Research classified by Journal of Economic Literature (JEL) codes

2014

• Óscar Arce & Sergio Mayordomo, 2014, "Short-sale constraints and financial stability: Evidence from the Spanish market," Working Papers, Banco de España, number 1410, Jun.
• Andrea Beltratti & Bernardo Bortolotti & Marianna Caccavaio, 2014, "Stock market efficiency in China: evidence from the split-share reform," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 969, Sep.
• Taneli M�kinen, 2014, "Informed trading and stock market efficiency," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 992, Oct.
• Hernández Juan R., 2014, "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," Working Papers, Banco de México, number 2014-09, May.
• Javier Eliecer Pirateque Niño, 2014, "Uso de la Metodología Wavelets para la validación de la regla de la raíz del tiempo y su aplicación al riesgo de mercado," Borradores de Economia, Banco de la Republica de Colombia, number 809, Feb, DOI: 10.32468/be.809.
• Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón & Santiago García-Verdú & Miguel Zerecero & Marco Vega & Erick Lahura & Ramon Moreno, 2014, "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," Borradores de Economia, Banco de la Republica de Colombia, number 849, Oct, DOI: 10.32468/be.849.
• Andrés Murcia & Diego Rojas, 2014, "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 74, pages 52-67, June, DOI: 10.1016/S0120-4483(14)70027-2.
• José E. Gómez-González & Luis Fernando Melo Velandia, 2014, "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 75, pages 23-27, December, DOI: 10.1016/j.espe.2014.07.001.
• Anoop S. Kumar, 2014, "Testing For Long Memory In Volatility In The Indian Forex Market," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 59, issue 203, pages 75-90, October –.
• Alejandro Bernales, 2014, "The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings," Working papers, Banque de France, number 495.
• J. Dugast & T. Foucault, 2014, "False News, Informational Efficiency, and Price Reversals," Working papers, Banque de France, number 513.
• Bernales, A. & Dugast, J., 2014, "Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013," Bulletin de la Banque de France, Banque de France, issue 195, pages 45-47.
• A. Bernales. & J. Dugast., 2014, "International workshop on algorithmic and high-frequency trading:a brief summary," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 33, pages 39-42, spring.
• Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón & Santiago García-Verdú & Miguel Zerecero & Marco Vega & Erick Lahura & Ramon Moreno, 2014, "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," BIS Working Papers, Bank for International Settlements, number 462, Sep.
• Anastasia Klimova & Adrian D. Lee, 2014, "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," The Economic Record, The Economic Society of Australia, volume 90, issue , pages 16-40, June.
• Ron Bird & Harry Liem & Susan Thorp, 2014, "Infrastructure: Real Assets and Real Returns," European Financial Management, European Financial Management Association, volume 20, issue 4, pages 802-824, September, DOI: 10.1111/j.1468-036X.2012.00650.x.
• Khamis H. Al-Yahyaee, 2014, "Frequency and Motives for Stock Dividends in a Unique Environment," International Review of Finance, International Review of Finance Ltd., volume 14, issue 2, pages 295-318, June.
• Xavier Vives, 2014, "On The Possibility Of Informationally Efficient Markets," Journal of the European Economic Association, European Economic Association, volume 12, issue 5, pages 1200-1239, October.
• Miguel Antón & Christopher Polk, 2014, "Connected Stocks," Journal of Finance, American Finance Association, volume 69, issue 3, pages 1099-1127, June.
• Diane Del Guercio & Jonathan Reuter, 2014, "Mutual Fund Performance and the Incentive to Generate Alpha," Journal of Finance, American Finance Association, volume 69, issue 4, pages 1673-1704, August.
• Joel Peress, 2014, "The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes," Journal of Finance, American Finance Association, volume 69, issue 5, pages 2007-2043, October.
• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014, "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, volume 69, issue 5, pages 2279-2337, October.
• Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014, "The Global Crisis and Equity Market Contagion," Journal of Finance, American Finance Association, volume 69, issue 6, pages 2597-2649, December.
• Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2014, "Time-Varying Spot and Futures Oil Price Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, volume 61, issue 1, pages 78-97, February.
• Petr Zeman, 2014, "Technical Trading and Testing of Intra-day Market Efficiency in the Foreign Exchange Market," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 17, issue 1, pages 3-13, DOI: 10.32725/acta.2014.001.
