Research classified by Journal of Economic Literature (JEL) codes

2015

• 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.
• Comerton-Forde, Carole & Putniņš, Tālis J., 2015, "Dark trading and price discovery," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 70-92, DOI: 10.1016/j.jfineco.2015.06.013.
• Sloan, Richard G. & You, Haifeng, 2015, "Wealth transfers via equity transactions," Journal of Financial Economics, Elsevier, volume 118, issue 1, pages 93-112, DOI: 10.1016/j.jfineco.2015.07.001.
• Massa, Massimo & Qian, Wenlan & Xu, Weibiao & Zhang, Hong, 2015, "Competition of the informed: Does the presence of short sellers affect insider selling?," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 268-288, DOI: 10.1016/j.jfineco.2015.08.004.
• Jordan, Bradford D. & Riley, Timothy B., 2015, "Volatility and mutual fund manager skill," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 289-298, DOI: 10.1016/j.jfineco.2015.06.012.
• Akbas, Ferhat & Armstrong, Will J. & Sorescu, Sorin & Subrahmanyam, Avanidhar, 2015, "Smart money, dumb money, and capital market anomalies," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 355-382, DOI: 10.1016/j.jfineco.2015.07.003.
• Levi, Shai & Zhang, Xiao-Jun, 2015, "Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium," Journal of Financial Economics, Elsevier, volume 118, issue 2, pages 383-398, DOI: 10.1016/j.jfineco.2015.08.003.
• Steeley, James M., 2015, "The side effects of quantitative easing: Evidence from the UK bond market," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 303-336, DOI: 10.1016/j.jimonfin.2014.11.007.
• Lo Duca, Marco & Stracca, Livio, 2015, "Worth the hype? The effect of G20 summits on global financial markets," Journal of International Money and Finance, Elsevier, volume 53, issue C, pages 192-217, DOI: 10.1016/j.jimonfin.2015.01.003.
• Kellard, Neil M. & Jiang, Ying & Wohar, Mark, 2015, "Spurious long memory, uncommon breaks and the implied–realized volatility puzzle," Journal of International Money and Finance, Elsevier, volume 56, issue C, pages 36-54, DOI: 10.1016/j.jimonfin.2015.04.003.
• Fatum, Rasmus, 2015, "Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?," Journal of International Money and Finance, Elsevier, volume 57, issue C, pages 185-199, DOI: 10.1016/j.jimonfin.2015.07.015.
• Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova, 2015, "What do Chinese macro announcements tell us about the world economy?," Journal of International Money and Finance, Elsevier, volume 59, issue C, pages 100-122, DOI: 10.1016/j.jimonfin.2015.07.002.
• Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro, 2015, "Intraday return and volatility spillover mechanism from Chinese to Japanese stock market," Journal of the Japanese and International Economies, Elsevier, volume 35, issue C, pages 23-42, DOI: 10.1016/j.jjie.2014.11.005.
• Khedmati, Mehdi & Navissi, Farshid & Shams, Syed & Vinkler, Daniel, 2015, "News announcement effects of compliance with section 404 of SOX: Evidence from non-accelerated filers," Journal of Contemporary Accounting and Economics, Elsevier, volume 11, issue 3, pages 231-244, DOI: 10.1016/j.jcae.2015.07.003.
• Lepori, Gabriele M., 2015, "Investor mood and demand for stocks: Evidence from popular TV series finales," Journal of Economic Psychology, Elsevier, volume 48, issue C, pages 33-47, DOI: 10.1016/j.joep.2015.02.003.
• Cummins, Mark & Dowling, Michael & Lucey, Brian M., 2015, "Behavioral influences in non-ferrous metals prices," Resources Policy, Elsevier, volume 45, issue C, pages 9-22, DOI: 10.1016/j.resourpol.2015.03.002.
• Koerniadi, Hardjo & Krishnamurti, Chandrasekhar & Lau, Sie Ting & Tourani-Rad, Alireza & Yang, Ting, 2015, "The role of internal and external certification mechanisms in seasoned equity offerings," Journal of Multinational Financial Management, Elsevier, volume 30, issue C, pages 110-127, DOI: 10.1016/j.mulfin.2015.04.001.
