Research classified by Journal of Economic Literature (JEL) codes

2014

• Christophe J. Godlewski, 2014, "Bank loans and borrower value during the global financial crisis: Empirical evidence from France," Post-Print, HAL, number hal-03047776, Jan, DOI: 10.1016/j.intfin.2013.10.009.
• Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2014, "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print, HAL, number hal-04582298, Dec.
• Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014, "Financial Symmetry and Moods in the Market," Post-Print, HAL, number halshs-00983008, Mar.
• Renaud Coulomb & Marc Sangnier, 2014, "The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?," Post-Print, HAL, number halshs-00990241, DOI: 10.1016/j.jpubeco.2014.05.001.
• Rudy de Winne & Carole Gresse & Isabelle Platten, 2014, "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print, HAL, number halshs-00997859, Dec, DOI: 10.1016/j.irfa.2014.04.003.
• Fabrice Hervé & Mohamed Zouaoui, 2014, "Quand la psychologie et la linguistique rencontrent la finance : le cas de la France," Post-Print, HAL, number halshs-01288095, Mar, DOI: 10.4000/fcs.1458.
• Renaud Coulomb & Marc Sangnier, 2014, "The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00990241, DOI: 10.1016/j.jpubeco.2014.05.001.
• Edouard Challe & Edouard Chretien, 2014, "Market composition and price informativeness in a large market with endogenous order types," Working Papers, HAL, number hal-01060216, Sep.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the clock: an agent-based model of low- and high-frequency trading," Working Papers, HAL, number hal-01070542, Feb.
• Jjrrme Dugast & Thierry Foucault, 2014, "False News, Informational Efficiency, and Price Reversals," Working Papers, HAL, number hal-02058260, Feb, DOI: 10.2139/ssrn.2398904.
• Imane El Ouadghiri & Valérie Mignon & Nicolas Boitout, 2014, "On the impact of macroeconomic news surprises on Treasury-bond yields," Working Papers, HAL, number hal-04141345.
• Vivien Lespagnol & Juliette Rouchier, 2014, "Trading Volume and Market Efficiency: An Agent Based Model with Heterogenous Knowledge about Fundamentals," Working Papers, HAL, number halshs-00997573, May.
• Tobias A. Jopp, 2014, "How did the capital market evaluate Germany’s prospects for winning World War I? Evidence from the Amsterdam market for government bonds," Working Papers, European Historical Economics Society (EHES), number 0052, Feb.
• Quoreshi, A.M.M. Shahiduzzaman, 2014, "Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data," Working Papers, Blekinge Institute of Technology, Department of Industrial Economics, number 2014/03, Apr.
• Lohse, Tim & Pascalau, Razvan & Thomann, Christian, 2014, "Public Enforcement of Securities Market Rules: Resource-based evidence from the Securities Exchange Commission," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 364, May.
• Johansson, Anders C., 2014, "On the Challenge to Competitive Authoritarianism and Political Patronage in Malaysia," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2014-29, Feb.
• Dennis, Patrick J. & Sandås, Patrik, 2014, "Does Trading Anonymously Enhance Liquidity?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 288, Oct.
• de Oliveira Souza, Thiago, 2014, "Discount rates, market frictions, and the mystery of the size premium," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 15/2014, Sep.
• Lundström, Christian, 2014, "Money management with optimal stopping of losses for maximizing the returns of futures trading," Umeå Economic Studies, Umeå University, Department of Economics, number 884, May.
• Svetlana B. Avdasheva & Dina V. Tsytsulina, 2014, "The Effects Of Competition Policy: Merger Approval, Entry Barrier Removal, Antitrust Enforcement Compared," HSE Working papers, National Research University Higher School of Economics, number WP BRP 34/FE/2014.
• Amar Gande & David Parsley, 2014, "Sovereign Credit Ratings, Transparency and International Portfolio Flows," Working Papers, Hong Kong Institute for Monetary Research, number 122014, Jun.
• Greenwood, Robin Marc & Shleifer, Andrei, 2014, "Expectations of Returns and Expected Returns," Scholarly Articles, Harvard University Department of Economics, number 11880390.
• Dragos Stefan Oprea, 2014, "The Halloween Effect Evidence from Romania," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 7, pages 463-471, July.
• Dragos Stefan Oprea, 2014, "Does Investor Sentiment Matter in Post-Communist East European Stock Markets?," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 8, pages 356-366, August.
• Radu Lupu & Adrian Cantemir Calin, 2014, "To QE or Not to QE? The Japanese Experience," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 2, issue 2, pages 3-10, June.
• Han-Ching Huang & Yong-Chern Su & Yao-Hsuan Chang, 2014, "Dynamic Return-Order Imbalance Relationship Response To Leveraged Buyout Announcements," Global Journal of Business Research, The Institute for Business and Finance Research, volume 8, issue 2, pages 55-63.
• Dedhy Sulistiawan & Jogiyanto Hartono, 2014, "Can Technical Analysis Signals Detect Price Reactions Around Earnings Announcement?: Evidence from Indonesia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 1, pages 113-123.
