian Mueller & Denis Schweizer & Volker Seiler, 2015, "Wealth Effects of Rare Earth Prices and China's Rare Earth Elements Policy," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 88, Feb.
• Maximilian Mueller & Denis Schweizer & Volker Seiler, 2015, "Wealth Effects of Rare Earth Prices and China's Rare Earth Elements Policy," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 92, Feb.
• Krzysztof Borowski, 2015, "Analysis of monthly rates of return in April and correlation analysis of monthly rates of return in April on the example of selected world stock exchange indices," Working Papers, Institute of Economic Research, number 127/2015, May, revised May 2015.
• Aneta Giedrewicz-Niewinska, 2015, "Udzial pracownikow w nadzorze korporacyjnym w spolce europejskiej," Working Papers, Institute of Economic Research, number 33/2015, May, revised May 2015.
• Irina-Doina Pãºcan & Ramona Neag, 2015, "Economic consequences of the adoption of the International Financial Reporting Standards: evidences in the research literature," Working Papers, Institute of Economic Research, number 85/2015, Apr, revised Apr 2015.
• Biedermann, Zsuzsánna, 2015, "Off-exchange Trading, Dark Pools and their Regulatory Dilemmas," Public Finance Quarterly, Corvinus University of Budapest, volume 60, issue 1, pages 78-94.
• Abdullah Muhammad Iqbal & Iram Khan & Zeeshan Ahmed, 2015, "Earnings Management and Privatisations: Evidence from Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 54, issue 2, pages 79-96.
• Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015, "Financial Symmetry and Moods in the Market," PLOS ONE, Public Library of Science, volume 10, issue 4, pages 1-21, April, DOI: 10.1371/journal.pone.0118224.
• Ojo, Marianne, 2015, "The unintended consequences and challenges of the Basel III Leverage Ratio: supplementary leverage ratios," MPRA Paper, University Library of Munich, Germany, number 61330, Jan.
• Estrada, Fernando, 2015, "As crises financeiras
  [Financial crises]," MPRA Paper, University Library of Munich, Germany, number 61418.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015, "Price Discovery in the Dual-Platform US Treasury Market," MPRA Paper, University Library of Munich, Germany, number 61440.
• Vasios, Michalis & Payne, Richard & Nolte, Ingmar, 2015, "Profiting from Mimicking Strategies in Non-Anonymous Markets," MPRA Paper, University Library of Munich, Germany, number 61710.
• Chouliaras, Andreas, 2015, "High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 62524, Mar.
• Waters, James, 2015, "Optimal design and consequences of financial disclosure regulation: a real options approach," MPRA Paper, University Library of Munich, Germany, number 63369, Mar.
• Remorov, Alexander, 2015, "Dynamic Trading When You May Be Wrong," MPRA Paper, University Library of Munich, Germany, number 63964, Apr, revised 27 Apr 2015.
• Harashima, Taiji, 2015, "Bubbles, Bluffs, and Greed," MPRA Paper, University Library of Munich, Germany, number 64361, May.
• Da Silva, Sergio, 2015, "Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms," MPRA Paper, University Library of Munich, Germany, number 64497.
• Troug, Haytem Ahmed & Sbia, Rashid, 2015, "Testing for the Presence of Asymmetric Information in the Oil Market: A VAR Approach," MPRA Paper, University Library of Munich, Germany, number 64933.
• Chouliaras, Andreas, 2015, "The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns," MPRA Paper, University Library of Munich, Germany, number 65585, Jul.
• Zhou, Tim, 2015, "Failed bank auctions and externalities," MPRA Paper, University Library of Munich, Germany, number 65587, Jul.
• Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad & Karimli, Tural, 2015, "Brent nefti opsiyonlarından neytral riskli ehtimal paylanmasının əldə olunması
  [Extracting risk-neutral probability distribution from Brent oil options]," MPRA Paper, University Library of Munich, Germany, number 65704, Jul.
• Chouliaras, Andreas, 2015, "Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms," MPRA Paper, University Library of Munich, Germany, number 65875, Jul.
• Kroujiline, Dimitri & Gusev, Maxim & Ushanov, Dmitry & Sharov, Sergey V. & Govorkov, Boris, 2015, "Forecasting stock market returns over multiple time horizons," MPRA Paper, University Library of Munich, Germany, number 66175, Aug.
• Mehta, Deepshikha, 2015, "Evidences of efficient investment portfolio in Indian capital markets-An analysis based on BSE and NSE indices," MPRA Paper, University Library of Munich, Germany, number 66494, Aug.
• Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen, 2015, "Could the global financial crisis improve the performance of the G7 stocks markets?," MPRA Paper, University Library of Munich, Germany, number 66521, Sep.
• Hattori, Takahiro & Miyake, Hiroki, 2015, "Empirical Analysis of Yield Determinants in Japan’s Municipal Bond Market: Does Credit Risk Premium Exist?," MPRA Paper, University Library of Munich, Germany, number 67127, Oct.
