Research classified by Journal of Economic Literature (JEL) codes

2014

• Lou, Dong & Polk, Christopher & Huang, Shiyang, 2014, "The booms and busts of beta arbitrage," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119019, Dec.
• Hwang, Byoung-Hyoung & Lou, Dong & Yin, Chengxi, 2014, "Offsetting disagreement and security prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119022, Nov.
• Buffa, Andrea & Vayanos, Dimitri & Woolley, Paul, 2014, "Asset management contracts and equilibrium prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119026, Oct.
• A. Malliaris & Mary Malliaris, 2014, "N-tuple S&P patterns across decades, 1950–2011," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 22, issue 2, pages 339-353, June, DOI: 10.1007/s10100-013-0298-3.
• Henryk Gurgul & Tomasz Wójtowicz, 2014, "The impact of US macroeconomic news on the Polish stock market," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 22, issue 4, pages 795-817, December, DOI: 10.1007/s10100-014-0343-x.
• Claudio Fontana & Monique Jeanblanc & Shiqi Song, 2014, "On arbitrages arising with honest times," Finance and Stochastics, Springer, volume 18, issue 3, pages 515-543, July, DOI: 10.1007/s00780-014-0231-1.
• Florian Geiger & Dirk Schiereck, 2014, "The influence of industry concentration on merger motives—empirical evidence from machinery industry mergers," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 1, pages 27-52, January, DOI: 10.1007/s12197-011-9202-y.
• Mark Mietzner & Denis Schweizer, 2014, "Hedge funds versus private equity funds as shareholder activists in Germany — differences in value creation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 2, pages 181-208, April, DOI: 10.1007/s12197-011-9203-x.
• Mehmet Dicle & John Levendis, 2014, "The day-of-the-week effect revisited: international evidence," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 3, pages 407-437, July, DOI: 10.1007/s12197-011-9223-6.
• Mohsen Saad & Zaher Zantout, 2014, "Over-investment in corporate R&D, risk, and stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 3, pages 438-460, July, DOI: 10.1007/s12197-012-9226-y.
• Go Tamakoshi & Shigeyuki Hamori, 2014, "Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 4, pages 627-642, October, DOI: 10.1007/s12197-012-9242-y.
• Sheng-Syan Chen & Robin Chou & Yun-Chi Lee, 2014, "The long-term performance following dividend initiations and resumptions revisited," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 4, pages 643-657, October, DOI: 10.1007/s12197-012-9243-x.
• Richard Borghesi, 2014, "The impact of the disposition effect on asset prices: insight from the NBA," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 4, pages 698-711, October, DOI: 10.1007/s12197-013-9260-4.
• Alex Boulatov & Bart Taub, 2014, "Liquidity and the marginal value of information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 55, issue 2, pages 307-334, February, DOI: 10.1007/s00199-013-0757-z.
• Aviad Tur-Sinai, 2014, "Adaptation patterns and consumer behavior as a dependency on terror," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, volume 13, issue 2, pages 257-269, November, DOI: 10.1007/s11299-014-0154-8.
• Eli Amir & Eti Einhorn & Itay Kama, 2014, "The role of accounting disaggregation in detecting and mitigating earnings management," Review of Accounting Studies, Springer, volume 19, issue 1, pages 43-68, March, DOI: 10.1007/s11142-012-9220-9.
• Cameron Truong & Charles Corrado, 2014, "Options trading volume and stock price response to earnings announcements," Review of Accounting Studies, Springer, volume 19, issue 1, pages 161-209, March, DOI: 10.1007/s11142-013-9243-x.
• Navneet Arora & Scott Richardson & İrem Tuna, 2014, "Asset reliability and security prices: evidence from credit markets," Review of Accounting Studies, Springer, volume 19, issue 1, pages 363-395, March, DOI: 10.1007/s11142-013-9254-7.
• William Ciconte & Marcus Kirk & Jennifer Wu Tucker, 2014, "Does the midpoint of range earnings forecasts represent managers’ expectations?," Review of Accounting Studies, Springer, volume 19, issue 2, pages 628-660, June, DOI: 10.1007/s11142-013-9259-2.
• Heng An & Yul W. Lee & Ting Zhang, 2014, "Do corporations manage earnings to meet/exceed analyst forecasts? Evidence from pension plan assumption changes," Review of Accounting Studies, Springer, volume 19, issue 2, pages 698-735, June, DOI: 10.1007/s11142-013-9261-8.
• Anup Srivastava, 2014, "Selling-price estimates in revenue recognition and the usefulness of financial statements," Review of Accounting Studies, Springer, volume 19, issue 2, pages 661-697, June, DOI: 10.1007/s11142-013-9263-6.
