Research classified by Journal of Economic Literature (JEL) codes

2015

• Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M., 2015, "Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 164-172, DOI: 10.1016/j.jfs.2014.07.003.
• Wu, Deming, 2015, "The effects of government capital and liquidity support programs on bank lending: Evidence from the syndicated corporate credit market," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 13-25, DOI: 10.1016/j.jfs.2015.09.002.
• Silva, Paulo Pereira da & Vieira, Carlos & Vieira, Isabel, 2015, "The determinants of CDS open interest dynamics," Journal of Financial Stability, Elsevier, volume 21, issue C, pages 95-109, DOI: 10.1016/j.jfs.2015.09.003.
• Sayim, Mustafa & Rahman, Hamid, 2015, "An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market," Global Finance Journal, Elsevier, volume 26, issue C, pages 1-17, DOI: 10.1016/j.gfj.2015.01.001.
• Shachmurove, Yochanan & Vulanovic, Milos, 2015, "Specified purpose acquisition companies in shipping," Global Finance Journal, Elsevier, volume 26, issue C, pages 64-79, DOI: 10.1016/j.gfj.2015.01.005.
• Alhashel, Bader, 2015, "Does stealth trading coexist with high levels of insider trading? Evidence from Kuwait," Global Finance Journal, Elsevier, volume 27, issue C, pages 112-118, DOI: 10.1016/j.gfj.2015.04.007.
• Chiang, Thomas C. & Zheng, Dazhi, 2015, "Liquidity and stock returns: Evidence from international markets," Global Finance Journal, Elsevier, volume 27, issue C, pages 73-97, DOI: 10.1016/j.gfj.2015.04.005.
• Sun, Zhuowei & Dunne, Peter G. & Li, Youwei, 2015, "Price discovery in the dual-platform US Treasury market," Global Finance Journal, Elsevier, volume 28, issue C, pages 95-110, DOI: 10.1016/j.gfj.2015.02.001.
• Porras, Eva & Ülkü, Numan, 2015, "Foreigners’ trading and stock returns in Spain," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 111-126, DOI: 10.1016/j.intfin.2014.11.008.
• Ibikunle, Gbenga, 2015, "Opening and closing price efficiency: Do financial markets need the call auction?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 208-227, DOI: 10.1016/j.intfin.2014.11.014.
• Fung, Ka Wai Terence & Demir, Ender & Lau, Chi Keung Marco & Chan, Kwok Ho, 2015, "Reexamining sports-sentiment hypothesis: Microeconomic evidences from Borsa Istanbul," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 337-355, DOI: 10.1016/j.intfin.2014.11.015.
• Chau, Frankie & Deesomsak, Rataporn, 2015, "Business cycle variation in positive feedback trading: Evidence from the G-7 economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 35, issue C, pages 147-159, DOI: 10.1016/j.intfin.2014.12.003.
• Grammatikos, Theoharry & Lehnert, Thorsten & Otsubo, Yoichi, 2015, "Market perceptions of US and European policy actions around the subprime crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 99-113, DOI: 10.1016/j.intfin.2015.02.007.
• Bornholt, Graham & Gharaibeh, Omar & Malin, Mirela, 2015, "Industry long-term return reversal," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 65-78, DOI: 10.1016/j.intfin.2015.05.013.
• Goddard, John & Kita, Arben & Wang, Qingwei, 2015, "Investor attention and FX market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 79-96, DOI: 10.1016/j.intfin.2015.05.001.
• Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S., 2015, "The effect of security and market order flow shocks on co-movement," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 136-155, DOI: 10.1016/j.intfin.2015.07.005.
• Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz, 2015, "Do high-frequency financial data help forecast oil prices? The MIDAS touch at work," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 238-252, DOI: 10.1016/j.ijforecast.2014.06.005.
• Lleo, Sébastien & Ziemba, William T., 2015, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 399-425, DOI: 10.1016/j.ijforecast.2015.02.001.
• Billings, Mary Brooke & Cedergren, Matthew C., 2015, "Strategic silence, insider selling and litigation risk," Journal of Accounting and Economics, Elsevier, volume 59, issue 2, pages 119-142, DOI: 10.1016/j.jacceco.2014.12.001.