• Young Han Kim & Hosung Jung, 2014, "Investor Trading Behavior Around the Time of Geopolitical Risk Events: Evidence from South Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2014-10, Apr.
• Junhan Kim & Jieun Lee, 2014, "Foreign Ownership and Commonality in Liquidity Between FX and Stock Markets (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2014-18, Jul.
• Ulkem Basdas & Adil Oran, 2014, "Event studies in Turkey," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 14, issue 3, pages 167-188, September.
• Kollias Christos & Papadamou Stephanos & Psarianos Iacovos, 2014, "Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 20, issue 2, pages 267-292, April, DOI: 10.1515/peps-2013-0050.
• Regis Augusto Ely, 2014, "Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil?," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 1, pages 13-39.
• Glener de Almeida Dourado & Benjamin Miranda Tabak, 2014, "Testing the Adaptive Markets Hypothesis for Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 4, pages 517-553.
• Elena Asparouhova & Peter Bossaerts & Jon Eguia & William Zame, 2014, "Asset Prices and Asymmetric Reasoning," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 14/640, May.
• Christian Andres & André Betzer & Markus Doumet & Erik Theissen, 2014, "Open Market Share Repurchases in Germany - A Conditional Event Study Approach," Schumpeter Discussion Papers, Universitätsbibliothek Wuppertal, University Library, number SDP14010, Jul.
• Eric M. Aldrich & Indra Heckenbach & Gregory Laughlin, 2014, "A Compound Multifractal Model for High-Frequency Asset Returns," BYU Macroeconomics and Computational Laboratory Working Paper Series, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory, number 2014-05, Aug.
• Luisella Bosetti & Pietro Gottardo & Maurizio Murgia & Andrea Pinna, 2014, "The Impact of Large Orders in Electronic Markets," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS15, Jun.
• Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2014, "Irrational Market Makers," Finance, Presses universitaires de Grenoble, volume 35, issue 1, pages 107-145.
• Nesrine Bentemessek Kahia, 2014, "Actif sous-jacent et produits dérivés financiers de la Compagnie des Mers du Sud. La rationalité de la bulle reconsidérée," Revue économique, Presses de Sciences-Po, volume 65, issue 5, pages 781-803.
• Dunne, Peter G. & Fleming, Michael J. & Zholos, Andrey, 2014, "ECB Monetary Operations and the Interbank Repo Market," Research Technical Papers, Central Bank of Ireland, number 09/RT/14, Aug.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/04, Jan.
• Aizenman, Joshua & Binici, Mahir & Hutchison, Michael M, 2014, "The Transmission of Federal Reserve Tapering News to Emerging Financial Markets," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt7n17z9km, Jun.
• Cheung, Yin-Wong & Rime, Dagfinn, 2014, "The offshore renminbi exchange rate: Microstructure and links to the onshore market," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt9nj1q298, Dec.
• Myroslav Pidkuyko, 2014, "Dynamics of Consumption and Dividends over the Business Cycle," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp522, Dec.
• Yin-Wong Cheung & Dagfinn Rime, 2014, "The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market," CESifo Working Paper Series, CESifo, number 4850.
• Harald Hau & Sandy Lai, 2014, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CESifo Working Paper Series, CESifo, number 5005.
• Makoto Nirei & Tsutomu Watanabe, 2014, "Beauty Contests and Fat Tails in Financial Markets," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-346, Jun.
• Terrence HENDERSHOTT & Dmitry LIVDAN & Norman SCHUERHOFF, 2014, "Are Institutions Informed About News?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-49, Jul.
• Khamis Hamed Al-Yahyaee, 2014, "Stock dividend ex-day effect and market microstructure in a unique environment," International Economics, CEPII research center, issue 139, pages 71-79.
• Walid Mensi & Makram Beljid & Shunsuke Managi, 2014, "Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets: Evidence from the Hurst exponent and Shannon entropy methods," International Economics, CEPII research center, issue 140, pages 89-106.
• Claudia Keser & Andreas Markstädter, 2014, "Informational Asymmetries in Laboratory Asset Markets with State-Dependent Fundamentals," CIRANO Working Papers, CIRANO, number 2014s-30, May.
• Mihaela – Lavinia CIOBĂNICĂ, 2014, "Organizational Systems Of Internal Financial Control In The World," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 3, pages 92-102, April.