• Daniel Aobdia & Judson Caskey & N. Bugra Ozel, 2014, "Inter-industry network structure and the cross-predictability of earnings and stock returns," Review of Accounting Studies, Springer, volume 19, issue 3, pages 1191-1224, September, DOI: 10.1007/s11142-014-9286-7.
• C. S. Agnes Cheng & John Daniel Eshleman, 2014, "Does the market overweight imprecise information? Evidence from customer earnings announcements," Review of Accounting Studies, Springer, volume 19, issue 3, pages 1125-1151, September, DOI: 10.1007/s11142-014-9293-8.
• Yaowen Shan & Stephen Taylor & Terry Walter, 2014, "The role of “other information” in analysts’ forecasts in understanding stock return volatility," Review of Accounting Studies, Springer, volume 19, issue 4, pages 1346-1392, December, DOI: 10.1007/s11142-013-9272-5.
• Sami Keskek & Senyo Tse & Jennifer Wu Tucker, 2014, "Analyst information production and the timing of annual earnings forecasts," Review of Accounting Studies, Springer, volume 19, issue 4, pages 1504-1531, December, DOI: 10.1007/s11142-014-9278-7.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2014/03, Apr.
• Jiř� Lahvička, 2014, "What causes the favourite-longshot bias? Further evidence from tennis," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 2, pages 90-92, January, DOI: 10.1080/13504851.2013.842628.
• Takeshi Inoue & Shigeyuki Hamori, 2014, "Market efficiency of commodity futures in India," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 8, pages 522-527, May, DOI: 10.1080/13504851.2013.872751.
• Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2014, "Item response models to measure corporate social responsibility," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 22, pages 1449-1464, November, DOI: 10.1080/09603107.2014.925070.
• Romain Boissin & Patrick Sentis, 2014, "Long-run performance of IPOs and the role of financial analysts: some French evidence," The European Journal of Finance, Taylor & Francis Journals, volume 20, issue 2, pages 125-149, February, DOI: 10.1080/1351847X.2012.689773.
• João A. Bastos & Jorge Caiado, 2014, "Clustering financial time series with variance ratio statistics," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 12, pages 2121-2133, December, DOI: 10.1080/14697688.2012.726736.
• Haiqiang Chen & Terence Tai Leung Chong & Yingni She, 2014, "A principal component approach to measuring investor sentiment in China," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 4, pages 573-579, April, DOI: 10.1080/14697688.2013.869698.
• Vassilis A. Efthymiou & George N. Leledakis, 2014, "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 4, pages 711-724, April, DOI: 10.1080/14697688.2014.891759.
• Enrico Biffis & David Blake, 2014, "Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers," North American Actuarial Journal, Taylor & Francis Journals, volume 18, issue 1, pages 14-21, DOI: 10.1080/10920277.2013.872552.
• Neslihan Topbas, 2014, "Tests of Rationality in Turkish Foreign Exchange Market," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 14, issue 2, pages 65-78.
• Eleftherios Giovanis, 2014, "The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 3, pages 43-61, December.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-014/III, Jan.
• Sait Ozturk & Michel van der Wel, 2014, "Intraday Price Discovery in Fragmented Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-027/III, Feb.
• Albert J. Menkveld & Marius A. Zoican, 2014, "Need for Speed? Exchange Latency and Liquidity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-097/IV, Jul.
• Marcin Wojtowicz, 2014, "Capital Structure Arbitrage revisited," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-137/IV/DSF81, Oct.
• Marcin Wojtowicz, 2014, "The Determinants of CDS Bid-ask Spreads," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-138/IV/ DSF82, Oct.
• Noussair, C.N. & Xu, Yilong, 2014, "Information Mirages and Financial Contagion in Asset Market Experiment," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-034.
• Noussair, C.N. & Xu, Yilong, 2014, "Information Mirages and Financial Contagion in Asset Market Experiment," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8feff7d4-f49d-41a0-9bb0-5.
• Renneboog, L.D.R. & Zhao, Y., 2014, "Director networks and takeovers," Other publications TiSEM, Tilburg University, School of Economics and Management, number b25bfaae-9d29-49cb-99ee-4.
• He, Yinghua & Nielsson, Ulf & Wang, Yonglei, 2014, "Hurting without Hitting: The Economic Cost of Political Tension," TSE Working Papers, Toulouse School of Economics (TSE), number 14-484, Apr, revised Jul 2015.
• John Cotter & Davide Avino, 2014, "Sovereign and bank CDS spreads: two sides of the same coin?," Working Papers, Geary Institute, University College Dublin, number 201402, Feb.
