Research classified by Journal of Economic Literature (JEL) codes

2015

• Giovanni Ferri & Angelo Leogrande, 2015, "Was the Crisis Due to a Shift from Stakeholder to Shareholder Finance? Surveying the Debate," Euricse Working Papers, Euricse (European Research Institute on Cooperative and Social Enterprises), number 1576.
• Manuel Hoffmann & Matthias Neuenkirch, 2015, "The Pro-Russian Conflict and its Impact on Stock Returns in Russia and the Ukraine," Research Papers in Economics, University of Trier, Department of Economics, number 2015-01.
• Dan Richards & Heng Yuan & Marcelo Bianconi, 2015, "Equity Prices and Cartel Activity," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0813.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2015, "Daily Market News Sentiment and Stock Prices," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-11, Jul.
• Pando Sohn & Ji-Yong Seo, 2015, "Investor heterogeneity and asymmetric volatility under short-sale constraints: Evidence from Korean fund market," Estudios de Economia, University of Chile, Department of Economics, volume 42, issue 1 Year 20, pages 21-51, June.
• Ariane Szafarz, 2015, "Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/239874.
• Vladimir Asriyan & William Fuchs & Brett Green, 2015, "Information spillovers in asset markets with correlated values," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1482, Apr, revised Jul 2016.
• Aslanidis, Nektarios & Christiansen, Charlotte & Lambertides, Neophytos & Savva, Christos S., 2015, "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/246968.
• Mordecai Kurz & M. Motolese & G. Piccillo & H. Hu, 2015, "Monetary Policy with Diverse Private Expectations," Working Papers, Utrecht School of Economics, number 15-03.
• Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone, 2015, "Competition in the Credit Rating Industry: Benefits for Investors and Issuers," Working Papers on Finance, University of St. Gallen, School of Finance, number 1505, Jan, revised Feb 2016.
• Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2015, "Something in the Air: Information Density, News Surprises, and Price Jumps," Working Papers on Finance, University of St. Gallen, School of Finance, number 1517, Aug.
• Finke, Christian & Weigert, Florian, 2015, "Does Foreign Information Predict the Returns of Multinational Firms Worldwide?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1519, Sep, revised Oct 2015.
• Kiesel, Ruediger & Paraschiv, Florentina, 2015, "Econometric Analysis of 15-minute Intraday Electricity Prices," Working Papers on Finance, University of St. Gallen, School of Finance, number 1521, Oct.
• Ammann, Manuel & Blickle, Kristian & Ehmann, Christian, 2015, "Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry," Working Papers on Finance, University of St. Gallen, School of Finance, number 1525, Dec.
• Xue-Zhong He & Kai Li & Youwei Li, 2015, "Optimal Time Series Momentum," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 353, Jan.
• Michele Costola & Massimiliano Caporin, 2015, "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:16.
• Samuele Murtinu & Vittoria Giada Scalera, 2015, "Sovereign Wealth Fund Investments and Stock Prices: The Effect of Target Industry and Location," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 123, issue 4, pages 447-462.
• CIOACĂ, Sorin-Iulian, 2015, "Liquidity And Informational Inefficiency. The Case Of Romania," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 1, pages 80-92.
• CĂLIN, Adrian Cantemir, 2015, "The Effects Of The Federal Reserve’S Tapering Announcements On The Us Real Estate Market," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 3, pages 79-90.
• TUNA, Gülfen & BEKTUR, Çisem, 2015, "The Relationship Between Price-Trade Volume And Weather Effect In Istanbul Stock Exchange: Asymmetric Causality Test Analysis," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 19, issue 4, pages 6-20.
• Đorđe Đukić & Mališa Đukić, 2015, "Interdependencies of Markets in Southeastern Europe and Buyback of Shares on Shallow Capital Markets: The Application of Cointegration and Causality Tests," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 62, issue 4, pages 469-491.
• Gupta Kapil & Kaur Mandeep, 2015, "Impact Of Financial Crisis On Hedging Effectiveness Of Futures Contracts: Evidence From The National Stock Exchange Of India," South East European Journal of Economics and Business, Paradigm, volume 10, issue 2, pages 69-88, December, DOI: 10.1515/jeb-2015-0009.
• Jiangtao Fu & Daichi Shimamoto & Yasuyuki Todo, 2015, "Can Firms with Political Connections Borrow More Than Those Without? Evidence from Firm-Level Data for Indonesia," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1513, Oct.
• Ryuichi Yamamoto, 2015, "Dynamic predictor selection and order splitting in a limit order market," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1514, Oct.
• Paweł Sakowski & Robert Ślepaczuk & Mateusz Wywiał, 2015, "Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2015-39, Nov.
• Acharya,Sushant & Pedraza Morales,Alvaro Enrique, 2015, "Asset price effects of peer benchmarking : evidence from a natural experiment," Policy Research Working Paper Series, The World Bank, number 7239, Apr.
• Martin T. Bohl, Jeanne Diesteldorf, Pierre L. Siklos, 2015, "The effect of index futures trading on volatility: Three markets for Chinese stocks," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0087, Feb, revised 01 Feb 2015.
• Jürgen Gaul & Erik Theissen, 2015, "A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 35, issue 4, pages 371-384, April.
• Daniël Linders & Jan Dhaene & Wim Schoutens, 2015, "Option prices and model-free measurement of implied herd behavior in stock markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 02, pages 1-35, DOI: 10.1142/S2424786315500127.
