Research classified by Journal of Economic Literature (JEL) codes

2014

• Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2014, "Washington meets Wall Street: A closer examination of the presidential cycle puzzle," Journal of International Money and Finance, Elsevier, volume 43, issue C, pages 50-69, DOI: 10.1016/j.jimonfin.2013.11.003.
• Cakici, Nusret & Tan, Sinan, 2014, "Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 179-209, DOI: 10.1016/j.jimonfin.2013.12.005.
• Spierdijk, Laura & Umar, Zaghum, 2014, "Stocks for the long run? Evidence from emerging markets," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 217-238, DOI: 10.1016/j.jimonfin.2014.06.003.
• Hau, Harald, 2014, "The exchange rate effect of multi-currency risk arbitrage," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 304-331, DOI: 10.1016/j.jimonfin.2014.05.001.
• Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno, 2014, "Short-sellers: Informed but restricted," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 56-70, DOI: 10.1016/j.jimonfin.2014.04.001.
• Cheung, Yin-Wong & Rime, Dagfinn, 2014, "The offshore renminbi exchange rate: Microstructure and links to the onshore market," Journal of International Money and Finance, Elsevier, volume 49, issue PA, pages 170-189, DOI: 10.1016/j.jimonfin.2014.05.012.
• Molyneux, Philip & Schaeck, Klaus & Zhou, Tim Mi, 2014, "‘Too systemically important to fail’ in banking – Evidence from bank mergers and acquisitions," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 258-282, DOI: 10.1016/j.jimonfin.2014.03.006.
• Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2014, "The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 319-339, DOI: 10.1016/j.jimonfin.2014.06.008.
• Lee, Bong-Soo & Ko, Kwangsoo, 2014, "Are Japanese short sellers information detectives?," Journal of the Japanese and International Economies, Elsevier, volume 34, issue C, pages 89-97, DOI: 10.1016/j.jjie.2014.05.002.
• Liu, Shuangzhe & Ma, Tiefeng & Polasek, Wolfgang, 2014, "Spatial system estimators for panel models: A sensitivity and simulation study," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 101, issue C, pages 78-102, DOI: 10.1016/j.matcom.2014.03.003.
• Farooqi, Javeria & Harris, Oneil & Ngo, Thanh, 2014, "Corporate diversification, real activities manipulation, and firm value," Journal of Multinational Financial Management, Elsevier, volume 27, issue C, pages 130-151, DOI: 10.1016/j.mulfin.2014.06.010.
• Vithessonthi, Chaiporn, 2014, "What explains the initial return of initial public offerings after the 1997 Asian financial crisis? Evidence from Thailand," Journal of Multinational Financial Management, Elsevier, volume 27, issue C, pages 89-113, DOI: 10.1016/j.mulfin.2014.05.002.
• Ko, Kuan-Cheng & Lin, Shinn-Juh & Su, Hsiang-Ju & Chang, Hsing-Hua, 2014, "Value investing and technical analysis in Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 14-36, DOI: 10.1016/j.pacfin.2013.10.004.
• Gordon, Narelle & Watts, Edward & Wu, Qiongbing, 2014, "Information attributes, information asymmetry and industry sector returns," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 156-175, DOI: 10.1016/j.pacfin.2013.12.002.
• Lee, Chin-Chong & Poon, Wai-Ching & Sinnakkannu, Jothee, 2014, "Why are rights offers in Hong Kong so different?," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 176-197, DOI: 10.1016/j.pacfin.2013.12.004.
• Lu, Tsung-Hsun, 2014, "The profitability of candlestick charting in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 65-78, DOI: 10.1016/j.pacfin.2013.10.006.
• Bai, Min & Qin, Yafeng, 2014, "Short-sales constraints and liquidity change: Cross-sectional evidence from the Hong Kong Market," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 98-122, DOI: 10.1016/j.pacfin.2013.11.004.
• Takeda, Fumiko & Wakao, Takumi, 2014, "Google search intensity and its relationship with returns and trading volume of Japanese stocks," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 1-18, DOI: 10.1016/j.pacfin.2014.01.003.
• Li, Bob & Stork, Thomas & Chai, Daniel & Ee, Mong Shan & Ang, Hong Nee, 2014, "Momentum effect in Australian equities: Revisit, armed with short-selling ban and risk factors," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 19-31, DOI: 10.1016/j.pacfin.2014.01.001.
• He, Wen & Shen, Jianfeng, 2014, "Do foreign investors improve informational efficiency of stock prices? Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 32-48, DOI: 10.1016/j.pacfin.2014.01.005.
• Jain, Pawan & Jiang, Christine, 2014, "Predicting future price volatility: Empirical evidence from an emerging limit order market," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 72-93, DOI: 10.1016/j.pacfin.2014.01.006.
