Research classified by Journal of Economic Literature (JEL) codes

2013

• Narayan, Paresh Kumar & Narayan, Seema & Mishra, Sagarika, 2013, "Has the structural break slowed down growth rates of stock markets?," Economic Modelling, Elsevier, volume 30, issue C, pages 595-601, DOI: 10.1016/j.econmod.2012.10.001.
• Gupta, Rangan & Modise, Mampho P., 2013, "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, volume 30, issue C, pages 612-622, DOI: 10.1016/j.econmod.2012.10.015.
• Akarim, Yasemin Deniz & Sevim, Serafettin, 2013, "The impact of mean reversion model on portfolio investment strategies: Empirical evidence from emerging markets," Economic Modelling, Elsevier, volume 31, issue C, pages 453-459, DOI: 10.1016/j.econmod.2012.11.028.
• Witte, Björn-Christopher, 2013, "Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets," Economic Modelling, Elsevier, volume 32, issue C, pages 377-385, DOI: 10.1016/j.econmod.2013.02.030.
• Duran, Murat & Gülşen, Eda, 2013, "Estimating inflation compensation for Turkey using yield curves," Economic Modelling, Elsevier, volume 32, issue C, pages 592-601, DOI: 10.1016/j.econmod.2013.02.036.
• Ahmad, Wasim & Sehgal, Sanjay & Bhanumurthy, N.R., 2013, "Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?," Economic Modelling, Elsevier, volume 33, issue C, pages 209-225, DOI: 10.1016/j.econmod.2013.04.009.
• Yang, Chunpeng & Zhang, Rengui, 2013, "Dynamic asset pricing model with heterogeneous sentiments," Economic Modelling, Elsevier, volume 33, issue C, pages 248-253, DOI: 10.1016/j.econmod.2013.03.026.
• Qiao, Zhuo & Wong, Wing-Keung & Fung, Joseph K.W., 2013, "Stochastic dominance relationships between stock and stock index futures markets: International evidence," Economic Modelling, Elsevier, volume 33, issue C, pages 552-559, DOI: 10.1016/j.econmod.2013.04.049.
• de Mendonça, Helder Ferreira & Galvão, Délio José Cordeiro & Loures, Renato Falci Villela, 2013, "Credit and bank opaqueness: How to avoid financial crises?," Economic Modelling, Elsevier, volume 33, issue C, pages 605-612, DOI: 10.1016/j.econmod.2013.05.001.
• Zhang, Wei & Shen, Dehua & Zhang, Yongjie & Xiong, Xiong, 2013, "Open source information, investor attention, and asset pricing," Economic Modelling, Elsevier, volume 33, issue C, pages 613-619, DOI: 10.1016/j.econmod.2013.03.018.
• Chung, Huimin & Gao, Cheng & Lu, Jie & Mizrach, Bruce, 2013, "An empirical analysis of the Shanghai and Shenzhen limit order books," Economic Modelling, Elsevier, volume 34, issue C, pages 37-41, DOI: 10.1016/j.econmod.2012.11.055.
• Yang, Linghubo & Zhang, Dongxiang, 2013, "Can futures price be a powerful predictor? Frequency domain analysis on Chinese commodity market," Economic Modelling, Elsevier, volume 35, issue C, pages 264-271, DOI: 10.1016/j.econmod.2013.07.011.
• Yang, Chunpeng & Yan, Wei & Zhang, Rengui, 2013, "Sentiment approach to negative expected return in the stock market," Economic Modelling, Elsevier, volume 35, issue C, pages 30-34, DOI: 10.1016/j.econmod.2013.06.018.
• Yang, Chunpeng & Li, Jinfang, 2013, "Investor sentiment, information and asset pricing model," Economic Modelling, Elsevier, volume 35, issue C, pages 436-442, DOI: 10.1016/j.econmod.2013.07.015.
• Shi, Jing & Xu, Tracy, 2013, "Price and volatility dynamics between securitized real estate spot and futures markets," Economic Modelling, Elsevier, volume 35, issue C, pages 582-592, DOI: 10.1016/j.econmod.2013.08.003.
• Aouadi, Amal & Arouri, Mohamed & Teulon, Frédéric, 2013, "Investor attention and stock market activity: Evidence from France," Economic Modelling, Elsevier, volume 35, issue C, pages 674-681, DOI: 10.1016/j.econmod.2013.08.034.
• Xie, Jun & Yang, Chunpeng, 2013, "Shouldn't all eggs be putted in one basket? A portfolio model based on investor sentiment and inertial thinking," Economic Modelling, Elsevier, volume 35, issue C, pages 682-688, DOI: 10.1016/j.econmod.2013.08.030.
• Snowberg, Erik & Wolfers, Justin & Zitzewitz, Eric, 2013, "Prediction Markets for Economic Forecasting," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-53683-9.00011-6.
• Araújo Santos, Paulo & Fraga Alves, Isabel & Hammoudeh, Shawkat, 2013, "High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 487-496, DOI: 10.1016/j.najef.2013.02.017.
• Lyon, Thomas & Lu, Yao & Shi, Xinzheng & Yin, Qie, 2013, "How do investors respond to Green Company Awards in China?," Ecological Economics, Elsevier, volume 94, issue C, pages 1-8, DOI: 10.1016/j.ecolecon.2013.06.020.
• Ho, Jerry C. & Qiu, Mei & Tang, Xiaojun, 2013, "Do airlines always suffer from crashes?," Economics Letters, Elsevier, volume 118, issue 1, pages 113-117, DOI: 10.1016/j.econlet.2012.09.031.
• Lin, Carl, 2013, "Decomposing abnormal returns in stochastic linear models," Economics Letters, Elsevier, volume 118, issue 1, pages 143-147, DOI: 10.1016/j.econlet.2012.09.035.
