Research classified by Journal of Economic Literature (JEL) codes

2014

• Leppin, Julian Sebastian, 2014, "The relation between overreaction in forecasts and uncertainty: A nonlinear approachvon," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 158.
• Dong, Ming, 2014, "Market reaction to transparency: An empirical study on life insurance demand in Europe," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 17/14.
• Mundt, Philipp & Förster, Niels & Alfarano, Simone & Milaković, Mishael, 2014, "The real versus the financial economy: A global tale of stability versus volatility," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-26, DOI: 10.5018/economics-ejournal.ja.2014-.
• da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2014, "Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-27, DOI: 10.5018/economics-ejournal.ja.2014-.
• Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014, "Financial literacy and its consequences in the emerging middleclass," Kiel Working Papers, Kiel Institute for the World Economy, number 1943.
• El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor, 2014, "Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 6/2014.
• El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor, 2014, "Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 20, issue 3, pages 46-49.
• Will, Matthias Georg & Pies, Ingo, 2014, "Insiderhandel und die Regulierung der Kapitalmärkte: Ein Beitrag zur MiFID-Debatte," Discussion Papers, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics, number 2014-7.
• Rühl, Tobias R. & Stein, Michael, 2014, "Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 500, DOI: 10.4419/86788574.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2014, "Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 502, DOI: 10.4419/86788576.
• Boortz, Christopher & Kremer, Stephanie & Jurkatis, Simon & Nautz, Dieter, 2014, "Information risk, market stress and institutional herding in financial markets: New evidence through the lens of a simulated model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-029.
• Dimpfl, Thomas & Peter, Franziska J., 2014, "The impact of the financial crisis on transatlantic information flows: An intraday analysis," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 70.
• Leppin, Julian Sebstian, 2014, "The Relation Between Overreaction in Forecasts and Uncertainty: A Nonlinear Approach," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100284.
• Gider, Jasmin, 2014, "Do SEC Detections Deter Insider Trading? Evidence from Earnings Announcements," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100343.
• Fricke, Daniel & Gerig, Austin, 2014, "Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100402.
• Moser, Christoph & Lüchinger, Simon, 2014, "The Value of the Revolving Door: Political Appointees and the Stock Market," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100594.
• Lang, Gunnar & Shen, Yu & Xu, Xian, 2014, "Chinese pension fund investment efficiency: Evidence from CNCSSF stock holdings," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-007.
• Hoepner, Andreas & Oikonomou, Ioannis & Scholtens, Bert & Schröder, Michael, 2014, "The effects of corporate and country sustainability characteristics on the cost of debt: An international investigation," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-100.
• Kerstin Lopatta & Frerich Buchholz & Thomas Kaspereit, 2014, "Asymmetric Information and International Corporate Social Responsibility," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 29 / 2014, Jan, revised Jan 2014.
• Giovanni Giusti & Charles Noussair & Hans-Joachim Voth, 2014, "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," ECON - Working Papers, Department of Economics - University of Zurich, number 146, Mar.
• Shang, Zilu & Brooks, Chris & McCloy, Rachel, 2014, "Are investors guided by the news disclosed by companies or by journalists?," Journal of Behavioral and Experimental Finance, Elsevier, volume 1, issue C, pages 45-60, DOI: 10.1016/j.jbef.2014.01.003.
• Stöckl, Thomas & Kirchler, Michael, 2014, "Trading behavior and profits in experimental asset markets with asymmetric information," Journal of Behavioral and Experimental Finance, Elsevier, volume 2, issue C, pages 18-30, DOI: 10.1016/j.jbef.2014.03.001.
• Lee, Edward & Strong, Norman & Zhu, Zhenmei (Judy), 2014, "Did the value premium survive the subprime credit crisis?," The British Accounting Review, Elsevier, volume 46, issue 2, pages 166-178, DOI: 10.1016/j.bar.2014.02.005.
• Michou, Maria & Mouselli, Sulaiman & Stark, Andrew, 2014, "On the differences in measuring SMB and HML in the UK – Do they matter?," The British Accounting Review, Elsevier, volume 46, issue 3, pages 281-294, DOI: 10.1016/j.bar.2014.03.004.
• Bechmann, Ken L. & Lunde, Asger & Zebedee, Allan A., 2014, "In- and out-of-the-money convertible bond calls: Signaling or price pressure?," Journal of Corporate Finance, Elsevier, volume 24, issue C, pages 135-148, DOI: 10.1016/j.jcorpfin.2013.11.002.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian & Waisman, Maya, 2014, "Can firms learn by observing? Evidence from cross-border M&As," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 202-215, DOI: 10.1016/j.jcorpfin.2013.11.018.
• Autore, Don M. & Kovacs, Tunde, 2014, "Investor recognition and seasoned equity offers," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 216-233, DOI: 10.1016/j.jcorpfin.2013.12.002.
• Cline, Brandon N. & Garner, Jacqueline L. & Yore, Adam S., 2014, "Exploitation of the internal capital market and the avoidance of outside monitoring," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 234-250, DOI: 10.1016/j.jcorpfin.2013.12.004.
