Research classified by Journal of Economic Literature (JEL) codes

2015

• 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.
• Bhabra, Harjeet S. & Hossain, Ashrafee T., 2015, "Market conditions, governance and the information content of insider trades," Review of Financial Economics, Elsevier, volume 24, issue C, pages 1-11, DOI: 10.1016/j.rfe.2014.10.001.
• Ismail, Ashraf & Oh, Seunghack & Arsyad, Nuruzzaman, 2015, "Split ratings and debt-signaling in bond markets: A note," Review of Financial Economics, Elsevier, volume 24, issue C, pages 36-41, DOI: 10.1016/j.rfe.2014.12.003.
• Hobbs, Jeffrey & Singh, Vivek, 2015, "A comparison of buy-side and sell-side analysts," Review of Financial Economics, Elsevier, volume 24, issue C, pages 42-51, DOI: 10.1016/j.rfe.2014.12.004.
• Miralles-Quirós, José Luis & Daza-Izquierdo, Julio, 2015, "Do DOW returns really influence the intraday Spanish stock market behavior?," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 99-126, DOI: 10.1016/j.ribaf.2014.07.001.
• Saade, Samer, 2015, "Investor sentiment and the underperformance of technology firms initial public offerings," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 205-232, DOI: 10.1016/j.ribaf.2015.02.005.
• Avdasheva, Svetlana & Tsytsulina, Dina, 2015, "The effects of M&As in highly concentrated domestic vis-à-vis export markets: By the example of Russian metal industries," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 368-382, DOI: 10.1016/j.ribaf.2015.02.008.
• Teplova, Tamara & Mikova, Evgeniya, 2015, "New evidence on determinants of price momentum in the Japanese stock market," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 84-109, DOI: 10.1016/j.ribaf.2014.12.001.
• Boubaker, Sabri & Farag, Hisham & Nguyen, Duc Khuong, 2015, "Short-term overreaction to specific events: Evidence from an emerging market," Research in International Business and Finance, Elsevier, volume 35, issue C, pages 153-165, DOI: 10.1016/j.ribaf.2014.10.002.

2014

• Cabrales, Antonio & Gottardi, Piero, 2014, "Markets for information: Of inefficient firewalls and efficient monopolies," Games and Economic Behavior, Elsevier, volume 83, issue C, pages 24-44, DOI: 10.1016/j.geb.2013.10.008.
• Kuttu, Saint, 2014, "Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis," Global Finance Journal, Elsevier, volume 25, issue 1, pages 56-69, DOI: 10.1016/j.gfj.2014.03.001.
• Ding, Liang & Huang, Yirong & Pu, Xiaoling, 2014, "Volatility linkage across global equity markets," Global Finance Journal, Elsevier, volume 25, issue 2, pages 71-89, DOI: 10.1016/j.gfj.2014.06.002.
• Hilliard, Jitka, 2014, "Premiums and discounts in ETFs: An analysis of the arbitrage mechanism in domestic and international funds," Global Finance Journal, Elsevier, volume 25, issue 2, pages 90-107, DOI: 10.1016/j.gfj.2014.06.001.
• Lim, Dominic & Durand, Robert B. & Yang, Joey Wenling, 2014, "The microstructure of fear, the Fama–French factors and the global financial crisis of 2007 and 2008," Global Finance Journal, Elsevier, volume 25, issue 3, pages 169-180, DOI: 10.1016/j.gfj.2014.10.001.
• Meisami, Alex & Misra, Lalatendu & Mehran, Jamshid & Shi, Yilun, 2014, "Foreign capital raising by Indian firms: An examination of domestic stock price response," Global Finance Journal, Elsevier, volume 25, issue 3, pages 181-202, DOI: 10.1016/j.gfj.2014.10.002.
• Gormus, N. Alper & Soytas, Ugur & Diltz, J. David, 2014, "Volatility transmission between energy-related asset classes," Global Finance Journal, Elsevier, volume 25, issue 3, pages 246-259, DOI: 10.1016/j.gfj.2014.10.005.
• Breinlich, Holger, 2014, "Heterogeneous firm-level responses to trade liberalization: A test using stock price reactions," Journal of International Economics, Elsevier, volume 93, issue 2, pages 270-285, DOI: 10.1016/j.jinteco.2014.04.002.
• Godlewski, Christophe J., 2014, "Bank loans and borrower value during the global financial crisis: Empirical evidence from France," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 100-130, DOI: 10.1016/j.intfin.2013.10.009.