• Kudryavtsev, Andrey, 2013, "Stock price reversals following end-of-the-day price moves," Economics Letters, Elsevier, volume 118, issue 1, pages 203-205, DOI: 10.1016/j.econlet.2012.10.023.
• Boudt, Kris & Cornelissen, Jonathan & Croux, Christophe, 2013, "The impact of a sustainability constraint on the mean-tracking error efficient frontier," Economics Letters, Elsevier, volume 119, issue 3, pages 255-260, DOI: 10.1016/j.econlet.2013.03.020.
• Branch, William A. & Evans, George W., 2013, "Bubbles, crashes and risk," Economics Letters, Elsevier, volume 120, issue 2, pages 254-258, DOI: 10.1016/j.econlet.2013.04.030.
• Filbien, Jean-Yves & Labondance, Fabien, 2013, "Do financial markets learn from ECB monetary policy?," Economics Letters, Elsevier, volume 120, issue 2, pages 271-275, DOI: 10.1016/j.econlet.2013.04.002.
• David, Géraldine & Oosterlinck, Kim & Szafarz, Ariane, 2013, "Art market inefficiency," Economics Letters, Elsevier, volume 121, issue 1, pages 23-25, DOI: 10.1016/j.econlet.2013.06.033.
• Zimper, Alexander, 2013, "On the welfare equivalence of asset markets and banking in Diamond Dybvig economies," Economics Letters, Elsevier, volume 121, issue 3, pages 356-359, DOI: 10.1016/j.econlet.2013.09.023.
• Dominicy, Yves & Veredas, David, 2013, "The method of simulated quantiles," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 235-247, DOI: 10.1016/j.jeconom.2012.08.010.
• Białkowski, Jędrzej & Bohl, Martin T. & Kaufmann, Philipp & Wisniewski, Tomasz P., 2013, "Do mutual fund managers exploit the Ramadan anomaly? Evidence from Turkey," Emerging Markets Review, Elsevier, volume 15, issue C, pages 211-232, DOI: 10.1016/j.ememar.2013.02.003.
• Imisiker, Serkan & Tas, Bedri Kamil Onur, 2013, "Which firms are more prone to stock market manipulation?," Emerging Markets Review, Elsevier, volume 16, issue C, pages 119-130, DOI: 10.1016/j.ememar.2013.04.003.
• Chang, Chiao-Yi, 2013, "The market response of insider transferring trades and firm characteristics in Taiwan," Emerging Markets Review, Elsevier, volume 16, issue C, pages 131-144, DOI: 10.1016/j.ememar.2013.05.002.
• Blitz, David & Pang, Juan & van Vliet, Pim, 2013, "The volatility effect in emerging markets," Emerging Markets Review, Elsevier, volume 16, issue C, pages 31-45, DOI: 10.1016/j.ememar.2013.02.004.
• Cakici, Nusret & Fabozzi, Frank J. & Tan, Sinan, 2013, "Size, value, and momentum in emerging market stock returns," Emerging Markets Review, Elsevier, volume 16, issue C, pages 46-65, DOI: 10.1016/j.ememar.2013.03.001.
• Ben Rejeb, Aymen & Boughrara, Adel, 2013, "Financial liberalization and stock markets efficiency: New evidence from emerging economies," Emerging Markets Review, Elsevier, volume 17, issue C, pages 186-208, DOI: 10.1016/j.ememar.2013.09.001.
• Bowe, Michael & Hyde, Stuart & McFarlane, Lavern, 2013, "Duration, trading volume and the price impact of trades in an emerging futures market," Emerging Markets Review, Elsevier, volume 17, issue C, pages 89-105, DOI: 10.1016/j.ememar.2013.08.002.
• Rangvid, Jesper & Schmeling, Maik & Schrimpf, Andreas, 2013, "What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests?," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 109-129, DOI: 10.1016/j.jempfin.2012.11.004.
• Lee, Hyunchul & Cho, Euije & Cheong, Chongcheul & Kim, Jinsu, 2013, "Do strategic alliances in a developing country create firm value? Evidence from Korean firms," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 30-41, DOI: 10.1016/j.jempfin.2012.10.003.
• Choi, Seungmook & Jameson, Mel & Jung, Mookwon, 2013, "The issuance of callable bonds under information asymmetry," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 1-14, DOI: 10.1016/j.jempfin.2012.12.004.
• Blau, Benjamin M. & Pinegar, J. Michael, 2013, "Are short sellers incrementally informed prior to earnings announcements?," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 142-155, DOI: 10.1016/j.jempfin.2013.01.005.
• Cheng, Teng Yuan & Lee, Chun I & Lin, Chao Hsien, 2013, "An examination of the relationship between the disposition effect and gender, age, the traded security, and bull–bear market conditions," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 195-213, DOI: 10.1016/j.jempfin.2013.01.003.
• Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013, "What do the Fama–French factors add to C-CAPM?," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 113-127, DOI: 10.1016/j.jempfin.2013.04.002.
• Kohonen, Anssi, 2013, "On detection of volatility spillovers in overlapping stock markets," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 140-158, DOI: 10.1016/j.jempfin.2013.04.005.
• Borgers, Arian & Derwall, Jeroen & Koedijk, Kees & ter Horst, Jenke, 2013, "Stakeholder relations and stock returns: On errors in investors' expectations and learning," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 159-175, DOI: 10.1016/j.jempfin.2013.04.003.
• Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S., 2013, "Illiquidity shocks and the comovement between stocks: New evidence using smooth transition," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2013.04.001.
• Bunn, Derek W. & Chen, Dipeng, 2013, "The forward premium in electricity futures," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 173-186, DOI: 10.1016/j.jempfin.2013.06.002.