• Yezegel, Ari, 2015, "Why do analysts revise their stock recommendations after earnings announcements?," Journal of Accounting and Economics, Elsevier, volume 59, issue 2, pages 163-181, DOI: 10.1016/j.jacceco.2015.01.001.
• Burgstahler, David & Chuk, Elizabeth, 2015, "Do scaling and selection explain earnings discontinuities?," Journal of Accounting and Economics, Elsevier, volume 60, issue 1, pages 168-186, DOI: 10.1016/j.jacceco.2014.08.002.
• Devos, Erik & Elliott, William B. & Warr, Richard S., 2015, "CEO opportunism?: Option grants and stock trades around stock splits," Journal of Accounting and Economics, Elsevier, volume 60, issue 1, pages 18-35, DOI: 10.1016/j.jacceco.2015.02.004.
• Lys, Thomas & Naughton, James P. & Wang, Clare, 2015, "Signaling through corporate accountability reporting," Journal of Accounting and Economics, Elsevier, volume 60, issue 1, pages 56-72, DOI: 10.1016/j.jacceco.2015.03.001.
• Bloomfield, Matthew J. & Bloomfield, Robert, 2015, "Discussion of delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 104-109, DOI: 10.1016/j.jacceco.2015.09.001.
• Li, Kevin K. & You, Haifeng, 2015, "What is the value of sell-side analysts? Evidence from coverage initiations and terminations," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 141-160, DOI: 10.1016/j.jacceco.2015.08.006.
• Billings, Mary Brooke & Jennings, Robert & Lev, Baruch, 2015, "On guidance and volatility," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 161-180, DOI: 10.1016/j.jacceco.2015.07.008.
• Beneish, M.D. & Lee, C.M.C. & Nichols, D.C., 2015, "In short supply: Short-sellers and stock returns," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 33-57, DOI: 10.1016/j.jacceco.2015.08.001.
• Hansen, Robert S., 2015, "What is the value of sell-side analysts? Evidence from coverage changes – A discussion," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 58-64, DOI: 10.1016/j.jacceco.2015.08.005.
• Taylor, Daniel J. & Verrecchia, Robert E., 2015, "Delegated trade and the pricing of public and private information," Journal of Accounting and Economics, Elsevier, volume 60, issue 2, pages 8-32, DOI: 10.1016/j.jacceco.2015.07.002.
• Chen, Yangyang & Dou, Paul Y. & Rhee, S. Ghon & Truong, Cameron & Veeraraghavan, Madhu, 2015, "National culture and corporate cash holdings around the world," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 1-18, DOI: 10.1016/j.jbankfin.2014.09.018.
• Seo, Sung Won & Kim, Jun Sik, 2015, "The information content of option-implied information for volatility forecasting with investor sentiment," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 106-120, DOI: 10.1016/j.jbankfin.2014.09.010.
• Cogneau, Philippe & Hübner, Georges, 2015, "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 224-241, DOI: 10.1016/j.jbankfin.2014.10.004.
• Kosmidou, Kyriaki V. & Kousenidis, Dimitrios V. & Negakis, Christos I., 2015, "The impact of the EU/ECB/IMF bailout programs on the financial and real sectors of the ASE during the Greek sovereign crisis," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 440-454, DOI: 10.1016/j.jbankfin.2014.03.008.
• Bongini, Paola & Nieri, Laura & Pelagatti, Matteo, 2015, "The importance of being systemically important financial institutions," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 562-574, DOI: 10.1016/j.jbankfin.2014.07.006.
• Hentati-Kaffel, Rania & de Peretti, Philippe, 2015, "Generalized runs tests to detect randomness in hedge funds returns," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 608-615, DOI: 10.1016/j.jbankfin.2014.07.011.
• Navone, Marco & Pagani, Marco, 2015, "Brothers from different mothers how distribution fees change investment behavior," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 12-25, DOI: 10.1016/j.jbankfin.2014.10.013.
