Research classified by Journal of Economic Literature (JEL) codes

2014

• Howden, David, 2014, "Knowledge Flows and Insider Trading," MPRA Paper, University Library of Munich, Germany, number 79604.
• Camilleri, Silvio John & Green, Christopher J., 2014, "Stock market predictability: Non-synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India," MPRA Paper, University Library of Munich, Germany, number 95302.
• John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta, 2014, "Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes," Working Papers, University of Pretoria, Department of Economics, number 201480, Dec.
• Arnab Bhattacharya & Binay Bhushan Chakrabarti, 2014, "An Examination of Adverse Selection Risk in Indian IPO After-Markets using High Frequency Data," International Journal of Economic Sciences, Prague University of Economics and Business, volume 2014, issue 3, pages 01-49.
• Jonathan Chiu & Thorsten V. Koeppl, 2014, "Livin' On The Edge With Ratings: Liquidity, Efficiency And Stability," Working Paper, Economics Department, Queen's University, number 1335, Dec.
• Charoula Daskalaki & George Skiadopoulos, 2014, "The Effects of Margin Changes on Commodity Futures Markets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 736, Dec.
• Adam Clements & Neda Todorova, 2014, "The impact of information flow and trading activity on gold and oil futures volatility," NCER Working Paper Series, National Centre for Econometric Research, number 102, Jun.
• Ronnie Sadka, 2014, "Asset Class Liquidity Risk," Bankers, Markets & Investors, ESKA Publishing, issue 128, pages 20-30, January-F.
• Sébastien Pouget, 2014, "On the Financial Performance of Socially Responsible Investments," Bankers, Markets & Investors, ESKA Publishing, issue 128, pages 31-35, January-F.
• Bruno Biais & Thierry Foucault, 2014, "HFT and Market Quality," Bankers, Markets & Investors, ESKA Publishing, issue 128, pages 5-19, January-F.
• Jonathan Peillex & Loredana Ureche-Rangau, 2014, "How does the Market Price of the Corporate Sponsor React to Socially Responsible Fund Introductions?," Bankers, Markets & Investors, ESKA Publishing, issue 131, pages 17-29, July-Augu.
• Nadine Galy & Laurent Germain & Denis Hilton & Rainer Mathes, 2014, "In which Media are Analysts’ Recommendations most Followed?," Bankers, Markets & Investors, ESKA Publishing, issue 133, pages 34-46, November-.
• Matthieu Duvinage & Paolo Mazza, 2014, "Testing the Profitability of Contrarian Trading Strategies Based on the Overreaction Hypothesis," Bankers, Markets & Investors, ESKA Publishing, issue 133, pages 4-10, November-.
• Leighton Vaughan Williams & James Reade, 2014, "Prediction Markets, Twitter and Bigotgate," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2014-09, Nov.
• Andreas Hoepner & Ioannis Oikonomou & Bert Scholtens & Michael Schroder, 2014, "The Effects of Corporate and Country Sustainability Characteristics on the Cost of Debt: An International Investigation," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-14, Dec.
• Amir Alizadeh & Konstantina Kappou & Dimitris Tsouknidis & Ilias Visvikis, 2014, "Liquidity Risk Premia in the International Shipping Derivatives Market," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-15, Dec.
• Frederico Belo & Xiaoji Lin & Maria Ana Vitorino, 2014, "Brand Capital and Firm Value," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 17, issue 1, pages 150-169, January, DOI: 10.1016/j.red.2013.05.001.
• Gadi Barlevy & Fernando Alvarez, 2014, "Mandatory Disclosure and Financial Contagion," 2014 Meeting Papers, Society for Economic Dynamics, number 115.
• Jose-Antonio Espin-Sanchez & Javier Donna, 2014, "The Illiquidity of Water Markets," 2014 Meeting Papers, Society for Economic Dynamics, number 1247.
• Wei Xiong & Alp Simsek & Markus Brunnermeier, 2014, "A Welfare Criterion for Models with Distorted Beliefs," 2014 Meeting Papers, Society for Economic Dynamics, number 1418.
• Liyan Yang & Itay Goldstein, 2014, "Good Disclosure, Bad Disclosure," 2014 Meeting Papers, Society for Economic Dynamics, number 42.
• Roger Farmer & Carine Nourry & Alain Venditti, 2014, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," 2014 Meeting Papers, Society for Economic Dynamics, number 516.
• Pablo Kurlat, 2014, "Liquidity as Social Expertise," 2014 Meeting Papers, Society for Economic Dynamics, number 520.