• Putniņš, Tālis J., 2013, "What do price discovery metrics really measure?," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 68-83, DOI: 10.1016/j.jempfin.2013.05.004.
• Romano, Joseph P. & Wolf, Michael, 2013, "Testing for monotonicity in expected asset returns," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 93-116, DOI: 10.1016/j.jempfin.2013.05.001.
• Reschenhofer, Erhard & Lingler, Michaela, 2013, "Detecting synchronous cycles in financial time series of unequal length," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 1-9, DOI: 10.1016/j.jempfin.2013.07.003.
• Miller, Thomas W. & Rapach, David E., 2013, "An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 10-23, DOI: 10.1016/j.jempfin.2013.07.002.
• Jackson, David, 2013, "Estimating PIN for firms with high levels of trading," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 116-120, DOI: 10.1016/j.jempfin.2013.10.001.
• Anderson, Robert M. & Eom, Kyong Shik & Hahn, Sang Buhm & Park, Jong-Ho, 2013, "Autocorrelation and partial price adjustment," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 78-93, DOI: 10.1016/j.jempfin.2013.08.003.
• Tsai, Chun-Li, 2013, "The high-frequency asymmetric response of stock returns to monetary policy for high oil price events," Energy Economics, Elsevier, volume 36, issue C, pages 166-176, DOI: 10.1016/j.eneco.2012.12.009.
• Awartani, Basel & Maghyereh, Aktham Issa, 2013, "Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries," Energy Economics, Elsevier, volume 36, issue C, pages 28-42, DOI: 10.1016/j.eneco.2012.11.024.
• Kalantzis, Fotis G. & Milonas, Nikolaos T., 2013, "Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany," Energy Economics, Elsevier, volume 36, issue C, pages 454-463, DOI: 10.1016/j.eneco.2012.09.017.
• Benth, Fred Espen & Biegler-König, Richard & Kiesel, Rüdiger, 2013, "An empirical study of the information premium on electricity markets," Energy Economics, Elsevier, volume 36, issue C, pages 55-77, DOI: 10.1016/j.eneco.2012.12.001.
• Fink, Jason D. & Fink, Kristin E., 2013, "Hurricane forecast revisions and petroleum refiner equity returns," Energy Economics, Elsevier, volume 38, issue C, pages 1-11, DOI: 10.1016/j.eneco.2013.02.005.
• Sklavos, Konstantinos & Dam, Lammertjan & Scholtens, Bert, 2013, "The liquidity of energy stocks," Energy Economics, Elsevier, volume 38, issue C, pages 168-175, DOI: 10.1016/j.eneco.2013.02.015.
• Ye, Dezhu & Liu, Shasha & Kong, Dongmin, 2013, "Do efforts on energy saving enhance firm values? Evidence from China's stock market," Energy Economics, Elsevier, volume 40, issue C, pages 360-369, DOI: 10.1016/j.eneco.2013.07.017.
• Amini, Shima & Gebka, Bartosz & Hudson, Robert & Keasey, Kevin, 2013, "A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations," International Review of Financial Analysis, Elsevier, volume 26, issue C, pages 1-17, DOI: 10.1016/j.irfa.2012.04.002.
• Fung, Hung-Gay & Tse, Yiuman & Yau, Jot & Zhao, Lin, 2013, "A leader of the world commodity futures markets in the making? The case of China's commodity futures," International Review of Financial Analysis, Elsevier, volume 27, issue C, pages 103-114, DOI: 10.1016/j.irfa.2013.01.001.
• Andriosopoulos, Dimitris & Hoque, Hafiz, 2013, "The determinants of share repurchases in Europe," International Review of Financial Analysis, Elsevier, volume 27, issue C, pages 65-76, DOI: 10.1016/j.irfa.2012.12.003.
• Alexakis, Christos & Dasilas, Apostolos & Grose, Chris, 2013, "Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 1-8, DOI: 10.1016/j.irfa.2013.02.001.
• Urquhart, Andrew & Hudson, Robert, 2013, "Efficient or adaptive markets? Evidence from major stock markets using very long run historic data," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 130-142, DOI: 10.1016/j.irfa.2013.03.005.
• Iqbal, Abdullah & Akbar, Saeed & Shiwakoti, Radha K., 2013, "The long run performance of UK firms making multiple rights issues," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 156-165, DOI: 10.1016/j.irfa.2013.03.003.
• Hanousek, Jan & Kopřiva, František, 2013, "Do broker/analyst conflicts matter? Detecting evidence from internet trading platforms," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 86-92, DOI: 10.1016/j.irfa.2013.02.015.
• Charoenwong, Charlie & Ding, David K. & Wang, Ping, 2013, "Short sales constraint and SEO pricing," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 107-118, DOI: 10.1016/j.irfa.2013.04.001.
• Hsieh, Shu-Fan, 2013, "Individual and institutional herding and the impact on stock returns: Evidence from Taiwan stock market," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 175-188, DOI: 10.1016/j.irfa.2013.01.003.
• Siganos, Antonios, 2013, "Google attention and target price run ups," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 219-226, DOI: 10.1016/j.irfa.2012.11.002.
• Asimakopoulos, Ioannis & Athanasoglou, Panayiotis P., 2013, "Revisiting the merger and acquisition performance of European banks," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 237-249, DOI: 10.1016/j.irfa.2012.08.010.
• Zhang, Zhichao & Chau, Frankie & Zhang, Wenting, 2013, "Exchange rate determination and dynamics in China: A market microstructure analysis," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 303-316, DOI: 10.1016/j.irfa.2012.08.005.