• John Cotter & Niall O'Sullivan & Francesco Rossi, 2014, "The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market," Working Papers, Geary Institute, University College Dublin, number 201403, Feb.
• John Cotter & Stuart Gabriel & Richard Roll, 2014, "Can housing risk be diversified? A cautionary tale from the housing boom and bust," Working Papers, Geary Institute, University College Dublin, number 201412, Oct.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-02, Jan.
• Pilar Abad Romero & Maria Dolores Robles Fernández, 2014, "The Risk-Return binomial after rating changes," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-23, Jul.
• Alasdair Brown & Fuyu Yang, 2014, "The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 068, Dec.
• Georges Gallais-Hamonno & Thi-hong-van Hoang & Kim Oosterlinck, 2015, "Informational Efficiency of the Clandestine and Official Gold Markets in Paris," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/177963.
• J. Daniel Aromi, 2014, "El mercado cambiario y los contenidos en la prensa: un analisis empírico," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 31, issue 63, pages 3-23, july-dece.
• Henning, Laura Sophie, 2014, "Shareholder Voting and Merger Returns," Working Papers on Finance, University of St. Gallen, School of Finance, number 1416, Sep, revised Jul 2015.
• Haerri, Matthias & Morkoetter, Stefan & Westerfeld, Simone, 2014, "Sovereign Risk and the Pricing of Corporate Credit Default Swaps," Working Papers on Finance, University of St. Gallen, School of Finance, number 1423, May, revised Feb 2015.
• Anastasia Klimova & Adrian D. Lee, 2014, "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 21, Apr.
• Austin Gerig & David Michayluk, 2014, "Automated Liquidity Provision," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 345, Jan.
• KiHoon Jimmy Hong & Eliza Wu, 2014, "Can Momentum Factors Be Used to Enhance Accounting Information based Fundamental Analysis in Explaining Stock Price Movements?," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 346, Mar.
• Lijian Wei & Wei Zhang & Xiong Xiong & Lei Shi, 2014, "Position-Limit Design for the CSI 300 Futures Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 349, Jun.
• Dirk G Baur & Isaac Miyakawa, 2014, "The Stock Market, the Real Economy and Contagion," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 179, Jan.
• Anastasia Klimova & Adrian D. Lee, 2014, "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 181, Mar.
• Fausto Corradin & Domenico Sartore, 2014, "Fund Ratings: The method reconsidered," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:17.
• Owen Powell, 2014, "Measuring mispricing in experimental markets," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1407, Oct.
• LUPU, Radu & CALIN, Adrian Cantemir, 2014, "Co-Movements Of Regime Shifts In Gbp Currency Pairs Around Boe Quantitative Easing Announcements," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 3, pages 89-101.
• IORDACHI, Victoria, 2014, "The Activity Of Institutional Investors On The Securities Market Of The Republic Of Moldova," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 101-107.
• Prashant Joshi, 2014, "Analyzing Performance Of Garch Models In Nse," Working papers, Voice of Research, number 2014-09-16, Sep.
• Wiśniewska Marta, 2014, "Eurusd Intraday Price Reversal," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 152-162, December, DOI: 10.1515/foli-2015-0014.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-18.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-26.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Options delta hedging with no options at all," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-27.
• Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski, 2014, "Generalized Momentum Asset Allocation Model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-30.
• Karen Croxson & J. James Reade, 2014, "Information and Efficiency: Goal Arrival in Soccer Betting," Economic Journal, Royal Economic Society, volume 124, issue 575, pages 62-91, March.
• Mikhail Golosov & Guido Lorenzoni & Aleh Tsyvinski, 2014, "Decentralized Trading With Private Information," Econometrica, Econometric Society, volume 82, issue 3, pages 1055-1091, May, DOI: 10.3982/ECTA8911.
• Guglielmo Maria Caporale & Luis Gil‐Alana, 2014, "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 2, pages 147-161, March.
• Douglas Davis & Oleg Korenok & Edward Simpson Prescott, 2014, "An Experimental Analysis of Contingent Capital with Market‐Price Triggers," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 5, pages 999-1033, August, DOI: 10.1111/jmcb.12132.
• Jiali Fang & Ben Jacobsen & Yafeng Qin, 2014, "Predictability of the simple technical trading rules: An out‐of‐sample test," Review of Financial Economics, John Wiley & Sons, volume 23, issue 1, pages 30-45, January, DOI: 10.1016/j.rfe.2013.05.004.
• Renfei Gao & Cindy S. H. Wang & Christian M. Hafner, 2014, "The Impact Of Acquisitions On New Technology Stocks: The Google–Motorola Case," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-23, DOI: 10.1142/S2010495214400028.