• Beckmann, Klaus S. & Ngo, Thanh & Wang, Daphne, 2015, "The informational content of ADR mispricing," Journal of Multinational Financial Management, Elsevier, volume 32, issue , pages 1-14, DOI: 10.1016/j.mulfin.2015.03.002.
• Pereira da Silva, Paulo & Vieira, Isabel & Vieira, Carlos, 2015, "M&A operations: Further evidence of informed trading in the CDS market," Journal of Multinational Financial Management, Elsevier, volume 32, issue , pages 116-130, DOI: 10.1016/j.mulfin.2015.10.002.
• Daugherty, Mary Schmid & Jithendranathan, Thadavillil, 2015, "A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy," Journal of Multinational Financial Management, Elsevier, volume 32, issue , pages 95-115, DOI: 10.1016/j.mulfin.2015.10.003.
• Frino, Alex & Lepone, Grace & Wright, Danika, 2015, "Investor characteristics and the disposition effect," Pacific-Basin Finance Journal, Elsevier, volume 31, issue C, pages 1-12, DOI: 10.1016/j.pacfin.2014.10.009.
• Chen, Hung-Ling & Chow, Edward H. & Shiu, Cheng-Yi, 2015, "The informational role of individual investors in stock pricing: Evidence from large individual and small retail investors," Pacific-Basin Finance Journal, Elsevier, volume 31, issue C, pages 36-56, DOI: 10.1016/j.pacfin.2014.12.001.
• Gao, Wenlian & Zhu, Feifei, 2015, "Information asymmetry and capital structure around the world," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 131-159, DOI: 10.1016/j.pacfin.2015.01.005.
• Hilliard, Jitka & Zhang, Haoran, 2015, "Size and price-to-book effects: Evidence from the Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 40-55, DOI: 10.1016/j.pacfin.2015.02.003.
• Wang, Shu-Feng & Lee, Kuan-Hui, 2015, "Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 56-75, DOI: 10.1016/j.pacfin.2015.01.004.
• Demirer, Rıza & Lien, Donald & Zhang, Huacheng, 2015, "Industry herding and momentum strategies," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 95-110, DOI: 10.1016/j.pacfin.2015.02.010.
• Lee, Jaeram & Kang, Jangkoo & Ryu, Doojin, 2015, "Common deviation and regime-dependent dynamics in the index derivatives markets," Pacific-Basin Finance Journal, Elsevier, volume 33, issue C, pages 1-22, DOI: 10.1016/j.pacfin.2015.02.001.
• Narayan, Paresh Kumar & Narayan, Seema & Westerlund, Joakim, 2015, "Do order imbalances predict Chinese stock returns? New evidence from intraday data," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 136-151, DOI: 10.1016/j.pacfin.2015.07.003.
• Ghazali, Mohd Fahmi & Lean, Hooi Hooi & Bahari, Zakaria, 2015, "Sharia compliant gold investment in Malaysia: Hedge or safe haven?," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 192-204, DOI: 10.1016/j.pacfin.2014.12.005.
• Hao, Ying & Chou, Robin K. & Ho, Keng-Yu & Weng, Pei-Shih, 2015, "The impact of foreign institutional traders on price efficiency: Evidence from the Taiwan futures market," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 24-42, DOI: 10.1016/j.pacfin.2015.05.002.
• Maderitsch, R., 2015, "Information transmission between stock markets in Hong Kong, Europe and the US: New evidence on time- and state-dependence," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 13-36, DOI: 10.1016/j.pacfin.2014.07.006.
• Chang, Millicent & Watson, Iain, 2015, "Delayed disclosure of insider trades: Incentives for and indicators of future performance?," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 182-197, DOI: 10.1016/j.pacfin.2014.12.007.
• Xie, Yamin, 2015, "Acquirer performance when founders remain in the firm," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 273-297, DOI: 10.1016/j.pacfin.2015.01.006.
• Kim, Young Jun & Kim, Jung Hoon & Kwon, Sewon & Lee, Su Jeong, 2015, "Percent accruals and the accrual anomaly: Korean evidence," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 340-366, DOI: 10.1016/j.pacfin.2015.02.006.