• Xu, Nianhang & Li, Xiaorong & Yuan, Qingbo & Chan, Kam C., 2014, "Excess perks and stock price crash risk: Evidence from China," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 419-434, DOI: 10.1016/j.jcorpfin.2014.01.006.
• Karampatsas, Nikolaos & Petmezas, Dimitris & Travlos, Nickolaos G., 2014, "Credit ratings and the choice of payment method in mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 474-493, DOI: 10.1016/j.jcorpfin.2014.01.008.
• Vermaelen, Theo & Xu, Moqi, 2014, "Acquisition finance and market timing," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 73-91, DOI: 10.1016/j.jcorpfin.2013.11.004.
• Newhard, Joseph Michael, 2014, "The stock market speaks: How Dr. Alchian learned to build the bomb," Journal of Corporate Finance, Elsevier, volume 27, issue C, pages 116-132, DOI: 10.1016/j.jcorpfin.2014.05.002.
• Andres, Christian & Cumming, Douglas & Karabiber, Timur & Schweizer, Denis, 2014, "Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity," Journal of Corporate Finance, Elsevier, volume 27, issue C, pages 133-156, DOI: 10.1016/j.jcorpfin.2014.02.006.
• Liu, Tingting & Wu, Juan (Julie), 2014, "Merger arbitrage short selling and price pressure," Journal of Corporate Finance, Elsevier, volume 27, issue C, pages 36-54, DOI: 10.1016/j.jcorpfin.2014.04.006.
• Renneboog, Luc & Zhao, Yang, 2014, "Director networks and takeovers," Journal of Corporate Finance, Elsevier, volume 28, issue C, pages 218-234, DOI: 10.1016/j.jcorpfin.2013.11.012.
• Fiordelisi, Franco & Ricci, Ornella, 2014, "Corporate culture and CEO turnover," Journal of Corporate Finance, Elsevier, volume 28, issue C, pages 66-82, DOI: 10.1016/j.jcorpfin.2013.11.009.
• Ben-Nasr, Hamdi & Cosset, Jean-Claude, 2014, "State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization," Journal of Corporate Finance, Elsevier, volume 29, issue C, pages 179-199, DOI: 10.1016/j.jcorpfin.2014.10.004.
• May, Anthony D., 2014, "Corporate liquidity and the contingent nature of bank credit lines: Evidence on the costs and consequences of bank default," Journal of Corporate Finance, Elsevier, volume 29, issue C, pages 410-429, DOI: 10.1016/j.jcorpfin.2014.10.001.
• Yang, Chunpeng & Li, Jinfang, 2014, "Two-period trading sentiment asset pricing model with information," Economic Modelling, Elsevier, volume 36, issue C, pages 1-7, DOI: 10.1016/j.econmod.2013.09.018.
• Beckmann, Joscha & Czudaj, Robert, 2014, "Volatility transmission in agricultural futures markets," Economic Modelling, Elsevier, volume 36, issue C, pages 541-546, DOI: 10.1016/j.econmod.2013.09.036.
• Yang, Chunpeng & Zhang, Rengui, 2014, "Dynamic sentiment asset pricing model," Economic Modelling, Elsevier, volume 37, issue C, pages 362-367, DOI: 10.1016/j.econmod.2013.11.041.
• Gozbasi, Onur & Kucukkaplan, Ilhan & Nazlioglu, Saban, 2014, "Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests," Economic Modelling, Elsevier, volume 38, issue C, pages 381-384, DOI: 10.1016/j.econmod.2014.01.021.
• Yang, Chunpeng & Cai, Chuangqun, 2014, "Higher order expectations in sentiment asset pricing model," Economic Modelling, Elsevier, volume 39, issue C, pages 95-100, DOI: 10.1016/j.econmod.2014.02.033.
• Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014, "Regime-dependent adjustment in energy spot and futures markets," Economic Modelling, Elsevier, volume 40, issue C, pages 400-409, DOI: 10.1016/j.econmod.2013.12.026.
• Tiwari, Aviral Kumar & Kyophilavong, Phouphet, 2014, "New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach," Economic Modelling, Elsevier, volume 43, issue C, pages 38-41, DOI: 10.1016/j.econmod.2014.07.005.
• Wang, Yuming & Ma, Jinpeng, 2014, "Excess volatility and the cross-section of stock returns," The North American Journal of Economics and Finance, Elsevier, volume 27, issue C, pages 1-16, DOI: 10.1016/j.najef.2013.10.003.
• Lakicevic, Milan & Shachmurove, Yochanan & Vulanovic, Milos, 2014, "Institutional changes of Specified Purpose Acquisition Companies (SPACs)," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 149-169, DOI: 10.1016/j.najef.2014.03.002.
• Chan, Chia-Ying & Lo, Huai-Chun & Su, Yi-Ru, 2014, "Distribution of stock ratings and analyst recommendation revision," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 273-286, DOI: 10.1016/j.najef.2014.03.004.
• Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan, 2014, "Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 358-374, DOI: 10.1016/j.najef.2014.03.006.
• Li, Mingsheng & Zhao, Xin, 2014, "Impact of leveraged ETF trading on the market quality of component stocks," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 90-108, DOI: 10.1016/j.najef.2014.02.001.
• Zhang, Tai-Wei & Wu, Wei-Hwa, 2014, "The asymmetric predictability of high-yield bonds," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 146-155, DOI: 10.1016/j.najef.2014.06.001.
• Grobys, Klaus, 2014, "Momentum in global equity markets in times of troubles: Does the economic state matter?," Economics Letters, Elsevier, volume 123, issue 1, pages 100-103, DOI: 10.1016/j.econlet.2014.01.028.
• Pancs, Romans, 2014, "The negative value of public information in the Glosten–Milgrom model," Economics Letters, Elsevier, volume 124, issue 2, pages 207-210, DOI: 10.1016/j.econlet.2014.05.014.
• Cohen, Gil, 2014, "Why don’t you trade only four days a year? An empirical study into the abnormal returns of quarters first trading day," Economics Letters, Elsevier, volume 124, issue 3, pages 335-337, DOI: 10.1016/j.econlet.2014.06.018.
• Cai, Jinghan & Xia, Le, 2014, "When R2 meets the short-sales constraints," Economics Letters, Elsevier, volume 125, issue 3, pages 336-339, DOI: 10.1016/j.econlet.2014.09.033.
• Kapetanios, George & Mitchell, James & Shin, Yongcheol, 2014, "A nonlinear panel data model of cross-sectional dependence," Journal of Econometrics, Elsevier, volume 179, issue 2, pages 134-157, DOI: 10.1016/j.jeconom.2014.01.002.
• Caginalp, Gunduz & DeSantis, Mark & Sayrak, Akin, 2014, "The nonlinear price dynamics of U.S. equity ETFs," Journal of Econometrics, Elsevier, volume 183, issue 2, pages 193-201, DOI: 10.1016/j.jeconom.2014.05.009.
• Ranjeeni, Kumari, 2014, "Sectoral and industrial performance during a stock market crisis," Economic Systems, Elsevier, volume 38, issue 2, pages 178-193, DOI: 10.1016/j.ecosys.2013.12.002.
• Moser, Christoph & Rose, Andrew K., 2014, "Who benefits from regional trade agreements? The view from the stock market," European Economic Review, Elsevier, volume 68, issue C, pages 31-47, DOI: 10.1016/j.euroecorev.2014.01.012.
• Liao, Woody M. & Lu, Chia-Chi & Wang, Hsuan, 2014, "Venture capital, corporate governance, and financial stability of IPO firms," Emerging Markets Review, Elsevier, volume 18, issue C, pages 19-33, DOI: 10.1016/j.ememar.2013.11.002.
• Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan Carlos & Nguyen, Duc Khuong, 2014, "Do global factors impact BRICS stock markets? A quantile regression approach," Emerging Markets Review, Elsevier, volume 19, issue C, pages 1-17, DOI: 10.1016/j.ememar.2014.04.002.
• Hacıbedel, Burcu, 2014, "Does investor recognition matter for asset pricing?," Emerging Markets Review, Elsevier, volume 21, issue C, pages 1-20, DOI: 10.1016/j.ememar.2014.07.002.
• Hung, Chi-Hsiou D. & Banerjee, Anurag N., 2014, "How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?," Emerging Markets Review, Elsevier, volume 21, issue C, pages 67-81, DOI: 10.1016/j.ememar.2014.08.001.
• Otsubo, Yoichi, 2014, "International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 36-51, DOI: 10.1016/j.jempfin.2013.11.003.
• Roll, Richard & Schwartz, Eduardo & Subrahmanyam, Avanidhar, 2014, "Trading activity in the equity market and its contingent claims: An empirical investigation," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 13-35, DOI: 10.1016/j.jempfin.2014.05.007.
• Hur, Jungshik & Pettengill, Glenn & Singh, Vivek, 2014, "Market states and the risk-based explanation of the size premium," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 139-150, DOI: 10.1016/j.jempfin.2014.06.006.
• Rose, Annica, 2014, "The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 171-184, DOI: 10.1016/j.jempfin.2014.06.003.
• Opschoor, Anne & Taylor, Nick & van der Wel, Michel & van Dijk, Dick, 2014, "Order flow and volatility: An empirical investigation," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 185-201, DOI: 10.1016/j.jempfin.2014.07.002.
• Møller, Stig V. & Nørholm, Henrik & Rangvid, Jesper, 2014, "Consumer confidence or the business cycle: What matters more for European expected returns?," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 230-248, DOI: 10.1016/j.jempfin.2014.07.004.
• Sizova, Natalia, 2014, "A frequency-domain alternative to long-horizon regressions with application to return predictability," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 261-272, DOI: 10.1016/j.jempfin.2014.03.002.
