Research classified by Journal of Economic Literature (JEL) codes

2014

• Ankita Mishra & Vinod Mishra & Russell Smyth, 2014, "The Random-Walk Hypothesis on the Indian Stock Market," Monash Economics Working Papers, Monash University, Department of Economics, number 07-14, Apr.
• Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014, "Financial Symmetry and Moods in the Market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14030, Mar, DOI: 10.1371/journal.pone.0118224.
• Yi-Fang Liu & Wei Zhang & Chao Xu & Jørgen Vitting Andersen & Hai-Chuan Xu, 2014, "Impact of information cost and switching of trading strategies in an artificial stock market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 14031, Apr, DOI: 10.1016/j.physa.2014.04.004.
• Steven Ongena & Viorel Roşcovan & Wei-Ling Song & Bas J.M. Werker, 2014, "Banks and Bonds: The Impact of Bank Loan Announcements on Bond and Equity Prices," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 131-156, December.
• David T. Llewellyn, 2014, "Reforming the Culture of Banking: Restoring Trust and Confidence in Banking," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 221-236, December.
• Naveen Musunuru, 2014, "Empirical Evidence on the Efficiency of Agricultural Commodity Markets," Journal of Economic Insight, Missouri Valley Economic Association, volume 40, issue 1, pages 65-80.
• Christopher C. Douglas, 2014, "Committee Bias and Market Inefficiency, Evidence from the NCAA Men’s Basketball Tournament," Journal of Economic Insight, Missouri Valley Economic Association, volume 40, issue 2, pages 1-17.
• Zhenxi CHEN & Jan F. KIVIET & Weihong Huang, 2014, "Hong Kong: A Bridge Connecting Mainland China and the International Market," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1406, May.
• García Ruiz Reyna Susana & Cruz Aké Salvador & Venegas Martínez Francisco, 2014, "Una medida de eficiencia de mercado: Un enfoque de teoría de la información," Contaduría y Administración, Accounting and Management, volume 59, issue 4, pages 137-166, octubre-d.
• Christopher F Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephen, 2014, "Credit rating agency downgrades and the Eurozone sovereign debt crises," NBP Working Papers, Narodowy Bank Polski, number 177.
• Alex Chinco & Christopher Mayer, 2014, "Misinformed Speculators and Mispricing in the Housing Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 19817, Jan.
• Alexander Ljungqvist & Wenlan Qian, 2014, "How Constraining Are Limits to Arbitrage? Evidence from a Recent Financial Innovation," NBER Working Papers, National Bureau of Economic Research, Inc, number 19834, Jan.
• Pablo Kurlat & Johannes Stroebel, 2014, "Testing for Information Asymmetries in Real Estate Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 19875, Jan.
• Yongheng Deng & Xin Liu & Shang-Jin Wei, 2014, "One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19974, Mar.
• Joshua Aizenman & Mahir Binici & Michael M. Hutchison, 2014, "The Transmission of Federal Reserve Tapering News to Emerging Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 19980, Mar.
• Jess Benhabib & Pengfei Wang, 2014, "Private Information and Sunspots in Sequential Asset Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20044, Apr.
• Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2014, "Do ETFs Increase Volatility?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20071, Apr.
• Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014, "Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations," NBER Working Papers, National Bureau of Economic Research, Inc, number 20089, May.
• Tri Vi Dang & Gary Gorton & Bengt Holmström & Guillermo Ordoñez, 2014, "Banks as Secret Keepers," NBER Working Papers, National Bureau of Economic Research, Inc, number 20255, Jun.
• Itamar Drechsler & Qingyi Freda Drechsler, 2014, "The Shorting Premium and Asset Pricing Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 20282, Jul.
• Oliver D. Bunn & Robert J. Shiller, 2014, "Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013," NBER Working Papers, National Bureau of Economic Research, Inc, number 20370, Aug.
• Peter Benczur & Cosmin L. Ilut, 2014, "Evidence for Relational Contracts in Sovereign Bank Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 20391, Aug.
• David Chambers & Elroy Dimson & Justin Foo, 2014, "Keynes, King's and Endowment Asset Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 20421, Sep.
• Anna Orlik & Laura Veldkamp, 2014, "Understanding Uncertainty Shocks and the Role of Black Swans," NBER Working Papers, National Bureau of Economic Research, Inc, number 20445, Aug.
• Alex Edmans & Luis Goncalves-Pinto & Yanbo Wang & Moqi Xu, 2014, "Strategic News Releases in Equity Vesting Months," NBER Working Papers, National Bureau of Economic Research, Inc, number 20476, Sep.