• Choy, Siu-Kai, 2015, "Retail clientele and option returns," Journal of Banking & Finance, Elsevier, volume 51, issue C, pages 26-42, DOI: 10.1016/j.jbankfin.2014.11.004.
• Lin, Tse-Chun & Lu, Xiaolong, 2015, "Why do options prices predict stock returns? Evidence from analyst tipping," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 17-28, DOI: 10.1016/j.jbankfin.2014.11.008.
• Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015, "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 217-229, DOI: 10.1016/j.jbankfin.2014.12.008.
• Ricci, Ornella, 2015, "The impact of monetary policy announcements on the stock price of large European banks during the financial crisis," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 245-255, DOI: 10.1016/j.jbankfin.2014.07.001.
• Ismailescu, Iuliana & Phillips, Blake, 2015, "Credit default swaps and the market for sovereign debt," Journal of Banking & Finance, Elsevier, volume 52, issue C, pages 43-61, DOI: 10.1016/j.jbankfin.2014.10.015.
• Godlewski, Christophe J., 2015, "The certification value of private debt renegotiation and the design of financial contracts: Empirical evidence from Europe," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 1-17, DOI: 10.1016/j.jbankfin.2014.12.006.
• Duong, Truong X. & Huszár, Zsuzsa R. & Yamada, Takeshi, 2015, "The costs and benefits of short sale disclosure," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 124-139, DOI: 10.1016/j.jbankfin.2014.12.014.
• Bertone, Stephen & Paeglis, Imants & Ravi, Rahul, 2015, "(How) has the market become more efficient?," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 72-86, DOI: 10.1016/j.jbankfin.2014.12.019.
• Hasan, Iftekhar & Massoud, Nadia & Saunders, Anthony & Song, Keke, 2015, "Which financial stocks did short sellers target in the subprime crisis?," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 87-103, DOI: 10.1016/j.jbankfin.2014.12.021.
• Sim, Nicholas & Zhou, Hongtao, 2015, "Oil prices, US stock return, and the dependence between their quantiles," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 1-8, DOI: 10.1016/j.jbankfin.2015.01.013.
• Ordu, Umut & Schweizer, Denis, 2015, "Executive compensation and informed trading in acquiring firms around merger announcements," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 260-280, DOI: 10.1016/j.jbankfin.2015.02.013.
• Baek, Seungho & Bilson, John F.O., 2015, "Size and value risk in financial firms," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 295-326, DOI: 10.1016/j.jbankfin.2014.02.011.
• Andriosopoulos, Dimitris & Lasfer, Meziane, 2015, "The market valuation of share repurchases in Europe," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 327-339, DOI: 10.1016/j.jbankfin.2014.04.017.
• Leung, Henry & Ton, Thai, 2015, "The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks," Journal of Banking & Finance, Elsevier, volume 55, issue C, pages 37-55, DOI: 10.1016/j.jbankfin.2015.01.009.
• Bali, Turan G. & Cakici, Nusret & Chabi-Yo, Fousseni, 2015, "A new approach to measuring riskiness in the equity market: Implications for the risk premium," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 101-117, DOI: 10.1016/j.jbankfin.2015.03.005.
• Jacobs, Heiko, 2015, "What explains the dynamics of 100 anomalies?," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 65-85, DOI: 10.1016/j.jbankfin.2015.03.006.
• Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand, 2015, "Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 179-193, DOI: 10.1016/j.jbankfin.2015.03.018.
• Chen, Jun & King, Tao-Hsien Dolly & Wen, Min-Ming, 2015, "Do joint ventures and strategic alliances create value for bondholders?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 247-267, DOI: 10.1016/j.jbankfin.2015.03.020.
• Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei), 2015, "Bond market event study methods," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 281-293, DOI: 10.1016/j.jbankfin.2015.03.013.
• Zhang, Yue, 2015, "The securitization of gold and its potential impact on gold stocks," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 309-326, DOI: 10.1016/j.jbankfin.2015.03.016.
• Devos, Erik & Hao, Wei & Prevost, Andrew K. & Wongchoti, Udomsak, 2015, "Stock return synchronicity and the market response to analyst recommendation revisions," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 376-389, DOI: 10.1016/j.jbankfin.2015.04.021.