• Al-Khazali, Osamah & Lean, Hooi Hooi & Samet, Anis, 2014, "Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach," Pacific-Basin Finance Journal, Elsevier, volume 28, issue C, pages 29-46, DOI: 10.1016/j.pacfin.2013.09.003.
• Jiang, George J. & Lu, Liangliang & Zhu, Dongming, 2014, "The information content of analyst recommendation revisions — Evidence from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 1-17, DOI: 10.1016/j.pacfin.2014.03.002.
• Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Melvin, Michael, 2014, "Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 163-181, DOI: 10.1016/j.pacfin.2014.04.001.
• Kim, Sei-Wan & Lee, Bong-Soo & Kim, Young-Min, 2014, "Who mimics whom in the equity fund market? Evidence from the Korean equity fund market," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 199-218, DOI: 10.1016/j.pacfin.2014.04.004.
• Chen, Pei-wen & Huang, Han-ching & Su, Yong-chern, 2014, "The central bank in market efficiency: The case of Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 239-260, DOI: 10.1016/j.pacfin.2014.04.002.
• McCredie, Bronwyn & Docherty, Paul & Easton, Steve & Uylangco, Katherine, 2014, "The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 261-271, DOI: 10.1016/j.pacfin.2014.05.001.
• Yeh, Chung-Ying & Yeh, Shih-Kuo & Chen, Ren-Raw, 2014, "Liquidity discount in the opaque market: The evidence from Taiwan's Emerging Stock Market," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 297-309, DOI: 10.1016/j.pacfin.2014.03.004.
• Jun, Xiao & Li, Mingsheng & Shi, Jing, 2014, "Volatile market condition and investor clientele effects on mutual fund flow performance relationship," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 310-334, DOI: 10.1016/j.pacfin.2014.05.002.
• Judge, Amrit & Reancharoen, Tipprapa, 2014, "An empirical examination of the lead–lag relationship between spot and futures markets: Evidence from Thailand," Pacific-Basin Finance Journal, Elsevier, volume 29, issue C, pages 335-358, DOI: 10.1016/j.pacfin.2014.05.003.
• He, William Peng & Lepone, Andrew, 2014, "Determinants of liquidity and execution probability in exchange operated dark pool: Evidence from the Australian Securities Exchange," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 1-16, DOI: 10.1016/j.pacfin.2014.07.004.
• Cheema, Muhammad A. & Nartea, Gilbert V., 2014, "Momentum returns and information uncertainty: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 173-188, DOI: 10.1016/j.pacfin.2014.10.002.
• Hao, Xiangchao & Shi, Jing & Yang, Jian, 2014, "The differential impact of the bank–firm relationship on IPO underpricing: evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 207-232, DOI: 10.1016/j.pacfin.2014.10.004.
• Park, Jinwoo & Lee, Posang & Park, Yun W., 2014, "Information effect of involuntary delisting and informed trading," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 251-269, DOI: 10.1016/j.pacfin.2014.10.006.
• Wu, Qiongbing & Shamsuddin, Abul, 2014, "Investor attention, information diffusion and industry returns," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 30-43, DOI: 10.1016/j.pacfin.2014.06.002.
• Narayan, Paresh Kumar & Ahmed, Huson Ali & Sharma, Susan Sunila & K.P., Prabheesh, 2014, "How profitable is the Indian stock market?," Pacific-Basin Finance Journal, Elsevier, volume 30, issue C, pages 44-61, DOI: 10.1016/j.pacfin.2014.07.001.
• Coulomb, Renaud & Sangnier, Marc, 2014, "The impact of political majorities on firm value: Do electoral promises or friendship connections matter?," Journal of Public Economics, Elsevier, volume 115, issue C, pages 158-170, DOI: 10.1016/j.jpubeco.2014.05.001.
• Luechinger, Simon & Moser, Christoph, 2014, "The value of the revolving door: Political appointees and the stock market," Journal of Public Economics, Elsevier, volume 119, issue C, pages 93-107, DOI: 10.1016/j.jpubeco.2014.08.001.
• Wang, Weishen & Graefe-Anderson, Rachel & Pyles, Mark K. & Kim, Dongnyoung, 2014, "How entrenched managers beat earnings expectations before and after SOX," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 1, pages 82-91, DOI: 10.1016/j.qref.2013.07.007.
• Majumder, Debasish, 2014, "Asset pricing for inefficient markets: Evidence from China and India," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 2, pages 282-291, DOI: 10.1016/j.qref.2013.12.007.
• Chazi, Abdelaziz & Khallaf, Ashraf & Liu, Yi & Zantout, Zaher, 2014, "Technology transactions, announcement effect, and reversal: Dissecting an anomaly," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 3, pages 371-381, DOI: 10.1016/j.qref.2014.03.004.