• Agiakloglou, Christos & Gkouvakis, Michail, 2015, "Causal interrelations among market fundamentals: Evidence from the European Telecommunications sector," The Quarterly Review of Economics and Finance, Elsevier, volume 55, issue C, pages 150-159, DOI: 10.1016/j.qref.2014.07.001.
• Leone, Vitor & de Medeiros, Otavio Ribeiro, 2015, "Signalling the Dotcom bubble: A multiple changes in persistence approach," The Quarterly Review of Economics and Finance, Elsevier, volume 55, issue C, pages 77-86, DOI: 10.1016/j.qref.2014.08.006.
• Mazza, Paolo, 2015, "Price dynamics and market liquidity: An intraday event study on Euronext," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 139-153, DOI: 10.1016/j.qref.2014.09.003.
• Shen, Chung-Hua & Lin, Chih-Yung, 2015, "Betting on presidential elections: Should we buy stocks connected with the winning party?," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 98-109, DOI: 10.1016/j.qref.2014.09.007.
• Hollander, Hilke & Prokop, Jörg, 2015, "Stock price effects of asset securitization: The case of liquidity facility providers," The Quarterly Review of Economics and Finance, Elsevier, volume 57, issue C, pages 147-160, DOI: 10.1016/j.qref.2014.11.002.
• Arnold, Lutz G. & Brunner, Stephan, 2015, "The economics of rational speculation in the presence of positive feedback trading," The Quarterly Review of Economics and Finance, Elsevier, volume 57, issue C, pages 161-174, DOI: 10.1016/j.qref.2014.11.005.
• Rahman, M. Arifur & Chowdhury, Shah Saeed Hassan & Shibley Sadique, M., 2015, "Herding where retail investors dominate trading: The case of Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, volume 57, issue C, pages 46-60, DOI: 10.1016/j.qref.2015.01.002.
• Zheng, Yao, 2015, "The linkage between aggregate investor sentiment and metal futures returns: A nonlinear approach," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 128-142, DOI: 10.1016/j.qref.2015.02.008.
• Farag, Hisham, 2015, "The influence of price limits on overreaction in emerging markets: Evidence from the Egyptian stock market," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 190-199, DOI: 10.1016/j.qref.2015.01.003.
• Halari, Anwar & Tantisantiwong, Nongnuch & Power, David. M. & Helliar, Christine, 2015, "Islamic calendar anomalies: Evidence from Pakistani firm-level data," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 64-73, DOI: 10.1016/j.qref.2015.02.004.
• Dam, Lammertjan & Scholtens, Bert, 2015, "Toward a theory of responsible investing: On the economic foundations of corporate social responsibility," Resource and Energy Economics, Elsevier, volume 41, issue C, pages 103-121, DOI: 10.1016/j.reseneeco.2015.04.008.
• Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael, 2015, "Sentiment-prone investors and volatility dynamics between spot and futures markets," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 180-196, DOI: 10.1016/j.iref.2014.09.013.
• Chang, Charles & Lin, Emily, 2015, "Cash-futures basis and the impact of market maturity, informed trading, and expiration effects," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 197-213, DOI: 10.1016/j.iref.2014.09.003.
• Laih, Yih-Wenn & Lai, Hung-Neng & Li, Chun-An, 2015, "Analyst valuation and corporate value discovery," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 235-248, DOI: 10.1016/j.iref.2014.10.004.
• Katusiime, Lorna & Shamsuddin, Abul & Agbola, Frank W., 2015, "Foreign exchange market efficiency and profitability of trading rules: Evidence from a developing country," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 315-332, DOI: 10.1016/j.iref.2014.10.003.
• Kuo, Su-Wen & Huang, Chin-Sheng & Jhang, Guan-Cih, 2015, "Liquidity, delistings, and credit risk premium," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 78-89, DOI: 10.1016/j.iref.2014.09.005.
• Chen, Lin & Qin, Lu & Zhu, Hongquan, 2015, "Opinion divergence, unexpected trading volume and stock returns: Evidence from China," International Review of Economics & Finance, Elsevier, volume 36, issue C, pages 119-127, DOI: 10.1016/j.iref.2014.11.012.