• Kaplanski, Guy & Levy, Haim, 2015, "Trading breaks and asymmetric information: The option markets," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 390-404, DOI: 10.1016/j.jbankfin.2015.05.010.
• Huang, Chia-Wei, 2015, "Takeover vulnerability and the credibility of signaling: The case of open-market share repurchases," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 405-417, DOI: 10.1016/j.jbankfin.2015.04.022.
• Barinov, Alexander, 2015, "Why does higher variability of trading activity predict lower expected returns?," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 457-470, DOI: 10.1016/j.jbankfin.2015.05.014.
• Chang, Yen-Cheng & Cheng, Hung-Wen, 2015, "Information environment and investor behavior," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 250-264, DOI: 10.1016/j.jbankfin.2015.06.013.
• Angelidis, Timotheos & Sakkas, Athanasios & Tessaromatis, Nikolaos, 2015, "Stock market dispersion, the business cycle and expected factor returns," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 265-279, DOI: 10.1016/j.jbankfin.2015.04.025.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2015, "High frequency trading and end-of-day price dislocation," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 330-349, DOI: 10.1016/j.jbankfin.2015.06.011.
• Cao, Viet Nga, 2015, "What explains the value premium? The case of adjustment costs, operating leverage and financial leverage," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 350-366, DOI: 10.1016/j.jbankfin.2015.04.033.
• Jenkinson, Tim & Sousa, Miguel, 2015, "What determines the exit decision for leveraged buyouts?," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 399-408, DOI: 10.1016/j.jbankfin.2015.06.007.
• Bianchi, Robert J. & Drew, Michael E. & Fan, John Hua, 2015, "Combining momentum with reversal in commodity futures," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 423-444, DOI: 10.1016/j.jbankfin.2015.07.006.
• Duyvesteyn, Johan & de Zwart, Gerben, 2015, "Riding the swaption curve," Journal of Banking & Finance, Elsevier, volume 59, issue C, pages 57-75, DOI: 10.1016/j.jbankfin.2015.05.012.
• Chung, Dennis Y. & Hrazdil, Karel & Trottier, Kim, 2015, "On the efficiency of intra-industry information transfers: The dilution of the overreaction anomaly," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 153-167, DOI: 10.1016/j.jbankfin.2015.08.013.
• Cai, Yu & Lau, Sie Ting, 2015, "Informed trading around earnings and mutual fund alphas," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 168-180, DOI: 10.1016/j.jbankfin.2015.08.008.
• Adam, Tim R. & Fernando, Chitru S. & Golubeva, Evgenia, 2015, "Managerial overconfidence and corporate risk management," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 195-208, DOI: 10.1016/j.jbankfin.2015.07.013.
• Goto, Shingo & Xiao, Gang & Xu, Yan, 2015, "As told by the supplier: Trade credit and the cross section of stock returns," Journal of Banking & Finance, Elsevier, volume 60, issue C, pages 296-309, DOI: 10.1016/j.jbankfin.2015.08.030.
• Gehde-Trapp, Monika & Gündüz, Yalin & Nasev, Julia, 2015, "The liquidity premium in CDS transaction prices: Do frictions matter?," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 184-205, DOI: 10.1016/j.jbankfin.2015.08.024.
• Clausen, Saskia & Flor, Christian Riis, 2015, "The impact of assets-in-place on corporate financing and investment decisions," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 64-80, DOI: 10.1016/j.jbankfin.2015.08.020.
• Norton, Hugh & Gray, Steve & Faff, Robert, 2015, "Yes, one-day international cricket ‘in-play’ trading strategies can be profitable!," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 164-176, DOI: 10.1016/j.jbankfin.2015.08.031.
• Perez, M. Fabricio & Shkilko, Andriy & Sokolov, Konstantin, 2015, "Factor models for binary financial data," Journal of Banking & Finance, Elsevier, volume 61, issue S2, pages 177-188, DOI: 10.1016/j.jbankfin.2015.08.012.