• Peter Lerner, 2015, "Patience vs. impatience of traders: Formation of the value-at-price distribution through competition for liquidity," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 03, pages 1-30, DOI: 10.1142/S2424786315500292.
• Viral V. Acharya & Stephen Schaefer & Yili Zhang, 2015, "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 1-51, DOI: 10.1142/S2010139215500068.
• Doowon Lee & M Kabir Hassan & M Arifur Rahman, 2015, "Firm Specific Variation In Returns And Fundamentals In Korea Stock Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 04, pages 1-22, DOI: 10.1142/S0217590815500927.
• Adam Nowak & Amanda Ross & Christopher Yencha, 2015, "Small Business Borrowing and Peer-to-Peer Lending: Evidence from Lending Club," Working Papers, Department of Economics, West Virginia University, number 15-28, Jul.
• He, Qing & Lu, Liping & Ongena, Steven, 2015, "Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 1/2015.
• Klein, Paul-Olivier & Weill, Laurent, 2015, "Is it worth issuing bonds in China? Evidence from stock market reactions," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 33/2015.
• Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke, 2015, "Which financial stocks did short sellers target in the subprime crisis?," Bank of Finland Research Discussion Papers, Bank of Finland, number 3/2015.
• Laakkonen, Helinä, 2015, "Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market," Bank of Finland Research Discussion Papers, Bank of Finland, number 4/2015.
• Fungáčová, Zuzana & Godlewski, Christophe J. & Weill, Laurent, 2015, "Does the type of debt matter? Stock market perception in Europe," Bank of Finland Research Discussion Papers, Bank of Finland, number 19/2015.
• Ambrocio, Gene, 2015, "Rational exuberance booms and asymmetric business cycles," Bank of Finland Research Discussion Papers, Bank of Finland, number 24/2015.
• Droll, Thomas & Podlich, Natalia & Wedow, Michael, 2015, "Out of sight, out of mind? On the risk of sub-custodian structures," Discussion Papers, Deutsche Bundesbank, number 31/2015.
• Greggers, Timo, 2015, "Informationsbeschaffung durch Crowdfunding-Vorverkäufe," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre, number 657.
• Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia, 2015, "The liquidity premium in CDS transaction prices: Do frictions matter?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-12 [rev.2].
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015, "Who trades on momentum?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-01.
• Kempf, Alexander & Mayston, Daniel & Gehde-Trapp, Monika & Yadav, Pradeep K., 2015, "Resiliency: A dynamic view of liquidity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-04.
• Ederington, Louis & Guan, Wei & Yadav, Pradeep K., 2015, "Dealer spreads in the corporate bond market: Agent vs. market-making roles," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-11.
• Doumet, Markus & Limbach, Peter & Theissen, Erik, 2015, "Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-14.
• Jank, Stephan & Smajlbegovic, Esad, 2015, "Dissecting short-sale performance: Evidence from large position disclosures," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-15.
• Korn, Olaf & Kuntz, Laura-Chloé, 2015, "Low-beta investment strategies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-17.
• Gargano, Antonio & Rossi, Alberto G. & Wermers, Russ, 2015, "The freedom of information act and the race towards information acquisition," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-02.
• Martin, Thorsten & Sonnenburg, Florian, 2015, "Managerial ownership changes and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-03.
• Kräussl, Roman & Lehnert, Thorsten & Senulyte, Sigita, 2015, "Euro crash risk," CFS Working Paper Series, Center for Financial Studies (CFS), number 524.
• Mehta, Deepshikha, 2015, "Evidences of Efficient Investment Portfolio in Indian Capital Markets - An Analysis Based on BSE and NSE Indices," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 117335, Aug, DOI: 10.6084/m9.figshare.1536453.
• Huerta, Daniel & Egly, Peter V. & Escobari, Diego, 2015, "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 123499, Nov.
• Alfarano, Simone & Camacho, Eva & Morone, Andrea, 2015, "Do investors rely too much on public information to be justified by its accuracy? An experimental study," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 30.
• Barunik, Jozef & Barunikova, Michaela, 2015, "Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 43.
• Marczak, Martyna & Beissinger, Thomas, 2015, "Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 06-2015.
• Han, Heejoon & Kutan, Ali M. & Ryu, Doojin, 2015, "Modeling and predicting the market volatility index: The case of VKOSPI," Economics Discussion Papers, Kiel Institute for the World Economy, number 2015-7.
• Frydman, Roman & Goldberg, Michael D. & Mangee, Nicholas, 2015, "Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 9, pages 1-50, DOI: 10.5018/economics-ejournal.ja.2015-.
• Han, Heejoon & Kutan, Ali M. & Ryu, Doojin, 2015, "Effects of the US stock market return and volatility on the VKOSPI," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 9, pages 1-34, DOI: 10.5018/economics-ejournal.ja.2015-.
• Katerin Hern ndez-Gamarra & Julio Sarmiento-Sabogal & Edgardo Cayon-Fallon, 2015, "A Test of the Market Efficiency of the Integrated Latin American Market (MILA) Index in Relation to Changes in the Price of Oil," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 2, pages 534-539.
• Samet G nay, 2015, "Markov Regime Switching Generalized Autoregressive Conditional Heteroskedastic Model and Volatility Modeling for Oil Returns," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 5, issue 4, pages 979-985.