• Wu, Meng-Wen & Shen, Chung-Hua & Lu, Chin-Hwa, 2015, "Do more foreign strategic investors and more directors improve the earnings smoothing? The case of China," International Review of Economics & Finance, Elsevier, volume 36, issue C, pages 3-16, DOI: 10.1016/j.iref.2014.11.003.
• Lu, Yang-Cheng & Wei, Yu-Chen & Chang, Tsang-Yao, 2015, "The effects and applicability of financial media reports on corporate default ratings," International Review of Economics & Finance, Elsevier, volume 36, issue C, pages 69-87, DOI: 10.1016/j.iref.2014.11.008.
• Abad, David & Pascual, Roberto, 2015, "The friction-free weighted price contribution," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 226-239, DOI: 10.1016/j.iref.2014.11.025.
• Xie, Tian & Xu, Yi & Zhang, Xinsheng, 2015, "A new method of measuring herding in stock market and its empirical results in Chinese A-share market," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 324-339, DOI: 10.1016/j.iref.2014.12.004.
• Zhao, Xin & Jiang, Xianling & Li, Zhaoyang, 2015, "The impact of the economic crisis on the financial performance of multinational corporations," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 55-68, DOI: 10.1016/j.iref.2014.11.013.
• Semenov, Andrei, 2015, "The small-cap effect in the predictability of individual stock returns," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 178-197, DOI: 10.1016/j.iref.2015.02.020.
• Lin, Wen-Chun & Liao, Tsai-Ling, 2015, "Exchange listing type and firm financial reporting behavior," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 234-249, DOI: 10.1016/j.iref.2015.02.030.
• Bianconi, Marcelo & Hua, Xiaxin & Tan, Chih Ming, 2015, "Determinants of systemic risk and information dissemination," International Review of Economics & Finance, Elsevier, volume 38, issue C, pages 352-368, DOI: 10.1016/j.iref.2015.03.010.
• Ni, Yensen & Liao, Yi-Ching & Huang, Paoyu, 2015, "MA trading rules, herding behaviors, and stock market overreaction," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 253-265, DOI: 10.1016/j.iref.2015.04.009.
• Bai, Min & Qin, Yafeng, 2015, "Commonality in liquidity in emerging markets: Another supply-side explanation," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 90-106, DOI: 10.1016/j.iref.2015.06.005.
• Gonzalez-Perez, Maria T., 2015, "Model-free volatility indexes in the financial literature: A review," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 141-159, DOI: 10.1016/j.iref.2015.02.018.
• Balcilar, Mehmet & Gungor, Hasan & Hammoudeh, Shawkat, 2015, "The time-varying causality between spot and futures crude oil prices: A regime switching approach," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 51-71, DOI: 10.1016/j.iref.2015.02.008.
• 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.
• Prashant Das & Alan Ziobrowski, 2015, "The Relationship between Indian Realty Stocks and Online Searches," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 1, pages 1-19, April, DOI: 10.1177/0972652714567994.
• Imlak Shaikh & Puja Padhi, 2015, "On the Relationship of Ex-ante and Ex-post Volatility: A Sub-period Analysis of S&P CNX Nifty Index Options," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 14, issue 2, pages 140-175, August, DOI: 10.1177/0972652715584266.
• Massimiliano Castellani & Pierpaolo Pattitoni & Roberto Patuelli, 2015, "Abnormal Returns of Soccer Teams," Journal of Sports Economics, , volume 16, issue 7, pages 735-759, October, DOI: 10.1177/1527002513505285.
• Arun Kumar Misra & Sabyasachi Mohapatra, 2015, "Indexing CNX NIFTY 50 Momentum Effects," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 9, issue 2, pages 157-178, May, DOI: 10.1177/0973801014568143.
• Alessandro Beber & Daniela Fabbri & Marco Pagano & Saverio Simonelli, 2015, "Short-Selling Bans and Bank Stability," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 423, Dec, revised 25 Sep 2020.
• Serkan Erkam & Ugur Ilker Erdogan, 2015, "Testing Day-Of-The-Week Effect Asymmetry In Borsa Istanbul (Bist)," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2604423, Jul.
• Mosayeb Pahlavani & Mandana Zanganeh Soroush, 2015, "Evaluattion the Impacts of Market Orientation on Export Efficiency of lateral Industries of Fishery Sector through Structural Equation Modeling," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 2804971, Oct.