• S. Anoop Kumar & Bandi Kamaiah, 2014, "Efficient Market Hypothesis: Some Evidences from Emerging European Forex Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 52, pages 27-44, June.
• S. Anoop Kumar & B. Kamaiah, 2014, "On Chaotic Nature of the Emerging European Forex Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 53, pages 25-40, September.
• Samih Antoine Azar, 2014, "Martingales in Daily Foreign Exchange Rates: Evidence from Six Currencies against the Lebanese Pound," Applied Economics and Finance, Redfame publishing, volume 1, issue 1, pages 55-64, May.
• Hyung-Suk Choi, 2014, "Long-run equilibrium relationships in the international stock market factor systems," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 32, issue 1, pages 101-119.
• Julijana Angelovska, 2014, "Month Related Seasonality on the Macedonian Stock Market," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 5, issue 1, pages 143-150.
• Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou, 2014, "Effects of the Limit Order Book on Price Dynamics," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 14-5, Nov.
• Sebastian Nick & Benjamin Tischler, 2014, "The Law of one Price in Global Natural Gas Markets - A Threshold Cointegration Analysis," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2014-16, Nov.
• Lucian Liviu Albu & Radu Lupu & Cantemir Adrian Călin & Oana Cristina Popovici, 2014, "Estimating the Impact of Quantitative Easing On Credit Risk through an ARMA-GARCH Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 39-50, October.
• Ralph Yang-Cheng Lu & Hsiu-Chuan Lee & Peter Chiu, 2014, "Institutional Investor Sentiment and Market Returns: Evidence from the Taiwan Futures Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 140-167, December.
• Giovanni Ferri & Doris Neuberger, 2014, "The Banking Regulatory Bubble and How to Get out of It," Rivista di Politica Economica, SIPI Spa, issue 2, pages 39-69, April-Jun.
• Colm Kearney & Sha Liu, 2014, "Textual sentiment in finance: A survey of methods and models," Open Access publications, Research Repository, University College Dublin, number 10197/8213, May.
• Adam Zaremba & Rados³aw ¯mudziñski, 2014, "The Low Price Effect On The Polish Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 1, pages 69-85, June.
• Pawe³ Kliber, 2014, "Estimation Of Risk Neutral Measure For Polish Stock Market," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 2, pages 28-37, August.
• Zbigniew Korzeb, 2014, "Influence Of The Economic And Financial Condition Of Strategic Shareholders Upon The Market Value Of Commercial Banks In The Polish Banking Sector," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 10, issue 2, pages 38-43, August.
• Sirimon Treepongkaruna & Tim Brailsford & Stephen Gray, 2014, "Explaining the bid-ask spread in the foreign exchange market: A test of alternate models," Australian Journal of Management, Australian School of Business, volume 39, issue 4, pages 573-591, November, DOI: 10.1177/0312896213499028.
• Gariet WS Chow & Robert B Durand & SzeKee Koh, 2014, "Are ethical investments good?," Australian Journal of Management, Australian School of Business, volume 39, issue 4, pages 645-665, November, DOI: 10.1177/0312896213516327.
• 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.
• MacKenzie, Donald & Pardo-Guerra, Juan Pablo, 2014, "Insurgent capitalism: Island, bricolage and the re-making of finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57549.
• Lleo, Sebastien & Ziemba, William T., 2014, "Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 59290, Aug.
• Chabakauri, Georgy & Yuan, Kathy & Zachariadis, Konstantinos, 2014, "Multi-asset noisy rational expectations equilibrium with contingent claims," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60736, Jun.
• Lleo, Sebastien & Ziemba, Bill, 2014, "Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60960, Sep.
• Sergei Kovbasyuk & Marco Pagano, 2014, "Advertising Arbitrage," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1401, revised Feb 2022.
• Christopher Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2014, "Credit Rating Agency Downgrades and the Eurozone Sovereign Debt Crises," EcoMod2014, EcoMod, number 6939, Jul.
• Alex Maynard & Dongmeng Ren, 2014, "Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Peter C. B. Phillips", DOI: 10.1108/S0731-905320140000033019.
• Iftekhar Hasan & Jarl G. Kallberg & Crocker H. Liu & Xian Sun, 2014, "Mergers and Target Transparency," Advances in Financial Economics, Emerald Group Publishing Limited, "Corporate Governance in the US and Global Settings", DOI: 10.1108/S1569-373220140000017001.