• Eiler, Lisa A. & Miranda-Lopez, Jose & Tama-Sweet, Isho, 2015, "The Impact of Accounting Disclosures and the Regulatory Environment on the Information Content of Earnings Announcements," The International Journal of Accounting, Elsevier, volume 50, issue 2, pages 142-169, DOI: 10.1016/j.intacc.2012.10.008.
• Dong, Bei & Robinson, Dahlia & Robinson, Michael, 2015, "The market's response to earnings surprises after first-time going-concern modifications," Advances in accounting, Elsevier, volume 31, issue 1, pages 21-32, DOI: 10.1016/j.adiac.2015.03.001.
• Lin, Karen Jingrong & Karim, Khondkar E. & Carter, Clairmont, 2015, "Why does China's stock market have highly synchronous stock price movements? An information supply perspective," Advances in accounting, Elsevier, volume 31, issue 1, pages 68-79, DOI: 10.1016/j.adiac.2015.03.006.
• McDonough, Ryan P. & Shakespeare, Catherine M., 2015, "Fair value measurement capabilities, disclosure, and the perceived reliability of fair value estimates: A discussion of Bhat and Ryan (2015)," Accounting, Organizations and Society, Elsevier, volume 46, issue C, pages 96-99, DOI: 10.1016/j.aos.2015.05.003.
• Hudson, Yawen & Green, Christopher J., 2015, "Is investor sentiment contagious? International sentiment and UK equity returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 5, issue C, pages 46-59, DOI: 10.1016/j.jbef.2015.02.004.
• Gutierrez, Jose & Stretcher, Robert, 2015, "Mad Money: Does the combination of stock recommendation and show segment matter?," Journal of Behavioral and Experimental Finance, Elsevier, volume 6, issue C, pages 80-92, DOI: 10.1016/j.jbef.2015.03.005.
• Kumari, Jyoti & Mahakud, Jitendra, 2015, "Does investor sentiment predict the asset volatility? Evidence from emerging stock market India," Journal of Behavioral and Experimental Finance, Elsevier, volume 8, issue C, pages 25-39, DOI: 10.1016/j.jbef.2015.10.001.
• Choi, Sunhwa & Choi, Youn-Sik & Gul, Ferdinand A. & Lee, Woo-Jong, 2015, "The impact of mandatory versus voluntary auditor switches on stock liquidity: Some Korean evidence," The British Accounting Review, Elsevier, volume 47, issue 1, pages 100-116, DOI: 10.1016/j.bar.2014.08.001.
• Bohl, Martin T. & Diesteldorf, Jeanne & Siklos, Pierre L., 2015, "The effect of index futures trading on volatility: Three markets for Chinese stocks," China Economic Review, Elsevier, volume 34, issue C, pages 207-224, DOI: 10.1016/j.chieco.2014.11.005.
• Hillier, David & Korczak, Adriana & Korczak, Piotr, 2015, "The impact of personal attributes on corporate insider trading," Journal of Corporate Finance, Elsevier, volume 30, issue C, pages 150-167, DOI: 10.1016/j.jcorpfin.2014.12.003.
• Aabo, Tom & Pantzalis, Christos & Park, Jung Chul, 2015, "Multinationality and opaqueness," Journal of Corporate Finance, Elsevier, volume 30, issue C, pages 65-84, DOI: 10.1016/j.jcorpfin.2014.12.002.
• Amin, Abu S. & Dutta, Shantanu & Saadi, Samir & Vora, Premal P., 2015, "Institutional shareholding and information content of dividend surprises: Re-examining the dynamics in dividend-reappearance era," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 152-170, DOI: 10.1016/j.jcorpfin.2015.02.002.
• Bradley, Daniel & Kim, Incheol & Krigman, Laurie, 2015, "Top VC IPO underpricing," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 186-202, DOI: 10.1016/j.jcorpfin.2015.01.016.
• Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay, 2015, "Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 203-219, DOI: 10.1016/j.jcorpfin.2015.02.003.
• Xiao, Gang, 2015, "Trading and earnings management: Evidence from China's non-tradable share reform," Journal of Corporate Finance, Elsevier, volume 31, issue C, pages 67-90, DOI: 10.1016/j.jcorpfin.2015.01.013.
• Li, Shan & Brockman, Paul & Zurbruegg, Ralf, 2015, "Cross-listing, firm-specific information, and corporate governance: Evidence from Chinese A-shares and H-shares," Journal of Corporate Finance, Elsevier, volume 32, issue C, pages 347-362, DOI: 10.1016/j.jcorpfin.2014.10.008.
• Cumming, Douglas & Dannhauser, Robert & Johan, Sofia, 2015, "Financial market misconduct and agency conflicts: A synthesis and future directions," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 150-168, DOI: 10.1016/j.jcorpfin.2015.07.016.
• Agrawal, Anup & Cooper, Tommy, 2015, "Insider trading before accounting scandals," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 169-190, DOI: 10.1016/j.jcorpfin.2015.07.005.
• Bernile, Gennaro & Sulaeman, Johan & Wang, Qin, 2015, "Institutional trading during a wave of corporate scandals: “Perfect Payday”?," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 191-209, DOI: 10.1016/j.jcorpfin.2015.07.004.