• Mao, Mike Qinghao & Wei, K.C. John, 2014, "Price and earnings momentum: An explanation using return decomposition," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 332-351, DOI: 10.1016/j.jempfin.2014.04.003.
• Jiang, Danling & Peterson, David R. & Doran, James S., 2014, "Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 36-59, DOI: 10.1016/j.jempfin.2014.05.005.
• Martens, Martin & van Oord, Arco, 2014, "Hedging the time-varying risk exposures of momentum returns," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 78-89, DOI: 10.1016/j.jempfin.2014.05.006.
• Leippold, Markus & Lohre, Harald, 2014, "The dispersion effect in international stock returns," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 331-342, DOI: 10.1016/j.jempfin.2014.09.001.
• Chang, Sanders S. & Chang, Lenisa V. & Wang, F. Albert, 2014, "A dynamic intraday measure of the probability of informed trading and firm-specific return variation," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 80-94, DOI: 10.1016/j.jempfin.2014.02.003.
• Lopatta, Kerstin & Kaspereit, Thomas, 2014, "The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi," Energy Economics, Elsevier, volume 41, issue C, pages 125-136, DOI: 10.1016/j.eneco.2013.10.006.
• Lu, Feng-bin & Hong, Yong-miao & Wang, Shou-yang & Lai, Kin-keung & Liu, John, 2014, "Time-varying Granger causality tests for applications in global crude oil markets," Energy Economics, Elsevier, volume 42, issue C, pages 289-298, DOI: 10.1016/j.eneco.2014.01.002.
• Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014, "How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process," Energy Economics, Elsevier, volume 42, issue C, pages 343-354, DOI: 10.1016/j.eneco.2013.11.005.
• Kristoufek, Ladislav & Vosvrda, Miloslav, 2014, "Commodity futures and market efficiency," Energy Economics, Elsevier, volume 42, issue C, pages 50-57, DOI: 10.1016/j.eneco.2013.12.001.
• Chen, Pei-Fen & Lee, Chien-Chiang & Zeng, Jhih-Hong, 2014, "The relationship between spot and futures oil prices: Do structural breaks matter?," Energy Economics, Elsevier, volume 43, issue C, pages 206-217, DOI: 10.1016/j.eneco.2014.03.006.
• Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min, 2014, "Dynamic spillovers among major energy and cereal commodity prices," Energy Economics, Elsevier, volume 43, issue C, pages 225-243, DOI: 10.1016/j.eneco.2014.03.004.
• Weron, Rafał & Zator, Michał, 2014, "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," Energy Economics, Elsevier, volume 44, issue C, pages 178-190, DOI: 10.1016/j.eneco.2014.03.007.
• Chatrath, Arjun & Miao, Hong & Ramchander, Sanjay, 2014, "Crude oil moments and PNG stock returns," Energy Economics, Elsevier, volume 44, issue C, pages 222-235, DOI: 10.1016/j.eneco.2014.04.010.
• Castagneto-Gissey, G. & Chavez, M. & De Vico Fallani, F., 2014, "Dynamic Granger-causal networks of electricity spot prices: A novel approach to market integration," Energy Economics, Elsevier, volume 44, issue C, pages 422-432, DOI: 10.1016/j.eneco.2014.05.008.
• Shrestha, Keshab, 2014, "Price discovery in energy markets," Energy Economics, Elsevier, volume 45, issue C, pages 229-233, DOI: 10.1016/j.eneco.2014.06.007.
• Sensoy, Ahmet & Hacihasanoglu, Erk, 2014, "Time-varying long range dependence in energy futures markets," Energy Economics, Elsevier, volume 46, issue C, pages 318-327, DOI: 10.1016/j.eneco.2014.09.023.
• Karali, Berna & Ramirez, Octavio A., 2014, "Macro determinants of volatility and volatility spillover in energy markets," Energy Economics, Elsevier, volume 46, issue C, pages 413-421, DOI: 10.1016/j.eneco.2014.06.004.
• Sanders, Dwight R. & Irwin, Scott H., 2014, "Energy futures prices and commodity index investment: New evidence from firm-level position data," Energy Economics, Elsevier, volume 46, issue S1, pages 57-68, DOI: 10.1016/j.eneco.2014.09.005.
• Burhop, Carsten & Chambers, David & Cheffins, Brian, 2014, "Regulating IPOs: Evidence from going public in London, 1900–1913," Explorations in Economic History, Elsevier, volume 51, issue C, pages 60-76, DOI: 10.1016/j.eeh.2013.07.003.
• Chortareas, Georgios & Noikokyris, Emmanouil, 2014, "Monetary policy and stock returns under the MPC and inflation targeting," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 109-116, DOI: 10.1016/j.irfa.2013.10.008.
• Podlich, Natalia & Wedow, Michael, 2014, "Crossborder financial contagion to Germany: How important are OTC dealers?," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 1-9, DOI: 10.1016/j.irfa.2013.07.008.