• Prodosh Simlai, 2014, "Firm characteristics, distress risk and average stock returns," Accounting Research Journal, Emerald Group Publishing Limited, volume 27, issue 2, pages 101-123, August, DOI: 10.1108/ARJ-06-2012-0046.
• Nazmi Demir & Syed F. Mahmud & M. Nihat Solakoglu, 2014, "Sentiment and Beta Herding in the Borsa Istanbul (BIST)," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Risk Management Post Financial Crisis: A Period of Monetary Easing", DOI: 10.1108/S1569-375920140000096016.
• Valeria Martinez, 2014, "Carbon Emissions Trading: What it Means for Individual Investors," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "International Financial Markets", DOI: 10.1108/S1574-8715(2013)0000013014.
• Tian Zhong & Robert Faff & Allan Hodgson & Lee J. Yao, 2014, "The role of board gender on the profitability of insider trading," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 22, issue 3, pages 180-193, July, DOI: 10.1108/IJAIM-03-2013-0020.
• Spyridon Repousis, 2014, "Is there banks stocks’ manipulation around announcement of national elections and how can we detect and recover ill gotten assets?," Journal of Money Laundering Control, Emerald Group Publishing Limited, volume 17, issue 4, pages 402-415, October, DOI: 10.1108/JMLC-07-2013-0026.
• Maria Chiara Amadori & Lamia Bekkour & Thorsten Lehnert, 2014, "The relative informational efficiency of stocks, options and credit default swaps during the financial crisis," Journal of Risk Finance, Emerald Group Publishing Limited, volume 15, issue 5, pages 510-532, November, DOI: 10.1108/JRF-04-2014-0044.
• Qiming Wang, 2014, "Evolution of integer price clustering of IPOs in the aftermarket," Nankai Business Review International, Emerald Group Publishing Limited, volume 5, issue 4, pages 365-381, October, DOI: 10.1108/NBRI-01-2014-0008.
• Mukesh Bajaj & Sumon C. Mazumdar & Daniel A. McLaughlin, 2014, "Assessing market efficiency for reliance on the fraud-on-the-market doctrine afterWal-MartandAmgen☆Bajaj is the Global Head of the Finance and Securities Practice of Navigant Economics. Mazumdar is th," Research in Law and Economics, Emerald Group Publishing Limited, "The Law and Economics of Class Actions", DOI: 10.1108/S0193-589520140000026006.
• Wasim Ahmad & N.R. Bhanumurthy & Sanjay Sehgal, 2014, "The Eurozone crisis and its contagion effects on the European stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 31, issue 3, pages 325-352, July, DOI: 10.1108/SEF-01-2014-0001.
• Silvio John Camilleri & Christopher J. Green, 2014, "Stock market predictability," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 31, issue 4, pages 354-370, September, DOI: 10.1108/SEF-06-2012-0070.
• Bodeutsch, D.S. & Franses, Ph.H.B.F., 2014, "The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-02, Feb.
• Verwijmeren, P., 2014, "Forensic Finance," ERIM Inaugural Address Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam., number EIA-2014-058-F&A, Sep.
• Ikram ul Haq & Kashif Rashid, 2014, "Stock Market Efficiency and Size of the Firm: Empirical Evidence from Pakistan," Oeconomics of Knowledge, Saphira Publishing House, volume 6, issue 1, pages 10-31, March.
• Dayong ZHANG & David C. Broadstock, 2014, "Impact of International Oil Price Shocks on Consumption Expenditures in ASEAN and East Asia," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2014-24.
• Amira Akl Ahmed, 2014, "Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 91-126, May.
• Lukas Macijauskas & Dimitrios I. Maditinos, 2014, "Looking for Synergy with Momentum in Main Asset Classes," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 3-16.
• Ozgur Arslan-Ayaydin & Darold Barnum & Mehmet Baha Karan & Atilla Hakan Ozdemir, 2014, "How is Moral Hazard Related to Financing R&D and Innovations?," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 111-131.
• Alfredas Lukasevicius & Indre Lapinskaite, 2014, "Strategy of Sustainable Development in Investment Portfolio Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 3-18.
• Shakhnov, Kirill, 2014, "The allocation of talent: finance versus entrepreneurship," Economics Working Papers, European University Institute, number ECO2014/13.
• Mohammad Reza TAVAKOLI BAGHDADABAD & Afsaneh NOORI HOUSHYAR, 2014, "Productivity and Efficiency Evaluation of US Mutual Funds," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 2, pages 120-143, March.
• Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014, "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-52, Jun.
• Dan Li & Norman Schurhoff, 2014, "Dealer Networks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-95, Nov.
• Michiel De Pooter & Patrice T. Robitaille & Ian Walker & Michael Zdinak, 2014, "Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1098, Mar.
• Ergys Islamaj & Maziar Kazemi, 2014, "Returns to Active Management: The Case of Hedge Funds," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1112, Aug.
• Deepa Dhume Datta & Juan M. Londono & Landon J. Ross, 2014, "Generating Options-Implied Probability Densities to Understand Oil Market Events," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1122, Oct.
• M. Ali Choudhary & Anil K. Jain, 2014, "How Public Information Affects Asymmetrically Informed Lenders: Evidence from a Credit Registry Reform," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1125, Nov.
• Fernando Alvarez & Gadi Barlevy, 2014, "Mandatory Disclosure and Financial Contagion," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-4, Apr.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014, "Momentum Trading, Return Chasing and Predictable Crashes," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-27, Nov.
• Brett W. Fawley & Christopher J. Neely, 2014, "The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices," Review, Federal Reserve Bank of St. Louis, volume 96, issue 1, pages 73-109.
• Matthew Famiglietti & Yuliya Ivanova & Christopher J. Neely & Paul A. Weller, 2014, "Can risk explain the profitability of technical trading in currency markets?," Working Papers, Federal Reserve Bank of St. Louis, number 2014-033, Oct, revised 12 Jun 2020, DOI: 10.20955/wp.2014.033.
• Nina Boyarchenko & Anna M. Costello, 2014, "Counterparty risk in material supply contracts," Staff Reports, Federal Reserve Bank of New York, number 694, Oct.
• Wenli Li & Ishani Tewari & Michelle J. White, 2014, "Using bankruptcy to reduce foreclosures: does strip-down of mortgages affect the supply of mortgage credit?," Working Papers, Federal Reserve Bank of Philadelphia, number 14-35, Dec.
• Terence Tai-Leung Chong & Wing-Kam Ng & Venus Khim-Sen Liew, 2014, "Revisiting the Performance of MACD and RSI Oscillators," JRFM, MDPI, volume 7, issue 1, pages 1-12, February.
• Pedro Godinho & Pedro Cerqueira, 2014, "The Impact of Expectations, Match Importance and Results in the Stock Prices of European Football Teams," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2014-09, Apr.
• Denis Cormier & Samira Demaria, 2014, "Pertinence des mesures non-GAAP pour les marchés boursiers : le cas des firmes du CAC 40," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2014-22, Jul.
• Sabri Boubaker & Hatem Mansali & Hatem Rjiba, 2014, "Large Controlling Shareholders and Stock Price Synchronicity," Post-Print, HAL, number hal-01155467, Mar.
• Jérôme Hubler & Christine Louargant & Jean-Noël Ory & Philippe Raimbourg, 2014, "Do rating agencies’ decisions impact stock risks? Evidence from European markets," Post-Print, HAL, number hal-01369861, DOI: 10.1080/1351847X.2013.815125.
• Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2014, "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Post-Print, HAL, number hal-01411783.
• Georges Prat & Remzi Uctum, 2014, "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print, HAL, number hal-01411784.
• Georges Prat & Remzi Uctum, 2014, "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print, HAL, number hal-01411785.
• Renaud Bourlès & Anastasia Cozarenco, 2014, "State intervention and the microcredit market: the role of business development services," Post-Print, HAL, number hal-01474456, DOI: 10.1007/s11187-014-9578-0.
• Georges Prat & Remzi Uctum & Sylvie Lecarpentier-Moyal & Patricia Renou-Maissant, 2014, "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Post-Print, HAL, number hal-01638222.
• Georges Prat & Remzi Uctum, 2014, "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Post-Print, HAL, number hal-01638223.
• Georges Prat & Remzi Uctum, 2014, "Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data," Post-Print, HAL, number hal-01638224.
• Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014, "Tests Of Equity Market Anomalies For Select Emerging Markets," Post-Print, HAL, number hal-01881907.
• Christophe J. Godlewski, 2014, "Bank loans and borrower value during the global financial crisis: Empirical evidence from France," Post-Print, HAL, number hal-03047776, Jan, DOI: 10.1016/j.intfin.2013.10.009.
• Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2014, "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print, HAL, number hal-04582298, Dec.
• Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014, "Financial Symmetry and Moods in the Market," Post-Print, HAL, number halshs-00983008, Mar.