• Sanning, Lee W. & Skiba, Alexandre & Skiba, Hilla, 2013, "Short sale restrictions, differences of opinion, and single-country, closed-end fund discount," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 44-50, DOI: 10.1016/j.irfa.2013.03.013.
• Gębka, Bartosz & Wohar, Mark E., 2013, "The determinants of quantile autocorrelations: Evidence from the UK," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 51-61, DOI: 10.1016/j.irfa.2013.03.010.
• Davies, Richard & Fletcher, Mary & Marshall, Andrew, 2013, "Investigating the role of illiquidity in explaining the UK closed-end country fund discount," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 121-130, DOI: 10.1016/j.irfa.2013.07.014.
• Ülkü, Numan & Prodan, Eugeniu, 2013, "Drivers of technical trend-following rules' profitability in world stock markets," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 214-229, DOI: 10.1016/j.irfa.2013.08.005.
• Avino, Davide & Lazar, Emese & Varotto, Simone, 2013, "Price discovery of credit spreads in tranquil and crisis periods," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 242-253, DOI: 10.1016/j.irfa.2013.08.002.
• Dorsman, André & Gounopoulos, Dimitrios, 2013, "European Sovereign Debt Crisis and the performance of Dutch IPOs," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 308-319, DOI: 10.1016/j.irfa.2013.07.003.
• Dbouk, Wassim & Jamali, Ibrahim & Kryzanowski, Lawrence, 2013, "The January effect for individual corporate bonds," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 69-77, DOI: 10.1016/j.irfa.2013.06.001.
• Miffre, Joëlle & Brooks, Chris & Li, Xiafei, 2013, "Idiosyncratic volatility and the pricing of poorly-diversified portfolios," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 78-85, DOI: 10.1016/j.irfa.2013.05.007.
• Baker, Malcolm & Wurgler, Jeffrey, 2013, "Behavioral Corporate Finance: An Updated Survey," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-453594-8.00005-7.
• Ferson, Wayne E., 2013, "Investment Performance: A Review and Synthesis," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-459406-8.00014-7.
• Holmberg, Ulf & Lönnbark, Carl & Lundström, Christian, 2013, "Assessing the profitability of intraday opening range breakout strategies," Finance Research Letters, Elsevier, volume 10, issue 1, pages 27-33, DOI: 10.1016/j.frl.2012.09.001.
• Dev, Pritha, 2013, "Transfer of information by an informed trader," Finance Research Letters, Elsevier, volume 10, issue 2, pages 58-71, DOI: 10.1016/j.frl.2013.01.002.
• Lin, Wen-Chun & Chang, Shao-Chi & Chen, Sheng-Syan & Liao, Tsai-Ling, 2013, "The over-optimism of financial analysts and the long-run performance of firms following private placements of equity," Finance Research Letters, Elsevier, volume 10, issue 2, pages 82-92, DOI: 10.1016/j.frl.2012.12.001.
• Huang, Alex YiHou & Cheng, Chiao-Ming, 2013, "Information risk and credit contagion," Finance Research Letters, Elsevier, volume 10, issue 3, pages 116-123, DOI: 10.1016/j.frl.2013.06.002.
• Galvani, Valentina & Gubellini, Stefano, 2013, "Mean–variance dominant trading strategies," Finance Research Letters, Elsevier, volume 10, issue 3, pages 142-150, DOI: 10.1016/j.frl.2013.05.005.
• Tse, Yiuman & Wald, John K., 2013, "Insured uncovered interest parity," Finance Research Letters, Elsevier, volume 10, issue 4, pages 175-183, DOI: 10.1016/j.frl.2013.06.004.
• Malinova, Katya & Park, Andreas, 2013, "Liquidity, volume and price efficiency: The impact of order vs. quote driven trading," Journal of Financial Markets, Elsevier, volume 16, issue 1, pages 104-126, DOI: 10.1016/j.finmar.2012.09.002.
• Valseth, Siri, 2013, "Price discovery in government bond markets," Journal of Financial Markets, Elsevier, volume 16, issue 1, pages 127-151, DOI: 10.1016/j.finmar.2012.04.005.
• Li, Yuanzhi & Zhong, Zhaodong (Ken), 2013, "Investing in Chapter 11 stocks: Trading, value, and performance," Journal of Financial Markets, Elsevier, volume 16, issue 1, pages 33-60, DOI: 10.1016/j.finmar.2012.09.006.
• Stratmann, Thomas & Welborn, John W., 2013, "The options market maker exception to SEC Regulation SHO," Journal of Financial Markets, Elsevier, volume 16, issue 2, pages 195-226, DOI: 10.1016/j.finmar.2012.04.002.
• Lee, Eun Jung & Eom, Kyong Shik & Park, Kyung Suh, 2013, "Microstructure-based manipulation: Strategic behavior and performance of spoofing traders," Journal of Financial Markets, Elsevier, volume 16, issue 2, pages 227-252, DOI: 10.1016/j.finmar.2012.05.004.
• Hao, Xiaoting & Lee, Eunju & Piqueira, Natalia, 2013, "Short sales and put options: Where is the bad news first traded?," Journal of Financial Markets, Elsevier, volume 16, issue 2, pages 308-330, DOI: 10.1016/j.finmar.2012.09.005.
• Pagano, Michael S. & Peng, Lin & Schwartz, Robert A., 2013, "A call auction's impact on price formation and order routing: Evidence from the NASDAQ stock market," Journal of Financial Markets, Elsevier, volume 16, issue 2, pages 331-361, DOI: 10.1016/j.finmar.2012.11.001.