• Al-Khazali, Osamah, 2014, "Revisiting fast profit investor sentiment and stock returns during Ramadan," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 158-170, DOI: 10.1016/j.irfa.2014.02.003.
• Kearney, Colm & Liu, Sha, 2014, "Textual sentiment in finance: A survey of methods and models," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 171-185, DOI: 10.1016/j.irfa.2014.02.006.
• Smimou, K., 2014, "Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 186-209, DOI: 10.1016/j.irfa.2014.02.009.
• Simlai, Prodosh, 2014, "Persistence of ex-ante volatility and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 253-261, DOI: 10.1016/j.irfa.2014.03.002.
• Tran, Vu & Alsakka, Rasha & ap Gwilym, Owain, 2014, "Sovereign rating actions and the implied volatility of stock index options," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 101-113, DOI: 10.1016/j.irfa.2014.05.010.
• Strydom, Maria & Skully, Michael & Veeraraghavan, Madhu, 2014, "Is the accrual anomaly robust to firm-level analysis?," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 157-165, DOI: 10.1016/j.irfa.2014.06.001.
• ap Gwilym, O. & Kita, A. & Wang, Q., 2014, "Speculate against speculative demand," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 212-221, DOI: 10.1016/j.irfa.2014.03.001.
• Bredin, Don & Hyde, Stuart & Muckley, Cal, 2014, "A microstructure analysis of the carbon finance market," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 222-234, DOI: 10.1016/j.irfa.2014.03.003.
• Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti, 2014, "Investor attention and information diffusion from analyst coverage," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 235-246, DOI: 10.1016/j.irfa.2014.03.006.
• De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014, "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 31-43, DOI: 10.1016/j.irfa.2014.04.003.
• Horta, Paulo & Lagoa, Sérgio & Martins, Luís, 2014, "The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 140-153, DOI: 10.1016/j.irfa.2014.08.002.
• Urquhart, Andrew & McGroarty, Frank, 2014, "Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 154-166, DOI: 10.1016/j.irfa.2014.08.003.
• Clare, Andrew & Motson, Nick & Sapuric, Svetlana & Todorovic, Natasa, 2014, "What impact does a change of fund manager have on mutual fund performance?," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 167-177, DOI: 10.1016/j.irfa.2014.08.005.
• Anderson, Keith & Brooks, Chris, 2014, "Speculative bubbles and the cross-sectional variation in stock returns," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 20-31, DOI: 10.1016/j.irfa.2014.07.004.
• Haß, Lars Helge & Vergauwe, Skrålan & Zhang, Qiyu, 2014, "Corporate governance and the information environment: Evidence from Chinese stock markets," International Review of Financial Analysis, Elsevier, volume 36, issue C, pages 106-119, DOI: 10.1016/j.irfa.2014.03.010.
• Li, Wanli & Yan, Ziqiao & Sun, Wei, 2014, "The effect of antidumping and countervailing investigations on the market value of firms," International Review of Financial Analysis, Elsevier, volume 36, issue C, pages 97-105, DOI: 10.1016/j.irfa.2014.08.006.
• Ülkü, Numan & Baker, Saleh, 2014, "Country world betas: The link between the stock market beta and macroeconomic beta," Finance Research Letters, Elsevier, volume 11, issue 1, pages 36-46, DOI: 10.1016/j.frl.2013.07.002.
• Lin, Chien-Chih, 2014, "Estimation accuracy of high–low spread estimator," Finance Research Letters, Elsevier, volume 11, issue 1, pages 54-62, DOI: 10.1016/j.frl.2013.05.004.
• Bosquet, Katrien & de Goeij, Peter & Smedts, Kristien, 2014, "Gender heterogeneity in the sell-side analyst recommendation issuing process," Finance Research Letters, Elsevier, volume 11, issue 2, pages 104-111, DOI: 10.1016/j.frl.2013.11.004.
• Dichtl, Hubert & Drobetz, Wolfgang, 2014, "Are stock markets really so inefficient? The case of the “Halloween Indicator”," Finance Research Letters, Elsevier, volume 11, issue 2, pages 112-121, DOI: 10.1016/j.frl.2013.10.001.
• Smales, Lee A., 2014, "News sentiment and the investor fear gauge," Finance Research Letters, Elsevier, volume 11, issue 2, pages 122-130, DOI: 10.1016/j.frl.2013.07.003.
• Duarte-Silva, Tiago & Tripolski Kimel, Maria, 2014, "Testing excess returns on event days: Log returns vs. dollar returns," Finance Research Letters, Elsevier, volume 11, issue 2, pages 173-182, DOI: 10.1016/j.frl.2014.03.001.
• Broihanne, M.H. & Merli, M. & Roger, P., 2014, "Overconfidence, risk perception and the risk-taking behavior of finance professionals," Finance Research Letters, Elsevier, volume 11, issue 2, pages 64-73, DOI: 10.1016/j.frl.2013.11.002.