• Yung-Chuan Lee & Ming-Chang Wang, 2014, "Does the Appointment of Independent Directors Drive Multiple Effects?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 1, pages 69-88.
• Rashiqa Kamal, 2014, "New Evidence from S&P 500 Index Deletions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 2, pages 1-10.
• Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014, "Tests of Equity Market Anomalies for Select Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 27-46.
• Jeng-Hong Chen, 2014, "Return Volatility Movements in Spot and Futures Markets: Evidence from Intraday Behavior of the S&P 500 Index," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 95-107.
• Surya Chelikani & Frank P. D'Souza, 2014, "The Effect of Regulation Fair Disclosure on Market Integration," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 43-62.
• Jack J.W. Yang & Tsung-Shin Wu, 2014, "Price and Volume Reactions to Cash Dividend Announcements: Evidence from Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 83-96.
• Juan Benjamin Duarte Duarte & Katherine Julieth Sierra Suarez & Juan Manuel Mascarenas Perez-Inigo, 2014, "Evaluation Of Long-Term Memory In Colombian Stock Market By Hurst Coefficient, Evaluacion De La Memoria De Largo Plazo Del Mercado Bursatil Colombiano Mediante El Coeficiente De Hurst," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 4, pages 1-10.
• Jose Rodrigo Catica Barbosa & Mercedes Parra Alviz & Oscar Hernan Lopez Montoya, 2014, "Challenges Of The Colombian Banking System In Order To Improve The Financial Deepening, Retos De La Banca Colombiana Para Mejorar La Profundizacion Financiera," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 4, pages 27-37.
• Vladimir Simovic & Marko Rankovic, 2014, "The Conceptual Model of the Credit Information Exchange System in Global Terms," Economic Analysis, Institute of Economic Sciences, volume 47, issue 1-2, pages 3-19.
• Ilker SAKINC & Merve GULEN, 2014, "The Performance Comparison of the Participation Banks Acting In Turkey Grey Relations Analysis Method," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 1, issue 1, pages 238-245, December.
• Ron Bird & Krishna Reddy & Danny Yeung, 2014, "The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics?," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, volume 4, issue 2, pages 113-132.
• Ronald Huisman & Elisa Trujillo-Baute, 2014, "Costs of power supply flexibility: the indirect impact of a Spanish policy change," Working Papers, Institut d'Economia de Barcelona (IEB), number 2014/34.
• Orhan ERDEM & Evren ARIK & Serkan YÜKSEL, 2014, "Trading Puzzle, Puzzling Trade," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 345, pages 83-102.
• Mark Cummins & Brian M. Lucey & Michael M. Dowling, 2014, "Behavioral Influences in Non-Ferrous Metals Prices," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp459, Nov.
• Raj Aggarwal & Brian M. Lucey & Fergal A. O'Connor, 2014, "Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp462, Nov.
• Francisco Ruge-Murcia, 2014, "Do Inflation-Targeting Central Banks Implicitly Target the Price Level?," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 2, pages 301-326, June.
• Michiel De Pooter & Patrice Robitaille & Ian Walker & Michael Zdinak, 2014, "Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?," International Journal of Central Banking, International Journal of Central Banking, volume 10, issue 2, pages 337-400, June.
• Abderrazak Dhaoui & Naceur Khraief, 2014, "Does Human Psychology Drive Financial Markets? Evidence from International Markets," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 2, issue 3, pages 100-108, March.
• Theoharry Grammatikos & Thorsten Lehnert & Yoichi Otsubo, 2014, "Market Perceptions of US and European Policy Actions Around the Subprime Crisis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 14-E-11, Nov.
• Christophe Godlewski & Ms. Rima A Turk & Laurent Weill, 2014, "Do the Type of Sukuk and Choice of Shari'a Scholar Matter?," IMF Working Papers, International Monetary Fund, number 2014/147, Aug.
• Ibrahim Fatnassi & Zied Ftiti & Habib Hasnaoui, 2014, "Stock Market Reactions to Sovereign Credit Rating Changes: Evidence from Four European Countries," Working Papers, Department of Research, Ipag Business School, number 2014-111, Jan.
• Walid Mensi & Shawkat Hammoudeh & Juan Carlos Reboredo & Duc Khuong Nguyen, 2014, "Do global factors impact BRICS stock markets? A quantile regression approach," Working Papers, Department of Research, Ipag Business School, number 2014-159, Jan.
• Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon, 2014, "Dynamic spillovers among major energy and cereal commodity prices," Working Papers, Department of Research, Ipag Business School, number 2014-160, Jan.
• Georges Prat & Remzi Uctum, 2014, "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," Working Papers, Department of Research, Ipag Business School, number 2014-235, Jan.
• Tristan Boyer & Elena Chane-Alune, 2014, "IFRS and the need for non-financial information," Working Papers, Department of Research, Ipag Business School, number 2014-340, Jan.