• Morone, Andrea & Nuzzo, Simone, 2015, "Market Efficiency, Trading Institutions and Information Mirages: evidence from an experimental asset market," MPRA Paper, University Library of Munich, Germany, number 67448, Oct.
• Hertrich, Markus, 2015, "Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets," MPRA Paper, University Library of Munich, Germany, number 67837, Sep.
• Huerta, Daniel & Egly, Peter V. & Escobari, Diego, 2015, "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," MPRA Paper, University Library of Munich, Germany, number 68155, Nov.
• Ferrir, Richard, 2015, "The model of financing of Euro 2012 in Poland and in other UEFA European Championships hosts – comparative analysis," MPRA Paper, University Library of Munich, Germany, number 68207, Dec.
• Tomić, Bojan, 2015, "The Impact Of Macroeconomic Indicators On The Movement Of Crobex," MPRA Paper, University Library of Munich, Germany, number 68324, Jan.
• Phélippé-Guinvarc'h, Martial & Cordier, Jean, 2015, "Machine Learning for Semi-Strong Efficiency Test of Inter-Market Wheat Futures," MPRA Paper, University Library of Munich, Germany, number 68410, Jun.
• Hirshleifer, David & Daniel, Kent, 2015, "Overconfident investors, predictable returns, and excessive trading," MPRA Paper, University Library of Munich, Germany, number 69002, Oct.
• Campos Dias de Sousa, Ricardo Emanuel & Howden, David, 2015, "The Efficient Market Conjecture," MPRA Paper, University Library of Munich, Germany, number 79792.
• Atsin, Jessica A.L. & Ocran, Matthew K., 2015, "Calendar effects and market anomalies on the Johannesburg Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 87448, Jul.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2015, "Buy and sell signals on Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 89014, Aug, revised 05 Jan 2016.
• Luis A. Gil-Alana & Fernando Perez de Gracia & Rangan Gupta, 2015, "Modeling Persistence of Carbon Emission Allowance Prices," Working Papers, University of Pretoria, Department of Economics, number 201515, Mar.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, University of Pretoria, Department of Economics, number 201544, Jun.
• Volha Audzei, 2015, "Information Acquisition and Excessive Risk: Impact of Policy Rate and Market Volatility," ACTA VSFS, University of Finance and Administration, volume 9, issue 2, pages 115-135.
• Andrey Kudryavtsev, 2015, "Informational Content of Open-to-Close Stock Returns," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2015, issue 1, pages 5-17, DOI: 10.18267/j.efaj.134.
• Ovidiu Stoica & Mark J. Perry & Seyed Mehdian, 2015, "An Empirical Analysis of the Diffusion of Information across Stock Markets of Central and Eastern Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 2, pages 192-210, DOI: 10.18267/j.pep.508.
• Arnošt Veselý & František Ochrana & Stanislav Klazar, 2015, "An Analysis of Expenses for the Outsourcing of Policy Advice on the Level of the Ministries of the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 5, pages 581-601, DOI: 10.18267/j.pep.549.
• Antonio Cerqueira & Claudia Pereira, 2015, "Accounting Accruals and Information Asymmetry in Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2015, issue 6, pages 638-661, DOI: 10.18267/j.pep.528.
• Sepideh Dolatabadi & Ke Xu & Morten Ø. Nielsen, 2015, "A Fractionally Cointegrated Var Model With Deterministic Trends And Application To Commodity Futures Markets," Working Paper, Economics Department, Queen's University, number 1327, Nov.
• Francis Breedon & Dagfinn Rime & Paolo Vitale, 2015, "Carry Trades, Order Flow and the Forward Bias Puzzle," Working Papers, Queen Mary University of London, School of Economics and Finance, number 761, Dec.
• Marcelo Fernandes & Deniz Igan & Marcelo Pinheiro, 2015, "March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?," Working Papers, Queen Mary University of London, School of Economics and Finance, number 771, Dec.
• Marcelo Fernandes & Walter Novaes, 2015, "The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance," Working Papers, Queen Mary University of London, School of Economics and Finance, number 772, Dec.
• Emmanuel Farhi & Samuel Fraiberger & Xavier Gabaix & Romain Ranciere & Adrien Verdelhan, 2015, "Crash Risk in Currency Markets," Working Paper, Harvard University OpenScholar, number 20948, Jan.
• Choy, Marylin & Costa, Eduardo & Churata, Eloy, 2015, "Radiografía del costo del crédito en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 30, pages 25-55.
• Choy, Marylin & Costa, Eduardo & Churata, Eloy, 2015, "Radiografía del costo del crédito en el Perú," Working Papers, Banco Central de Reserva del Perú, number 2015-001, May.