• Brown, Alasdair & Yang, Fuyu, 2015, "Does society underestimate women? Evidence from the performance of female jockeys in horse racing," Journal of Economic Behavior & Organization, Elsevier, volume 111, issue C, pages 106-118, DOI: 10.1016/j.jebo.2014.12.031.
• Wengner, Andreas & Burghof, Hans-Peter & Schneider, Johannes, 2015, "The impact of credit rating announcements on corporate CDS markets—Are intra-industry effects observable?," Journal of Economics and Business, Elsevier, volume 78, issue C, pages 79-91, DOI: 10.1016/j.jeconbus.2014.11.003.
• Muzzioli, Silvia, 2015, "The optimal corridor for implied volatility: From periods of calm to turmoil," Journal of Economics and Business, Elsevier, volume 81, issue C, pages 77-94, DOI: 10.1016/j.jeconbus.2015.07.001.
• Chan, Sok-Gee & Koh, Eric H.Y. & Zainir, Fauzi & Yong, Chen-Chen, 2015, "Market structure, institutional framework and bank efficiency in ASEAN 5," Journal of Economics and Business, Elsevier, volume 82, issue C, pages 84-112, DOI: 10.1016/j.jeconbus.2015.07.002.
• Lei, Zhen & Shcherbakova, Anastasia V., 2015, "Revealing climate change opinions through investment behavior: Evidence from Fukushima," Journal of Environmental Economics and Management, Elsevier, volume 70, issue C, pages 92-108, DOI: 10.1016/j.jeem.2015.01.004.
• Carpentier, Cécile & Suret, Jean-Marc, 2015, "Stock market and deterrence effect: A mid-run analysis of major environmental and non-environmental accidents," Journal of Environmental Economics and Management, Elsevier, volume 71, issue C, pages 1-18, DOI: 10.1016/j.jeem.2015.01.001.
• Bianchi, Milo & Jehiel, Philippe, 2015, "Financial reporting and market efficiency with extrapolative investors," Journal of Economic Theory, Elsevier, volume 157, issue C, pages 842-878, DOI: 10.1016/j.jet.2015.02.009.
• Rostek, Marzena & Weretka, Marek, 2015, "Information and strategic behavior," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 536-557, DOI: 10.1016/j.jet.2014.12.005.
• Benhabib, Jess & Wang, Pengfei, 2015, "Private information and sunspots in sequential asset markets," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 558-584, DOI: 10.1016/j.jet.2014.12.003.
• Farhi, Emmanuel & Tirole, Jean, 2015, "Liquid bundles," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 634-655, DOI: 10.1016/j.jet.2014.09.002.
• Challe, Edouard & Chrétien, Edouard, 2015, "Market composition and price informativeness in a large market with endogenous order types," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 679-696, DOI: 10.1016/j.jet.2014.12.006.
• Albagli, Elias, 2015, "Investment horizons and asset prices under asymmetric information," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 787-837, DOI: 10.1016/j.jet.2014.12.008.
• Duffie, Darrell & Malamud, Semyon & Manso, Gustavo, 2015, "Reprint of: Information percolation in segmented markets," Journal of Economic Theory, Elsevier, volume 158, issue PB, pages 838-869, DOI: 10.1016/j.jet.2014.11.014.
• Møller, Stig V. & Rangvid, Jesper, 2015, "End-of-the-year economic growth and time-varying expected returns," Journal of Financial Economics, Elsevier, volume 115, issue 1, pages 136-154, DOI: 10.1016/j.jfineco.2014.08.006.
• Alldredge, Dallin M. & Cicero, David C., 2015, "Attentive insider trading," Journal of Financial Economics, Elsevier, volume 115, issue 1, pages 84-101, DOI: 10.1016/j.jfineco.2014.09.005.
• Acharya, Viral V. & Steffen, Sascha, 2015, "The “greatest” carry trade ever? Understanding eurozone bank risks," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 215-236, DOI: 10.1016/j.jfineco.2014.11.004.
• Krüger, Philipp, 2015, "Corporate goodness and shareholder wealth," Journal of Financial Economics, Elsevier, volume 115, issue 2, pages 304-329, DOI: 10.1016/j.jfineco.2014.09.008.