• Atanasov, Vladimir & Davies, Ryan J. & Merrick, John J., 2015, "Financial intermediaries in the midst of market manipulation: Did they protect the fool or help the knave?," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 210-234, DOI: 10.1016/j.jcorpfin.2015.07.011.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2015, "Exchange trading rules, surveillance and suspected insider trading," Journal of Corporate Finance, Elsevier, volume 34, issue C, pages 311-330, DOI: 10.1016/j.jcorpfin.2015.07.013.
• De Cesari, Amedeo & Huang-Meier, Winifred, 2015, "Dividend changes and stock price informativeness," Journal of Corporate Finance, Elsevier, volume 35, issue C, pages 1-17, DOI: 10.1016/j.jcorpfin.2015.08.004.
• Wang, Qin & Zhang, Jun, 2015, "Does individual investor trading impact firm valuation?," Journal of Corporate Finance, Elsevier, volume 35, issue C, pages 120-135, DOI: 10.1016/j.jcorpfin.2015.08.001.
• Breuer, Thomas & Jandačka, Martin & Summer, Martin & Vollbrecht, Hans-Joachim, 2015, "Endogenous leverage and asset pricing in double auctions," Journal of Economic Dynamics and Control, Elsevier, volume 53, issue C, pages 144-160, DOI: 10.1016/j.jedc.2015.02.004.
• Leiss, Matthias & Nax, Heinrich H. & Sornette, Didier, 2015, "Super-exponential growth expectations and the global financial crisis," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 1-13, DOI: 10.1016/j.jedc.2015.03.005.
• Wang, Jianxin & Yang, Minxian, 2015, "How well does the weighted price contribution measure price discovery?," Journal of Economic Dynamics and Control, Elsevier, volume 55, issue C, pages 113-129, DOI: 10.1016/j.jedc.2015.04.002.
• Figueroa, Nicolás & Leukhina, Oksana, 2015, "Lending terms and aggregate productivity," Journal of Economic Dynamics and Control, Elsevier, volume 59, issue C, pages 1-21, DOI: 10.1016/j.jedc.2015.07.001.
• Lo, Danny K. & Hall, Anthony D., 2015, "Resiliency of the limit order book," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 222-244, DOI: 10.1016/j.jedc.2015.09.012.
• Chiarella, Carl & He, Xue-Zhong & Wei, Lijian, 2015, "Learning, information processing and order submission in limit order markets," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 245-268, DOI: 10.1016/j.jedc.2015.09.013.
• Gradojevic, Nikola & Lento, Camillo, 2015, "Multiscale analysis of foreign exchange order flows and technical trading profitability," Economic Modelling, Elsevier, volume 47, issue C, pages 156-165, DOI: 10.1016/j.econmod.2015.02.028.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2015, "Does gold act as a hedge or a safe haven for stocks? A smooth transition approach," Economic Modelling, Elsevier, volume 48, issue C, pages 16-24, DOI: 10.1016/j.econmod.2014.10.044.
• Kim, Hyeongwoo & Ryu, Deockhyun, 2015, "Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach," Economic Modelling, Elsevier, volume 51, issue C, pages 227-241, DOI: 10.1016/j.econmod.2015.07.009.
• Romero-Meza, Rafael & Bonilla, Claudio & Benedetti, Hugo & Serletis, Apostolos, 2015, "Nonlinearities and financial contagion in Latin American stock markets," Economic Modelling, Elsevier, volume 51, issue C, pages 653-656, DOI: 10.1016/j.econmod.2015.09.012.
• Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015, "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 222-248, DOI: 10.1016/j.najef.2014.12.001.
• de Mendonça, Helder Ferreira & Barcelos, Vívian Íris, 2015, "Securitization and credit risk: Empirical evidence from an emerging economy," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 12-28, DOI: 10.1016/j.najef.2015.01.002.
• Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis, 2015, "Improving international diversification benefits for US investors," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 64-76, DOI: 10.1016/j.najef.2015.01.005.
• Chen, Li-Yu & Lai, Jung-Ho & Chen, Carl R., 2015, "Multiple directorships and the performance of mergers & acquisitions," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 178-198, DOI: 10.1016/j.najef.2015.04.004.
• Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2015, "Performance and performance persistence of socially responsible investment funds in Europe and North America," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 254-266, DOI: 10.1016/j.najef.2015.09.011.
• Kuck, Konstantin & Maderitsch, Robert & Schweikert, Karsten, 2015, "Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions," Economics Letters, Elsevier, volume 126, issue C, pages 114-118, DOI: 10.1016/j.econlet.2014.11.028.
• Avino, Davide & Lazar, Emese & Varotto, Simone, 2015, "Time varying price discovery," Economics Letters, Elsevier, volume 126, issue C, pages 18-21, DOI: 10.1016/j.econlet.2014.09.030.
• Gallais-Hamonno, Georges & Hoang, Thi-Hong-Van & Oosterlinck, Kim, 2015, "Informational efficiency of the clandestine and official gold markets in Paris," Economics Letters, Elsevier, volume 126, issue C, pages 28-30, DOI: 10.1016/j.econlet.2014.11.013.
• Grobys, Klaus, 2015, "Are volatility spillovers between currency and equity market driven by economic states? Evidence from the US economy," Economics Letters, Elsevier, volume 127, issue C, pages 72-75, DOI: 10.1016/j.econlet.2014.12.034.