• Iberico, Luis Antonio & Winkelried, Diego, 2015, "Calendar Effects in Latin American Stock Markets," Working Papers, Banco Central de Reserva del Perú, number 2015-008, Nov.
• Abdoul K. Cissé & Patrice Fontaine, 2015, "Consequences of Voluntary Stock Exchange Section Switching on Stock Prices, Liquidity and Volatility," Bankers, Markets & Investors, ESKA Publishing, issue 136-137, pages 42-62, May-June.
• Ariane Szafarz, 2015, "Market Efficiency and Crises:Don’t Throw the Baby out with the Bathwater," Bankers, Markets & Investors, ESKA Publishing, issue 139, pages 20-26, November-.
• Haoxiang Zhu & Bart Yueshen & Albert Menkveld, 2015, "Shades of Darkness: A Pecking Order of Trading Venues," 2015 Meeting Papers, Society for Economic Dynamics, number 1164.
• Antonio Guarino & Andreas Uthemann & Marco Cipriani, 2015, "Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation," 2015 Meeting Papers, Society for Economic Dynamics, number 1165.
• Anna Costello & Nina Boyarchenko, 2015, "Counterparty Risk in Material Supply Contracts," 2015 Meeting Papers, Society for Economic Dynamics, number 235.
• Piotr Dworczak & Haoxiang Zhu & Darrell Duffie, 2015, "Benchmarks in Search Markets," 2015 Meeting Papers, Society for Economic Dynamics, number 51.
• Vladimir Asriyan, 2015, "Information Spillovers in Asset Markets with Correlated Values," 2015 Meeting Papers, Society for Economic Dynamics, number 711.
• Aniko Oery & Andrzej Skrzypacz & William Fuchs, 2015, "Transparency and Distressed Sales under Asymmetric Information," 2015 Meeting Papers, Society for Economic Dynamics, number 73.
• Constanza Blanco Barón, 2015, "La titularización en Colombia: veinte años de regulación, 1993-2013," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 17, issue 32, pages 259-294, January-J.
• Halime Temel Nalın & Sevinç Güler, 2015, "Testing The Random Walk Hypothesis: An Application in the BRIC Countries and Turkey," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 55, pages 129-148, March.
• Mihai Cristian Dinică & Erica Cristina (Balea) Dinică, 2015, "Testing the Weak-Form Market Eficiency of the Euronext Wheat," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 55, pages 25-38, March.
• Adrian Cantemir Călin, 2015, "Eloquence is The Key – the Impact of Monetary Policy Speeches on Exchange Rate Volatility," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 18, issue 56, pages 3-18, June,.
• Konstantinos Drakos & Nicholas Giannakopoulos & Panagiotis Theodore Konstantinou, 2015, "Investigating Persistence in the US Mutual Fund Market: A Mobility Approach," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 7, issue 1, pages 54-83, June.
• Gary Smith & Michael Zurhellen, 2015, "Sunny Upside? The Relationship Between Sunshine and Stock Market Returns," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 7, issue 2, pages 173-183, December.
• Konan L¨¦on N'DRI, 2015, "Variance Ratio Tests of the Random Walk in the BRVM," Applied Economics and Finance, Redfame publishing, volume 2, issue 2, pages 118-125, May.
• Kotiranta, Annu & Widgrén, Joona, 2015, "Overview of Social Enterprises and Impact Investment in Finland," ETLA Reports, The Research Institute of the Finnish Economy, number 46, Oct.
• Georgios Bampinas & Stilianos Fountas & Theodore Panagiotidis, 2015, "The Day-of-the-Week Effect is Weak: Evidence from the European Real Estate Sector," Working Paper series, Rimini Centre for Economic Analysis, number 15-19, May.
• Marcos Chamon & Laura Candido de Souza & Márcio Gomes Pinto Garcia, 2015, "FX interventions in Brazil: a synthetic control approach," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 630, Feb.
• Cyn-Young Park & Rogelio Mercado & Jaehun Choi & Hosung Lim, 2015, "Price Discovery and Foreign Participation in the Republic of Korea’s Government Bond Cash and Futures Markets," ADB Economics Working Paper Series, Asian Development Bank, number 427, Mar.
• Hans-Peter Brunner, 2015, "Testing the Link between Accessible Export Finance and Insurance, and Regional Trade Growth in Africa and Asia: A Role for Regional Export Credit and Investment Guarantee Agency ECIGA)," ADB Economics Working Paper Series, Asian Development Bank, number 433, Jun.
• Banu Tanrıöver & Duygu Arslantürk Çöllü, 2015, "Analysis of Forecasting Performance of Investors in Turkey Within Framework of the Random Walk Model (Türkiye’de Yatırımcıların Öngörü Performanslarının Rassal Yürüyüş Modeli Çerçevesinde Analizi)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 2, pages 127-139.