• Yeh, Jin-Huei & Chen, Lien-Chuan, 2014, "Stabilizing the market with short sale constraint? New evidence from price jump activities," Finance Research Letters, Elsevier, volume 11, issue 3, pages 238-246, DOI: 10.1016/j.frl.2014.02.005.
• Chionis, Dionysios & Pragidis, Ioannis & Schizas, Panagiotis, 2014, "Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era," Finance Research Letters, Elsevier, volume 11, issue 3, pages 254-258, DOI: 10.1016/j.frl.2014.02.003.
• Briec, Walter & Oms, Laurence & Paget-Blanc, Eric, 2014, "Shortage function and portfolio selection: On some special cases and extensions," Finance Research Letters, Elsevier, volume 11, issue 3, pages 295-302, DOI: 10.1016/j.frl.2013.11.001.
• Lindaas, Knut F. & Simlai, Prodosh, 2014, "The value premium, aggregate risk innovations, and average stock returns," Finance Research Letters, Elsevier, volume 11, issue 3, pages 303-317, DOI: 10.1016/j.frl.2014.06.001.
• Guo, Biao & Luo, Xingguo & Zhang, Ziding, 2014, "Sell in May and Go Away: Evidence from China," Finance Research Letters, Elsevier, volume 11, issue 4, pages 362-368, DOI: 10.1016/j.frl.2014.10.001.
• Braun, Matías, 2014, "The structure of equity markets across countries: Scarcity and stock valuations," Finance Research Letters, Elsevier, volume 11, issue 4, pages 385-397, DOI: 10.1016/j.frl.2014.10.004.
• Zhu, Yanjian & Zhu, Xiaoneng, 2014, "European business cycles and stock return predictability," Finance Research Letters, Elsevier, volume 11, issue 4, pages 446-453, DOI: 10.1016/j.frl.2014.10.002.
• Onan, Mustafa & Salih, Aslihan & Yasar, Burze, 2014, "Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX," Finance Research Letters, Elsevier, volume 11, issue 4, pages 454-462, DOI: 10.1016/j.frl.2014.07.006.
• Andersen, Torben G. & Bondarenko, Oleg, 2014, "VPIN and the flash crash," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 1-46, DOI: 10.1016/j.finmar.2013.05.005.
• Boudt, Kris & Petitjean, Mikael, 2014, "Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 121-149, DOI: 10.1016/j.finmar.2013.05.004.
• de Frutos, M. Ángeles & Manzano, Carolina, 2014, "Market transparency, market quality, and sunshine trading," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 174-198, DOI: 10.1016/j.finmar.2013.06.001.
• Lynch, Andrew & Nikolic, Biljana & Yan, Xuemin (Sterling) & Yu, Han, 2014, "Aggregate short selling, commonality, and stock market returns," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 199-229, DOI: 10.1016/j.finmar.2013.05.001.
• Easley, David & López de Prado, Marcos M. & O'Hara, Maureen, 2014, "VPIN and the Flash Crash: A rejoinder," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 47-52, DOI: 10.1016/j.finmar.2013.06.007.
• Andersen, Torben G. & Bondarenko, Oleg, 2014, "Reflecting on the VPIN dispute," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 53-64, DOI: 10.1016/j.finmar.2013.08.002.
• Easley, David & Hendershott, Terrence & Ramadorai, Tarun, 2014, "Leveling the trading field," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 65-93, DOI: 10.1016/j.finmar.2013.06.003.
• Kedia, Simi & Zhou, Xing, 2014, "Informed trading around acquisitions: Evidence from corporate bonds," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 182-205, DOI: 10.1016/j.finmar.2013.07.002.
• Wu, Wei-Shao & Liu, Yu-Jane & Lee, Yi-Tsung & Fok, Robert C.W., 2014, "Hedging costs, liquidity, and inventory management: The evidence from option market makers," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 25-48, DOI: 10.1016/j.finmar.2013.05.007.
• Oh, Ji Yeol Jimmy, 2014, "Ambiguity aversion, funding liquidity, and liquidation dynamics," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 49-76, DOI: 10.1016/j.finmar.2013.07.003.
• Maraachlian, Hilda & Rourke, Thomas, 2014, "Delta and vega exposure trading in stock and option markets," Journal of Financial Markets, Elsevier, volume 18, issue C, pages 96-125, DOI: 10.1016/j.finmar.2012.12.002.
• Kadapakkam, Palani-Rajan & Zhang, Hongxian, 2014, "Investor ignorance in markets for worthless stocks," Journal of Financial Markets, Elsevier, volume 19, issue C, pages 197-218, DOI: 10.1016/j.finmar.2014.01.001.
• Qian, Xiaolin, 2014, "Small investor sentiment, differences of opinion and stock overvaluation," Journal of Financial Markets, Elsevier, volume 19, issue C, pages 219-246, DOI: 10.1016/j.finmar.2014.03.005.
• Tang, Ya, 2014, "Information disclosure and price discovery," Journal of Financial Markets, Elsevier, volume 19, issue C, pages 39-61, DOI: 10.1016/j.finmar.2014.03.002.