• Azevedo, Alcino & Karim, Mohamad & Gregoriou, Andros & Rhodes, Mark, 2014, "Stock price and volume effects associated with changes in the composition of the FTSE Bursa Malaysian KLCI," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 20-35, DOI: 10.1016/j.intfin.2013.10.001.
• Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 213-227, DOI: 10.1016/j.intfin.2013.11.004.
• Al-Yahyaee, Khamis Hamed, 2014, "Shareholder wealth effects of stock dividends in a unique environment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 66-81, DOI: 10.1016/j.intfin.2013.10.003.
• Kanas, Angelos, 2014, "Bond futures, inflation-indexed bonds, and inflation risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 82-99, DOI: 10.1016/j.intfin.2013.09.007.
• Vithessonthi, Chaiporn, 2014, "Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 170-194, DOI: 10.1016/j.intfin.2013.12.006.
• Li, Huimin & Zheng, Dazhi & Chen, Jun, 2014, "Effectiveness, cause and impact of price limit—Evidence from China's cross-listed stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 217-241, DOI: 10.1016/j.intfin.2013.12.007.
• Morelli, David, 2014, "Momentum profits and conditional time-varying systematic risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 242-255, DOI: 10.1016/j.intfin.2013.11.007.
• Madura, Jeff & Marciniak, Marek, 2014, "Bidder country characteristics and informed trading in U.S. targets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 256-284, DOI: 10.1016/j.intfin.2013.12.009.
• Anolli, Mario & Beccalli, Elena & Molyneux, Philip, 2014, "Bank earnings forecasts, risk and the crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 309-335, DOI: 10.1016/j.intfin.2014.01.003.
• Campbell, Kevin & Tabner, Isaac T., 2014, "Bonding and the agency risk premium: An analysis of migrations between the AIM and the Official List of the London Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 1-20, DOI: 10.1016/j.intfin.2014.01.004.
• Chen, Cathy Yi-Hsuan & Kuo, I-Doun & Chiang, Thomas C., 2014, "What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 172-190, DOI: 10.1016/j.intfin.2014.01.009.
• Dimpfl, Thomas & Peter, Franziska J., 2014, "The impact of the financial crisis on transatlantic information flows: An intraday analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 1-13, DOI: 10.1016/j.intfin.2014.03.004.
• Hsieh, Wen-liang G. & He, Huei-Ru, 2014, "Informed trading, trading strategies and the information content of trading volume: Evidence from the Taiwan index options market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 187-215, DOI: 10.1016/j.intfin.2014.03.012.
• Tang, Hongfei & Xu, Xiaoqing Eleanor & Yang, Zihui, 2014, "Can international LETFs deliver their promised exposure to foreign markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 30-74, DOI: 10.1016/j.intfin.2014.03.003.
• Frey, Stefan & Herbst, Patrick & Walter, Andreas, 2014, "Measuring mutual fund herding – A structural approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 219-239, DOI: 10.1016/j.intfin.2014.05.006.
• Avino, Davide & Cotter, John, 2014, "Sovereign and bank CDS spreads: Two sides of the same coin?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 72-85, DOI: 10.1016/j.intfin.2014.05.007.
• Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014, "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 367-378, DOI: 10.1016/j.intfin.2014.09.004.
• Broadstock, David C. & Filis, George, 2014, "Oil price shocks and stock market returns: New evidence from the United States and China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 417-433, DOI: 10.1016/j.intfin.2014.09.007.
• Alizadeh, Amir H. & Muradoglu, Gulnur, 2014, "Stock market efficiency and international shipping-market information," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 445-461, DOI: 10.1016/j.intfin.2014.10.002.
• Fang, Victor & Hung, Chi-Hsiou D., 2014, "Corporate bond prices and idiosyncratic risk: Evidence from Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 99-114, DOI: 10.1016/j.intfin.2014.07.011.
• Kuang, P. & Schröder, M. & Wang, Q., 2014, "Illusory profitability of technical analysis in emerging foreign exchange markets," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 192-205, DOI: 10.1016/j.ijforecast.2013.07.015.
• Van Geyt, Debby & Van Cauwenberge, Philippe & Vander Bauwhede, Heidi, 2014, "Does high-quality corporate communication reduce insider trading profitability?," International Review of Law and Economics, Elsevier, volume 37, issue C, pages 1-14, DOI: 10.1016/j.irle.2013.04.002.