• Shamsuddin, Abul & Kim, Jae H., 2015, "Market sentiment and the Fama–French factor premia," Economics Letters, Elsevier, volume 136, issue C, pages 129-132, DOI: 10.1016/j.econlet.2015.09.021.
• Zhao, Wandi & Wang, Mingjin, 2015, "On the computation of LOT liquidity measure," Economics Letters, Elsevier, volume 136, issue C, pages 76-80, DOI: 10.1016/j.econlet.2015.08.030.
• Cederburg, Scott & O’Doherty, Michael S., 2015, "Asset-pricing anomalies at the firm level," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 113-128, DOI: 10.1016/j.jeconom.2014.06.004.
• Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2015, "Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 557-579, DOI: 10.1016/j.jeconom.2015.02.039.
• Sojli, Elvira & Tham, Wing Wah, 2015, "Divided governments and futures prices," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 622-633, DOI: 10.1016/j.jeconom.2015.02.043.
• Wei, Lijian & Zhang, Wei & Xiong, Xiong & Shi, Lei, 2015, "Position limit for the CSI 300 stock index futures market," Economic Systems, Elsevier, volume 39, issue 3, pages 369-389, DOI: 10.1016/j.ecosys.2015.01.003.
• Pan, Deng & Shi, Jing & Wu, Fei & Zhang, Bohui, 2015, "Investor heterogeneity and commonality in stock return and liquidity," Economic Systems, Elsevier, volume 39, issue 3, pages 458-473, DOI: 10.1016/j.ecosys.2015.07.001.
• Saad, Mohsen & Samet, Anis, 2015, "Pricing, dynamics, and determinants of illiquidity risks: International evidence," Emerging Markets Review, Elsevier, volume 23, issue C, pages 124-147, DOI: 10.1016/j.ememar.2014.11.005.
• Wang, Chuan & Murgulov, Zoltan & Haman, Janto, 2015, "Impact of changes in the CSI 300 Index constituents," Emerging Markets Review, Elsevier, volume 24, issue C, pages 13-33, DOI: 10.1016/j.ememar.2015.05.005.
• Tsai, Hui-Ju & Wu, Yangru, 2015, "Bond and stock market response to unexpected dividend changes," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2014.11.001.
• Bekiros, Stelios D., 2015, "Heuristic learning in intraday trading under uncertainty," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 34-49, DOI: 10.1016/j.jempfin.2014.11.002.
• Lamoureux, Christopher G. & Wang, Qin, 2015, "Measuring private information in a specialist market," Journal of Empirical Finance, Elsevier, volume 30, issue C, pages 92-119, DOI: 10.1016/j.jempfin.2014.10.002.
• Rühl, Tobias R. & Stein, Michael, 2015, "The impact of ECB macro-announcements on bid–ask spreads of European blue chips," Journal of Empirical Finance, Elsevier, volume 31, issue C, pages 54-71, DOI: 10.1016/j.jempfin.2015.02.005.
• Piccotti, Louis R. & Schreiber, Ben Z., 2015, "Information shares of two parallel currency options markets: Trading costs versus transparency/tradability," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 210-229, DOI: 10.1016/j.jempfin.2015.03.016.
• Chang, Sanders S. & Wang, F. Albert, 2015, "Adverse selection and the presence of informed trading," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 19-33, DOI: 10.1016/j.jempfin.2015.05.005.
• Chan, Konan & Lin, Yueh-hsiang & Wang, Yanzhi, 2015, "The information content of R&D reductions," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 131-155, DOI: 10.1016/j.jempfin.2015.07.006.
• Tse, Yiuman, 2015, "Do industries lead stock markets? A reexamination," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 195-203, DOI: 10.1016/j.jempfin.2015.10.003.
• Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2015, "Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate," Energy Economics, Elsevier, volume 48, issue C, pages 46-60, DOI: 10.1016/j.eneco.2014.12.004.
• Chang, Chun-Ping & Lee, Chien-Chiang, 2015, "Do oil spot and futures prices move together?," Energy Economics, Elsevier, volume 50, issue C, pages 379-390, DOI: 10.1016/j.eneco.2015.02.014.
• Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Energy Economics, Elsevier, volume 50, issue C, pages 391-402, DOI: 10.1016/j.eneco.2014.11.021.
• Le, Thai-Ha & Chang, Youngho, 2015, "Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter?," Energy Economics, Elsevier, volume 51, issue C, pages 261-274, DOI: 10.1016/j.eneco.2015.06.019.
• Lubnau, Thorben & Todorova, Neda, 2015, "Trading on mean-reversion in energy futures markets," Energy Economics, Elsevier, volume 51, issue C, pages 312-319, DOI: 10.1016/j.eneco.2015.06.018.
• Hitzemann, Steffen & Uhrig-Homburg, Marliese & Ehrhart, Karl-Martin, 2015, "Emission permits and the announcement of realized emissions: Price impact, trading volume, and volatilities," Energy Economics, Elsevier, volume 51, issue C, pages 560-569, DOI: 10.1016/j.eneco.2015.07.007.
• Griffin, Paul A. & Jaffe, Amy Myers & Lont, David H. & Dominguez-Faus, Rosa, 2015, "Science and the stock market: Investors' recognition of unburnable carbon," Energy Economics, Elsevier, volume 52, issue PA, pages 1-12, DOI: 10.1016/j.eneco.2015.08.028.