• Ainsworth, Andrew & Lee, Adrian D., 2014, "Waiting costs and limit order book liquidity: Evidence from the ex-dividend deadline in Australia," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 101-128, DOI: 10.1016/j.finmar.2014.04.001.
• Pascual, Roberto & Pascual-Fuster, Bartolomé, 2014, "The relative contribution of ask and bid quotes to price discovery," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 129-150, DOI: 10.1016/j.finmar.2014.07.001.
• Kim, Sukwon Thomas & Stoll, Hans R., 2014, "Are trading imbalances indicative of private information?," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 151-174, DOI: 10.1016/j.finmar.2014.03.003.
• Rourke, Thomas, 2014, "The delta- and vega-related information content of near-the-money option market trading activity," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 175-193, DOI: 10.1016/j.finmar.2014.01.002.
• Marinelli, Carlo & Weissensteiner, Alex, 2014, "On the relation between forecast precision and trading profitability of financial analysts," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 39-60, DOI: 10.1016/j.finmar.2014.03.001.
• Blau, Benjamin M. & Tew, Philip L., 2014, "Short sales and class-action lawsuits," Journal of Financial Markets, Elsevier, volume 20, issue C, pages 79-100, DOI: 10.1016/j.finmar.2014.04.002.
• Friederich, Sylvain & Payne, Richard, 2014, "Trading anonymity and order anticipation," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 1-24, DOI: 10.1016/j.finmar.2014.07.002.
• Lin, Hai & Wang, Junbo & Wu, Chunchi, 2014, "Predictions of corporate bond excess returns," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 123-152, DOI: 10.1016/j.finmar.2014.08.003.
• Aramonte, Sirio, 2014, "Macroeconomic uncertainty and the cross-section of option returns," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 25-49, DOI: 10.1016/j.finmar.2014.06.001.
• Stoffman, Noah, 2014, "Who trades with whom? Individuals, institutions, and returns," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 50-75, DOI: 10.1016/j.finmar.2014.08.002.
• Cao, Charles & Petrasek, Lubomir, 2014, "Liquidity risk and institutional ownership," Journal of Financial Markets, Elsevier, volume 21, issue C, pages 76-97, DOI: 10.1016/j.finmar.2014.05.001.
• 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.
• Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2014, "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-22, Aug.
• Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2014, "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-45, Nov.
• Cristina M. Scherrer, 2014, "Cross listing: price discovery dynamics and exchange rate effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-53, Dec.
• Marco Cipriani & Antonio Guarino, 2014, "Estimating a Structural Model of Herd Behavior in Financial Markets," American Economic Review, American Economic Association, volume 104, issue 1, pages 224-251, January.
• Andr? Kurmann & Elmar Mertens, 2014, "Stock Prices, News, and Economic Fluctuations: Comment," American Economic Review, American Economic Association, volume 104, issue 4, pages 1439-1445, April.
• Eugene F. Fama, 2014, "Two Pillars of Asset Pricing," American Economic Review, American Economic Association, volume 104, issue 6, pages 1467-1485, June.
• Robert J. Shiller, 2014, "Speculative Asset Prices," American Economic Review, American Economic Association, volume 104, issue 6, pages 1486-1517, June.
• Venky Nagar & Gwen Yu, 2014, "Accounting for Crises," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 3, pages 184-213, July.
• Werner, Dan, 2014, "Electricity Market Price Volatility: The Importance of Ramping Costs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 169619, DOI: 10.22004/ag.econ.169619.
• Xu, Xiaojie, 2014, "Price Discovery in U.S. Corn Cash and Futures Markets: The Role of Cash Market Selection," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 169809, DOI: 10.22004/ag.econ.169809.
• Mazouz, Khelifa & Wang, Jian, 2014, "Are commodity futures markets short-term efficient? An empirical investigation," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France, Agricultural Economics Society, number 169763, Apr, DOI: 10.22004/ag.econ.169763.
• Cordier, Jean & Gohin, Alexandre, 2014, "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Économie rurale, French Society of Rural Economics (SFER Société Française d'Economie Rurale), volume 343, issue September.
• Deak, Zsuzsanna & Karali, Berna, None, "Stock Market Reactions to Environmental News in the Food Industry," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 46, issue 2, pages 1-17, DOI: 10.22004/ag.econ.169058.
• Chiu, Jonathan & Koeppl, Thorsten, 2014, "Livin’ on the Edge with Ratings: Liquidity, Efficiency and Stability," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274661, Dec, DOI: 10.22004/ag.econ.274661.
• Algieri, Bernardina & Kalkuhl, Matthias, 2014, "Back to the Futures: An Assessment of Commodity Market Efficiency and Forecast Error Drivers," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 187159, Sep, DOI: 10.22004/ag.econ.187159.
• Cristina CIUMAS & Diana-Maria CHIS & Ramona Alexandrina COCA, 2014, "Unit-Linked Life Insurance Contracts With Investment Guarantees Ï¿½ A Proposal For Romanian Life Insurance Market," Journal of Public Administration, Finance and Law, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 0, issue Special i, pages 19-24, September.