• Bernal, Oscar & Herinckx, Astrid & Szafarz, Ariane, 2014, "Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe," International Review of Law and Economics, Elsevier, volume 37, issue C, pages 244-256, DOI: 10.1016/j.irle.2013.12.002.
• Walker, Thomas John & Walker, Marcus Glenn & Thiengtham, Dolruedee Nuttanontra & Pukthuanthong, Kuntara, 2014, "The role of aviation laws and legal liability in aviation disasters: A financial market perspective," International Review of Law and Economics, Elsevier, volume 37, issue C, pages 51-65, DOI: 10.1016/j.irle.2013.07.004.
• Li, Ningzhong & Richardson, Scott & Tuna, İrem, 2014, "Macro to micro: Country exposures, firm fundamentals and stock returns," Journal of Accounting and Economics, Elsevier, volume 58, issue 1, pages 1-20, DOI: 10.1016/j.jacceco.2014.04.005.
• Green, T. Clifton & Jame, Russell & Markov, Stanimir & Subasi, Musa, 2014, "Broker-hosted investor conferences," Journal of Accounting and Economics, Elsevier, volume 58, issue 1, pages 142-166, DOI: 10.1016/j.jacceco.2014.06.005.
• Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2014, "Industry co-movement and cross-listing: Do home country factors matter?," Japan and the World Economy, Elsevier, volume 32, issue C, pages 96-110, DOI: 10.1016/j.japwor.2014.09.001.
• Chen, Hong-Yi & Chen, Sheng-Syan & Hsin, Chin-Wen & Lee, Cheng-Few, 2014, "Does revenue momentum drive or ride earnings or price momentum?," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 166-185, DOI: 10.1016/j.jbankfin.2013.09.021.
• Atilgan, Yigit, 2014, "Volatility spreads and earnings announcement returns," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 205-215, DOI: 10.1016/j.jbankfin.2013.10.007.
• Bhanot, Karan & Burns, Natasha & Hunter, Delroy & Williams, Michael, 2014, "News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 51-63, DOI: 10.1016/j.jbankfin.2013.09.015.
• Scholtus, Martin & van Dijk, Dick & Frijns, Bart, 2014, "Speed, algorithmic trading, and market quality around macroeconomic news announcements," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 89-105, DOI: 10.1016/j.jbankfin.2013.09.016.
• Kiema, Ilkka & Jokivuolle, Esa, 2014, "Does a leverage ratio requirement increase bank stability?," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 240-254, DOI: 10.1016/j.jbankfin.2013.11.009.
• Lee, Hee Soo & Kim, Tae Yoon, 2014, "Dynamic prediction of hedge fund survival in crisis-prone financial markets," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 57-67, DOI: 10.1016/j.jbankfin.2013.11.013.
• Chen, Peimin & Wu, Chunchi, 2014, "Default prediction with dynamic sectoral and macroeconomic frailties," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 211-226, DOI: 10.1016/j.jbankfin.2013.11.036.
• Taylor, Nick, 2014, "The rise and fall of technical trading rule success," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 286-302, DOI: 10.1016/j.jbankfin.2013.12.004.
• Agyei-Ampomah, Sam & Gounopoulos, Dimitrios & Mazouz, Khelifa, 2014, "Does gold offer a better protection against losses in sovereign debt bonds than other metals?," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 507-521, DOI: 10.1016/j.jbankfin.2013.11.014.
• Boubaker, Sabri & Mansali, Hatem & Rjiba, Hatem, 2014, "Large controlling shareholders and stock price synchronicity," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 80-96, DOI: 10.1016/j.jbankfin.2013.11.022.
• Andres, Christian & Betzer, André & Limbach, Peter, 2014, "Underwriter reputation and the quality of certification: Evidence from high-yield bonds," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 97-115, DOI: 10.1016/j.jbankfin.2013.11.029.
• Vozlyublennaia, Nadia, 2014, "Investor attention, index performance, and return predictability," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 17-35, DOI: 10.1016/j.jbankfin.2013.12.010.
• Deb, Pragyan & Koo, Bonsoo & Liu, Zijun, 2014, "Competition, premature trading and excess volatility," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 178-193, DOI: 10.1016/j.jbankfin.2013.12.022.
• Filson, Darren & Olfati, Saman, 2014, "The impacts of Gramm–Leach–Bliley bank diversification on value and risk," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 209-221, DOI: 10.1016/j.jbankfin.2014.01.019.