• Chang, Chuang-Chang & Hsieh, Pei-Fang & Tang, Chih-Wei & Wang, Yaw-Huei, 2013, "The intraday behavior of information misreaction across various categories of investors in the Taiwan options market," Journal of Financial Markets, Elsevier, volume 16, issue 2, pages 362-385, DOI: 10.1016/j.finmar.2012.09.004.
• Gao, Feng & Song, Fengming & Wang, Jun, 2013, "Rational expectations equilibrium with uncertain proportion of informed traders," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 387-413, DOI: 10.1016/j.finmar.2012.04.001.
• Blitz, David & Huij, Joop & Lansdorp, Simon & Verbeek, Marno, 2013, "Short-term residual reversal," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 477-504, DOI: 10.1016/j.finmar.2012.10.005.
• García, Diego & Urošević, Branko, 2013, "Noise and aggregation of information in large markets," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 526-549, DOI: 10.1016/j.finmar.2012.07.003.
• Hagströmer, Björn & Nordén, Lars, 2013, "The diversity of high-frequency traders," Journal of Financial Markets, Elsevier, volume 16, issue 4, pages 741-770, DOI: 10.1016/j.finmar.2013.05.009.
• Bohl, Martin T. & Klein, Arne C. & Siklos, Pierre L., 2013, "Are short sellers positive feedback traders? Evidence from the global financial crisis," Journal of Financial Stability, Elsevier, volume 9, issue 3, pages 337-346, DOI: 10.1016/j.jfs.2012.11.004.
• Dewally, Michaël & Shao, Yingying, 2013, "Financial derivatives, opacity, and crash risk: Evidence from large US banks," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 565-577, DOI: 10.1016/j.jfs.2012.11.001.
• Zhang, Gaiyan & Zhang, Sanjian, 2013, "Information efficiency of the U.S. credit default swap market: Evidence from earnings surprises," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 720-730, DOI: 10.1016/j.jfs.2011.10.005.
• You, Leyuan & Lucey, Brian M. & Shu, Yan, 2013, "An empirical study of multiple direct international listings," Global Finance Journal, Elsevier, volume 24, issue 1, pages 69-84, DOI: 10.1016/j.gfj.2013.03.004.
• Farag, Hisham, 2013, "Price limit bands, asymmetric volatility and stock market anomalies: Evidence from emerging markets," Global Finance Journal, Elsevier, volume 24, issue 1, pages 85-97, DOI: 10.1016/j.gfj.2013.03.002.
• Ivanov, Stoyu I. & Jones, Frank J. & Zaima, Janis K., 2013, "Analysis of DJIA, S&P 500, S&P 400, NASDAQ 100 and Russell 2000 ETFs and their influence on price discovery," Global Finance Journal, Elsevier, volume 24, issue 3, pages 171-187, DOI: 10.1016/j.gfj.2013.10.005.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2013, "The perils of a central bank's capital control: How substantial is the effect on firm value?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 111-135, DOI: 10.1016/j.intfin.2012.09.006.
• Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert, 2013, "Price impact of block trades in the Saudi stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 322-341, DOI: 10.1016/j.intfin.2012.11.003.
• Prat, Georges & Uctum, Remzi, 2013, "Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 33-54, DOI: 10.1016/j.intfin.2012.09.005.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2013, "Unremunerated reserve requirements, exchange rate volatility, and firm value," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 358-378, DOI: 10.1016/j.intfin.2012.10.004.
• Gębka, Bartosz & Wohar, Mark E., 2013, "International herding: Does it differ across sectors?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 55-84, DOI: 10.1016/j.intfin.2012.09.003.
• Kishor, N. Kundan & Marfatia, Hardik A., 2013, "The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 1-24, DOI: 10.1016/j.intfin.2012.11.004.
• Rizova, Savina, 2013, "Trade momentum," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 258-293, DOI: 10.1016/j.intfin.2012.11.008.
• Malin, Mirela & Bornholt, Graham, 2013, "Long-term return reversal: Evidence from international market indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 1-17, DOI: 10.1016/j.intfin.2013.01.002.
• Abreu, José Filipe & Gulamhussen, Mohamed Azzim, 2013, "The stock market reaction to the public announcement of a supranational list of too-big-to-fail banks during the financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 49-72, DOI: 10.1016/j.intfin.2013.01.003.
• Nguyen, Nhut H. & Truong, Cameron, 2013, "The information content of stock markets around the world: A cultural explanation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 1-29, DOI: 10.1016/j.intfin.2013.03.001.
• Klein, Arne C., 2013, "Time-variations in herding behavior: Evidence from a Markov switching SUR model," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 291-304, DOI: 10.1016/j.intfin.2013.06.006.
• Levy, Tamir & Yagil, Joseph, 2013, "Changing the methodology of equity indices—The case of the Tel-Aviv Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 91-99, DOI: 10.1016/j.intfin.2013.04.001.
• Podolski, Edward J. & Truong, Cameron & Veeraraghavan, Madhu, 2013, "Informed options trading prior to takeovers – Does the regulatory environment matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 286-305, DOI: 10.1016/j.intfin.2013.09.001.
• Cheng, Su-Yin & Hou, Han, 2013, "The information content of open-market repurchase announcements in Taiwan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 59-75, DOI: 10.1016/j.intfin.2013.07.010.
• Rogers, Jonathan L. & Van Buskirk, Andrew, 2013, "Bundled forecasts in empirical accounting research," Journal of Accounting and Economics, Elsevier, volume 55, issue 1, pages 43-65, DOI: 10.1016/j.jacceco.2012.06.001.
• Larcker, David F. & So, Eric C. & Wang, Charles C.Y., 2013, "Boardroom centrality and firm performance," Journal of Accounting and Economics, Elsevier, volume 55, issue 2, pages 225-250, DOI: 10.1016/j.jacceco.2013.01.006.