• María José Roa, 2014, "La inclusión y la estabilidad financieras," Documentos de Investigación - Research Papers, CEMLA, number 15, Apr.
• Julio C. Alonso & Andr�s M. Arcila, 2014, "Eficiencia semifuerte del mercado internacional del azúcar entre los anos 2001 y 2011," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Germán Horacio Cardona Vélez, 2014, "Análisis del impacto de los cambios del control corporativo sobre el valor de las empresas en América Latina," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Javier Eliecer Pirateque Ni�o, 2014, "Uso de la Metodolog�a Wavelets para la Validaci�n de la Regla de la Ra�z del Tiempo y su Aplicaci�n al Riesgo de Mercado," Borradores de Economia, Banco de la Republica, number 11137, Feb.
• Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hern�n Rinc�n, 2014, "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," Borradores de Economia, Banco de la Republica, number 12258, Oct.
• Andrés Murcia & Diego Rojas, 2014, "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 74, pages 52-67, DOI: 10.1016/S0120-4483(14)70027-2.
• José E. Gómez-González & Luis Fernando Melo Velandia, 2014, "Efectos de «ángeles caídos» en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 32, issue 75, pages 23-27, DOI: 10.1016/j.espe.2014.07.001.
• José Augusto Castillo Bonilla & Luis Eduardo Gir�n, 2014, "Cuantificación de la importancia del Fondo Nacional de Garantías en la movilización de créditos a las pymes," Estudios Gerenciales, Universidad Icesi.
• Juan Benjamín Duarte Duarte & Juan Manuel Mascare?nas P�rez-I�igo, 2014, "Comprobación de la eficiencia débil en los principales mercados financieros latinoamericanos," Estudios Gerenciales, Universidad Icesi.
• Juan Benjamín Duarte Duarte & Juan Manuel Mascare�as P�rez-I�igo, 2014, "¿Han sido los mercados bursátiles eficientes informacionalmente?," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Jorge Uribe & Juli�n Fern�ndez, 2014, "Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 81, pages 57-90.
• Emilio Rojas & Werner Kristjanpoller, 2014, "Anomalías de calendario en los mercados accionarios latinoamericanos: una revisión mediante el procedimiento de Bonferroni," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 81, pages 91-113.
• Julio Cesar Riascos Hermoza, 2014, "Riesgo financiero acumulado: el caso de los índices bursátiles de Estados Unidos, 2000-2014," Revista Tendencias, Universidad de Narino, volume 15, issue 1, pages 78-108, DOI: 10.22267/rtend.141501.51.
• BOUDT, Kris & PETITJEAN, Mikael, 2014, "Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2591, Jan.
• DUVINAGE, Matthieu & MAZZA, Paolo & PETITJEAN, Mikael, 2014, "Testing the profitability of contrarian trading strategies based on the overreaction hypothesis," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2672, Jan.
• Michal Grela, 2014, "Prediction Markets as an Example of Crowdsourcing," Acta Universitatis Nicolai Copernici, Ekonomia, Uniwersytet Mikolaja Kopernika, volume 45, issue 2, pages 205-217.
• Juliusz Jablecki & Robert Slepaczuk & Ryszard Kokoszczynski & Pawel Sakowski & Piotr Wojcik, 2014, "Does historical VIX term structure contain valuable information for predicting VIX futures?," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 14, pages 5-28.
• Servaes, Henri & Meier, Jean-Marie A., 2014, "Distressed Acquisitions," CEPR Discussion Papers, Centre for Economic Policy Research, number 10093, Aug.
• Edmans, Alex & Xu, Moqi & Goncalves-Pinto, Luis & Wang, Yanbo, 2014, "Strategic News Releases in Equity Vesting Months," CEPR Discussion Papers, Centre for Economic Policy Research, number 10144, Sep.
• Broer, Tobias & Kero, Afroditi, 2014, "Collateralisation bubbles when investors disagree about risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 10148, Sep.
• Patton, Andrew & Kruttli, Mathias, 2014, "The Impact of Hedge Funds on Asset Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 10151, Sep.
• Vayanos, Dimitri & Woolley, Paul & ,, 2014, "Asset Management Contracts and Equilibrium Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 10152, Sep.
• Kilian, Lutz & Baumeister, Christiane, 2014, "A General Approach to Recovering Market Expectations from Futures Prices With an Application to Crude Oil," CEPR Discussion Papers, Centre for Economic Policy Research, number 10162, Sep.