• Marfatia, Hardik A., 2014, "Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 3, pages 382-392, DOI: 10.1016/j.qref.2013.12.003.
• Zhu, Hui, 2014, "Implications of limited investor attention to customer–supplier information transfers," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 3, pages 405-416, DOI: 10.1016/j.qref.2014.02.003.
• Marzo, Massimiliano & Zagaglia, Paolo, 2014, "Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 4, pages 487-499, DOI: 10.1016/j.qref.2014.05.003.
• Golec, Joseph & Gupta, Neeraj J., 2014, "Do investments in intangible customer assets affect firm value?," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 4, pages 513-520, DOI: 10.1016/j.qref.2014.06.002.
• Yuan, Tian & Gupta, Rakesh, 2014, "Chinese Lunar New Year effect in Asian stock markets, 1999–2012," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 4, pages 529-537, DOI: 10.1016/j.qref.2014.06.001.
• Yao, Juan & Ma, Chuanchan & He, William Peng, 2014, "Investor herding behaviour of Chinese stock market," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 12-29, DOI: 10.1016/j.iref.2013.03.002.
• Chan, Yue-Cheong, 2014, "How does retail sentiment affect IPO returns? Evidence from the internet bubble period," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 235-248, DOI: 10.1016/j.iref.2013.05.016.
• Tsai, Chun-Li, 2014, "The effects of monetary policy on stock returns: Financing constraints and “informative” and “uninformative” FOMC statements," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 273-290, DOI: 10.1016/j.iref.2013.06.003.
• Shen, Carl Hsin-han, 2014, "Pecking order, access to public debt market, and information asymmetry," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 291-306, DOI: 10.1016/j.iref.2013.06.002.
• Chang, Hsiu-Hua & Chen, Anlin & Kao, Lanfeng & Wu, Chin-Shun, 2014, "IPO price discovery efficiency under alternative regulatory constraints: Taiwan, Hong Kong and the U.S," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 83-96, DOI: 10.1016/j.iref.2013.05.001.
• Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014, "Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements," International Review of Economics & Finance, Elsevier, volume 30, issue C, pages 101-119, DOI: 10.1016/j.iref.2013.10.004.
• Demirer, Rıza & Kutan, Ali M. & Zhang, Huacheng, 2014, "Do ADR investors herd?: Evidence from advanced and emerging markets," International Review of Economics & Finance, Elsevier, volume 30, issue C, pages 138-148, DOI: 10.1016/j.iref.2013.10.006.
• Lou, Fang & Wang, Jiwei & Yuan, Hongqi, 2014, "Causes and consequences of corporate asset exchanges by listed companies in China," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 205-217, DOI: 10.1016/j.iref.2014.02.004.
• Tsai, Hui-Ju, 2014, "The informational efficiency of bonds and stocks: The role of institutional sized bond trades," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 34-45, DOI: 10.1016/j.iref.2013.12.002.
• Lai, Jung-Ho & Chen, Li-Yu, 2014, "The valuation effect of corporate governance on stakeholder wealth: Evidence from strategic alliances," International Review of Economics & Finance, Elsevier, volume 32, issue C, pages 117-131, DOI: 10.1016/j.iref.2014.01.010.
• Abad, Pilar & Robles, M. Dolores, 2014, "Credit rating agencies and idiosyncratic risk: Is there a linkage? Evidence from the Spanish Market," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 152-171, DOI: 10.1016/j.iref.2014.05.002.
• Hou, Yang & Li, Steven, 2014, "The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 319-337, DOI: 10.1016/j.iref.2014.03.001.
• Aumeboonsuke, Vesarach & Dryver, Arthur L., 2014, "The importance of using a test of weak-form market efficiency that does not require investigating the data first," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 350-357, DOI: 10.1016/j.iref.2014.02.009.
• Cheng, Louis T.W. & Leung, T.Y. & Yu, Wayne, 2014, "Information arrival, changes in R-square and pricing asymmetry of corporate news," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 67-81, DOI: 10.1016/j.iref.2014.03.004.
• Peri, Massimo & Vandone, Daniela & Baldi, Lucia, 2014, "Internet, noise trading and commodity futures prices," International Review of Economics & Finance, Elsevier, volume 33, issue C, pages 82-89, DOI: 10.1016/j.iref.2014.03.006.
• Li, Jinfang, 2014, "Multi-period sentiment asset pricing model with information," International Review of Economics & Finance, Elsevier, volume 34, issue C, pages 118-130, DOI: 10.1016/j.iref.2014.07.006.
• Fang, Jiali & Jacobsen, Ben & Qin, Yafeng, 2014, "Predictability of the simple technical trading rules: An out-of-sample test," Review of Financial Economics, Elsevier, volume 23, issue 1, pages 30-45, DOI: 10.1016/j.rfe.2013.05.004.