• Christensen, Hans B. & Hail, Luzi & Leuz, Christian, 2013, "Mandatory IFRS reporting and changes in enforcement," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 147-177, DOI: 10.1016/j.jacceco.2013.10.007.
• Zhang, Qi & Cai, Charlie X. & Keasey, Kevin, 2013, "Market reaction to earnings news: A unified test of information risk and transaction costs," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 251-266, DOI: 10.1016/j.jacceco.2013.08.002.
• Beck, Paul J. & Narayanamoorthy, Ganapathi S., 2013, "Did the SEC impact banks' loan loss reserve policies and their informativeness?," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 42-65, DOI: 10.1016/j.jacceco.2013.06.002.
• Wang, Hao & Zhou, Hao & Zhou, Yi, 2013, "Credit default swap spreads and variance risk premia," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3733-3746, DOI: 10.1016/j.jbankfin.2013.02.021.
• Neely, Christopher J. & Weller, Paul A., 2013, "Lessons from the evolution of foreign exchange trading strategies," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3783-3798, DOI: 10.1016/j.jbankfin.2013.05.029.
• Jiang, Danling, 2013, "The second moment matters! Cross-sectional dispersion of firm valuations and expected returns," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3974-3992, DOI: 10.1016/j.jbankfin.2013.06.011.
• Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2013, "Stock market reaction to fed funds rate surprises: State dependence and the financial crisis," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4025-4037, DOI: 10.1016/j.jbankfin.2013.06.010.
• Sankaraguruswamy, Srinivasan & Shen, Jianfeng & Yamada, Takeshi, 2013, "The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4134-4143, DOI: 10.1016/j.jbankfin.2013.07.026.
• Stivers, Chris & Sun, Licheng, 2013, "Returns and option activity over the option-expiration week for S&P 100 stocks," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4226-4240, DOI: 10.1016/j.jbankfin.2013.07.030.
• Henderson, Brian J. & Marks, Joseph M., 2013, "Predicting forecast errors through joint observation of earnings and revenue forecasts," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4265-4277, DOI: 10.1016/j.jbankfin.2013.07.005.
• Anderson, Ronald C. & Reeb, David M. & Zhang, Yuzhao & Zhao, Wanli, 2013, "The efficacy of regulatory intervention: Evidence from the distribution of informed option trading," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4337-4352, DOI: 10.1016/j.jbankfin.2013.07.037.
• Lin, Yueh-Neng, 2013, "VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4432-4446, DOI: 10.1016/j.jbankfin.2013.03.006.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2013, "Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4449-4464, DOI: 10.1016/j.jbankfin.2012.12.018.
• Xiao, Yuchao & Faff, Robert & Gharghori, Philip & Min, Byoung-Kyu, 2013, "Pricing innovations in consumption growth: A re-evaluation of the recursive utility model," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4465-4475, DOI: 10.1016/j.jbankfin.2012.08.015.
• Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2013, "Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4488-4500, DOI: 10.1016/j.jbankfin.2013.07.032.
• Drienko, Jozef & Sault, Stephen J., 2013, "The intraday impact of company responses to exchange queries," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4810-4819, DOI: 10.1016/j.jbankfin.2013.08.011.
• Kashefi Pour, Eilnaz & Lasfer, Meziane, 2013, "Why do companies delist voluntarily from the stock market?," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4850-4860, DOI: 10.1016/j.jbankfin.2013.08.022.
• Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J., 2013, "Unintended consequences of the increased asset threshold for FDICIA internal controls: Evidence from U.S. private banks," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4879-4892, DOI: 10.1016/j.jbankfin.2013.08.024.
• Chan, Kalok & Kot, Hung Wan & Tang, Gordon Y.N., 2013, "A comprehensive long-term analysis of S&P 500 index additions and deletions," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4920-4930, DOI: 10.1016/j.jbankfin.2013.08.027.
• Löffler, Gunter & Posch, Peter N, 2013, "Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectations," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5147-5158, DOI: 10.1016/j.jbankfin.2013.01.041.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2013, "Pricing deviation, misvaluation comovement, and macroeconomic conditions," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5285-5299, DOI: 10.1016/j.jbankfin.2013.08.005.
• Petrella, Giovanni & Resti, Andrea, 2013, "Supervisors as information producers: Do stress tests reduce bank opaqueness?," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5406-5420, DOI: 10.1016/j.jbankfin.2013.01.005.
• Andriosopoulos, Dimitris & Andriosopoulos, Kostas & Hoque, Hafiz, 2013, "Information disclosure, CEO overconfidence, and share buyback completion rates," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5486-5499, DOI: 10.1016/j.jbankfin.2013.04.011.
• Xu, Nianhang & Chan, Kam C. & Jiang, Xuanyu & Yi, Zhihong, 2013, "Do star analysts know more firm-specific information? Evidence from China," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 89-102, DOI: 10.1016/j.jbankfin.2012.08.014.
• Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Lobo, Gerald J. & Mathieu, Robert, 2013, "Impact of FDICIA internal controls on bank risk taking," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 614-624, DOI: 10.1016/j.jbankfin.2012.09.013.
• Namvar, Ethan & Phillips, Blake, 2013, "Commonalities in investment strategy and the determinants of performance in mutual fund mergers," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 625-635, DOI: 10.1016/j.jbankfin.2012.10.001.
• Goodell, John W. & Vähämaa, Sami, 2013, "US presidential elections and implied volatility: The role of political uncertainty," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1108-1117, DOI: 10.1016/j.jbankfin.2012.12.001.
• Jones, Jeffrey S. & Lee, Wayne Y. & Yeager, Timothy J., 2013, "Valuation and systemic risk consequences of bank opacity," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 693-706, DOI: 10.1016/j.jbankfin.2012.10.028.