• Ghysels, Eric & Jagannathan, Ravi & Chabot, Benjamin, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," CEPR Discussion Papers, Centre for Economic Policy Research, number 10234, Nov.
• Schürhoff, Norman & Li, Dan, 2014, "Dealer Networks," CEPR Discussion Papers, Centre for Economic Policy Research, number 10237, Nov.
• Sraer, David & Kaniel, Ron & Barrot, Jean-Noël, 2014, "Are Retail Traders Compensated for Providing Liquidity?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10285, Dec.
• Gehrig, Thomas & Haas, Marlene, 2014, "Lehman Brothers: What Did Markets Know?," CEPR Discussion Papers, Centre for Economic Policy Research, number 9893, Mar.
• Campbell, John Y & Ranish, Benjamin, 2014, "Getting Better or Feeling Better? How Equity Investors Respond to Investment Experience," CEPR Discussion Papers, Centre for Economic Policy Research, number 9907, Mar.
• Goldstein, Itay & Edmans, Alex & Jiang, Wei, 2014, "Feedback Effects and the Limits to Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 9917, Mar.
• Voth, Hans-Joachim & Koudijs, Peter, 2014, "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," CEPR Discussion Papers, Centre for Economic Policy Research, number 9920, Mar.
• Rossi, Stefano & Tinn, Katrin, 2014, "Man or machine? Rational trading without information about fundamentals," CEPR Discussion Papers, Centre for Economic Policy Research, number 9958, May.
• Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo, 2014, "No-Bubble Condition: Model-Free Tests in Housing Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 9978, May.
• Martin T. Bohl & Jeanne Diesteldorf & Christian A. Salm & Bernd Wilfling, 2014, "Spot Market Volatility and Futures Trading: The Pitfalls of Using a Dummy Variable Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3514, Oct.
• Martin T. Bohl & Jeanne Diesteldorf & Pierre L. Siklos, 2014, "The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 3614, Oct.
• Roman Kräussl & Luiz Félix & Philip Stork, 2014, "The 2011 European Short Sale Ban: An Option Market Perspective," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-02.
• Roman Kräussl & Thorsten Lehnert & Nicolas Martelin, 2014, "Is there a Bubble in the Art Market?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 14-07.
• Vicente, Sergio, 2014, "Loan officers' screening with credit scores," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb142710, Oct.
• Deák, Zsuzsanna & Karali, Berna, 2014, "Stock Market Reactions to Environmental News in the Food Industry," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 46, issue 2, pages 209-225, May.
• Ýlker SAKINÇ & Merve GÜLEN, 2014, "The Performance Comparison of the Participation Banks Acting in Turkey via Grey Relations Analysis Method," Journal of Economic and Social Thought, EconSciences Journals, volume 1, issue 1, pages 3-14, December.
• lker SAKIN, 2014, "Export Price Stability and Compatibility of Euro under the Export- Biased Productivity Growth in Turkey: A Criticism against the Maastricht Inflation Criterion," Journal of Economics Library, EconSciences Journals, volume 1, issue 1, pages 22-33, December.
• Fraunhoffer, R. & Freytag, A. & Schiereck, D., 2014, "Market power consolidation and M&A success: A study of US-American and German utility takeovers," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 70418.
• Fabrice Hervé & Mohamed Zouaoui, 2014, "Quand la psychologie et la linguistique rencontrent la finance:le cas de la France," Revue Finance Contrôle Stratégie, revues.org, volume 17, issue 1, pages 25-46, March.
• Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014, "The Global Crisis and Equity Market Contagion," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1352.
• Kim, Jae & Doucouliagos, Hristos & Stanley, T. D., 2014, "Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence," Working Papers, Deakin University, Department of Economics, number eco_2014_9, Jan.
• Georges Prat & Remzi Uctum, 2014, "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-17.
• Imane El Ouadghiri & Valerie Mignon & Nicolas Boitout, 2014, "On the impact of macroeconomic news surprises on Treasury-bond yields," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2014-20.
• FOUCAULT, Thierry & DUGAST, Jérôme, 2014, "False News, Informational Efficiency, and Price Reversals," HEC Research Papers Series, HEC Paris, number 1036, Feb.
• Vives, Xavier, 2014, "On the Possibility of Informationally Efficient Markets," IESE Research Papers, IESE Business School, number D/1104, Oct.