• Andrea M. Buffa & Dimitri Vayanos & Paul Woolley, 2014, "Asset Management Contracts and Equilibrium Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 20480, Sep.
• Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2014, "Strategic Trading in Informationally Complex Environments," NBER Working Papers, National Bureau of Economic Research, Inc, number 20516, Sep.
• Darrell Duffie & Piotr Dworczak, 2014, "Robust Benchmark Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 20540, Oct.
• Songzi Du & Haoxiang Zhu, 2014, "Welfare and Optimal Trading Frequency in Dynamic Double Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 20588, Oct.
• Darrell Duffie & Piotr Dworczak & Haoxiang Zhu, 2014, "Benchmarks in Search Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 20620, Oct.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014, "Momentum Trading, Return Chasing, and Predictable Crashes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20660, Nov.
• Anisha Ghosh & George M. Constantinides, 2014, "Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes," NBER Working Papers, National Bureau of Economic Research, Inc, number 20678, Nov.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2014, "Which Factors?," NBER Working Papers, National Bureau of Economic Research, Inc, number 20682, Nov.
• Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014, "A Welfare Criterion for Models with Distorted Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 20691, Nov.
• Robert Novy-Marx & Mihail Velikov, 2014, "A Taxonomy of Anomalies and their Trading Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 20721, Dec.
• Lars E.O. Svensson, 2014, "Forward Guidance," NBER Working Papers, National Bureau of Economic Research, Inc, number 20796, Dec.
• M. Kabir Hassan & William J. Hippler III, 2014, "Partial Adjustment Toward Equilibrium Mutual Fund Allocations: Evidence from U.S.-based Equity Mutual Funds," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2014-WP-01, Mar.
• Craig W. Holden & Stacey Jacobsen & Avanidhar Subrahmanyam, 2014, "The Empirical Analysis of Liquidity," Foundations and Trends(R) in Finance, now publishers, volume 8, issue 4, pages 263-365, December, DOI: 10.1561/0500000045.
• Evgeniya Mikova & Tamara Teplova, 2014, "Seasonal Effect for Explaining Price Momentum Failure in the Japanese Stock Market," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 25-42, October.
• Anton Gerunov, 2014, "Linkages between Public Sentiments and Stock Market Dynamics in the Context of the Efficient Market Hypothesis," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 58-71, July.
• Rui Albuquerque & Tarun Ramadorai & Sumudu W. Watugala, 2014, "Trade Credit and Cross-country Predictable Firm Returns," Staff Discussion Papers, Office of Financial Research, US Department of the Treasury, number 14-04, Nov.
• Rick Bookstaber & Mark Paddrik & Brian Tivnan, 2014, "An Agent-based Model for Financial Vulnerability," Working Papers, Office of Financial Research, US Department of the Treasury, number 14-05, Jul, revised 10 Sep 2014.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2014, "Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 14-01, Jan.
• Raphael A. Auer, 2014, "What drives TARGET2 balances? Evidence from a panel analysis
  [What drives Target2 balances? Evidence from a panel analysis]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 29, issue 77, pages 139-197.
• Judson Caskey, 2014, "The Pricing Effects of Securities Class Action Lawsuits and Litigation Insurance," The Journal of Law, Economics, and Organization, Oxford University Press, volume 30, issue 3, pages 493-532.
• Markus K. Brunnermeier & Alp Simsek & Wei Xiong, 2014, "A Welfare Criterion For Models With Distorted Beliefs," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 129, issue 4, pages 1753-1797.
• Thomas Gilbert & Christopher Hrdlicka & Jonathan Kalodimos & Stephan Siegel, 2014, "Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 1, pages 78-117.
• Zhihua Chen & Aziz A. Lookman & Norman Schürhoff & Duane J. Seppi, 2014, "Rating-Based Investment Practices and Bond Market Segmentation," The Review of Asset Pricing Studies, Society for Financial Studies, volume 4, issue 2, pages 162-205.
• Johan Almenberg & Artashes Karapetyan, 2014, "Hidden Costs of Hidden Debt," Review of Finance, European Finance Association, volume 18, issue 6, pages 2247-2281.
• Joel Peress, 2014, "Learning from Stock Prices and Economic Growth," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 10, pages 2998-3059.
• Robin Greenwood & Andrei Shleifer, 2014, "Expectations of Returns and Expected Returns," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 3, pages 714-746.