• Schultz, Emma & Swieringa, John, 2014, "Catalysts for price discovery in the European Union Emissions Trading System," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 112-122, DOI: 10.1016/j.jbankfin.2014.01.012.
• Bosch-Badia, Maria Teresa & Montllor-Serrats, Joan & Tarrazon-Rodon, Maria-Antonia, 2014, "Unveiling the embedded coherence in divergent performance rankings," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 154-165, DOI: 10.1016/j.jbankfin.2014.01.015.
• Kim, Jun Sik & Ryu, Doojin & Seo, Sung Won, 2014, "Investor sentiment and return predictability of disagreement," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 166-178, DOI: 10.1016/j.jbankfin.2014.01.017.
• Bengtsson, Ola & Dai, Na & Henson, Clifford, 2014, "SEC enforcement in the PIPE market: Actions and consequences," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 213-231, DOI: 10.1016/j.jbankfin.2014.02.002.
• Lin, Ji-Chai & Stephens, Clifford P. & Wu, YiLin, 2014, "Limited attention, share repurchases, and takeover risk," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 283-301, DOI: 10.1016/j.jbankfin.2014.02.004.
• Byoun, Soku & Fulkerson, Jon A. & Han, Seung Hun & Shin, Yoon S., 2014, "Are unsolicited ratings biased? Evidence from long-run stock performance," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 326-338, DOI: 10.1016/j.jbankfin.2014.02.005.
• Kim, Yongtae & Li, Haidan & Li, Siqi, 2014, "Corporate social responsibility and stock price crash risk," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 1-13, DOI: 10.1016/j.jbankfin.2014.02.013.
• Fatum, Rasmus & Yamamoto, Yohei, 2014, "Large versus small foreign exchange interventions," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 114-123, DOI: 10.1016/j.jbankfin.2014.03.015.
• Yan, Yuxing & Zhang, Shaojun, 2014, "Quality of PIN estimates and the PIN-return relationship," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 137-149, DOI: 10.1016/j.jbankfin.2014.03.006.
• Blau, Benjamin M. & Nguyen, Nga & Whitby, Ryan J., 2014, "The information content of option ratios," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 179-187, DOI: 10.1016/j.jbankfin.2014.03.023.
• Loviscek, Anthony & Tang, Hongfei & Xu, Xiaoqing Eleanor, 2014, "Do leveraged exchange-traded products deliver their stated multiples?," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 29-47, DOI: 10.1016/j.jbankfin.2014.02.008.
• Chan, Pak To & Walter, Terry, 2014, "Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 177-188, DOI: 10.1016/j.jbankfin.2014.04.006.
• He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong, 2014, "Subscribing to transparency," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 189-206, DOI: 10.1016/j.jbankfin.2014.04.009.
• Neupane, Suman & Paudyal, Krishna & Thapa, Chandra, 2014, "Firm quality or market sentiment: What matters more for IPO investors?," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 207-218, DOI: 10.1016/j.jbankfin.2014.04.010.
• Nowak, Sylwia & Anderson, Heather M., 2014, "How does public information affect the frequency of trading in airline stocks?," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 26-38, DOI: 10.1016/j.jbankfin.2014.03.033.
• Malinova, Katya & Park, Andreas, 2014, "The impact of competition and information on intraday trading," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 55-71, DOI: 10.1016/j.jbankfin.2014.03.026.
• Hendershott, Terrence & Seasholes, Mark S., 2014, "Liquidity provision and stock return predictability," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 140-151, DOI: 10.1016/j.jbankfin.2013.12.021.
• Rösch, Christoph G. & Kaserer, Christoph, 2014, "Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 152-170, DOI: 10.1016/j.jbankfin.2014.06.010.
• Chen, Xuanjuan & Yao, Tong & Yu, Tong & Zhang, Ting, 2014, "Learning and incentive: A study on analyst response to pension underfunding," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 26-42, DOI: 10.1016/j.jbankfin.2014.04.001.
• Qian, Xiaolin & Tam, Lewis H.K. & Zhang, Bohui, 2014, "Systematic liquidity and the funding liquidity hypothesis," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 304-320, DOI: 10.1016/j.jbankfin.2013.08.020.
• Akyol, Ali C. & Cooper, Tommy & Meoli, Michele & Vismara, Silvio, 2014, "Do regulatory changes affect the underpricing of European IPOs?," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 43-58, DOI: 10.1016/j.jbankfin.2014.04.020.