• Chia-Lin Chang & Yu-Pei Ke, 2014, "Testing Price Pressure, Information, Feedback Trading, And Smoothing Effects For Energy Exchange Traded Funds," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-26, DOI: 10.1142/S2010495214400065.
• Antje Berndt & Anastasiya Ostrovnaya, 2014, "Do Equity Markets Favor Credit Market News Over Options Market News?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 02, pages 1-51, DOI: 10.1142/S2010139214500062.
• Oleg Bondarenko, 2014, "Why Are Put Options So Expensive?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 1-50, DOI: 10.1142/S2010139214500153.
• Takeshi Inoue & Shigeyuki Hamori, 2014, "Market Efficiency of Commodity Futures in India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India".
• Crocker H. Liu & Adam Nowak & Stuart Rosenthal, 2014, "Bubbles, Post-Crash Dynamics, and the Housing Market," Working Papers, Department of Economics, West Virginia University, number 14-18, May.
• Karl L. Guntermann & Crocker Liu & Adam Nowak, 2014, "Repeat Sales Methods for Growing Cities and Short Horizons," Working Papers, Department of Economics, West Virginia University, number 14-20, Jul.
• Zachary McGurk & Adam Nowak, 2014, "The Relationship Between Stock Returns and Investor Sentiment: Evidence from Social Media," Working Papers, Department of Economics, West Virginia University, number 14-38, Dec.
• Alicia Mar�n Solano & Sandra Ferreruela Garc�s, 2014, "An�lisis del comportamiento imitador intrad�a en el mercado de valores espa�ol durante el periodo de crisis 2008-2009," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2014-01, Jan.
• Cheung, Yin-Wong & Rime, Dagfinn, 2014, "The offshore renminbi exchange rate: Microstructure and links to the onshore market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 17/2014.
• Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent, 2014, "Do the type of sukuk and choice of shari'a scholar matter?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 21/2014.
• Francis, Bill & Hasan, Iftekhar & Sun, Xian & Waisman, Maya, 2014, "Can firms learn by observing? Evidence from cross-border M&As," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2014.
• Koziol, Christian & Koziol, Philipp & Schön, Thomas, 2014, "Do correlated defaults matter for CDS premia? An empirical analysis," Discussion Papers, Deutsche Bundesbank, number 21/2014.
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2014, "Who trades on momentum?," Discussion Papers, Deutsche Bundesbank, number 42/2014.
• Keser, Claudia & Markstädter, Andreas, 2014, "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 207.
• Keser, Claudia & Markstädter, Andreas, 2014, "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 207 [rev.].
• Theissen, Erik & Zehnder, Lars Simon, 2014, "Estimation of trading costs: Trade indicator models revisited," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 14-09.
• Friewald, Nils & Jankowitsch, Rainer & Subrahmanyam, Marti G., 2014, "To disclose or not to disclose: Transparency and liquidity in the structured product market," CFS Working Paper Series, Center for Financial Studies (CFS), number 461.
• Baumeister, Christiane & Kilian, Lutz, 2014, "A general approach to recovering market expectations from futures prices with an application to crude oil," CFS Working Paper Series, Center for Financial Studies (CFS), number 466, DOI: 10.2139/ssrn.2499484.
• Kovbasyuk, Sergei & Pagano, Marco, 2014, "Advertising arbitrage," CFS Working Paper Series, Center for Financial Studies (CFS), number 482, DOI: 10.2139/ssrn.2509735.
• Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2014, "Is there a bubble in the art market?," CFS Working Paper Series, Center for Financial Studies (CFS), number 493.
• Murphy, Anne L., 2014, "Making the market: Trading debt at the Eighteenth-Century Bank of England," eabh Papers, The European Association for Banking and Financial History (EABH), number 14-05.
• Sakinç, İlker & Gülen, Merve, 2014, "The Performance Comparison of the Participation Banks Acting in Turkey via Grey Relations Analysis Method," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 1, issue 1, pages 3-14, DOI: 10.1453/jest.v1i1.88.
• Sakınç, İlker, 2014, "Using Grey Relational Analysis to Determine the Financial Performance of Turkish Football Clubs," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 1, issue 1, pages 22-33.
• Shachmurove, Yochanan & Vulanovic, Milos, 2014, "SPACs with focus on China," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 92407.
• Alfarano, Simone & Camacho, Eva & Petrovic, Marko & Provenzano, Giulia, 2014, "The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 9.
• Seitz, Franz, 2014, "Geldpolitik und Behavioural Finance," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 40.
• Leppin, Julian Sebastian, 2014, "The relation between overreaction in forecasts and uncertainty: A nonlinear approachvon," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 158.