• Emilian Lucian NEACSU & Marcela Daniela TODONI, 2014, "A Way To Determine Chaotic Behaviour In Romanian Stock Market," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 207-214, December.
• Renaud Coulomb & Marc Sangnier, 2014, "The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1414, May, revised May 2014.
• Vivien Lespagnol & Juliette Rouchier, 2014, "Trading volume and market efficiency: an Agent Based Model with heterogenous knowledge about fundamentals," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1419, May, revised May 2014.
• Luiza Loredana Nastase, 2014, "An Uncertain Future Or The End Of The Road For Brics?," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 42, pages 57-62.
• Nicoleta Mihaela Florea & Marcel Dracea & Radu Buziernescu, 2014, "Evolution of tax revenue in Romania," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 198-204, December.
• Inocentiu Alexandru Florea, 2014, "The evolution of public expenditure in Romania during the global economic crisis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 205-212, December.
• Roxana Maria BADÎRCEA & Alina Georgiana MANTA, 2014, "Risk Factors in Euro Adoption by Romania," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 90-102, December.
• Petitjean, Mikael, 2014, "Testing the profitability of contrarian trading strategies based on the overreaction hypothesis," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014001, Jan.
• De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014, "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014003, Jan.
• Boudt, Kris & Petitjean, Mikael, 2014, "Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014006, Jan.
• Claudiu BoÅ£oc, 2014, "Does Volatility Respond Asymmetric To Past Shocks?," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-5.
• Ioan-Bogdan Robu & Mihaela-Alina Robu & Marilena Mironiuc & Florentina Olivia Balu, 2014, "The Value Relevance of Financial Distress Risk in the Case of RASDAQ Companies," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 13, issue 4, pages 623-642, December.
• Alex Edmans, 2014, "Blockholders and Corporate Governance," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 23-50, December.
• Paul C. Tetlock, 2014, "Information Transmission in Finance," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 365-384, December.
• Utpal Bhattacharya, 2014, "Insider Trading Controversies: A Literature Review," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 385-403, December.
• Chester Spatt, 2014, "Security Market Manipulation," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 405-418, December.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," Papers, arXiv.org, number 1402.2046, Feb.
• Eric M. Aldrich & Indra Heckenbach & Gregory Laughlin, 2014, "The Random Walk of High Frequency Trading," Papers, arXiv.org, number 1408.3650, Aug, revised Aug 2014.
• Ivan Medovikov, 2014, "When does the stock market listen to economic news? New evidence from copulas and news wires," Papers, arXiv.org, number 1410.8427, Oct.
• Marco Navone & Fernando Zapatero, 2014, "Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1507.
• Elvira Anna Graziano, 2014, "The media effect on investors behaviour: the publication of spin-off news," BANCARIA, Bancaria Editrice, volume 3, pages 26-42, March.
• Michele Leonardo Bianchi, 2014, "An analysis on the difference between bank index-linked bonds’ prices and their fair-value," BANCARIA, Bancaria Editrice, volume 6, pages 28-48, June.
• Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh, 2014, "Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries," Review of Economics & Finance, Better Advances Press, Canada, volume 4, pages 15-22, May.
• Arina Nikandrova, 2014, "Informational and Allocative Efficiency in Financial Markets with Costly Information," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1403, Mar.
• David Beers & Jean-Sébastien Nadeau, 2014, "Database of Sovereign Defaults, 2015 (Revised May 2015)," Technical Reports, Bank of Canada, number 101, DOI: 10.34989/tr-101.
• Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014, "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," Staff Working Papers, Bank of Canada, number 14-11, DOI: 10.34989/swp-2014-11.
• Jonathan Brogaard & Corey Garriott & Anna Pomeranets, 2014, "High-Frequency Trading Competition," Staff Working Papers, Bank of Canada, number 14-19, DOI: 10.34989/swp-2014-19.
• Michael Ehrmann & David-Jan Jansen, 2014, "It Hurts (Stock Prices) When Your Team Is About to Lose a Soccer Match," Staff Working Papers, Bank of Canada, number 14-2, DOI: 10.34989/swp-2014-2.
• Vikram Rai & Lena Suchanek, 2014, "The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets," Staff Working Papers, Bank of Canada, number 14-50, DOI: 10.34989/swp-2014-50.
• George Jiang & Ingrid Lo & Giorgio Valente, 2014, "High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market," Staff Working Papers, Bank of Canada, number 14-56, DOI: 10.34989/swp-2014-56.
• Aysen ALTUN ADA & Nilufer DALKILIC, 2014, "Efficiency Analysis in Islamic Banks: A Study for Malaysia and Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 8, issue 1, pages 9-33.
• Carlos González Pedraz & Adrian van Rixtel & Roberto Pascual González, 2014, "Navigating the boom and bust of global SPACs," Occasional Papers, Banco de España, number 2434, Oct, DOI: https://doi.org/10.53479/37917.