• Cao, Charles & Petrasek, Lubomir, 2014, "Liquidity risk in stock returns: An event-study perspective," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 72-83, DOI: 10.1016/j.jbankfin.2013.09.020.
• Kim, Jeong-Bon & Zhang, Hao & Li, Liuchuang & Tian, Gaoliang, 2014, "Press freedom, externally-generated transparency, and stock price informativeness: International evidence," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 299-310, DOI: 10.1016/j.jbankfin.2014.05.023.
• Haugom, Erik & Langeland, Henrik & Molnár, Peter & Westgaard, Sjur, 2014, "Forecasting volatility of the U.S. oil market," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 1-14, DOI: 10.1016/j.jbankfin.2014.05.026.
• Pantzalis, Christos & Ucar, Erdem, 2014, "Religious holidays, investor distraction, and earnings announcement effects," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 102-117, DOI: 10.1016/j.jbankfin.2014.05.020.
• Jiang, George J. & Lo, Ingrid, 2014, "Private information flow and price discovery in the U.S. treasury market," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 118-133, DOI: 10.1016/j.jbankfin.2014.06.026.
• Jung, R.C. & Maderitsch, R., 2014, "Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 331-342, DOI: 10.1016/j.jbankfin.2013.12.023.
• Barakat, Ahmed & Chernobai, Anna & Wahrenburg, Mark, 2014, "Information asymmetry around operational risk announcements," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 152-179, DOI: 10.1016/j.jbankfin.2014.06.029.
• Lugo, Stefano, 2014, "Discretionary ratings and the pricing of subprime mortgage-backed securities," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 248-260, DOI: 10.1016/j.jbankfin.2014.06.021.
• Detollenaere, Benoit & Mazza, Paolo, 2014, "Do Japanese candlesticks help solve the trader’s dilemma?," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 386-395, DOI: 10.1016/j.jbankfin.2013.03.013.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2014, "Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 411-424, DOI: 10.1016/j.jbankfin.2013.10.002.
• de Groot, Wilma & Karstanje, Dennis & Zhou, Weili, 2014, "Exploiting commodity momentum along the futures curves," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 79-93, DOI: 10.1016/j.jbankfin.2014.08.008.
• Kim, Dongcheol & Roh, Tai-Yong & Min, Byoung-Kyu & Byun, Suk-Joon, 2014, "Time-varying expected momentum profits," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 191-215, DOI: 10.1016/j.jbankfin.2014.09.004.
• Cakici, Nusret & Goswami, Gautam & Tan, Sinan, 2014, "Options resilience during extreme volatility: Evidence from the market events of May 2010," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 262-274, DOI: 10.1016/j.jbankfin.2014.08.005.
• Smales, Lee A., 2014, "News sentiment in the gold futures market," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 275-286, DOI: 10.1016/j.jbankfin.2014.09.006.
• Paiardini, Paola, 2014, "The impact of economic news on bond prices: Evidence from the MTS platform," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 302-322, DOI: 10.1016/j.jbankfin.2014.08.007.
• Nolte, Ingmar & Nolte, Sandra & Vasios, Michalis, 2014, "Sell-side analysts’ career concerns during banking stresses," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 424-441, DOI: 10.1016/j.jbankfin.2014.03.010.
• Huang, Yuan & Lam, F.Y. Eric C. & Wei, K.C. John, 2014, "The q-theory explanation for the external financing effect: New evidence," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 69-81, DOI: 10.1016/j.jbankfin.2014.08.010.
• Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2014, "Institutional development and stock price synchronicity: Evidence from China," Journal of Comparative Economics, Elsevier, volume 42, issue 1, pages 92-108, DOI: 10.1016/j.jce.2013.07.006.
• ZHANG, Jiarui & HOU, Lei, 2014, "Financial structure, productivity, and risk of foreign direct investment," Journal of Comparative Economics, Elsevier, volume 42, issue 3, pages 652-669, DOI: 10.1016/j.jce.2013.06.002.
• Fellner, Gerlinde & Theissen, Erik, 2014, "Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory," Journal of Economic Behavior & Organization, Elsevier, volume 101, issue C, pages 113-127, DOI: 10.1016/j.jebo.2014.02.010.