• Bossone, Biagio, 2014, "Liquidity and capital under uncertainty and changing market sentiment: A simple analysis," Review of Financial Economics, Elsevier, volume 23, issue 2, pages 98-105, DOI: 10.1016/j.rfe.2013.10.003.
• Aissia, Dorsaf Ben, 2014, "IPO first-day returns: Skewness preference, investor sentiment and uncertainty underlying factors," Review of Financial Economics, Elsevier, volume 23, issue 3, pages 148-154, DOI: 10.1016/j.rfe.2014.06.001.
• Siougle, Georgia & Spyrou, Spyros I. & Tsekrekos, Andrianos E., 2014, "Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 148-172, DOI: 10.1016/j.ribaf.2013.07.003.
• Mobarek, Asma & Fiorante, Angelo, 2014, "The prospects of BRIC countries: Testing weak-form market efficiency," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 217-232, DOI: 10.1016/j.ribaf.2013.06.004.
• Azad, A.S.M. Sohel & Azmat, Saad & Fang, Victor & Edirisuriya, Piyadasa, 2014, "Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 51-71, DOI: 10.1016/j.ribaf.2013.05.003.
• Hahl, Teemu & Vähämaa, Sami & Äijö, Janne, 2014, "Value versus growth in IPOs: New evidence from Finland," Research in International Business and Finance, Elsevier, volume 31, issue C, pages 17-31, DOI: 10.1016/j.ribaf.2013.11.004.
• Smales, Lee A., 2014, "Non-scheduled news arrival and high-frequency stock market dynamics," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 122-138, DOI: 10.1016/j.ribaf.2014.03.006.
• Mirzaee Ghazani, Majid & Khalili Araghi, Mansour, 2014, "Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 50-59, DOI: 10.1016/j.ribaf.2014.03.002.
• Sunil Poshakwale & Anandadeep Mandal, 2014, "Investor Behaviour and Herding: Evidence from the National Stock Exchange in India," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 2, pages 197-216, August, DOI: 10.1177/0972652714541341.
• Saumya Ranjan Dash & Jitendra Mahakud, 2014, "Do Asset Pricing Models Explain Size, Value, Momentum and Liquidity Effects? The Case of an Emerging Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 13, issue 3, pages 217-251, December, DOI: 10.1177/0972652714550927.
• Теплова Т. В. & Микова Е. С., 2014, "Размер компании-эмитента, торговая активность и ликвидность акций как детерминанты моментум-стратегии портфельного инвестирования. Часть 1 . Company size, trading activity and liquidity as a determinants of cross-sectional momentum trading strategy o," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 14, issue 2, pages 14-23.
• Теплова Т. В. & Микова Е. С., 2014, "Размер компании-эмитента, торговая активность и ликвидность акций как детерминанты моментум-стратегии портфельного инвестирования. Часть 2 . Company size, trading activity and liquidity as a determinants of cross-sectional momentum trading strategy o," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 14, issue 3, pages 5-21.
• Sergei Kovbasyuk & Marco Pagano, 2014, "Advertising Arbitrage," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 360, Apr, revised 02 Apr 2022.
• Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014, "Low Frequency Effects of Macroeconomic News on Government Bond Yields," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 372, Aug.
• Andrew Ellul & Chotibhak Jotikasthira & Christian T. Lundblad & Yihui Wang, 2014, "Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 375, Oct.
• Giovanni Cespa & Xavier Vives, 2014, "The Beauty Contest and Short-Term Trading," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 383, Nov.
• Andrey Kudryavtsev, 2014, "Trying to Predict Opening Stock Returns," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0301306, Jul.
• ?lker Sakinc, 2014, "Using Grey Relational Analysis to Determine the Financial Performance of Turkish Football Clubs," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0802246, Oct.
• Nils Wittmann & Eppinger Marcus, 2014, "Market Inefficiencies and Forecastability of Spot Rates in the Shipping Sector," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0900012, Dec.
• Oswaldo García Salgado & Arturo Morales Castro, 2014, "Empresas exitosas y no exitosas que cotizan en la BMV del Sector Comercial: Una clasificación con Análisis Discriminante Múltiple, Modelos Logit y Redes Neuronales Artificiales," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 4, issue 1, pages 33-62, enero-jun.
• Joanna Lizińska & Leszek Czapiewski, 2014, "Performance of Polish IPO Firms: Size and Profitability Effect," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 53-71.
• Patrycja Chodnicka & Malgorzata Olszak (ed.), 2014, "Wspolczesne wyzwania rynku finansowego (Contemporary challenges of the financial market)," Book, University of Warsaw, Faculty of Management, number 04.
• Patrycja Chodnicka & Renata Karkowska & Malgorzata Olszak (ed.), 2014, "Towards contemporary issues in the financial system," Book, University of Warsaw, Faculty of Management, number 07.