• Ersan Ersoy & Levent Çıtak, 2015, "Intraday Lead-Lag Relationship between Stock Index and Stock Index Futures Markets: Evidence from Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 3, pages 1-18.
• Aparna Bhat & Kirti Arekar, 2015, "An Empirical Test of Efficiency of Exchange-Traded Currency Options in India," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 6, issue 4, pages 1-17.
• Priyanshi Gupta & Sanjay Sehgal & Florent Deisting, 2015, "Time-Varying Bond Market Integration in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 30, issue 4, pages 708-760.
• Sook Ching Kok & Qaiser Munir, 2015, "Malaysian Finance Sector Weak-Form Efficiency: Heterogeneity, Structural Breaks, and Cross-Sectional Dependence," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 20, issue 39, pages 105-117.
• Mthokozisi Mpofu & Clifford Kendrick Hlatywayo, 2015, "Training and development as a tool for improving basic service delivery; the case of a selected municipality," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 20, issue 39, pages 133-136.
• MARIELLA OLIVOS & Sandra Rincón & Anne-Francoise Rutkowski, 2015, "The Link Class Project: Collaborative virtual teams between Peru and The Netherlands," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 20, issue 39, pages 137-140.
• Maja Buljat & Zoran Ivanovic & Suzana Baresa, 2015, "Analysis Of The Capital Market In Croatia," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 6, issue 2, pages 223-232.
• Mine AKSOY & Veysel ULUSOY, 2015, "Analysis Of Relative Return Behaviour Of Borsa Istanbul Reit And Borsa Istanbul 100 Index," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 107-128, March.
• Andrei ANGHEL & Dalina DUMITRESCU & Cristiana TUDOR, 2015, "Modeling Portfolio Returns On Bucharest Stock Exchange Using The Fama-French Multifactor Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 22-46, March.
• Murad A.Bein & Gulcay TUNA, 2015, "Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 61-80, June.
• Adrian Cantemir CALIN, 2015, "The Impact of Trade Announcements on Financial Markets. An Event Study Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 81-91, June.
• Gheorghe HURDUZEU & Radu Cristian MUSETESCU & Georgeta Madalina MEGHISAN, 2015, "Financial Market Reaction To Changes In The Volatilities Of Cds Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 152-165, September.
• Yu-Chen WEI & Yang-Cheng LU & I-Chi LIN, 2015, "The Impact Of Financial News And Press Freedom On Abnormal Returns Around Earnings Announcement Periods In The Shanghai, Shenzhen And Taiwan Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 39-59, September.
• Ana-Maria CALOMFIR (METESCU), 2015, "A Different Statistic for the Management of Portfolios - the Hurst Exponent: Persistent, Antipersistent or Random Time Series?," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 18, issue 2, pages 285-292, December.
• Altaf Muhammad & Zhang Shuguang, 2015, "Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets," Romanian Statistical Review, Romanian Statistical Review, volume 63, issue 1, pages 57-70, March.
• Pawe³ Mer³o & Patryk Konarzewski, 2015, "The Momentum Effect Exemplifies The Influence Of Investors’ Irrational Behaviour On Changing Prices Of Shares And Stocks: An Analysis Of The Momentum Effect On The Warsaw Stock Exchange," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 1, pages 56-64, August.
• Greg Clinch & Robert E Verrecchia, 2015, "Voluntary disclosure and the cost of capital," Australian Journal of Management, Australian School of Business, volume 40, issue 2, pages 201-223, May, DOI: 10.1177/0312896214529441.
• Sayim, Mustafa & Rahman, Hamid, 2015, "An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market," Global Finance Journal, Elsevier, volume 26, issue C, pages 1-17, DOI: 10.1016/j.gfj.2015.01.001.
• Shachmurove, Yochanan & Vulanovic, Milos, 2015, "Specified purpose acquisition companies in shipping," Global Finance Journal, Elsevier, volume 26, issue C, pages 64-79, DOI: 10.1016/j.gfj.2015.01.005.
• Alhashel, Bader, 2015, "Does stealth trading coexist with high levels of insider trading? Evidence from Kuwait," Global Finance Journal, Elsevier, volume 27, issue C, pages 112-118, DOI: 10.1016/j.gfj.2015.04.007.
• Chiang, Thomas C. & Zheng, Dazhi, 2015, "Liquidity and stock returns: Evidence from international markets," Global Finance Journal, Elsevier, volume 27, issue C, pages 73-97, DOI: 10.1016/j.gfj.2015.04.005.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015, "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, volume 28, issue C, pages 95-110, DOI: 10.1016/j.gfj.2015.02.001.
• Porras, Eva & Ülkü, Numan, 2015, "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 111-126, DOI: 10.1016/j.intfin.2014.11.008.
• Ibikunle, Gbenga, 2015, "Opening and closing price efficiency: Do financial markets need the call auction?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 208-227, DOI: 10.1016/j.intfin.2014.11.014.