• Khamis Al Yahyaee, 2015, "Security Returns during Ex-Dividend Period," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2203795, Sep.
• Bader Alhashel, 2015, "Rights Offering Announcements and the Efficiency of the Kuwaiti Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2203849, Sep.
• Ale? Kresta & Ji?í Franek, 2015, "Analysis of moving average rules applicability in Czech stock market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2204900, Sep.
• Hilal Hümeyra Özsu, 2015, "Empirical Analysis of Herd Behavior in Borsa Istanbul," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2205023, Sep.
• Jakub Bartos, 2015, "Does Bitcoin follow the hypothesis of efficient market?," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 2, pages 10-23, June.
• Filip ?ramko, 2015, "The impact of Securities Transaction Tax on market quality: Evidence from France and Italy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 3, pages 52-93, September.
• Hilal Hümeyra Özsu, 2015, "Empirical Analysis of Herd Behavior in Borsa Istanbul," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 4, issue 4, pages 27-52, December.
• Fabien Mercier, 2015, "The validity and time-horizon of the Fed model for equity valuation: a co-integration approach," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 3, pages 24-49, May, DOI: 10.7172/2353-6845.jbfe.2015.1.2.
• Peter Ren, 2015, "Revisit The Ar(1) Model For The Returns From Djia," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 7, issue 3 (Decemb, pages 385-392.
• Mordecai Kurz & Maurizio Motolese & Giulia Piccillo & Howei Wu, 2015, "Monetary Policy with Diverse Private Expectations," Discussion Papers, Stanford Institute for Economic Policy Research, number 15-004, Mar.
• Jacob Gyntelberg & Mico Loretan & Tientip Subhanij, 2015, "Private information, capital flows, and exchange rates," Working Papers, Swiss National Bank, number 2015-12.
• Ariane Szafarz, 2015, "Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 15-036, Sep.
• Mark Bowden, 2015, "A model of information flows and confirmatory bias in financial markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 38, issue 2, pages 197-215, October, DOI: 10.1007/s10203-015-0164-y.
• LiuLing Liu, 2015, "Analyst coverage, syndicate structure, and loan contracts," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 5, issue 1, pages 1-21, June, DOI: 10.1007/s40822-015-0015-8.
• Narendar Rao & K. Reddy, 2015, "The impact of the global financial crisis on cross-border mergers and acquisitions: a continental and industry analysis," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 5, issue 2, pages 309-341, December, DOI: 10.1007/s40821-015-0028-y.
• Caroline Hillairet & Ying Jiao, 2015, "Portfolio optimization with insider’s initial information and counterparty risk," Finance and Stochastics, Springer, volume 19, issue 1, pages 109-134, January, DOI: 10.1007/s00780-014-0246-7.
• Amelie Brune & Thorsten Hens & Marc Rieger & Mei Wang, 2015, "The war puzzle: contradictory effects of international conflicts on stock markets," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 62, issue 1, pages 1-21, March, DOI: 10.1007/s12232-014-0215-7.
• Terrance Grieb, 2015, "Mean and volatility transmission for commodity futures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 100-118, January, DOI: 10.1007/s12197-012-9245-8.
• Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan, 2015, "The effects of stock splits on stock liquidity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 1, pages 119-135, January, DOI: 10.1007/s12197-013-9250-6.
• Ivo Jansen & Lee Sanning & Nathan Stuart, 2015, "Do hubris and the information environment explain the effect of acquirers’ size on their gains from acquisitions?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 2, pages 211-234, April, DOI: 10.1007/s12197-012-9240-0.
• Claire Crutchley & Steven Swidler, 2015, "Multiple reverse stock splits (investors beware!)," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 2, pages 357-369, April, DOI: 10.1007/s12197-013-9259-x.
• Frank Schmielewski & Thomas Wein, 2015, "Are private banks the better banks? An insight into the principal–agent structure and risk-taking behavior of German banks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 518-540, July, DOI: 10.1007/s12197-013-9266-y.
• Omar Esqueda & Yongli Luo & Dave Jackson, 2015, "The linkage between the U.S. “fear index” and ADR premiums under non-frictionless stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 541-556, July, DOI: 10.1007/s12197-013-9265-z.