• Renaud Coulomb & Marc Sangnier, 2014, "The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?," Post-Print, HAL, number halshs-00990241, DOI: 10.1016/j.jpubeco.2014.05.001.
• Rudy de Winne & Carole Gresse & Isabelle Platten, 2014, "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print, HAL, number halshs-00997859, Dec, DOI: 10.1016/j.irfa.2014.04.003.
• Fabrice Hervé & Mohamed Zouaoui, 2014, "Quand la psychologie et la linguistique rencontrent la finance : le cas de la France," Post-Print, HAL, number halshs-01288095, Mar, DOI: 10.4000/fcs.1458.
• Renaud Coulomb & Marc Sangnier, 2014, "The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00990241, DOI: 10.1016/j.jpubeco.2014.05.001.
• Edouard Challe & Edouard Chretien, 2014, "Market composition and price informativeness in a large market with endogenous order types," Working Papers, HAL, number hal-01060216, Sep.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the clock: an agent-based model of low- and high-frequency trading," Working Papers, HAL, number hal-01070542, Feb.
• Jjrrme Dugast & Thierry Foucault, 2014, "False News, Informational Efficiency, and Price Reversals," Working Papers, HAL, number hal-02058260, Feb, DOI: 10.2139/ssrn.2398904.
• Imane El Ouadghiri & Valérie Mignon & Nicolas Boitout, 2014, "On the impact of macroeconomic news surprises on Treasury-bond yields," Working Papers, HAL, number hal-04141345.
• Vivien Lespagnol & Juliette Rouchier, 2014, "Trading Volume and Market Efficiency: An Agent Based Model with Heterogenous Knowledge about Fundamentals," Working Papers, HAL, number halshs-00997573, May.
• Tobias A. Jopp, 2014, "How did the capital market evaluate Germany’s prospects for winning World War I? Evidence from the Amsterdam market for government bonds," Working Papers, European Historical Economics Society (EHES), number 0052, Feb.
• Quoreshi, A.M.M. Shahiduzzaman, 2014, "Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data," Working Papers, Blekinge Institute of Technology, Department of Industrial Economics, number 2014/03, Apr.
• Lohse, Tim & Pascalau, Razvan & Thomann, Christian, 2014, "Public Enforcement of Securities Market Rules: Resource-based evidence from the Securities Exchange Commission," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 364, May.
• Johansson, Anders C., 2014, "On the Challenge to Competitive Authoritarianism and Political Patronage in Malaysia," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2014-29, Feb.
• Dennis, Patrick J. & Sandås, Patrik, 2014, "Does Trading Anonymously Enhance Liquidity?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 288, Oct.
• de Oliveira Souza, Thiago, 2014, "Discount rates, market frictions, and the mystery of the size premium," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 15/2014, Sep.
• Lundström, Christian, 2014, "Money management with optimal stopping of losses for maximizing the returns of futures trading," Umeå Economic Studies, Umeå University, Department of Economics, number 884, May.
• Svetlana B. Avdasheva & Dina V. Tsytsulina, 2014, "The Effects Of Competition Policy: Merger Approval, Entry Barrier Removal, Antitrust Enforcement Compared," HSE Working papers, National Research University Higher School of Economics, number WP BRP 34/FE/2014.
• Amar Gande & David Parsley, 2014, "Sovereign Credit Ratings, Transparency and International Portfolio Flows," Working Papers, Hong Kong Institute for Monetary Research, number 122014, Jun.
• Greenwood, Robin Marc & Shleifer, Andrei, 2014, "Expectations of Returns and Expected Returns," Scholarly Articles, Harvard University Department of Economics, number 11880390.
• Dragos Stefan Oprea, 2014, "The Halloween Effect Evidence from Romania," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 7, pages 463-471, July.
• Dragos Stefan Oprea, 2014, "Does Investor Sentiment Matter in Post-Communist East European Stock Markets?," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 8, pages 356-366, August.
• Radu Lupu & Adrian Cantemir Calin, 2014, "To QE or Not to QE? The Japanese Experience," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 2, issue 2, pages 3-10, June.
• Han-Ching Huang & Yong-Chern Su & Yao-Hsuan Chang, 2014, "Dynamic Return-Order Imbalance Relationship Response To Leveraged Buyout Announcements," Global Journal of Business Research, The Institute for Business and Finance Research, volume 8, issue 2, pages 55-63.