• Dong, Ming, 2014, "Market reaction to transparency: An empirical study on life insurance demand in Europe," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 17/14.
• Mundt, Philipp & Förster, Niels & Alfarano, Simone & Milaković, Mishael, 2014, "The real versus the financial economy: A global tale of stability versus volatility," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-26, DOI: 10.5018/economics-ejournal.ja.2014-.
• da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2014, "Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-27, DOI: 10.5018/economics-ejournal.ja.2014-.
• Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014, "Financial literacy and its consequences in the emerging middleclass," Kiel Working Papers, Kiel Institute for the World Economy, number 1943.
• El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor, 2014, "Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 6/2014.
• El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor, 2014, "Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 20, issue 3, pages 46-49.
• Will, Matthias Georg & Pies, Ingo, 2014, "Insiderhandel und die Regulierung der Kapitalmärkte: Ein Beitrag zur MiFID-Debatte," Discussion Papers, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics, number 2014-7.
• Rühl, Tobias R. & Stein, Michael, 2014, "Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 500, DOI: 10.4419/86788574.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2014, "Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 502, DOI: 10.4419/86788576.
• Boortz, Christopher & Kremer, Stephanie & Jurkatis, Simon & Nautz, Dieter, 2014, "Information risk, market stress and institutional herding in financial markets: New evidence through the lens of a simulated model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-029.
• Dimpfl, Thomas & Peter, Franziska J., 2014, "The impact of the financial crisis on transatlantic information flows: An intraday analysis," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 70.
• Leppin, Julian Sebstian, 2014, "The Relation Between Overreaction in Forecasts and Uncertainty: A Nonlinear Approach," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100284.
• Gider, Jasmin, 2014, "Do SEC Detections Deter Insider Trading? Evidence from Earnings Announcements," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100343.
• Fricke, Daniel & Gerig, Austin, 2014, "Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100402.
• Moser, Christoph & Lüchinger, Simon, 2014, "The Value of the Revolving Door: Political Appointees and the Stock Market," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100594.
• Lang, Gunnar & Shen, Yu & Xu, Xian, 2014, "Chinese pension fund investment efficiency: Evidence from CNCSSF stock holdings," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-007.
• Hoepner, Andreas & Oikonomou, Ioannis & Scholtens, Bert & Schröder, Michael, 2014, "The effects of corporate and country sustainability characteristics on the cost of debt: An international investigation," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-100.
• Kerstin Lopatta & Frerich Buchholz & Thomas Kaspereit, 2014, "Asymmetric Information and International Corporate Social Responsibility," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 29 / 2014, Jan, revised Jan 2014.
• Giovanni Giusti & Charles Noussair & Hans-Joachim Voth, 2014, "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," ECON - Working Papers, Department of Economics - University of Zurich, number 146, Mar.
• Lee, Edward & Strong, Norman & Zhu, Zhenmei (Judy), 2014, "Did the value premium survive the subprime credit crisis?," The British Accounting Review, Elsevier, volume 46, issue 2, pages 166-178, DOI: 10.1016/j.bar.2014.02.005.
• Michou, Maria & Mouselli, Sulaiman & Stark, Andrew, 2014, "On the differences in measuring SMB and HML in the UK – Do they matter?," The British Accounting Review, Elsevier, volume 46, issue 3, pages 281-294, DOI: 10.1016/j.bar.2014.03.004.
• Bechmann, Ken L. & Lunde, Asger & Zebedee, Allan A., 2014, "In- and out-of-the-money convertible bond calls: Signaling or price pressure?," Journal of Corporate Finance, Elsevier, volume 24, issue C, pages 135-148, DOI: 10.1016/j.jcorpfin.2013.11.002.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian & Waisman, Maya, 2014, "Can firms learn by observing? Evidence from cross-border M&As," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 202-215, DOI: 10.1016/j.jcorpfin.2013.11.018.
• Autore, Don M. & Kovacs, Tunde, 2014, "Investor recognition and seasoned equity offers," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 216-233, DOI: 10.1016/j.jcorpfin.2013.12.002.
• Cline, Brandon N. & Garner, Jacqueline L. & Yore, Adam S., 2014, "Exploitation of the internal capital market and the avoidance of outside monitoring," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 234-250, DOI: 10.1016/j.jcorpfin.2013.12.004.
• Xu, Nianhang & Li, Xiaorong & Yuan, Qingbo & Chan, Kam C., 2014, "Excess perks and stock price crash risk: Evidence from China," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 419-434, DOI: 10.1016/j.jcorpfin.2014.01.006.