• Ulrike Malmendier & Devin Shanthikumar, 2014, "Do Security Analysts Speak in Two Tongues?," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 5, pages 1287-1322.
• Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014, "Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 9, pages 2626-2660.
• Espinoza, Nicolás & Espinoza, Tomás, 2014, "The Momentum Effect In The Chilean Stock Market," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 12, issue 1, pages 1-32.
• Karolina Daszynska-Zygadlo & Aleksandra Szpulak & Adam Szyszka, 2014, "Investor sentiment, optimism and excess stock market returns. Evidence from emerging markets," Business and Economic Horizons (BEH), Prague Development Center, volume 10, issue 4, pages 362-373, November.
• Natasa Bilkic & Thomas Gries, 2014, "Destructive Agents, Finance Firms, and Systemic Risk," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 76, Feb.
• Maximilian Mueller & Denis Schweizer & Volker Seiler, 2014, "Wealth Effects of Rare Earth Prices and China's Rare Earth Elements Policy," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 86, Nov.
• Elmar A. Janssen, 2014, "Do Election Results Affect the Value of Politically Connected Firms? - The Effect of the Schroeder-Merkel Change of Government on German Prime Standard Firms," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 05, Jul.
• Tri Vi Dang & Gary Gorton & Beng Holmstrom & Guillermo Ordonez, 2014, "Banks as Secret Keepers," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-022, Jun.
• Hernández, Juan R., 2014, "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 100653.
• zhang, zhichao & Xie, Li & lu, xiangyun & zhang, zhuang, 2014, "Determinants of financial distress in u.s. large bank holding companies," MPRA Paper, University Library of Munich, Germany, number 53545, Jan.
• Barinov, Alexander & Park, Shawn Saeyeul & Yildizhan, Celim, 2014, "Firm Complexity and Post-Earnings-Announcement Drift," MPRA Paper, University Library of Munich, Germany, number 53887, Jan.
• Chong, Terence Tai-Leung & Ng, Wing-Kam & Liew, Venus Khim-Sen, 2014, "Revisiting the Performance of MACD and RSI Oscillators," MPRA Paper, University Library of Munich, Germany, number 54149, Feb.
• Kamal, Mona, 2014, "Studying the Validity of the Efficient Market Hypothesis (EMH) in the Egyptian Exchange (EGX) after the 25th of January Revolution," MPRA Paper, University Library of Munich, Germany, number 54708, Mar.
• Donna, Javier & Espin-Sanchez, Jose, 2014, "The Illiquidity of Water Markets," MPRA Paper, University Library of Munich, Germany, number 55078, Feb.
• Avino, Davide & Cotter, John, 2014, "Sovereign and bank CDS spreads: two sides of the same coin?," MPRA Paper, University Library of Munich, Germany, number 55208.
• Rešovský, Marcel & Gróf, Marek & Horváth, Denis & Gazda, Vladimír, 2014, "Analysis of the Lead-Lag Relationship on South Africa capital market," MPRA Paper, University Library of Munich, Germany, number 57309.
• Chang, Chia-Lin & Ke, Yu-Pei, 2014, "Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds," MPRA Paper, University Library of Munich, Germany, number 57625, Jul.
• Wisniewski, Tomasz Piotr & Yekini, Liafisu Sina, 2014, "Predicting Stock Market Returns Based on the Content of Annual Report Narrative: A New Anomaly," MPRA Paper, University Library of Munich, Germany, number 58107, Aug.
• Hiremath, Gourishankar S & Kumari, Jyoti, 2014, "Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India," MPRA Paper, University Library of Munich, Germany, number 58378.
• Estrada, Fernando, 2014, "Financial crisis in The Arcades Project of Walter Benjamin," MPRA Paper, University Library of Munich, Germany, number 58483.
• Hirshleifer, David & Jian, Ming & Zhang, Huai, 2014, "Superstition and financial decision making," MPRA Paper, University Library of Munich, Germany, number 58620, Sep.
• Estrada, Fernando, 2014, "Rescate y costos del riesgo financiero
  [Rescue costs and financial risk]," MPRA Paper, University Library of Munich, Germany, number 58848.
• Choudhary, M. Ali & Jain, Anil, 2014, "How public information affects asymmetrically informed lenders: evidence from credit registry reform," MPRA Paper, University Library of Munich, Germany, number 58917, Jan.
• Mynhardt, H. R. & Plastun, Alex & Makarenko, Inna, 2014, "Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009," MPRA Paper, University Library of Munich, Germany, number 58942.