• Fung, Ka Wai Terence & Demir, Ender & Lau, Chi Keung Marco & Chan, Kwok Ho, 2015, "Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 337-355, DOI: 10.1016/j.intfin.2014.11.015.
• Chau, Frankie & Deesomsak, Rataporn, 2015, "Business cycle variation in positive feedback trading: Evidence from the G-7 economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 147-159, DOI: 10.1016/j.intfin.2014.12.003.
• Grammatikos, Theoharry & Lehnert, Thorsten & Otsubo, Yoichi, 2015, "Market perceptions of US and European policy actions around the subprime crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 99-113, DOI: 10.1016/j.intfin.2015.02.007.
• Bornholt, Graham & Gharaibeh, Omar & Malin, Mirela, 2015, "Industry long-term return reversal," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 65-78, DOI: 10.1016/j.intfin.2015.05.013.
• Goddard, John & Kita, Arben & Wang, Qingwei, 2015, "Investor attention and FX market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 79-96, DOI: 10.1016/j.intfin.2015.05.001.
• Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S., 2015, "The effect of security and market order flow shocks on co-movement," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 136-155, DOI: 10.1016/j.intfin.2015.07.005.
• Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015, "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 238-252, DOI: 10.1016/j.ijforecast.2014.06.005.
• Lleo, Sébastien & Ziemba, William T., 2015, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 399-425, DOI: 10.1016/j.ijforecast.2015.02.001.
• Billings, Mary Brooke & Cedergren, Matthew C., 2015, "Strategic silence, insider selling and litigation risk," Journal of Accounting and Economics, Elsevier, volume 59, issue 2, pages 119-142, DOI: 10.1016/j.jacceco.2014.12.001.
• Yezegel, Ari, 2015, "Why do analysts revise their stock recommendations after earnings announcements?," Journal of Accounting and Economics, Elsevier, volume 59, issue 2, pages 163-181, DOI: 10.1016/j.jacceco.2015.01.001.
• Burgstahler, David & Chuk, Elizabeth, 2015, "Do scaling and selection explain earnings discontinuities?," Journal of Accounting and Economics, Elsevier, volume 60, issue 1, pages 168-186, DOI: 10.1016/j.jacceco.2014.08.002.
• Devos, Erik & Elliott, William B. & Warr, Richard S., 2015, "CEO opportunism?: Option grants and stock trades around stock splits," Journal of Accounting and Economics, Elsevier, volume 60, issue 1, pages 18-35, DOI: 10.1016/j.jacceco.2015.02.004.
• Lys, Thomas & Naughton, James P. & Wang, Clare, 2015, "Signaling through corporate accountability reporting," Journal of Accounting and Economics, Elsevier, volume 60, issue 1, pages 56-72, DOI: 10.1016/j.jacceco.2015.03.001.
• Bloomfield, Matthew J. & Bloomfield, Robert, 2015, "Discussion of delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 104-109, DOI: 10.1016/j.jacceco.2015.09.001.
• Li, Kevin K. & You, Haifeng, 2015, "What is the value of sell-side analysts? Evidence from coverage initiations and terminations," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 141-160, DOI: 10.1016/j.jacceco.2015.08.006.
• Billings, Mary Brooke & Jennings, Robert & Lev, Baruch, 2015, "On guidance and volatility," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 161-180, DOI: 10.1016/j.jacceco.2015.07.008.
• Beneish, M.D. & Lee, C.M.C. & Nichols, D.C., 2015, "In short supply: Short-sellers and stock returns," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 33-57, DOI: 10.1016/j.jacceco.2015.08.001.
• Hansen, Robert S., 2015, "What is the value of sell-side analysts? Evidence from coverage changes – A discussion," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 58-64, DOI: 10.1016/j.jacceco.2015.08.005.
• Taylor, Daniel J. & Verrecchia, Robert E., 2015, "Delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 8-32, DOI: 10.1016/j.jacceco.2015.07.002.
• Chen, Yangyang & Dou, Paul Y. & Rhee, S. Ghon & Truong, Cameron & Veeraraghavan, Madhu, 2015, "National culture and corporate cash holdings around the world," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 1-18, DOI: 10.1016/j.jbankfin.2014.09.018.
• Seo, Sung Won & Kim, Jun Sik, 2015, "The information content of option-implied information for volatility forecasting with investor sentiment," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 106-120, DOI: 10.1016/j.jbankfin.2014.09.010.
• Cogneau, Philippe & Hübner, Georges, 2015, "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 224-241, DOI: 10.1016/j.jbankfin.2014.10.004.
• Kosmidou, Kyriaki V. & Kousenidis, Dimitrios V. & Negakis, Christos I., 2015, "The impact of the EU/ECB/IMF bailout programs on the financial and real sectors of the ASE during the Greek sovereign crisis," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 440-454, DOI: 10.1016/j.jbankfin.2014.03.008.