• Lohse, Tim & Pascalau, Razvan & Thomann, Christian, 2014, "Public enforcement of securities market rules: Resource-based evidence from the Securities and Exchange Commission," Journal of Economic Behavior & Organization, Elsevier, volume 106, issue C, pages 197-212, DOI: 10.1016/j.jebo.2014.06.010.
• Mugerman, Yevgeny & Sade, Orly & Shayo, Moses, 2014, "Long term savings decisions: Financial reform, peer effects and ethnicity," Journal of Economic Behavior & Organization, Elsevier, volume 106, issue C, pages 235-253, DOI: 10.1016/j.jebo.2014.07.002.
• Gherzi, Svetlana & Egan, Daniel & Stewart, Neil & Haisley, Emily & Ayton, Peter, 2014, "The meerkat effect: Personality and market returns affect investors’ portfolio monitoring behaviour," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 512-526, DOI: 10.1016/j.jebo.2014.07.013.
• Choi, Darwin & Hui, Sam K., 2014, "The role of surprise: Understanding overreaction and underreaction to unanticipated events using in-play soccer betting market," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 614-629, DOI: 10.1016/j.jebo.2014.02.009.
• Markiewicz, Agnieszka & Pick, Andreas, 2014, "Adaptive learning and survey data," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 685-707, DOI: 10.1016/j.jebo.2014.04.005.
• Kim, Soon-Ho & Kim, Dongcheol, 2014, "Investor sentiment from internet message postings and the predictability of stock returns," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 708-729, DOI: 10.1016/j.jebo.2014.04.015.
• Billett, Matthew T. & Jiang, Zhan & Rego, Lopo L., 2014, "Glamour brands and glamour stocks," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 744-759, DOI: 10.1016/j.jebo.2014.03.014.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2014, "Does relationship matter? The choice of financial advisors," Journal of Economics and Business, Elsevier, volume 73, issue C, pages 22-47, DOI: 10.1016/j.jeconbus.2013.12.002.
• Sum, Vichet, 2014, "Dynamic effects of financial stress on the U.S. real estate market performance," Journal of Economics and Business, Elsevier, volume 75, issue C, pages 80-92, DOI: 10.1016/j.jeconbus.2014.06.002.
• Aristei, David & Martelli, Duccio, 2014, "Sovereign bond yield spreads and market sentiment and expectations: Empirical evidence from Euro area countries," Journal of Economics and Business, Elsevier, volume 76, issue C, pages 55-84, DOI: 10.1016/j.jeconbus.2014.08.001.
• Acharya, Viral & Bisin, Alberto, 2014, "Counterparty risk externality: Centralized versus over-the-counter markets," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 153-182, DOI: 10.1016/j.jet.2013.07.001.
• Albuquerque, Rui & Miao, Jianjun, 2014, "Advance information and asset prices," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 236-275, DOI: 10.1016/j.jet.2013.06.001.
• Pasquariello, Paolo, 2014, "Prospect Theory and market quality," Journal of Economic Theory, Elsevier, volume 149, issue C, pages 276-310, DOI: 10.1016/j.jet.2013.09.010.
• Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2014, "Information percolation in segmented markets," Journal of Economic Theory, Elsevier, volume 153, issue C, pages 1-32, DOI: 10.1016/j.jet.2014.05.006.
• Frazzini, Andrea & Pedersen, Lasse Heje, 2014, "Betting against beta," Journal of Financial Economics, Elsevier, volume 111, issue 1, pages 1-25, DOI: 10.1016/j.jfineco.2013.10.005.
• Xia, Han, 2014, "Can investor-paid credit rating agencies improve the information quality of issuer-paid rating agencies?," Journal of Financial Economics, Elsevier, volume 111, issue 2, pages 450-468, DOI: 10.1016/j.jfineco.2013.10.015.
• Das, Sanjiv & Kalimipalli, Madhu & Nayak, Subhankar, 2014, "Did CDS trading improve the market for corporate bonds?," Journal of Financial Economics, Elsevier, volume 111, issue 2, pages 495-525, DOI: 10.1016/j.jfineco.2013.11.004.
• Hu, Jianfeng, 2014, "Does option trading convey stock price information?," Journal of Financial Economics, Elsevier, volume 111, issue 3, pages 625-645, DOI: 10.1016/j.jfineco.2013.12.004.
• Fang, Jieyan & Kempf, Alexander & Trapp, Monika, 2014, "Fund Manager Allocation," Journal of Financial Economics, Elsevier, volume 111, issue 3, pages 661-674, DOI: 10.1016/j.jfineco.2013.11.003.