• Cyril Monnet & Thomas Nellen, 2014, "The Collateral Costs of Clearing," Working Papers, Swiss National Bank, number 2014-04.
• Oscar Bernal Diaz & Astrid Herinckx & Ariane Szafarz, 2014, "Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe," Post-Print CEB, ULB -- Universite Libre de Bruxelles, volume 37, pages 244-256, March.
• Bruno Giovannetti & Mauro Rodrigues, Eduardo Ros, 2014, "Investment Grade, Asset Prices and Changes in the Source of Systematic Risk," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2014_05, Apr.
• Chara Theodoraki, 2014, "The interpretative ability of coefficient R2 to calculate the firm value," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 64, issue 1, pages 29-41, January-M.
• A. Malliaris & Mary Malliaris, 2014, "N-tuple S&P patterns across decades, 1950–2011," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 22, issue 2, pages 339-353, June, DOI: 10.1007/s10100-013-0298-3.
• Henryk Gurgul & Tomasz Wójtowicz, 2014, "The impact of US macroeconomic news on the Polish stock market," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 22, issue 4, pages 795-817, December, DOI: 10.1007/s10100-014-0343-x.
• Claudio Fontana & Monique Jeanblanc & Shiqi Song, 2014, "On arbitrages arising with honest times," Finance and Stochastics, Springer, volume 18, issue 3, pages 515-543, July, DOI: 10.1007/s00780-014-0231-1.
• Florian Geiger & Dirk Schiereck, 2014, "The influence of industry concentration on merger motives—empirical evidence from machinery industry mergers," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 1, pages 27-52, January, DOI: 10.1007/s12197-011-9202-y.
• Mark Mietzner & Denis Schweizer, 2014, "Hedge funds versus private equity funds as shareholder activists in Germany — differences in value creation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 2, pages 181-208, April, DOI: 10.1007/s12197-011-9203-x.
• Mehmet Dicle & John Levendis, 2014, "The day-of-the-week effect revisited: international evidence," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 3, pages 407-437, July, DOI: 10.1007/s12197-011-9223-6.
• Mohsen Saad & Zaher Zantout, 2014, "Over-investment in corporate R&D, risk, and stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 3, pages 438-460, July, DOI: 10.1007/s12197-012-9226-y.
• Go Tamakoshi & Shigeyuki Hamori, 2014, "Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 4, pages 627-642, October, DOI: 10.1007/s12197-012-9242-y.
• Sheng-Syan Chen & Robin Chou & Yun-Chi Lee, 2014, "The long-term performance following dividend initiations and resumptions revisited," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 4, pages 643-657, October, DOI: 10.1007/s12197-012-9243-x.
• Richard Borghesi, 2014, "The impact of the disposition effect on asset prices: insight from the NBA," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 4, pages 698-711, October, DOI: 10.1007/s12197-013-9260-4.
• Alex Boulatov & Bart Taub, 2014, "Liquidity and the marginal value of information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 55, issue 2, pages 307-334, February, DOI: 10.1007/s00199-013-0757-z.
• Aviad Tur-Sinai, 2014, "Adaptation patterns and consumer behavior as a dependency on terror," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, volume 13, issue 2, pages 257-269, November, DOI: 10.1007/s11299-014-0154-8.
• Eli Amir & Eti Einhorn & Itay Kama, 2014, "The role of accounting disaggregation in detecting and mitigating earnings management," Review of Accounting Studies, Springer, volume 19, issue 1, pages 43-68, March, DOI: 10.1007/s11142-012-9220-9.
• Cameron Truong & Charles Corrado, 2014, "Options trading volume and stock price response to earnings announcements," Review of Accounting Studies, Springer, volume 19, issue 1, pages 161-209, March, DOI: 10.1007/s11142-013-9243-x.
• Navneet Arora & Scott Richardson & İrem Tuna, 2014, "Asset reliability and security prices: evidence from credit markets," Review of Accounting Studies, Springer, volume 19, issue 1, pages 363-395, March, DOI: 10.1007/s11142-013-9254-7.
• William Ciconte & Marcus Kirk & Jennifer Wu Tucker, 2014, "Does the midpoint of range earnings forecasts represent managers’ expectations?," Review of Accounting Studies, Springer, volume 19, issue 2, pages 628-660, June, DOI: 10.1007/s11142-013-9259-2.
• Heng An & Yul W. Lee & Ting Zhang, 2014, "Do corporations manage earnings to meet/exceed analyst forecasts? Evidence from pension plan assumption changes," Review of Accounting Studies, Springer, volume 19, issue 2, pages 698-735, June, DOI: 10.1007/s11142-013-9261-8.