• Thomas Smythe & Chris McNeil & Philip English, 2015, "When does CalPERS’ activism add value?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 4, pages 641-660, October, DOI: 10.1007/s12197-013-9269-8.
• Vasileios Siakoulis & Ioannis Venetis, 2015, "On inter-arrival times of bond market extreme events. An application to seven European markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 4, pages 717-741, October, DOI: 10.1007/s12197-013-9276-9.
• Ulrich Erxleben & Dirk Schiereck, 2015, "Wealth creation of mergers in downturn markets," Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, Springer, volume 26, issue 4, pages 317-345, October, DOI: 10.1007/s00187-015-0217-y.
• Romans Pancs, 2015, "Efficient dark markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 59, issue 3, pages 605-624, August, DOI: 10.1007/s00199-014-0851-x.
• Yuyan Guan & M. H. Franco Wong & Yue Zhang, 2015, "Analyst following along the supply chain," Review of Accounting Studies, Springer, volume 20, issue 1, pages 210-241, March, DOI: 10.1007/s11142-014-9295-6.
• Stefano Cascino & Joachim Gassen, 2015, "What drives the comparability effect of mandatory IFRS adoption?," Review of Accounting Studies, Springer, volume 20, issue 1, pages 242-282, March, DOI: 10.1007/s11142-014-9296-5.
• John S. Hughes & Suil Pae, 2015, "Discretionary disclosure, spillovers, and competition," Review of Accounting Studies, Springer, volume 20, issue 1, pages 319-342, March, DOI: 10.1007/s11142-014-9299-2.
• Ram N. V. Ramanan, 2015, "Promoting informativeness via staggered information releases," Review of Accounting Studies, Springer, volume 20, issue 1, pages 537-558, March, DOI: 10.1007/s11142-014-9307-6.
• Dain C. Donelson & Robert J. Resutek, 2015, "The predictive qualities of earnings volatility and earnings uncertainty," Review of Accounting Studies, Springer, volume 20, issue 1, pages 470-500, March, DOI: 10.1007/s11142-014-9308-5.
• Alon Kalay, 2015, "Investor sophistication and disclosure clienteles," Review of Accounting Studies, Springer, volume 20, issue 2, pages 976-1011, June, DOI: 10.1007/s11142-015-9317-z.
• Edward L. Owens & Joanna Shuang Wu, 2015, "Quarter-end repo borrowing dynamics and bank risk opacity," Review of Accounting Studies, Springer, volume 20, issue 3, pages 1164-1209, September, DOI: 10.1007/s11142-015-9330-2.
• Yu Hou, 2015, "The role of diversification in the pricing of accruals quality," Review of Accounting Studies, Springer, volume 20, issue 3, pages 1059-1092, September, DOI: 10.1007/s11142-015-9331-1.
• Asher Curtis & Melissa F. Lewis-Western & Sara Toynbee, 2015, "Historical cost measurement and the use of DuPont analysis by market participants," Review of Accounting Studies, Springer, volume 20, issue 3, pages 1210-1245, September, DOI: 10.1007/s11142-015-9334-y.
• Francesco Momente’ & Francesco Reggiani & Scott Richardson, 2015, "Accruals and future performance: Can it be attributed to risk?," Review of Accounting Studies, Springer, volume 20, issue 4, pages 1297-1333, December, DOI: 10.1007/s11142-015-9319-x.
• Cheng Lai, 2015, "Growth in residual income, short and long term, in the OJ model," Review of Accounting Studies, Springer, volume 20, issue 4, pages 1287-1296, December, DOI: 10.1007/s11142-015-9320-4.
• Doron Israeli, 2015, "Recognition versus disclosure: evidence from fair value of investment property," Review of Accounting Studies, Springer, volume 20, issue 4, pages 1457-1503, December, DOI: 10.1007/s11142-015-9335-x.
• Sascha Kolaric & Zvonimir Pusic & Dirk Schiereck, 2015, "Fußball und Anlegerverhalt en im internationalen Vergleich: Evidenz von 12 Kontinentalmeisterschaften," Schmalenbach Journal of Business Research, Springer, volume 67, issue 3, pages 297-328, September, DOI: 10.1007/BF03372926.