• Baur, Dirk G., 2013, "The structure and degree of dependence: A quantile regression approach," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 786-798, DOI: 10.1016/j.jbankfin.2012.10.015.
• Hutchison, Michael & Sushko, Vladyslav, 2013, "Impact of macro-economic surprises on carry trade activity," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1133-1147, DOI: 10.1016/j.jbankfin.2012.10.022.
• Riordan, Ryan & Storkenmaier, Andreas & Wagener, Martin & Sarah Zhang, S., 2013, "Public information arrival: Price discovery and liquidity in electronic limit order markets," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1148-1159, DOI: 10.1016/j.jbankfin.2012.11.008.
• Gupta-Mukherjee, Swasti, 2013, "When active fund managers deviate from their peers: Implications for fund performance," Journal of Banking & Finance, Elsevier, volume 37, issue 4, pages 1286-1305, DOI: 10.1016/j.jbankfin.2012.12.003.
• Fiordelisi, Franco & Soana, Maria-Gaia & Schwizer, Paola, 2013, "The determinants of reputational risk in the banking sector," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1359-1371, DOI: 10.1016/j.jbankfin.2012.04.021.
• Amici, Alessandra & Fiordelisi, Franco & Masala, Francesco & Ricci, Ornella & Sist, Federica, 2013, "Value creation in banking through strategic alliances and joint ventures," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1386-1396, DOI: 10.1016/j.jbankfin.2012.03.028.
• Levy, Ariel & Lieberman, Offer, 2013, "Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1412-1421, DOI: 10.1016/j.jbankfin.2012.03.024.
• Tong, Wilson H.S. & Zhang, Shaojun & Zhu, Yanjian, 2013, "Trading on inside information: Evidence from the share-structure reform in China," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1422-1436, DOI: 10.1016/j.jbankfin.2012.09.024.
• Chakrabarty, Bidisha & Shkilko, Andriy, 2013, "Information transfers and learning in financial markets: Evidence from short selling around insider sales," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1560-1572, DOI: 10.1016/j.jbankfin.2012.12.017.
• Da Costa, Newton & Goulart, Marco & Cupertino, Cesar & Macedo, Jurandir & Da Silva, Sergio, 2013, "The disposition effect and investor experience," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1669-1675, DOI: 10.1016/j.jbankfin.2012.12.007.
• Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2013, "Revisiting mutual fund performance evaluation," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1759-1776, DOI: 10.1016/j.jbankfin.2013.01.006.
• Fidrmuc, Jana P. & Korczak, Adriana & Korczak, Piotr, 2013, "Why does shareholder protection matter for abnormal returns after reported insider purchases and sales?," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1915-1935, DOI: 10.1016/j.jbankfin.2012.06.019.
• Autore, Don M. & Gehy, Dominique, 2013, "Changing the rules again: Short selling in connection with public equity offers," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1974-1985, DOI: 10.1016/j.jbankfin.2013.01.014.
• Wang, Tawei & Hsu, Carol, 2013, "Board composition and operational risk events of financial institutions," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2042-2051, DOI: 10.1016/j.jbankfin.2013.01.027.
• Thapa, Chandra & Paudyal, Krishna & Neupane, Suman, 2013, "Access to information and international portfolio allocation," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2255-2267, DOI: 10.1016/j.jbankfin.2013.01.011.
• Rösch, Christoph G. & Kaserer, Christoph, 2013, "Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2284-2302, DOI: 10.1016/j.jbankfin.2013.01.009.
• Nofsinger, John R. & Varma, Abhishek, 2013, "Availability, recency, and sophistication in the repurchasing behavior of retail investors," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2572-2585, DOI: 10.1016/j.jbankfin.2013.02.023.
• Farruggio, Christian & Michalak, Tobias C. & Uhde, Andre, 2013, "The light and dark side of TARP," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2586-2604, DOI: 10.1016/j.jbankfin.2013.02.020.
• Biell, Lis & Muller, Aline, 2013, "Sudden crash or long torture: The timing of market reactions to operational loss events," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2628-2638, DOI: 10.1016/j.jbankfin.2013.02.022.
• Basu, Devraj & Miffre, Joëlle, 2013, "Capturing the risk premium of commodity futures: The role of hedging pressure," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2652-2664, DOI: 10.1016/j.jbankfin.2013.02.031.
• Ülkü, Numan & Weber, Enzo, 2013, "Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2733-2749, DOI: 10.1016/j.jbankfin.2013.03.021.
• Baltzer, Markus & Stolper, Oscar & Walter, Andreas, 2013, "Is local bias a cross-border phenomenon? Evidence from individual investors’ international asset allocation," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2823-2835, DOI: 10.1016/j.jbankfin.2013.04.009.
• Kalimipalli, Madhu & Nayak, Subhankar & Perez, M. Fabricio, 2013, "Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2969-2990, DOI: 10.1016/j.jbankfin.2013.04.019.
• Chalmers, John & Kaul, Aditya & Phillips, Blake, 2013, "The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3318-3333, DOI: 10.1016/j.jbankfin.2013.05.004.
• Weiß, Gregor N.F. & Supper, Hendrik, 2013, "Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3334-3350, DOI: 10.1016/j.jbankfin.2013.05.013.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013, "ETF arbitrage: Intraday evidence," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3486-3498, DOI: 10.1016/j.jbankfin.2013.05.014.
• Jiang, Li & Kim, Jeong-Bon & Pang, Lei, 2013, "Insiders’ incentives for asymmetric disclosure and firm-specific information flows," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3562-3576, DOI: 10.1016/j.jbankfin.2013.05.001.