• Bongini, Paola & Nieri, Laura & Pelagatti, Matteo, 2015, "The importance of being systemically important financial institutions," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 562-574, DOI: 10.1016/j.jbankfin.2014.07.006.
• Hentati-Kaffel, Rania & de Peretti, Philippe, 2015, "Generalized runs tests to detect randomness in hedge funds returns," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 608-615, DOI: 10.1016/j.jbankfin.2014.07.011.
• Navone, Marco & Pagani, Marco, 2015, "Brothers from different mothers how distribution fees change investment behavior," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 12-25, DOI: 10.1016/j.jbankfin.2014.10.013.
• Choy, Siu-Kai, 2015, "Retail clientele and option returns," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 26-42, DOI: 10.1016/j.jbankfin.2014.11.004.
• Lin, Tse-Chun & Lu, Xiaolong, 2015, "Why do options prices predict stock returns? Evidence from analyst tipping," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 17-28, DOI: 10.1016/j.jbankfin.2014.11.008.
• Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015, "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 217-229, DOI: 10.1016/j.jbankfin.2014.12.008.
• Ricci, Ornella, 2015, "The impact of monetary policy announcements on the stock price of large European banks during the financial crisis," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 245-255, DOI: 10.1016/j.jbankfin.2014.07.001.
• Ismailescu, Iuliana & Phillips, Blake, 2015, "Credit default swaps and the market for sovereign debt," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 43-61, DOI: 10.1016/j.jbankfin.2014.10.015.
• Godlewski, Christophe J., 2015, "The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 1-17, DOI: 10.1016/j.jbankfin.2014.12.006.
• Duong, Truong X. & Huszár, Zsuzsa R. & Yamada, Takeshi, 2015, "The costs and benefits of short sale disclosure," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 124-139, DOI: 10.1016/j.jbankfin.2014.12.014.
• Bertone, Stephen & Paeglis, Imants & Ravi, Rahul, 2015, "(How) has the market become more efficient?," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 72-86, DOI: 10.1016/j.jbankfin.2014.12.019.
• Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke, 2015, "Which financial stocks did short sellers target in the subprime crisis?," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 87-103, DOI: 10.1016/j.jbankfin.2014.12.021.
• Sim, Nicholas & Zhou, Hongtao, 2015, "Oil prices, US stock return, and the dependence between their quantiles," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 1-8, DOI: 10.1016/j.jbankfin.2015.01.013.
• Ordu, Umut & Schweizer, Denis, 2015, "Executive compensation and informed trading in acquiring firms around merger announcements," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 260-280, DOI: 10.1016/j.jbankfin.2015.02.013.
• Baek, Seungho & Bilson, John F.O., 2015, "Size and value risk in financial firms," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 295-326, DOI: 10.1016/j.jbankfin.2014.02.011.
• Andriosopoulos, Dimitris & Lasfer, Meziane, 2015, "The market valuation of share repurchases in Europe," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 327-339, DOI: 10.1016/j.jbankfin.2014.04.017.
• Leung, Henry & Ton, Thai, 2015, "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 37-55, DOI: 10.1016/j.jbankfin.2015.01.009.
• Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni, 2015, "A new approach to measuring riskiness in the equity market: Implications for the risk premium," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 101-117, DOI: 10.1016/j.jbankfin.2015.03.005.
• Jacobs, Heiko, 2015, "What explains the dynamics of 100 anomalies?," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 65-85, DOI: 10.1016/j.jbankfin.2015.03.006.
• Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand, 2015, "Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 179-193, DOI: 10.1016/j.jbankfin.2015.03.018.
• Chen, Jun & King, Tao-Hsien Dolly & Wen, Min-Ming, 2015, "Do joint ventures and strategic alliances create value for bondholders?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 247-267, DOI: 10.1016/j.jbankfin.2015.03.020.
• Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei), 2015, "Bond market event study methods," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 281-293, DOI: 10.1016/j.jbankfin.2015.03.013.
• Zhang, Yue, 2015, "The securitization of gold and its potential impact on gold stocks," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 309-326, DOI: 10.1016/j.jbankfin.2015.03.016.
• Devos, Erik & Hao, Wei & Prevost, Andrew K. & Wongchoti, Udomsak, 2015, "Stock return synchronicity and the market response to analyst recommendation revisions," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 376-389, DOI: 10.1016/j.jbankfin.2015.04.021.
• Kaplanski, Guy & Levy, Haim, 2015, "Trading breaks and asymmetric information: The option markets," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 390-404, DOI: 10.1016/j.jbankfin.2015.05.010.
• Huang, Chia-Wei, 2015, "Takeover vulnerability and the credibility of signaling: The case of open-market share repurchases," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 405-417, DOI: 10.1016/j.jbankfin.2015.04.022.