• Carlo Altavilla & Domenico Giannone & Michèle Modugno, 2014, "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2014-34, Aug.
• Stracca, Livio & Lo Duca, Marco, 2014, "The effect of G20 summits on global financial markets," Working Paper Series, European Central Bank, number 1668, Apr.
• Kiema, Ilkka & Jokivuolle, Esa, 2014, "Does a leverage ratio requirement increase bank stability?," Working Paper Series, European Central Bank, number 1676, May.
• Lambert, Nicolas & Ostrovsky, Michael & Panov, Mikhail, 2014, "Strategic Trading in Informationally Complex Environments," Research Papers, Stanford University, Graduate School of Business, number 3021, Jan.
• Beneish, M. D. & Lee, C. M. C. & Nichols, D. C., 2014, "In Short Supply: Short-Sellers and Stock Returns," Research Papers, Stanford University, Graduate School of Business, number 3064, Oct.
• Koudijs, Peter & Voth, Hans-Joachim, 2014, "Leverage and Beliefs: Personal Experience and Risk Taking in Margin Lending," Research Papers, Stanford University, Graduate School of Business, number 3103, Feb.
• Duffie, Darrell & Dworczak, Piotr, 2018, "Robust Benchmark Design," Research Papers, Stanford University, Graduate School of Business, number 3175, Mar.
• Koudijs, Peter, 2014, "The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment," Research Papers, Stanford University, Graduate School of Business, number 3186, Aug.
• Duffie, Darrell & Dworczak, Piotr & Zhu, Haoxiang, 2014, "Benchmarks in Search Markets," Research Papers, Stanford University, Graduate School of Business, number 3190, Nov.
• Koudijs, Peter, 2014, "Those Who Know Most: Insider Trading in 18th c. Amsterdam," Research Papers, Stanford University, Graduate School of Business, number 3191, Sep.
• Hafiz Imtiaz AHMAD & Pascal ALPHONSE, 2014, "Stock Prices and Implied Abnormal Earnings Growth," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 196-216.
• Halim DABBOU & Ahmed SILEM, 2014, "Price Limit and Financial Contagion: Protection or Illusion? The Tunisian Stock Exchange Case," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 54-70.
• Nadhem Selm & Nejib Hachicha, 2014, "Can Bank be a Cause of Contagion during the Global Financial Crisis?," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 2, pages 353-362.
• Mustapha Chaffai & Imed Medhioub, 2014, "Behavioral Finance: An Empirical Study of the Tunisian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 527-538.
• Dilek PENPECE, 2014, "Demografik Deðiþkenler ve Dizi Türünün Dizi Tanýtým Mecralarýna Etkisi Üzerine Bir Araþtýrma," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 2, issue 1, pages 1-10.
• Gulser YAVUZ & Celil CAKICI, 2014, "Mersin’in XVII. Akdeniz Oyunlarý’ndan Beklentileri Üzerine Bir Araþtýrma," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 2, issue 1, pages 11-26.
• Nishizaki, Riku & Takano, Yudai & Takeda, Fumiko, 2014, "Information Content of Internal Control Weaknesses: The Evidence from Japan," The International Journal of Accounting, Elsevier, volume 49, issue 1, pages 1-26, DOI: 10.1016/j.intacc.2014.01.009.
• Kuo, Jing-Ming & Ning, Lutao & Song, Xiaoqi, 2014, "The Real and Accrual-based Earnings Management Behaviors: Evidence from the Split Share Structure Reform in China," The International Journal of Accounting, Elsevier, volume 49, issue 1, pages 101-136, DOI: 10.1016/j.intacc.2014.01.001.
• Albring, Susan & Robinson, Dahlia & Robinson, Michael, 2014, "Audit committee financial expertise, corporate governance, and the voluntary switch from auditor-provided to non-auditor-provided tax services," Advances in accounting, Elsevier, volume 30, issue 1, pages 81-94, DOI: 10.1016/j.adiac.2013.12.007.
• Jeffrey Jones & Jenny Gu & Pu Liu, 2014, "Do dividend initiations signal a reduction in risk? Evidence from the option market," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 143-158, January, DOI: 10.1007/s11156-012-0337-5.
• Aaron Crabtree & Thomas Kubick, 2014, "Corporate tax avoidance and the timeliness of annual earnings announcements," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 51-67, January, DOI: 10.1007/s11156-012-0333-9.