• Dedhy Sulistiawan & Jogiyanto Hartono, 2014, "Can Technical Analysis Signals Detect Price Reactions Around Earnings Announcement?: Evidence from Indonesia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 1, pages 113-123.
• Yung-Chuan Lee & Ming-Chang Wang, 2014, "Does the Appointment of Independent Directors Drive Multiple Effects?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 1, pages 69-88.
• Rashiqa Kamal, 2014, "New Evidence from S&P 500 Index Deletions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 2, pages 1-10.
• Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014, "Tests of Equity Market Anomalies for Select Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 27-46.
• Jeng-Hong Chen, 2014, "Return Volatility Movements in Spot and Futures Markets: Evidence from Intraday Behavior of the S&P 500 Index," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 95-107.
• Surya Chelikani & Frank P. D'Souza, 2014, "The Effect of Regulation Fair Disclosure on Market Integration," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 43-62.
• Jack J.W. Yang & Tsung-Shin Wu, 2014, "Price and Volume Reactions to Cash Dividend Announcements: Evidence from Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 83-96.
• Juan Benjamin Duarte Duarte & Katherine Julieth Sierra Suarez & Juan Manuel Mascarenas Perez-Inigo, 2014, "Evaluation Of Long-Term Memory In Colombian Stock Market By Hurst Coefficient, Evaluacion De La Memoria De Largo Plazo Del Mercado Bursatil Colombiano Mediante El Coeficiente De Hurst," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 4, pages 1-10.
• Jose Rodrigo Catica Barbosa & Mercedes Parra Alviz & Oscar Hernan Lopez Montoya, 2014, "Challenges Of The Colombian Banking System In Order To Improve The Financial Deepening, Retos De La Banca Colombiana Para Mejorar La Profundizacion Financiera," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 4, pages 27-37.
• Vladimir Simovic & Marko Rankovic, 2014, "The Conceptual Model of the Credit Information Exchange System in Global Terms," Economic Analysis, Institute of Economic Sciences, volume 47, issue 1-2, pages 3-19.
• Ilker SAKINC & Merve GULEN, 2014, "The Performance Comparison of the Participation Banks Acting In Turkey Grey Relations Analysis Method," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 1, issue 1, pages 238-245, December.
• Ron Bird & Krishna Reddy & Danny Yeung, 2014, "The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics?," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, volume 4, issue 2, pages 113-132.
• Ronald Huisman & Elisa Trujillo-Baute, 2014, "Costs of power supply flexibility: the indirect impact of a Spanish policy change," Working Papers, Institut d'Economia de Barcelona (IEB), number 2014/34.
• Orhan ERDEM & Evren ARIK & Serkan YÜKSEL, 2014, "Trading Puzzle, Puzzling Trade," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 345, pages 83-102.
• Mark Cummins & Brian M. Lucey & Michael M. Dowling, 2014, "Behavioral Influences in Non-Ferrous Metals Prices," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp459, Nov.
• Raj Aggarwal & Brian M. Lucey & Fergal A. O'Connor, 2014, "Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp462, Nov.
• Francisco Ruge-Murcia, 2014, "Do Inflation-Targeting Central Banks Implicitly Target the Price Level?," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 2, pages 301-326, June.
• Michiel De Pooter & Patrice Robitaille & Ian Walker & Michael Zdinak, 2014, "Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 2, pages 337-400, June.
• Abderrazak Dhaoui & Naceur Khraief, 2014, "Does Human Psychology Drive Financial Markets? Evidence from International Markets," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 2, issue 3, pages 100-108, March.
• Theoharry Grammatikos & Thorsten Lehnert & Yoichi Otsubo, 2014, "Market Perceptions of US and European Policy Actions Around the Subprime Crisis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 14-E-11, Nov.
• Christophe Godlewski & Ms. Rima A Turk & Laurent Weill, 2014, "Do the Type of Sukuk and Choice of Shari'a Scholar Matter?," IMF Working Papers, International Monetary Fund, number 2014/147, Aug.
• Ibrahim Fatnassi & Zied Ftiti & Habib Hasnaoui, 2014, "Stock Market Reactions to Sovereign Credit Rating Changes: Evidence from Four European Countries," Working Papers, Department of Research, Ipag Business School, number 2014-111, Jan.
• Walid Mensi & Shawkat Hammoudeh & Juan Carlos Reboredo & Duc Khuong Nguyen, 2014, "Do global factors impact BRICS stock markets? A quantile regression approach," Working Papers, Department of Research, Ipag Business School, number 2014-159, Jan.