• Hirshleifer, David, 2014, "Behavioral Finance," MPRA Paper, University Library of Munich, Germany, number 59028, Aug.
• Estrada, Fernando, 2014, "Rescue costs and financial risk," MPRA Paper, University Library of Munich, Germany, number 59066.
• Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2014, "Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America," MPRA Paper, University Library of Munich, Germany, number 59119, Oct.
• Lean, Hooi Hooi & Smyth, Russell, 2014, "Testing for weak-form efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 59121, Oct.
• Ojo, Marianne, 2014, "The evolution of common law: revisiting Posner, Hayek & the economic analysis of Law," MPRA Paper, University Library of Munich, Germany, number 59163, Oct.
• Hirshleifer, David & hsu, po-hsuan & li, dongmei, 2014, "Don’t Hide Your Light Under a Bushel: Innovative Originality and Stock Returns," MPRA Paper, University Library of Munich, Germany, number 59835, Oct.
• Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat, 2014, "The 2007-2008 global financial crisis, and cross-border mergers and acquisitions: A 26-nation exploratory study," MPRA Paper, University Library of Munich, Germany, number 60148.
• Almanzar, Miguel & Torero, Maximo & von Grebmer, Klaus, 2014, "Futures Commodities Prices and Media Coverage," MPRA Paper, University Library of Munich, Germany, number 61327.
• Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent, 2014, "Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods," MPRA Paper, University Library of Munich, Germany, number 64078, Oct.
• Muteba Mwamba, John, 2014, "Another reason why the efficient market hypothesis is fuzzy," MPRA Paper, University Library of Munich, Germany, number 64383, Oct.
• Emara, Noha, 2014, "Predictive ability of three different estimates of “cay” to excess stock returns - A comparative study South Africa & U.S. -," MPRA Paper, University Library of Munich, Germany, number 68684.
• Dzanic, Enis & Omerbegovic, Sead, 2014, "Impact Of Volatility And Performance Of Major Stock Markets On Sarajevo Stock Exchange In 2008 – 2012 Period," MPRA Paper, University Library of Munich, Germany, number 70016, Apr.
• Moudine, Chourouk & El Khattab, Younes, 2014, "Essai sur l'efficience informationnelle du marché boursier marocain
  [Testing the informational efficiency of the moroccan stock market]," MPRA Paper, University Library of Munich, Germany, number 70169, Jan.
• Cevik, Emrah Ismail & Topaloğlu, Gültekin, 2014, "Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği
  [Long memory and structural breaks on volatility: evidence from Borsa Istanbul]," MPRA Paper, University Library of Munich, Germany, number 71485, revised 2014.
• Hammoudeh, Shawkat & Kang, Sang Hoon & Mensi, Walid & Nguyen, Duc Khuong, 2014, "Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting," MPRA Paper, University Library of Munich, Germany, number 73400, Mar, revised Mar 2016.
• 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.
• Chris van Heerden & Frans Dreyer & Susari Geldenhuys, 2014, "Timing a Hedge Decision: The Development of a Composite Technical Indicator for White Maize," ERSA Working Paper Series, Economic Research Southern Africa, number 423, Feb.
• 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.
• Kaplanski, Guy & Levy, Haim, 2014, "Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 49, issue C, pages 35-43, DOI: 10.1016/j.socec.2014.02.007.
• Amor-Tapia, Borja & Tascón Fernández, María T., 2014, "Estimation of future levels and changes in profitability: The effect of the relative position of the firm in its industry and the operating-financing disaggregation," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 17, issue 1, pages 30-46, DOI: 10.1016/j.rcsar.2013.08.002.
• Yahir López Chuken, 2014, "Una medida de estrés financiero para México y su relación con la actividad económica," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 8, issue 1, pages 1-15.
• Mine AKSOY, 2014, "The Effects of Terrorism on Turkish Stock Market," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 14, issue 1, pages 31-41.
• Lou, Dong & Polk, Christopher & Huang, Shiyang, 2014, "The booms and busts of beta arbitrage," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119019, Dec.
• Hwang, Byoung-Hyoung & Lou, Dong & Yin, Chengxi, 2014, "Offsetting disagreement and security prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119022, Nov.
• Buffa, Andrea & Vayanos, Dimitri & Woolley, Paul, 2014, "Asset management contracts and equilibrium prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119026, Oct.
• 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 the Lead Director of the Finance and Securities Prac," 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.
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• 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.