• Zhe Shen & Jerry Coakley & Norvald Instefjord, 2014, "Earnings management and IPO anomalies in China," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 69-93, January, DOI: 10.1007/s11156-012-0334-8.
• Ernest Biktimirov & Boya Li, 2014, "Asymmetric stock price and liquidity responses to changes in the FTSE SmallCap index," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 95-122, January, DOI: 10.1007/s11156-012-0335-7.
• Raman Kumar & Marius Popescu, 2014, "The implied intra-day probability of informed trading," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 2, pages 357-371, February, DOI: 10.1007/s11156-013-0345-0.
• Panayiotis Andreou & Chris Charalambous & Spiros Martzoukos, 2014, "Assessing the performance of symmetric and asymmetric implied volatility functions," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 3, pages 373-397, April, DOI: 10.1007/s11156-013-0346-z.
• Miao Luo & Tao Chen & Isabel Yan, 2014, "Price informativeness and institutional ownership: evidence from Japan," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 4, pages 627-651, May, DOI: 10.1007/s11156-013-0355-y.
• Zheng Wang, 2014, "Measuring investors’ assessment of earnings persistence: do investors see through smoothed earnings?," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 4, pages 691-708, May, DOI: 10.1007/s11156-013-0358-8.
• Partha Gangopadhyay & Ken Yook & Yoon Shin, 2014, "Insider trading and firm-specific return volatility," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 1, pages 1-19, July, DOI: 10.1007/s11156-013-0362-z.
• Ron Bird & Daniel Choi & Danny Yeung, 2014, "Market uncertainty, market sentiment, and the post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 1, pages 45-73, July, DOI: 10.1007/s11156-013-0364-x.
• Jie-Haun Lee & Whei-May Fan, 2014, "Investors’ perception of corporate governance: a spillover effect of Taiwan corporate scandals," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 1, pages 97-119, July, DOI: 10.1007/s11156-013-0366-8.
• Duong Nguyen & Tribhuvan Puri, 2014, "Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 2, pages 211-244, August, DOI: 10.1007/s11156-013-0370-z.
• Ying Lin & Kenneth Yung, 2014, "Earnings management and corporate spinoffs," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 2, pages 275-300, August, DOI: 10.1007/s11156-013-0372-x.
• Thomas Canace & Steven Mann, 2014, "The impact of technology-motivated M&A and joint ventures on the value of IT and non-IT firms: a new examination," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 2, pages 333-366, August, DOI: 10.1007/s11156-013-0374-8.
• Stefano Gubellini, 2014, "Conditioning information and cross-sectional anomalies," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 529-569, October, DOI: 10.1007/s11156-013-0384-6.
• Jeffrey Harrison & Matthew Hart & Derek Oler, 2014, "Leverage and acquisition performance," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 571-603, October, DOI: 10.1007/s11156-013-0385-5.
• Qi Zhang & Charlie Cai & Kevin Keasey, 2014, "The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 3, pages 605-625, October, DOI: 10.1007/s11156-013-0386-4.
• Li Eng & Joohyung Ha & Sandeep Nabar, 2014, "The impact of regulation FD on the information environment: evidence from the stock market response to stock split announcements," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 4, pages 829-853, November, DOI: 10.1007/s11156-013-0394-4.
• Renaud Bourlès & Anastasia Cozarenco, 2014, "State intervention and the microcredit market: the role of business development services," Small Business Economics, Springer, volume 43, issue 4, pages 931-944, December, DOI: 10.1007/s11187-014-9578-0.
• Sorin Claudiu Radu, 2014, "Testing the Market Model – A Case Study of Fondul Proprietatea (FP)," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 1, pages 126-131, March.
• Maria Dimitriu & Maria-Ramona Dinu & Razvan Constantin Caracota, 2014, "Modelling the Efficent Frontier of Investments Portfolio," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 3, pages 35-40, September.
• Ralf Brüggemann & Markus Glaser & Stefan Schaarschmidt & Sandra Stankiewicz, 2014, "The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-24, Dec.
• Zhenyang Bai & Manabu Sakaue & Fumiko Takeda, 2014, "The Impact of XBRL Adoption on the Information Environment: Evidence from Japan," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, volume 4, pages 49-74, December.