• Hanson, Samuel G. & Stein, Jeremy C., 2015, "Monetary policy and long-term real rates," Journal of Financial Economics, Elsevier, volume 115, issue 3, pages 429-448, DOI: 10.1016/j.jfineco.2014.11.001.
• Dimitrov, Valentin & Palia, Darius & Tang, Leo, 2015, "Impact of the Dodd-Frank act on credit ratings," Journal of Financial Economics, Elsevier, volume 115, issue 3, pages 505-520, DOI: 10.1016/j.jfineco.2014.10.012.
• Albuquerque, Rui & Ramadorai, Tarun & Watugala, Sumudu W., 2015, "Trade credit and cross-country predictable firm returns," Journal of Financial Economics, Elsevier, volume 115, issue 3, pages 592-613, DOI: 10.1016/j.jfineco.2014.10.007.
• Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui, 2015, "Commonality in news around the world," Journal of Financial Economics, Elsevier, volume 116, issue 1, pages 82-110, DOI: 10.1016/j.jfineco.2014.11.007.
• O’Hara, Maureen, 2015, "High frequency market microstructure," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 257-270, DOI: 10.1016/j.jfineco.2015.01.003.
• Conrad, Jennifer & Wahal, Sunil & Xiang, Jin, 2015, "High-frequency quoting, trading, and the efficiency of prices," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 271-291, DOI: 10.1016/j.jfineco.2015.02.008.
• Golubov, Andrey & Yawson, Alfred & Zhang, Huizhong, 2015, "Extraordinary acquirers," Journal of Financial Economics, Elsevier, volume 116, issue 2, pages 314-330, DOI: 10.1016/j.jfineco.2015.02.005.
• Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P. & Papakyriakou, Panayiotis, 2015, "The adverse effects of systematic leakage ahead of official sovereign debt rating announcements," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 526-547, DOI: 10.1016/j.jfineco.2014.12.005.
• Yuan, Yu, 2015, "Market-wide attention, trading, and stock returns," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 548-564, DOI: 10.1016/j.jfineco.2015.03.006.
• Pevzner, Mikhail & Xie, Fei & Xin, Xiangang, 2015, "When firms talk, do investors listen? The role of trust in stock market reactions to corporate earnings announcements," Journal of Financial Economics, Elsevier, volume 117, issue 1, pages 190-223, DOI: 10.1016/j.jfineco.2013.08.004.
• Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman, 2015, "Are institutions informed about news?," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 249-287, DOI: 10.1016/j.jfineco.2015.03.007.
• Banerjee, Snehal & Green, Brett, 2015, "Signal or noise? Uncertainty and learning about whether other traders are informed," Journal of Financial Economics, Elsevier, volume 117, issue 2, pages 398-423, DOI: 10.1016/j.jfineco.2015.05.003.
• 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.

2014

• Thomas, Ashok & Spataro, Luca & Mathew, Nanditha, 2014, "Pension funds and stock market volatility: An empirical analysis of OECD countries," Journal of Financial Stability, Elsevier, volume 11, issue C, pages 92-103, DOI: 10.1016/j.jfs.2014.01.001.
• Afik, Zvika & Feinstein, Itai & Galil, Koresh, 2014, "The (un)informative value of credit rating announcements in small markets," Journal of Financial Stability, Elsevier, volume 14, issue C, pages 66-80, DOI: 10.1016/j.jfs.2014.08.001.
• Becchetti, L. & Ferrari, M. & Trenta, U., 2014, "The impact of the French Tobin tax," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 127-148, DOI: 10.1016/j.jfs.2014.08.003.
• Boschi, Melisso & Girardi, Alessandro & Ventura, Marco, 2014, "Partial credit guarantees and SMEs financing," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 182-194, DOI: 10.1016/j.jfs.2014.09.007.
• Sobaci, Cihat & Sensoy, Ahmet & Erturk, Mutahhar, 2014, "Impact of short selling activity on market dynamics: Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 53-62, DOI: 10.1016/j.jfs.2014.08.010.
• 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.