• Barinov, Alexander, 2015, "Why does higher variability of trading activity predict lower expected returns?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 457-470, DOI: 10.1016/j.jbankfin.2015.05.014.
• Chang, Yen-Cheng & Cheng, Hung-Wen, 2015, "Information environment and investor behavior," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 250-264, DOI: 10.1016/j.jbankfin.2015.06.013.
• Angelidis, Timotheos & Sakkas, Athanasios & Tessaromatis, Nikolaos, 2015, "Stock market dispersion, the business cycle and expected factor returns," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 265-279, DOI: 10.1016/j.jbankfin.2015.04.025.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2015, "High frequency trading and end-of-day price dislocation," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 330-349, DOI: 10.1016/j.jbankfin.2015.06.011.
• Cao, Viet Nga, 2015, "What explains the value premium? The case of adjustment costs, operating leverage and financial leverage," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 350-366, DOI: 10.1016/j.jbankfin.2015.04.033.
• Jenkinson, Tim & Sousa, Miguel, 2015, "What determines the exit decision for leveraged buyouts?," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 399-408, DOI: 10.1016/j.jbankfin.2015.06.007.
• Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua, 2015, "Combining momentum with reversal in commodity futures," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 423-444, DOI: 10.1016/j.jbankfin.2015.07.006.
• Duyvesteyn, Johan & de Zwart, Gerben, 2015, "Riding the swaption curve," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 57-75, DOI: 10.1016/j.jbankfin.2015.05.012.
• Chung, Dennis Y. & Hrazdil, Karel & Trottier, Kim, 2015, "On the efficiency of intra-industry information transfers: The dilution of the overreaction anomaly," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 153-167, DOI: 10.1016/j.jbankfin.2015.08.013.
• Cai, Yu & Lau, Sie Ting, 2015, "Informed trading around earnings and mutual fund alphas," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 168-180, DOI: 10.1016/j.jbankfin.2015.08.008.
• Adam, Tim R. & Fernando, Chitru S. & Golubeva, Evgenia, 2015, "Managerial overconfidence and corporate risk management," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 195-208, DOI: 10.1016/j.jbankfin.2015.07.013.
• Goto, Shingo & Xiao, Gang & Xu, Yan, 2015, "As told by the supplier: Trade credit and the cross section of stock returns," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 296-309, DOI: 10.1016/j.jbankfin.2015.08.030.
• Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia, 2015, "The liquidity premium in CDS transaction prices: Do frictions matter?," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 184-205, DOI: 10.1016/j.jbankfin.2015.08.024.
• Clausen, Saskia & Flor, Christian Riis, 2015, "The impact of assets-in-place on corporate financing and investment decisions," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 64-80, DOI: 10.1016/j.jbankfin.2015.08.020.
• Norton, Hugh & Gray, Steve & Faff, Robert, 2015, "Yes, one-day international cricket ‘in-play’ trading strategies can be profitable!," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 164-176, DOI: 10.1016/j.jbankfin.2015.08.031.
• Perez, M. Fabricio & Shkilko, Andriy & Sokolov, Konstantin, 2015, "Factor models for binary financial data," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 177-188, DOI: 10.1016/j.jbankfin.2015.08.012.
• Brown, Alasdair & Yang, Fuyu, 2015, "Does society underestimate women? Evidence from the performance of female jockeys in horse racing," Journal of Economic Behavior & Organization, Elsevier, volume 111, issue C, pages 106-118, DOI: 10.1016/j.jebo.2014.12.031.
• Wengner, Andreas & Burghof, Hans-Peter & Schneider, Johannes, 2015, "The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?," Journal of Economics and Business, Elsevier, volume 78, issue C, pages 79-91, DOI: 10.1016/j.jeconbus.2014.11.003.
• Muzzioli, Silvia, 2015, "The optimal corridor for implied volatility: From periods of calm to turmoil," Journal of Economics and Business, Elsevier, volume 81, issue C, pages 77-94, DOI: 10.1016/j.jeconbus.2015.07.001.
• Chan, Sok-Gee & Koh, Eric H.Y. & Zainir, Fauzi & Yong, Chen-Chen, 2015, "Market structure, institutional framework and bank efficiency in ASEAN 5," Journal of Economics and Business, Elsevier, volume 82, issue C, pages 84-112, DOI: 10.1016/j.jeconbus.2015.07.002.
• Lei, Zhen & Shcherbakova, Anastasia V., 2015, "Revealing climate change opinions through investment behavior: Evidence from Fukushima," Journal of Environmental Economics and Management, Elsevier, volume 70, issue C, pages 92-108, DOI: 10.1016/j.jeem.2015.01.004.