• Anup Srivastava, 2014, "Selling-price estimates in revenue recognition and the usefulness of financial statements," Review of Accounting Studies, Springer, volume 19, issue 2, pages 661-697, June, DOI: 10.1007/s11142-013-9263-6.
• Daniel Aobdia & Judson Caskey & N. Bugra Ozel, 2014, "Inter-industry network structure and the cross-predictability of earnings and stock returns," Review of Accounting Studies, Springer, volume 19, issue 3, pages 1191-1224, September, DOI: 10.1007/s11142-014-9286-7.
• C. S. Agnes Cheng & John Daniel Eshleman, 2014, "Does the market overweight imprecise information? Evidence from customer earnings announcements," Review of Accounting Studies, Springer, volume 19, issue 3, pages 1125-1151, September, DOI: 10.1007/s11142-014-9293-8.
• Yaowen Shan & Stephen Taylor & Terry Walter, 2014, "The role of “other information” in analysts’ forecasts in understanding stock return volatility," Review of Accounting Studies, Springer, volume 19, issue 4, pages 1346-1392, December, DOI: 10.1007/s11142-013-9272-5.
• Sami Keskek & Senyo Tse & Jennifer Wu Tucker, 2014, "Analyst information production and the timing of annual earnings forecasts," Review of Accounting Studies, Springer, volume 19, issue 4, pages 1504-1531, December, DOI: 10.1007/s11142-014-9278-7.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2014/03, Apr.
• Jiř� Lahvička, 2014, "What causes the favourite-longshot bias? Further evidence from tennis," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 2, pages 90-92, January, DOI: 10.1080/13504851.2013.842628.
• Takeshi Inoue & Shigeyuki Hamori, 2014, "Market efficiency of commodity futures in India," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 8, pages 522-527, May, DOI: 10.1080/13504851.2013.872751.
• Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2014, "Item response models to measure corporate social responsibility," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 22, pages 1449-1464, November, DOI: 10.1080/09603107.2014.925070.
• Romain Boissin & Patrick Sentis, 2014, "Long-run performance of IPOs and the role of financial analysts: some French evidence," The European Journal of Finance, Taylor & Francis Journals, volume 20, issue 2, pages 125-149, February, DOI: 10.1080/1351847X.2012.689773.
• João A. Bastos & Jorge Caiado, 2014, "Clustering financial time series with variance ratio statistics," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 12, pages 2121-2133, December, DOI: 10.1080/14697688.2012.726736.
• Haiqiang Chen & Terence Tai Leung Chong & Yingni She, 2014, "A principal component approach to measuring investor sentiment in China," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 4, pages 573-579, April, DOI: 10.1080/14697688.2013.869698.
• Vassilis A. Efthymiou & George N. Leledakis, 2014, "The price impact of the disposition effect on the ex-dividend day of NYSE and AMEX common stocks," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 4, pages 711-724, April, DOI: 10.1080/14697688.2014.891759.
• Enrico Biffis & David Blake, 2014, "Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers," North American Actuarial Journal, Taylor & Francis Journals, volume 18, issue 1, pages 14-21, DOI: 10.1080/10920277.2013.872552.
• Neslihan Topbas, 2014, "Tests of Rationality in Turkish Foreign Exchange Market," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 14, issue 2, pages 65-78.
• Eleftherios Giovanis, 2014, "The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 7, issue 3, pages 43-61, December.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-014/III, Jan.
• Sait Ozturk & Michel van der Wel, 2014, "Intraday Price Discovery in Fragmented Markets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-027/III, Feb.
• Albert J. Menkveld & Marius A. Zoican, 2014, "Need for Speed? Exchange Latency and Liquidity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-097/IV, Jul.
• Marcin Wojtowicz, 2014, "Capital Structure Arbitrage revisited," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-137/IV/DSF81, Oct.
• Marcin Wojtowicz, 2014, "The Determinants of CDS Bid-ask Spreads," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-138/IV/ DSF82, Oct.
• Noussair, C.N. & Xu, Yilong, 2014, "Information Mirages and Financial Contagion in Asset Market Experiment," Discussion Paper, Tilburg University, Center for Economic Research, number 2014-034.
• Noussair, C.N. & Xu, Yilong, 2014, "Information Mirages and Financial Contagion in Asset Market Experiment," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8feff7d4-f49d-41a0-9bb0-5.
• Renneboog, L.D.R. & Zhao, Y., 2014, "Director networks and takeovers," Other publications TiSEM, Tilburg University, School of Economics and Management, number b25bfaae-9d29-49cb-99ee-4.
• He, Yinghua & Nielsson, Ulf & Wang, Yonglei, 2014, "Hurting without Hitting: The Economic Cost of Political Tension," TSE Working Papers, Toulouse School of Economics (TSE), number 14-484, Apr, revised Jul 2015.