• Karampatsas, Nikolaos & Petmezas, Dimitris & Travlos, Nickolaos G., 2014, "Credit ratings and the choice of payment method in mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 474-493, DOI: 10.1016/j.jcorpfin.2014.01.008.
• Vermaelen, Theo & Xu, Moqi, 2014, "Acquisition finance and market timing," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 73-91, DOI: 10.1016/j.jcorpfin.2013.11.004.
• Newhard, Joseph Michael, 2014, "The stock market speaks: How Dr. Alchian learned to build the bomb," Journal of Corporate Finance, Elsevier, volume 27, issue C, pages 116-132, DOI: 10.1016/j.jcorpfin.2014.05.002.
• Andres, Christian & Cumming, Douglas & Karabiber, Timur & Schweizer, Denis, 2014, "Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity," Journal of Corporate Finance, Elsevier, volume 27, issue C, pages 133-156, DOI: 10.1016/j.jcorpfin.2014.02.006.
• Liu, Tingting & Wu, Juan (Julie), 2014, "Merger arbitrage short selling and price pressure," Journal of Corporate Finance, Elsevier, volume 27, issue C, pages 36-54, DOI: 10.1016/j.jcorpfin.2014.04.006.
• Renneboog, Luc & Zhao, Yang, 2014, "Director networks and takeovers," Journal of Corporate Finance, Elsevier, volume 28, issue C, pages 218-234, DOI: 10.1016/j.jcorpfin.2013.11.012.
• Fiordelisi, Franco & Ricci, Ornella, 2014, "Corporate culture and CEO turnover," Journal of Corporate Finance, Elsevier, volume 28, issue C, pages 66-82, DOI: 10.1016/j.jcorpfin.2013.11.009.
• Ben-Nasr, Hamdi & Cosset, Jean-Claude, 2014, "State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization," Journal of Corporate Finance, Elsevier, volume 29, issue C, pages 179-199, DOI: 10.1016/j.jcorpfin.2014.10.004.
• May, Anthony D., 2014, "Corporate liquidity and the contingent nature of bank credit lines: Evidence on the costs and consequences of bank default," Journal of Corporate Finance, Elsevier, volume 29, issue C, pages 410-429, DOI: 10.1016/j.jcorpfin.2014.10.001.
• Yang, Chunpeng & Li, Jinfang, 2014, "Two-period trading sentiment asset pricing model with information," Economic Modelling, Elsevier, volume 36, issue C, pages 1-7, DOI: 10.1016/j.econmod.2013.09.018.
• Beckmann, Joscha & Czudaj, Robert, 2014, "Volatility transmission in agricultural futures markets," Economic Modelling, Elsevier, volume 36, issue C, pages 541-546, DOI: 10.1016/j.econmod.2013.09.036.
• Yang, Chunpeng & Zhang, Rengui, 2014, "Dynamic sentiment asset pricing model," Economic Modelling, Elsevier, volume 37, issue C, pages 362-367, DOI: 10.1016/j.econmod.2013.11.041.
• Gozbasi, Onur & Kucukkaplan, Ilhan & Nazlioglu, Saban, 2014, "Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests," Economic Modelling, Elsevier, volume 38, issue C, pages 381-384, DOI: 10.1016/j.econmod.2014.01.021.
• Yang, Chunpeng & Cai, Chuangqun, 2014, "Higher order expectations in sentiment asset pricing model," Economic Modelling, Elsevier, volume 39, issue C, pages 95-100, DOI: 10.1016/j.econmod.2014.02.033.
• Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014, "Regime-dependent adjustment in energy spot and futures markets," Economic Modelling, Elsevier, volume 40, issue C, pages 400-409, DOI: 10.1016/j.econmod.2013.12.026.
• Tiwari, Aviral Kumar & Kyophilavong, Phouphet, 2014, "New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach," Economic Modelling, Elsevier, volume 43, issue C, pages 38-41, DOI: 10.1016/j.econmod.2014.07.005.
• Wang, Yuming & Ma, Jinpeng, 2014, "Excess volatility and the cross-section of stock returns," The North American Journal of Economics and Finance, Elsevier, volume 27, issue C, pages 1-16, DOI: 10.1016/j.najef.2013.10.003.
• Lakicevic, Milan & Shachmurove, Yochanan & Vulanovic, Milos, 2014, "Institutional changes of Specified Purpose Acquisition Companies (SPACs)," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 149-169, DOI: 10.1016/j.najef.2014.03.002.
• Chan, Chia-Ying & Lo, Huai-Chun & Su, Yi-Ru, 2014, "Distribution of stock ratings and analyst recommendation revision," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 273-286, DOI: 10.1016/j.najef.2014.03.004.
• Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan, 2014, "Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 358-374, DOI: 10.1016/j.najef.2014.03.006.
• Li, Mingsheng & Zhao, Xin, 2014, "Impact of leveraged ETF trading on the market quality of component stocks," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 90-108, DOI: 10.1016/j.najef.2014.02.001.
• Zhang, Tai-Wei & Wu, Wei-Hwa, 2014, "The asymmetric predictability of high-yield bonds," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 146-155, DOI: 10.1016/j.najef.2014.06.001.
• Grobys, Klaus, 2014, "Momentum in global equity markets in times of troubles: Does the economic state matter?," Economics Letters, Elsevier, volume 123, issue 1, pages 100-103, DOI: 10.1016/j.econlet.2014.01.028.
• Pancs, Romans, 2014, "The negative value of public information in the Glosten–Milgrom model," Economics Letters, Elsevier, volume 124, issue 2, pages 207-210, DOI: 10.1016/j.econlet.2014.05.014.
• Cohen, Gil, 2014, "Why don’t you trade only four days a year? An empirical study into the abnormal returns of quarters first trading day," Economics Letters, Elsevier, volume 124, issue 3, pages 335-337, DOI: 10.1016/j.econlet.2014.06.018.
• Cai, Jinghan & Xia, Le, 2014, "When R2 meets the short-sales constraints," Economics Letters, Elsevier, volume 125, issue 3, pages 336-339, DOI: 10.1016/j.econlet.2014.09.033.
• Kapetanios, George & Mitchell, James & Shin, Yongcheol, 2014, "A nonlinear panel data model of cross-sectional dependence," Journal of Econometrics, Elsevier, volume 179, issue 2, pages 134-157, DOI: 10.1016/j.jeconom.2014.01.002.
• Caginalp, Gunduz & DeSantis, Mark & Sayrak, Akin, 2014, "The nonlinear price dynamics of U.S. equity ETFs," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 193-201, DOI: 10.1016/j.jeconom.2014.05.009.
• Ranjeeni, Kumari, 2014, "Sectoral and industrial performance during a stock market crisis," Economic Systems, Elsevier, volume 38, issue 2, pages 178-193, DOI: 10.1016/j.ecosys.2013.12.002.
• Moser, Christoph & Rose, Andrew K., 2014, "Who benefits from regional trade agreements? The view from the stock market," European Economic Review, Elsevier, volume 68, issue C, pages 31-47, DOI: 10.1016/j.euroecorev.2014.01.012.
• Liao, Woody M. & Lu, Chia-Chi & Wang, Hsuan, 2014, "Venture capital, corporate governance, and financial stability of IPO firms," Emerging Markets Review, Elsevier, volume 18, issue C, pages 19-33, DOI: 10.1016/j.ememar.2013.11.002.
• Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan Carlos & Nguyen, Duc Khuong, 2014, "Do global factors impact BRICS stock markets? A quantile regression approach," Emerging Markets Review, Elsevier, volume 19, issue C, pages 1-17, DOI: 10.1016/j.ememar.2014.04.002.
• Hacıbedel, Burcu, 2014, "Does investor recognition matter for asset pricing?," Emerging Markets Review, Elsevier, volume 21, issue C, pages 1-20, DOI: 10.1016/j.ememar.2014.07.002.
• Hung, Chi-Hsiou D. & Banerjee, Anurag N., 2014, "How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?," Emerging Markets Review, Elsevier, volume 21, issue C, pages 67-81, DOI: 10.1016/j.ememar.2014.08.001.
• Otsubo, Yoichi, 2014, "International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 36-51, DOI: 10.1016/j.jempfin.2013.11.003.
• Roll, Richard & Schwartz, Eduardo & Subrahmanyam, Avanidhar, 2014, "Trading activity in the equity market and its contingent claims: An empirical investigation," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 13-35, DOI: 10.1016/j.jempfin.2014.05.007.
• Hur, Jungshik & Pettengill, Glenn & Singh, Vivek, 2014, "Market states and the risk-based explanation of the size premium," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 139-150, DOI: 10.1016/j.jempfin.2014.06.006.
• Rose, Annica, 2014, "The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 171-184, DOI: 10.1016/j.jempfin.2014.06.003.
• Opschoor, Anne & Taylor, Nick & van der Wel, Michel & van Dijk, Dick, 2014, "Order flow and volatility: An empirical investigation," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 185-201, DOI: 10.1016/j.jempfin.2014.07.002.
• Møller, Stig V. & Nørholm, Henrik & Rangvid, Jesper, 2014, "Consumer confidence or the business cycle: What matters more for European expected returns?," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 230-248, DOI: 10.1016/j.jempfin.2014.07.004.