• Carpentier, Cécile & Suret, Jean-Marc, 2015, "Stock market and deterrence effect: A mid-run analysis of major environmental and non-environmental accidents," Journal of Environmental Economics and Management, Elsevier, volume 71, issue C, pages 1-18, DOI: 10.1016/j.jeem.2015.01.001.
• Bianchi, Milo & Jehiel, Philippe, 2015, "Financial reporting and market efficiency with extrapolative investors," Journal of Economic Theory, Elsevier, volume 157, issue C, pages 842-878, DOI: 10.1016/j.jet.2015.02.009.
• Rostek, Marzena & Weretka, Marek, 2015, "Information and strategic behavior," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 536-557, DOI: 10.1016/j.jet.2014.12.005.
• Benhabib, Jess & Wang, Pengfei, 2015, "Private information and sunspots in sequential asset markets," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 558-584, DOI: 10.1016/j.jet.2014.12.003.
• Farhi, Emmanuel & Tirole, Jean, 2015, "Liquid bundles," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 634-655, DOI: 10.1016/j.jet.2014.09.002.
• Challe, Edouard & Chrétien, Edouard, 2015, "Market composition and price informativeness in a large market with endogenous order types," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 679-696, DOI: 10.1016/j.jet.2014.12.006.
• Albagli, Elias, 2015, "Investment horizons and asset prices under asymmetric information," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 787-837, DOI: 10.1016/j.jet.2014.12.008.
• Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2015, "Reprint of: Information percolation in segmented markets," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 838-869, DOI: 10.1016/j.jet.2014.11.014.
• Møller, Stig V. & Rangvid, Jesper, 2015, "End-of-the-year economic growth and time-varying expected returns," Journal of Financial Economics, Elsevier, volume 115, issue 1, pages 136-154, DOI: 10.1016/j.jfineco.2014.08.006.
• Alldredge, Dallin M. & Cicero, David C., 2015, "Attentive insider trading," Journal of Financial Economics, Elsevier, volume 115, issue 1, pages 84-101, DOI: 10.1016/j.jfineco.2014.09.005.
• Acharya, Viral V. & Steffen, Sascha, 2015, "The “greatest” carry trade ever? Understanding eurozone bank risks," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 215-236, DOI: 10.1016/j.jfineco.2014.11.004.
• Krüger, Philipp, 2015, "Corporate goodness and shareholder wealth," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 304-329, DOI: 10.1016/j.jfineco.2014.09.008.
• Hanson, Samuel G. & Stein, Jeremy C., 2015, "Monetary policy and long-term real rates," Journal of Financial Economics, Elsevier, volume 115, issue 3, pages 429-448, DOI: 10.1016/j.jfineco.2014.11.001.
• Dimitrov, Valentin & Palia, Darius & Tang, Leo, 2015, "Impact of the Dodd-Frank act on credit ratings," Journal of Financial Economics, Elsevier, volume 115, issue 3, pages 505-520, DOI: 10.1016/j.jfineco.2014.10.012.
• Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu W., 2015, "Trade credit and cross-country predictable firm returns," Journal of Financial Economics, Elsevier, volume 115, issue 3, pages 592-613, DOI: 10.1016/j.jfineco.2014.10.007.
• Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui, 2015, "Commonality in news around the world," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 82-110, DOI: 10.1016/j.jfineco.2014.11.007.
• O’Hara, Maureen, 2015, "High frequency market microstructure," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 257-270, DOI: 10.1016/j.jfineco.2015.01.003.
• Conrad, Jennifer & Wahal, Sunil & Xiang, Jin, 2015, "High-frequency quoting, trading, and the efficiency of prices," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 271-291, DOI: 10.1016/j.jfineco.2015.02.008.
• Golubov, Andrey & Yawson, Alfred & Zhang, Huizhong, 2015, "Extraordinary acquirers," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 314-330, DOI: 10.1016/j.jfineco.2015.02.005.
• Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P. & Papakyriakou, Panayiotis, 2015, "The adverse effects of systematic leakage ahead of official sovereign debt rating announcements," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 526-547, DOI: 10.1016/j.jfineco.2014.12.005.
• Yuan, Yu, 2015, "Market-wide attention, trading, and stock returns," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 548-564, DOI: 10.1016/j.jfineco.2015.03.006.
• Pevzner, Mikhail & Xie, Fei & Xin, Xiangang, 2015, "When firms talk, do investors listen? The role of trust in stock market reactions to corporate earnings announcements," Journal of Financial Economics, Elsevier, volume 117, issue 1, pages 190-223, DOI: 10.1016/j.jfineco.2013.08.004.
• Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman, 2015, "Are institutions informed about news?," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 249-287, DOI: 10.1016/j.jfineco.2015.03.007.
• Banerjee, Snehal & Green, Brett, 2015, "Signal or noise? Uncertainty and learning about whether other traders are informed," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 398-423, DOI: 10.1016/j.jfineco.2015.05.003.