• Ýlker SAKINÇ & Merve GÜLEN, 2014, "The Performance Comparison of the Participation Banks Acting in Turkey via Grey Relations Analysis Method," Journal of Economic and Social Thought, KSP Journals, volume 1, issue 1, pages 3-14, December.
• Ýlker SAKINÇ, 2014, "Export Price Stability and Compatibility of Euro under the Export- Biased Productivity Growth in Turkey: A Criticism against the Maastricht Inflation Criterion," Journal of Economics Library, KSP Journals, volume 1, issue 1, pages 22-33, December.
• Christophe J. GODLEWSKI, 2014, "What drives the dynamics of bank debt renegotiation in Europe? A survival analysis approach," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2014-01.
• Christophe J. GODLEWSKI & Rima Turk-Ariss & Laurent Weill, 2014, "What Influences Stock Market Reaction to Sukuk Issues? The Impact of Scholars and Sukuk Types," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2014-03.
• Jorge Uribe & Julián Fernández, 2014, "Financial bubbles and recent behaviour of the Latin American stock markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 81, pages 57-90, Julio - D, DOI: 10.17533/udea.le.n81a3.
• Emilio Rojas & Werner Kristjanpoller, 2014, "Calendar anomalies in the Latin American stock markets: A Bonferroni testing approach," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 81, pages 91-113, Julio - D, DOI: 10.17533/udea.le.n81a4.
• Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2014, "How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/17, Dec.
• Haris Bin Jamil & Aisha Ghazi Aurakzai & Muhammad Subayyal, 2014, "Can Analysts Really Forecast? Evidence from the Karachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 19, issue 1, pages 91-109, Jan-June.
• Kühnhausen, Fabian & Stieber, Harald W., 2014, "Determinants of Capital Structure in Non-Financial Companies," Discussion Papers in Economics, University of Munich, Department of Economics, number 21167, Jun.
• Raymond Osi Alenoghena & Ernest Simeon Odior, 2014, "Public Sector Financial Management and Output Growth in Nigeria: A Predictive Causality Test and Two-stage Least Square Approach," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 1, pages 1-13, February.
• Ikhlaas Gurrib, 2014, "Defragmenting the effect of major news announcements on financial markets," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 2, pages 1-14, April.
• Mustafa METE & Filiz Sanal Çevik & M. Vahit Eren, 2014, "Reasons of 2008 Global Economic Crisis, Measures Taken and Recommendations for Turkey," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 3, pages 57-64, June.
• Harlan Platt, Licheng Cai & Licheng Cai & Marjorie Platt, 2014, "Mutual fund flows: Where does the money go?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 5, pages 59-69, October.
• Giovanni Ferri & Doris Neuberger, 2014, "The Banking Regulatory Bubble and How to Get out of It," CERBE Working Papers, CERBE Center for Relationship Banking and Economics, number wpC01, May.
• Jean-Sébastien Michel, 2014, "Stock Market Overreaction to Management Earnings Forecasts," Cahiers de recherche, CIRPEE, number 1319.
• Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou, 2014, "Effects of the Limit Order Book on Price Dynamics," Cahiers de recherche, CIRPEE, number 1426.
• Jalali-Naini, Ahmad-Reza & Naderian, Mohammad-Amin, 2014, "Social Value of Information and Optimal Communication Policy of Central Banks," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 3, pages 31-57, April.
• Frédéric Délèze & Syed Mujahid Hussain, 2014, "Information Arrival, Jumps and Cojumps in European Financial Markets: Evidence Using Tick by Tick Data," Multinational Finance Journal, Multinational Finance Journal, volume 18, issue 3-4, pages 169-213, September.
• Sha Liu, 2014, "The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis," Multinational Finance Journal, Multinational Finance Journal, volume 18, issue 3-4, pages 215-248, September.
• Abdullah Iqbal & Ortenca Kume, 2014, "Impact of Financial Crisis on Firms’ Capital Structure in UK, France, and Germany," Multinational Finance Journal, Multinational Finance Journal, volume 18, issue 3-4, pages 249-280, September.
• Ibrahim Mohammed & Chioma Nwafor, 2014, "Stock Market Consequences of the Suspension of the Central Bank of Nigeria’s Governor," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 12, issue 4 (Winter, pages 371-394.
• Giulia RIVOLTA, 2014, "An Event Study Analysis of ECB Unconventional Monetary Policy," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2014-02, Feb.