• Pietro Dindo, 2015, "Survival in Speculative Markets," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2015/32, 12.
• Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Stellenbosch University, Department of Economics, number 08/2015.
• Hooi Hooi Lean & Russell Smyth, 2015, "Testing for weak-form efficiency of crude palm oil spot and future markets: new evidence from a GARCH unit root test with multiple structural breaks," Applied Economics, Taylor & Francis Journals, volume 47, issue 16, pages 1710-1721, April, DOI: 10.1080/00036846.2014.1002905.
• Aymen Belgacem & Anna Creti & Khaled Guesmi & Amine Lahiani, 2015, "Volatility spillovers and macroeconomic announcements: evidence from crude oil markets," Applied Economics, Taylor & Francis Journals, volume 47, issue 28, pages 2974-2984, June, DOI: 10.1080/00036846.2015.1011316.
• Calebe de Roure & Steven Furnagiev & Stefan Reitz, 2015, "The microstructure of exchange rate management: FX intervention and capital controls in Brazil," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3617-3632, July, DOI: 10.1080/00036846.2015.1021455.
• Georges Prat & Remzi Uctum, 2015, "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3673-3695, July, DOI: 10.1080/00036846.2015.1021460.
• Nicolas Huck, 2015, "Pairs trading: does volatility timing matter?," Applied Economics, Taylor & Francis Journals, volume 47, issue 57, pages 6239-6256, December, DOI: 10.1080/00036846.2015.1068923.
• André Betzer & Markus Doumet & Marc Goergen, 2015, "Disentangling the link between stock and accounting performance in acquisitions," The European Journal of Finance, Taylor & Francis Journals, volume 21, issue 9, pages 755-771, July, DOI: 10.1080/1351847X.2014.890633.
• Lee-Young Cheng & Zhipeng Yan & Yan Zhao & Li-Ming Gao, 2015, "Investor Inattention and Under-Reaction to Repurchase Announcements," Journal of Behavioral Finance, Taylor & Francis Journals, volume 16, issue 3, pages 267-277, July, DOI: 10.1080/15427560.2015.1065264.
• Ozcan Ceylan, 2015, "Limited information-processing capacity and asymmetric stock correlations," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 6, pages 1031-1039, June, DOI: 10.1080/14697688.2013.808374.
• Yao, Wenying & Tian, Jing, 2015, "The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2015-05.
• Nikolaos Sariannidis & Polyxeni Papadopoulou & Evangelos Drimbetas, 2015, "Investigation of the Greek Stock Exchange volatility and the impact of foreign markets from 2007 to 2012," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 8, issue 2, pages 55-68, October.
• Roman Frydman & Michael Goldberg & Nicholas Mangee, 2015, "New Evidence for the Present-Value Model of Stock Prices: Why the REH Version Failed Empirically," Working Papers Series, Institute for New Economic Thinking, number 2, Feb, DOI: 10.2139/ssrn.2585690.
• Daniël Linders & Jan Dhaene & Wim Schoutens, 2015, "Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-002/IV/DSF 83, Jan.
• Stefan Arping, 2015, "Banks and Market Liquidity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-020/IV, Feb.
• Sait R. Ozturk & Michel van der Wel & Dick van Dijk, 2015, "Why do Pit-Hours outlive the Pit?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-082/III, Jul.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2015, "Daily Market News Sentiment and Stock Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-090/III, Jul.
• Richard W. Carney & Travers Barclay Child, 2015, "Business Networks and Crisis Performance: Professional, Political, and Family Ties," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-135/V, Dec, revised 20 Feb 2015.
• Degryse, H.A. & de Jong, F.C.J.M. & van Kervel, V.L., 2014, "The impact of dark trading and visible fragmentation on market quality," Other publications TiSEM, Tilburg University, School of Economics and Management, number a51b5d9e-2687-4972-930f-4.
• Kim Ristolainen, 2015, "The relationship between distance-to-default and CDS spreads as measures of default risk for European banks," Discussion Papers, Aboa Centre for Economics, number 102, Sep.
• Ding, Haina, 2015, "Innovation strategies and stock price informativeness," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 491.