• Smales, Lee A., 2015, "Time-variation in the impact of news sentiment," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 40-50, DOI: 10.1016/j.irfa.2014.11.019.
• Kalaitzoglou, Iordanis Angelos & Ibrahim, Boulis Maher, 2015, "Liquidity and resolution of uncertainty in the European carbon futures market," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 89-102, DOI: 10.1016/j.irfa.2014.11.006.
• Dichtl, Hubert & Drobetz, Wolfgang, 2015, "Sell in May and Go Away: Still good advice for investors?," International Review of Financial Analysis, Elsevier, volume 38, issue C, pages 29-43, DOI: 10.1016/j.irfa.2014.09.007.
• Krieger, Kevin & Mauck, Nathan & Vazquez, Joseph, 2015, "Comparing U.S. and European market volatility responses to interest rate policy announcements," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 127-136, DOI: 10.1016/j.irfa.2015.03.003.
• Agarwalla, Sobhesh Kumar & Jacob, Joshy & Pandey, Ajay, 2015, "Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 167-178, DOI: 10.1016/j.irfa.2015.01.012.
• Demirer, Rıza & Lee, Hsiang-Tai & Lien, Donald, 2015, "Does the stock market drive herd behavior in commodity futures markets?," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 32-44, DOI: 10.1016/j.irfa.2015.02.006.
• Hudson, Robert & Urquhart, Andrew, 2015, "War and stock markets: The effect of World War Two on the British stock market," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 166-177, DOI: 10.1016/j.irfa.2015.05.015.
• González-Urteaga, Ana & Muga, Luis & Santamaria, Rafael, 2015, "Momentum and default risk. Some results using the jump component," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 185-193, DOI: 10.1016/j.irfa.2015.05.017.
• Jafarinejad, Mohammad & Jory, Surendranath R. & Ngo, Thanh N., 2015, "The effects of institutional ownership on the value and risk of diversified firms," International Review of Financial Analysis, Elsevier, volume 40, issue C, pages 207-219, DOI: 10.1016/j.irfa.2015.05.019.
• Asimakopoulos, Panagiotis N. & Tsangarakis, Nickolaos V. & Tsiritakis, Emmanuel D., 2015, "Price adjustment method and ex-dividend day returns in a different institutional setting," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 1-12, DOI: 10.1016/j.irfa.2015.05.005.
• Kryzanowski, Lawrence & Mohsni, Sana, 2015, "Earnings forecasts and idiosyncratic volatilities," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 107-123, DOI: 10.1016/j.irfa.2015.06.001.
• Chou, Hsin-I & Tian, Gloria Y. & Yin, Xiangkang, 2015, "Takeover rumors: Returns and pricing of rumored targets," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 13-27, DOI: 10.1016/j.irfa.2015.05.006.
• Ntim, Collins G. & English, John & Nwachukwu, Jacinta & Wang, Yan, 2015, "On the efficiency of the global gold markets," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 218-236, DOI: 10.1016/j.irfa.2015.03.013.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2015, "Will precious metals shine? A market efficiency perspective," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 284-291, DOI: 10.1016/j.irfa.2015.01.018.
• Smales, Lee A. & Yang, Yi, 2015, "The importance of belief dispersion in the response of gold futures to macroeconomic announcements," International Review of Financial Analysis, Elsevier, volume 41, issue C, pages 292-302, DOI: 10.1016/j.irfa.2015.01.017.
• D'Hondt, Catherine & Majois, Christophe & Mazza, Paolo, 2015, "Commonality on Euronext: Do location and account type matter?," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 183-198, DOI: 10.1016/j.irfa.2015.06.007.
• López, Raquel, 2015, "Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 292-303, DOI: 10.1016/j.irfa.2015.08.005.
• Bai, Min & Qin, Yafeng, 2015, "Short sales constraints and price adjustments to earnings announcements: Evidence from the Hong Kong market," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 304-315, DOI: 10.1016/j.irfa.2015.08.006.
• Sifat, Imtiaz Mohammad & Mohamad, Azhar, 2015, "Order imbalance and selling aggression under a shorting ban: Evidence from the UK," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 368-379, DOI: 10.1016/j.irfa.2015.09.002.
• Narayan, Seema & Smyth, Russell, 2015, "The financial econometrics of price discovery and predictability," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 380-393, DOI: 10.1016/j.irfa.2015.09.003.
• Kot, Hung Wan & Leung, Harry K.M. & Tang, Gordon Y.N., 2015, "The long-term performance of index additions and deletions: Evidence from the Hang Seng Index," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 407-420, DOI: 10.1016/j.irfa.2015.09.006.
• Switzer, Lorne N. & Tahaoglu, Cagdas, 2015, "The benefits of international diversification: market development, corporate governance, market cap, and structural change effects," International Review of Financial Analysis, Elsevier, volume 42, issue C, pages 76-97, DOI: 10.1016/j.irfa.2014.11.010.
• Huang, Teng-Ching & Tu, Yu-Chen & Chou, Heng-Chih, 2015, "Long memory and the relation between options and stock prices," Finance Research Letters, Elsevier, volume 12, issue C, pages 77-91, DOI: 10.1016/j.frl.2014.11.005.
• Wang, Miao & Wong, M. C. Sunny, 2015, "Rational speculative bubbles in the US stock market and political cycles," Finance Research Letters, Elsevier, volume 13, issue C, pages 1-9, DOI: 10.1016/j.frl.2015.03.009.