• Loon, Yee Cheng & Zhong, Zhaodong Ken, 2014, "The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 91-115, DOI: 10.1016/j.jfineco.2013.12.001.
• Solomon, David H. & Soltes, Eugene & Sosyura, Denis, 2014, "Winners in the spotlight: Media coverage of fund holdings as a driver of flows," Journal of Financial Economics, Elsevier, volume 113, issue 1, pages 53-72, DOI: 10.1016/j.jfineco.2014.02.009.
• Grullon, Gustavo & Underwood, Shane & Weston, James P., 2014, "Comovement and investment banking networks," Journal of Financial Economics, Elsevier, volume 113, issue 1, pages 73-89, DOI: 10.1016/j.jfineco.2014.02.010.
• Savor, Pavel & Wilson, Mungo, 2014, "Asset pricing: A tale of two days," Journal of Financial Economics, Elsevier, volume 113, issue 2, pages 171-201, DOI: 10.1016/j.jfineco.2014.04.005.
• Yermack, David, 2014, "Tailspotting: Identifying and profiting from CEO vacation trips," Journal of Financial Economics, Elsevier, volume 113, issue 2, pages 252-269, DOI: 10.1016/j.jfineco.2014.04.008.
• Falato, Antonio & Kadyrzhanova, Dalida & Lel, Ugur, 2014, "Distracted directors: Does board busyness hurt shareholder value?," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 404-426, DOI: 10.1016/j.jfineco.2014.05.005.
• Chung, Kee H. & Chuwonganant, Chairat, 2014, "Uncertainty, market structure, and liquidity," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 476-499, DOI: 10.1016/j.jfineco.2014.05.008.
• So, Eric C. & Wang, Sean, 2014, "News-driven return reversals: Liquidity provision ahead of earnings announcements," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 20-35, DOI: 10.1016/j.jfineco.2014.06.009.
• Chan, Kalok & Chan, Yue-Cheong, 2014, "Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 36-53, DOI: 10.1016/j.jfineco.2014.07.002.
• Jacobsen, Stacey, 2014, "The death of the deal: Are withdrawn acquisition deals informative of CEO quality?," Journal of Financial Economics, Elsevier, volume 114, issue 1, pages 54-83, DOI: 10.1016/j.jfineco.2014.05.011.
• Green, T. Clifton & Jame, Russell & Markov, Stanimir & Subasi, Musa, 2014, "Access to management and the informativeness of analyst research," Journal of Financial Economics, Elsevier, volume 114, issue 2, pages 239-255, DOI: 10.1016/j.jfineco.2014.07.003.
• Jiang, Hao & Sun, Zheng, 2014, "Dispersion in beliefs among active mutual funds and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 114, issue 2, pages 341-365, DOI: 10.1016/j.jfineco.2014.06.003.
• Hendershott, Terrence & Menkveld, Albert J., 2014, "Price pressures," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 405-423, DOI: 10.1016/j.jfineco.2014.08.001.
• Fotak, Veljko & Raman, Vikas & Yadav, Pradeep K., 2014, "Fails-to-deliver, short selling, and market quality," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 493-516, DOI: 10.1016/j.jfineco.2014.07.012.
• Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2014, "The long of it: Odds that investor sentiment spuriously predicts anomaly returns," Journal of Financial Economics, Elsevier, volume 114, issue 3, pages 613-619, DOI: 10.1016/j.jfineco.2014.07.008.
• Fecht, Falko & Wedow, Michael, 2014, "The dark and the bright side of liquidity risks: Evidence from open-end real estate funds in Germany," Journal of Financial Intermediation, Elsevier, volume 23, issue 3, pages 376-399, DOI: 10.1016/j.jfi.2014.02.002.
• Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2014, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 149-162, DOI: 10.1016/j.jimonfin.2012.12.002.
• Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay & Villupuram, Sriram, 2014, "Currency jumps, cojumps and the role of macro news," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 42-62, DOI: 10.1016/j.jimonfin.2013.08.018.
• Patro, Dilip K. & Wald, John K. & Wu, Yangru, 2014, "Currency devaluation and stock market response: An empirical analysis," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 79-94, DOI: 10.1016/j.jimonfin.2013.09.005.
• Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2014, "Bubbles in food commodity markets: Four decades of evidence," Journal of International Money and Finance, Elsevier, volume 42, issue C, pages 129-155, DOI: 10.1016/j.jimonfin.2013.08.008.