• John Cotter & Davide Avino, 2014, "Sovereign and bank CDS spreads: two sides of the same coin?," Working Papers, Geary Institute, University College Dublin, number 201402, Feb.
• John Cotter & Niall O'Sullivan & Francesco Rossi, 2014, "The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market," Working Papers, Geary Institute, University College Dublin, number 201403, Feb.
• John Cotter & Stuart Gabriel & Richard Roll, 2014, "Can housing risk be diversified? A cautionary tale from the housing boom and bust," Working Papers, Geary Institute, University College Dublin, number 201412, Oct.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-02, Jan.
• Pilar Abad Romero & Maria Dolores Robles Fernández, 2014, "The Risk-Return binomial after rating changes," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-23, Jul.
• Alasdair Brown & Fuyu Yang, 2014, "The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 068, Dec.
• Georges Gallais-Hamonno & Thi-hong-van Hoang & Kim Oosterlinck, 2015, "Informational Efficiency of the Clandestine and Official Gold Markets in Paris," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/177963.
• J. Daniel Aromi, 2014, "El mercado cambiario y los contenidos en la prensa: un analisis empírico," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 31, issue 63, pages 3-23, july-dece.
• Henning, Laura Sophie, 2014, "Shareholder Voting and Merger Returns," Working Papers on Finance, University of St. Gallen, School of Finance, number 1416, Sep, revised Jul 2015.
• Haerri, Matthias & Morkoetter, Stefan & Westerfeld, Simone, 2014, "Sovereign Risk and the Pricing of Corporate Credit Default Swaps," Working Papers on Finance, University of St. Gallen, School of Finance, number 1423, May, revised Feb 2015.
• Anastasia Klimova & Adrian D. Lee, 2014, "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 21, Apr.
• Austin Gerig & David Michayluk, 2014, "Automated Liquidity Provision," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 345, Jan.
• KiHoon Jimmy Hong & Eliza Wu, 2014, "Can Momentum Factors Be Used to Enhance Accounting Information based Fundamental Analysis in Explaining Stock Price Movements?," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 346, Mar.
• Lijian Wei & Wei Zhang & Xiong Xiong & Lei Shi, 2014, "Position-Limit Design for the CSI 300 Futures Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 349, Jun.
• Dirk G Baur & Isaac Miyakawa, 2014, "The Stock Market, the Real Economy and Contagion," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 179, Jan.
• Anastasia Klimova & Adrian D. Lee, 2014, "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 181, Mar.
• Fausto Corradin & Domenico Sartore, 2014, "Fund Ratings: The method reconsidered," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:17.
• Owen Powell, 2014, "Measuring mispricing in experimental markets," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1407, Oct.
• LUPU, Radu & CALIN, Adrian Cantemir, 2014, "Co-Movements Of Regime Shifts In Gbp Currency Pairs Around Boe Quantitative Easing Announcements," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 3, pages 89-101.
• IORDACHI, Victoria, 2014, "The Activity Of Institutional Investors On The Securities Market Of The Republic Of Moldova," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 101-107.
• Prashant Joshi, 2014, "Analyzing Performance Of Garch Models In Nse," Working papers, Voice of Research, number 2014-09-16, Sep.
• Wiśniewska Marta, 2014, "Eurusd Intraday Price Reversal," Folia Oeconomica Stetinensia, Sciendo, volume 14, issue 2, pages 152-162, December, DOI: 10.1515/foli-2015-0014.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-18.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-26.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Options delta hedging with no options at all," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-27.
• Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski, 2014, "Generalized Momentum Asset Allocation Model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-30.
• Karen Croxson & J. James Reade, 2014, "Information and Efficiency: Goal Arrival in Soccer Betting," Economic Journal, Royal Economic Society, volume 124, issue 575, pages 62-91, March.
• Mikhail Golosov & Guido Lorenzoni & Aleh Tsyvinski, 2014, "Decentralized Trading With Private Information," Econometrica, Econometric Society, volume 82, issue 3, pages 1055-1091, May, DOI: 10.3982/ECTA8911.
• Guglielmo Maria Caporale & Luis Gil‐Alana, 2014, "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 2, pages 147-161, March.
• Douglas Davis & Oleg Korenok & Edward Simpson Prescott, 2014, "An Experimental Analysis of Contingent Capital with Market‐Price Triggers," Journal of Money, Credit and Banking, Blackwell Publishing, volume 46, issue 5, pages 999-1033, August, DOI: 10.1111/jmcb.12132.
• Jiali Fang & Ben Jacobsen & Yafeng Qin, 2014, "Predictability of the simple technical trading rules: An out‐of‐sample test," Review of Financial Economics, John Wiley & Sons, volume 23, issue 1, pages 30-45, January, DOI: 10.1016/j.rfe.2013.05.004.