• Dare, William H. & Dennis, Steven A. & Paul, Rodney J., 2015, "Player absence and betting lines in the NBA," Finance Research Letters, Elsevier, volume 13, issue C, pages 130-136, DOI: 10.1016/j.frl.2015.02.004.
• Acker, Daniella & Duck, Nigel W., 2015, "Political risk, investor attention and the Scottish Independence referendum," Finance Research Letters, Elsevier, volume 13, issue C, pages 163-171, DOI: 10.1016/j.frl.2015.01.008.
• Gerritsen, Dirk F., 2015, "Security analysts’ target prices and takeover premiums," Finance Research Letters, Elsevier, volume 13, issue C, pages 205-213, DOI: 10.1016/j.frl.2015.01.002.
• Amaya, Diego & Filbien, Jean-Yves, 2015, "The similarity of ECB’s communication," Finance Research Letters, Elsevier, volume 13, issue C, pages 234-242, DOI: 10.1016/j.frl.2014.12.006.
• Godek, Paul E., 2015, "A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles," Finance Research Letters, Elsevier, volume 13, issue C, pages 29-35, DOI: 10.1016/j.frl.2015.03.006.
• Brawn, Derek & Sevǐc, Aleksandar, 2015, "Net payout return: An alternative to the traditional returns approach based on dividends and share repurchases," Finance Research Letters, Elsevier, volume 13, issue C, pages 66-73, DOI: 10.1016/j.frl.2015.03.002.
• Neaime, Simon, 2015, "Are emerging MENA stock markets mean reverting? A Monte Carlo simulation," Finance Research Letters, Elsevier, volume 13, issue C, pages 74-80, DOI: 10.1016/j.frl.2015.03.001.
• Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei, 2015, "Revisiting the earnings–price effect: The importance of future earnings," Finance Research Letters, Elsevier, volume 13, issue C, pages 90-96, DOI: 10.1016/j.frl.2015.02.009.
• Bi, XiaoGang & Wang, Danni, 2015, "Role of single largest investors: Examples of mutual funds and acquisitions," Finance Research Letters, Elsevier, volume 14, issue C, pages 104-110, DOI: 10.1016/j.frl.2015.05.010.
• Gebka, Bartosz & Hudson, Robert S. & Atanasova, Christina V., 2015, "The benefits of combining seasonal anomalies and technical trading rules," Finance Research Letters, Elsevier, volume 14, issue C, pages 36-44, DOI: 10.1016/j.frl.2015.06.001.
• Yılmaz, Mustafa Kemal & Erdem, Orhan & Eraslan, Veysel & Arık, Evren, 2015, "Technology upgrades in emerging equity markets: Effects on liquidity and trading activity," Finance Research Letters, Elsevier, volume 14, issue C, pages 87-92, DOI: 10.1016/j.frl.2015.05.012.
• Mazza, Paolo & Petitjean, Mikael, 2015, "How integrated is the European carbon derivatives market?," Finance Research Letters, Elsevier, volume 15, issue C, pages 18-30, DOI: 10.1016/j.frl.2015.07.005.
• Xu, Feng & Wan, Difang, 2015, "The impacts of institutional and individual investors on the price discovery in stock index futures market: Evidence from China," Finance Research Letters, Elsevier, volume 15, issue C, pages 221-231, DOI: 10.1016/j.frl.2015.10.002.
• Chang, Jung-Hsien & Hung, Mao-Wei & Tsai, Feng-Tse, 2015, "Credit contagion and competitive effects of bond rating downgrades along the supply chain," Finance Research Letters, Elsevier, volume 15, issue C, pages 232-238, DOI: 10.1016/j.frl.2015.10.006.
• Wen, Yi-Chieh & Lin, Philip T. & Li, Bin & Roca, Eduardo, 2015, "Stock return predictability in South Africa: The role of major developed markets," Finance Research Letters, Elsevier, volume 15, issue C, pages 257-265, DOI: 10.1016/j.frl.2015.10.014.
• Haga, Jesper, 2015, "Intermediate-term momentum and credit rating," Finance Research Letters, Elsevier, volume 15, issue C, pages 59-67, DOI: 10.1016/j.frl.2015.08.004.
• Luo, Xingguo & Ye, Zinan, 2015, "Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?," Finance Research Letters, Elsevier, volume 15, issue C, pages 68-77, DOI: 10.1016/j.frl.2015.08.005.
• Massa, Massimo & Simonov, Andrei & Stenkrona, Anders, 2015, "Style representation and portfolio choice," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 1-25, DOI: 10.1016/j.finmar.2015.02.001.
• Huh, Sahn-Wook & Lin, Hao & Mello, Antonio S., 2015, "Options market makers׳ hedging and informed trading: Theory and evidence," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 26-58, DOI: 10.1016/j.finmar.2015.01.001.
• Jacobs, Heiko & Weber, Martin, 2015, "On the determinants of pairs trading profitability," Journal of Financial Markets, Elsevier, volume 23, issue C, pages 75-97, DOI: 10.1016/j.finmar.2014.12.001.
• Berkowitz, Jason P. & Depken, Craig A. & Gandar, John M., 2015, "Information and accuracy in pricing: Evidence from the NCAA men׳s basketball betting market," Journal of Financial Markets, Elsevier, volume 25, issue C, pages 16-32, DOI: 10.1016/j.finmar.2015.06.003.