• Sizova, Natalia, 2014, "A frequency-domain alternative to long-horizon regressions with application to return predictability," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 261-272, DOI: 10.1016/j.jempfin.2014.03.002.
• Mao, Mike Qinghao & Wei, K.C. John, 2014, "Price and earnings momentum: An explanation using return decomposition," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 332-351, DOI: 10.1016/j.jempfin.2014.04.003.
• Jiang, Danling & Peterson, David R. & Doran, James S., 2014, "Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 36-59, DOI: 10.1016/j.jempfin.2014.05.005.
• Martens, Martin & van Oord, Arco, 2014, "Hedging the time-varying risk exposures of momentum returns," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 78-89, DOI: 10.1016/j.jempfin.2014.05.006.
• Leippold, Markus & Lohre, Harald, 2014, "The dispersion effect in international stock returns," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 331-342, DOI: 10.1016/j.jempfin.2014.09.001.
• Chang, Sanders S. & Chang, Lenisa V. & Wang, F. Albert, 2014, "A dynamic intraday measure of the probability of informed trading and firm-specific return variation," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 80-94, DOI: 10.1016/j.jempfin.2014.02.003.
• Lopatta, Kerstin & Kaspereit, Thomas, 2014, "The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi," Energy Economics, Elsevier, volume 41, issue C, pages 125-136, DOI: 10.1016/j.eneco.2013.10.006.
• Lu, Feng-bin & Hong, Yong-miao & Wang, Shou-yang & Lai, Kin-keung & Liu, John, 2014, "Time-varying Granger causality tests for applications in global crude oil markets," Energy Economics, Elsevier, volume 42, issue C, pages 289-298, DOI: 10.1016/j.eneco.2014.01.002.
• Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014, "How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process," Energy Economics, Elsevier, volume 42, issue C, pages 343-354, DOI: 10.1016/j.eneco.2013.11.005.
• Kristoufek, Ladislav & Vosvrda, Miloslav, 2014, "Commodity futures and market efficiency," Energy Economics, Elsevier, volume 42, issue C, pages 50-57, DOI: 10.1016/j.eneco.2013.12.001.
• Chen, Pei-Fen & Lee, Chien-Chiang & Zeng, Jhih-Hong, 2014, "The relationship between spot and futures oil prices: Do structural breaks matter?," Energy Economics, Elsevier, volume 43, issue C, pages 206-217, DOI: 10.1016/j.eneco.2014.03.006.
• Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min, 2014, "Dynamic spillovers among major energy and cereal commodity prices," Energy Economics, Elsevier, volume 43, issue C, pages 225-243, DOI: 10.1016/j.eneco.2014.03.004.
• Weron, Rafał & Zator, Michał, 2014, "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," Energy Economics, Elsevier, volume 44, issue C, pages 178-190, DOI: 10.1016/j.eneco.2014.03.007.
• Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay, 2014, "Crude oil moments and PNG stock returns," Energy Economics, Elsevier, volume 44, issue C, pages 222-235, DOI: 10.1016/j.eneco.2014.04.010.
• Castagneto-Gissey, G. & Chavez, M. & De Vico Fallani, F., 2014, "Dynamic Granger-causal networks of electricity spot prices: A novel approach to market integration," Energy Economics, Elsevier, volume 44, issue C, pages 422-432, DOI: 10.1016/j.eneco.2014.05.008.
• Shrestha, Keshab, 2014, "Price discovery in energy markets," Energy Economics, Elsevier, volume 45, issue C, pages 229-233, DOI: 10.1016/j.eneco.2014.06.007.
• Sensoy, Ahmet & Hacihasanoglu, Erk, 2014, "Time-varying long range dependence in energy futures markets," Energy Economics, Elsevier, volume 46, issue C, pages 318-327, DOI: 10.1016/j.eneco.2014.09.023.
• Karali, Berna & Ramirez, Octavio A., 2014, "Macro determinants of volatility and volatility spillover in energy markets," Energy Economics, Elsevier, volume 46, issue C, pages 413-421, DOI: 10.1016/j.eneco.2014.06.004.
• Sanders, Dwight R. & Irwin, Scott H., 2014, "Energy futures prices and commodity index investment: New evidence from firm-level position data," Energy Economics, Elsevier, volume 46, issue S1, pages 57-68, DOI: 10.1016/j.eneco.2014.09.005.
• Burhop, Carsten & Chambers, David & Cheffins, Brian, 2014, "Regulating IPOs: Evidence from going public in London, 1900–1913," Explorations in Economic History, Elsevier, volume 51, issue C, pages 60-76, DOI: 10.1016/j.eeh.2013.07.003.