• Renfei Gao & Cindy S. H. Wang & Christian M. Hafner, 2014, "The Impact Of Acquisitions On New Technology Stocks: The Google–Motorola Case," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-23, DOI: 10.1142/S2010495214400028.
• Chia-Lin Chang & Yu-Pei Ke, 2014, "Testing Price Pressure, Information, Feedback Trading, And Smoothing Effects For Energy Exchange Traded Funds," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-26, DOI: 10.1142/S2010495214400065.
• Antje Berndt & Anastasiya Ostrovnaya, 2014, "Do Equity Markets Favor Credit Market News Over Options Market News?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 02, pages 1-51, DOI: 10.1142/S2010139214500062.
• Oleg Bondarenko, 2014, "Why Are Put Options So Expensive?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 1-50, DOI: 10.1142/S2010139214500153.
• Takeshi Inoue & Shigeyuki Hamori, 2014, "Market Efficiency of Commodity Futures in India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India".
• Crocker H. Liu & Adam Nowak & Stuart Rosenthal, 2014, "Bubbles, Post-Crash Dynamics, and the Housing Market," Working Papers, Department of Economics, West Virginia University, number 14-18, May.
• Karl L. Guntermann & Crocker Liu & Adam Nowak, 2014, "Repeat Sales Methods for Growing Cities and Short Horizons," Working Papers, Department of Economics, West Virginia University, number 14-20, Jul.
• Zachary McGurk & Adam Nowak, 2014, "The Relationship Between Stock Returns and Investor Sentiment: Evidence from Social Media," Working Papers, Department of Economics, West Virginia University, number 14-38, Dec.
• Alicia Mar�n Solano & Sandra Ferreruela Garc�s, 2014, "An�lisis del comportamiento imitador intrad�a en el mercado de valores espa�ol durante el periodo de crisis 2008-2009," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2014-01, Jan.
• Cheung, Yin-Wong & Rime, Dagfinn, 2014, "The offshore renminbi exchange rate: Microstructure and links to the onshore market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 17/2014.
• Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent, 2014, "Do the type of sukuk and choice of shari'a scholar matter?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 21/2014.
• Francis, Bill & Hasan, Iftekhar & Sun, Xian & Waisman, Maya, 2014, "Can firms learn by observing? Evidence from cross-border M&As," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2014.
• Koziol, Christian & Koziol, Philipp & Schön, Thomas, 2014, "Do correlated defaults matter for CDS premia? An empirical analysis," Discussion Papers, Deutsche Bundesbank, number 21/2014.
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2014, "Who trades on momentum?," Discussion Papers, Deutsche Bundesbank, number 42/2014.
• Keser, Claudia & Markstädter, Andreas, 2014, "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 207.
• Keser, Claudia & Markstädter, Andreas, 2014, "Informational asymmetries in laboratory asset markets with state-dependent fundamentals," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 207 [rev.].
• Theissen, Erik & Zehnder, Lars Simon, 2014, "Estimation of trading costs: Trade indicator models revisited," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 14-09.
• Friewald, Nils & Jankowitsch, Rainer & Subrahmanyam, Marti G., 2014, "To disclose or not to disclose: Transparency and liquidity in the structured product market," CFS Working Paper Series, Center for Financial Studies (CFS), number 461.
• Baumeister, Christiane & Kilian, Lutz, 2014, "A general approach to recovering market expectations from futures prices with an application to crude oil," CFS Working Paper Series, Center for Financial Studies (CFS), number 466, DOI: 10.2139/ssrn.2499484.
• Kovbasyuk, Sergei & Pagano, Marco, 2014, "Advertising arbitrage," CFS Working Paper Series, Center for Financial Studies (CFS), number 482, DOI: 10.2139/ssrn.2509735.
• Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2014, "Is there a bubble in the art market?," CFS Working Paper Series, Center for Financial Studies (CFS), number 493.
• Murphy, Anne L., 2014, "Making the market: Trading debt at the Eighteenth-Century Bank of England," eabh Papers, The European Association for Banking and Financial History (EABH), number 14-05.
• Sakinç, İlker & Gülen, Merve, 2014, "The Performance Comparison of the Participation Banks Acting in Turkey via Grey Relations Analysis Method," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 1, issue 1, pages 3-14, DOI: 10.1453/jest.v1i1.88.
• Sakınç, İlker, 2014, "Using Grey Relational Analysis to Determine the Financial Performance of Turkish Football Clubs," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 1, issue 1, pages 22-33.
• Shachmurove, Yochanan & Vulanovic, Milos, 2014, "SPACs with focus on China," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 92407.
• Alfarano, Simone & Camacho, Eva & Petrovic, Marko & Provenzano, Giulia, 2014, "The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 9.
• Seitz, Franz, 2014, "Geldpolitik und Behavioural Finance," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 40.