• Bansal, Naresh & Connolly, Robert A. & Stivers, Chris, 2015, "Equity volatility as a determinant of future term-structure volatility," Journal of Financial Markets, Elsevier, volume 25, issue C, pages 33-51, DOI: 10.1016/j.finmar.2015.05.002.
• Chakrabarty, Bidisha & Pascual, Roberto & Shkilko, Andriy, 2015, "Evaluating trade classification algorithms: Bulk volume classification versus the tick rule and the Lee-Ready algorithm," Journal of Financial Markets, Elsevier, volume 25, issue C, pages 52-79, DOI: 10.1016/j.finmar.2015.06.001.
• Paiardini, Paola, 2015, "Informed trading in parallel bond markets," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 103-121, DOI: 10.1016/j.finmar.2015.08.002.
• Gao, Pengjie & Hao, Jia & Kalcheva, Ivalina & Ma, Tongshu, 2015, "Short sales and the weekend effect—Evidence from a natural experiment," Journal of Financial Markets, Elsevier, volume 26, issue C, pages 85-102, DOI: 10.1016/j.finmar.2015.06.005.
• Yu Zhang & Xiaosong Zheng, 2015, "A Study Of The Investment Behavior Based On Behavioral Finance," European Journal of Business and Economics, Central Bohemia University, volume 10, issue 1, pages 5571:10-557, June, DOI: 10.12955/ejbe.v10i1.557.
• Hyeongwoo Kim & Deockhyun Ryu, 2015, "Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2015-08, Jun.
• İbrahim Bozkurt & Sezer Öksüz & Rıfat Karakuş, 2015, "The Impact of Financial Stataments’ Publications on Stock Returns: An Empirical Application on ISE," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 30, issue 103, pages 112-141, April, DOI: https://doi.org/10.33203/mfy.307954.
• Alex Edmans & Itay Goldstein & Wei Jiang, 2015, "Feedback Effects, Asymmetric Trading, and the Limits to Arbitrage," American Economic Review, American Economic Association, volume 105, issue 12, pages 3766-3797, December.
• Marco Ottaviani & Peter Norman Sørensen, 2015, "Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal," American Economic Review, American Economic Association, volume 105, issue 1, pages 1-34, January.
• Jordi Galí & Luca Gambetti, 2015, "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," American Economic Journal: Macroeconomics, American Economic Association, volume 7, issue 1, pages 233-257, January.
• Aurélien Baillon & Han Bleichrodt, 2015, "Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses," American Economic Journal: Microeconomics, American Economic Association, volume 7, issue 2, pages 77-100, May.
• Olivier Niyitegeka & Devi Datt Tewari, 2015, "Short And Long-Term Dynamics Of Herd Behaviour At The Johannesburg Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 17, issue 2, pages 84-102.
• Ye, Shiyu & Karali, Berna, undated, "The Informational Content of Inventory Announcements: Intraday Evidence from Crude Oil Futures Market," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205595, DOI: 10.22004/ag.econ.205595.
• Gutierrez, Luciano & Piras, Francesco & Olmeo, Maria Grazia, 2015, "Forecasting Wheat Commodity Prices using a Global Vector Autoregressive model," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 207264, Jun, DOI: 10.22004/ag.econ.207264.
• Ivkov, Milan & Blešić, Ivana & Popov Raljić, Jovanka & Ivkov Džigurski, Anđelija & Pivac, Tatjana & Jovanović, Tamara, 2015, "Visitors’ Motives For Attending A Hybrid Event: A Case Study Of Agricultural Fair," Economics of Agriculture, Institute of Agricultural Economics, volume 62, issue 01, pages 1-20, March, DOI: 10.22004/ag.econ.200509.
• Dolatabadi, Sepideh & ßrregaard Nielsen, Morten & Xu, Ke, 2015, "A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274653, Nov, DOI: 10.22004/ag.econ.274653.
• Nicoleta Mihaela FLOREA & Stelian SELISTEANU & Radu BUZIERNESCU, 2015, "Approaching Performance Audit in Public Institutions," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 17, pages 74-79, December.
• Petitjean, Mikael, 2015, "How integrated is the European carbon derivatives market?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015004, Jan.
• Teodor Hada & Emil Olteanu & Iulian Bogdan Dobra, 2015, "Analysis Of The Average Share Price Of Companies Listed On Bse Depending On The Profit And Exchange Segment. Different Techniques Of General Least Square And Computing Coefficient Covariance For Mean Price Equation Estimation," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 17, pages 1-7.
• Giovanni Ferri & Angelo Leogrande, 2015, "Was the Crisis due to a shift from stakeholder to shareholder finance? Surveying the debate," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 108, May.
• Robert A. Jarrow, 2015, "Asset Price Bubbles," Annual Review of Financial Economics, Annual Reviews, volume 7, issue 1, pages 201-218, December, DOI: 10.1146/annurev-financial-030215-03.
• Oliver Linton & Katja Smetanina, 2015, "Mean Ratio Statistic for measuring predictability," CeMMAP working papers, Institute for Fiscal Studies, number 08/15, Feb, DOI: 10.1920/wp.cem.2015.0815.
• Mihaela Brindusa Tudose & Valentina Diana Rusu, 2015, "Global Competitiveness Of The European Union Member States: Evolution And Perspectives," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 22.