• Snaith, Stuart & Coakley, Jerry & Kellard, Neil, 2013, "Does the forward premium puzzle disappear over the horizon?," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3681-3693, DOI: 10.1016/j.jbankfin.2013.06.001.
• Milidonis, Andreas, 2013, "Compensation incentives of credit rating agencies and predictability of changes in bond ratings and financial strength ratings," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3716-3732, DOI: 10.1016/j.jbankfin.2013.04.032.
• Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent, 2013, "Sukuk vs. conventional bonds: A stock market perspective," Journal of Comparative Economics, Elsevier, volume 41, issue 3, pages 745-761, DOI: 10.1016/j.jce.2013.02.006.
• Calice, Giovanni & Chen, Jing & Williams, Julian, 2013, "Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 122-143, DOI: 10.1016/j.jebo.2011.10.013.
• Sturm, Philipp, 2013, "Operational and reputational risk in the European banking industry: The market reaction to operational risk events," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 191-206, DOI: 10.1016/j.jebo.2012.04.005.
• Rietz, Thomas A. & Sheremeta, Roman M. & Shields, Timothy W. & Smith, Vernon L., 2013, "Transparency, efficiency and the distribution of economic welfare in pass-through investment trust games," Journal of Economic Behavior & Organization, Elsevier, volume 94, issue C, pages 257-267, DOI: 10.1016/j.jebo.2012.09.019.
• Bayar, Onur, 2013, "Liquidity provision in a limit order book without adverse selection," Journal of Economics and Business, Elsevier, volume 66, issue C, pages 98-124, DOI: 10.1016/j.jeconbus.2013.01.001.
• Shynkevich, Andrei, 2013, "Time-series momentum as an intra- and inter-industry effect: Implications for market efficiency," Journal of Economics and Business, Elsevier, volume 69, issue C, pages 64-85, DOI: 10.1016/j.jeconbus.2013.05.004.
• Oberndorfer, Ulrich & Schmidt, Peter & Wagner, Marcus & Ziegler, Andreas, 2013, "Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms," Journal of Environmental Economics and Management, Elsevier, volume 66, issue 3, pages 497-509, DOI: 10.1016/j.jeem.2013.04.005.
• Matsushima, Hitoshi, 2013, "Behavioral aspects of arbitrageurs in timing games of bubbles and crashes," Journal of Economic Theory, Elsevier, volume 148, issue 2, pages 858-870, DOI: 10.1016/j.jet.2012.08.002.
• Mailath, George J. & von Thadden, Ernst-Ludwig, 2013, "Incentive compatibility and differentiability: New results and classic applications," Journal of Economic Theory, Elsevier, volume 148, issue 5, pages 1841-1861, DOI: 10.1016/j.jet.2013.07.004.
• Wahal, Sunil & Yavuz, M. Deniz, 2013, "Style investing, comovement and return predictability," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 136-154, DOI: 10.1016/j.jfineco.2012.08.005.
• Asquith, Paul & Au, Andrea S. & Covert, Thomas & Pathak, Parag A., 2013, "The market for borrowing corporate bonds," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 155-182, DOI: 10.1016/j.jfineco.2012.08.007.
• Duchin, Ran & Schmidt, Breno, 2013, "Riding the merger wave: Uncertainty, reduced monitoring, and bad acquisitions," Journal of Financial Economics, Elsevier, volume 107, issue 1, pages 69-88, DOI: 10.1016/j.jfineco.2012.07.003.
• Muravyev, Dmitriy & Pearson, Neil D. & Paul Broussard, John, 2013, "Is there price discovery in equity options?," Journal of Financial Economics, Elsevier, volume 107, issue 2, pages 259-283, DOI: 10.1016/j.jfineco.2012.09.003.
• Hirshleifer, David & Hsu, Po-Hsuan & Li, Dongmei, 2013, "Innovative efficiency and stock returns," Journal of Financial Economics, Elsevier, volume 107, issue 3, pages 632-654, DOI: 10.1016/j.jfineco.2012.09.011.
• Barber, Brad M. & De George, Emmanuel T. & Lehavy, Reuven & Trueman, Brett, 2013, "The earnings announcement premium around the globe," Journal of Financial Economics, Elsevier, volume 108, issue 1, pages 118-138, DOI: 10.1016/j.jfineco.2012.10.006.
• Avramov, Doron & Chordia, Tarun & Jostova, Gergana & Philipov, Alexander, 2013, "Anomalies and financial distress," Journal of Financial Economics, Elsevier, volume 108, issue 1, pages 139-159, DOI: 10.1016/j.jfineco.2012.10.005.
• Blocher, Jesse & Reed, Adam V. & Van Wesep, Edward D., 2013, "Connecting two markets: An equilibrium framework for shorts, longs, and stock loans," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 302-322, DOI: 10.1016/j.jfineco.2012.12.006.
• Hau, Harald & Lai, Sandy, 2013, "Real effects of stock underpricing," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 392-408, DOI: 10.1016/j.jfineco.2012.11.001.
• Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013, "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 409-424, DOI: 10.1016/j.jfineco.2013.01.002.
• D’Amico, Stefania & King, Thomas B., 2013, "Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 425-448, DOI: 10.1016/j.jfineco.2012.11.007.
• Watanabe, Akiko & Xu, Yan & Yao, Tong & Yu, Tong, 2013, "The asset growth effect: Insights from international equity markets," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 529-563, DOI: 10.1016/j.jfineco.2012.12.002.
• Hanson, Samuel G. & Sunderam, Adi, 2013, "Are there too many safe securities? Securitization and the incentives for information production," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 565-584, DOI: 10.1016/j.jfineco.2013.02.005.