• Jean-Sebastien Lantz & Sophie Montandrau & Jean-Michel Sahut, 2014, "Activism of Institutional Investors, Corporate Governance Alerts and Financial Performance," Working Papers, Department of Research, Ipag Business School, number 2014-353, Jan.
• Núñez-Mora, José Antonio & Mata-Mata, Leovardo, 2014, "Una aplicación de la teoría de matrices aleatorias para analizar la variación del rendimiento de diferentes commodities a lo largo del periodo 2000-2012," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 41, pages 7-20, segundo s.
• Fuentes-Castro, Hugo Javier. & Reyna-Bernal, Ana María., 2014, "Comparando con las grandes. Retos para las aseguradoras en reducción de costos," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 19, pages 7-32, segundo s.
• Murguia, Juan Manuel & Lence, Sergio H., 2014, "Investors' Reaction to Environmental Performance: A Global Perspective of the Newsweek's 'Green Rankings'," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 37468, Apr.
• Silvia Martínez-Gorricho, 2014, "Information and consumer fraud in a signalling model," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2014-01, Jan.
• Quader, Manzur & Taylor, Karl, 2014, "Corporate Efficiency, Credit Status and Investment," IZA Discussion Papers, IZA Network @ LISER, number 8285, Jun.
• José-Antonio Espín-Sánchez & Javier Donna, 2014, "The Illiquidity of Water Markets," 2014 Papers, Job Market Papers, number pes132, Feb.
• Florian Esterer & David Schröder, 2014, "Implied cost of capital investment strategies: evidence from international stock markets," Annals of Finance, Springer, volume 10, issue 2, pages 171-195, May, DOI: 10.1007/s10436-013-0236-3.
• Christopher Duquette & Franklin Mixon & Richard Cebula & Kamal Upadhyaya, 2014, "Prediction Markets and Election Polling: Granger Causality Tests Using InTrade and RealClearPolitics Data," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 42, issue 4, pages 357-366, December, DOI: 10.1007/s11293-014-9430-6.
• Emilio Barucci & Marco Casna, 2014, "On the Market Selection Hypothesis in a Mean Reverting Environment," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 1, pages 101-126, June, DOI: 10.1007/s10614-013-9400-0.
• Hans Degryse & Frank Jong & Jérémie Lefebvre, 2014, "An Empirical Analysis of Legal Insider Trading in The Netherlands," De Economist, Springer, volume 162, issue 1, pages 71-103, March, DOI: 10.1007/s10645-013-9222-4.
• Imlak Shaikh & Puja Padhi, 2014, "The forecasting performance of implied volatility index: evidence from India VIX," Economic Change and Restructuring, Springer, volume 47, issue 4, pages 251-274, November, DOI: 10.1007/s10644-014-9149-z.
• El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor, 2014, "Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 6/2014.
• El-Shagi, Makram & Lindner, Axel & von Schweinitz, Gregor, 2014, "Geriet die preisliche Wettbewerbsfähigkeit von Euroraum-Ländern nach Gründung der Währungsunion aus dem Gleichgewicht?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 20, issue 3, pages 46-49.
• Will, Matthias Georg & Pies, Ingo, 2014, "Insiderhandel und die Regulierung der Kapitalmärkte: Ein Beitrag zur MiFID-Debatte," Discussion Papers, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics, number 2014-7.
• Rühl, Tobias R. & Stein, Michael, 2014, "Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 500, DOI: 10.4419/86788574.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2014, "Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 502, DOI: 10.4419/86788576.
• Boortz, Christopher & Kremer, Stephanie & Jurkatis, Simon & Nautz, Dieter, 2014, "Information risk, market stress and institutional herding in financial markets: New evidence through the lens of a simulated model," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-029.
• Dimpfl, Thomas & Peter, Franziska J., 2014, "The impact of the financial crisis on transatlantic information flows: An intraday analysis," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 70.
• Leppin, Julian Sebstian, 2014, "The Relation Between Overreaction in Forecasts and Uncertainty: A Nonlinear Approach," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100284.
• Gider, Jasmin, 2014, "Do SEC Detections Deter Insider Trading? Evidence from Earnings Announcements," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100343.
• Fricke, Daniel & Gerig, Austin, 2014, "Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100402.
• Moser, Christoph & Lüchinger, Simon, 2014, "The Value of the Revolving Door: Political Appointees and the Stock Market," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100594.
• Lang, Gunnar & Shen, Yu & Xu, Xian, 2014, "Chinese pension fund investment efficiency: Evidence from CNCSSF stock holdings," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-007.
• Hoepner, Andreas & Oikonomou, Ioannis & Scholtens, Bert & Schröder, Michael, 2014, "The effects of corporate and country sustainability characteristics on the cost of debt: An international investigation," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 14-100.
• Kerstin Lopatta & Frerich Buchholz & Thomas Kaspereit, 2014, "Asymmetric Information and International Corporate Social Responsibility," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 29 / 2014, Jan, revised Jan 2014.
• Giovanni Giusti & Charles Noussair & Hans-Joachim Voth, 2014, "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," ECON - Working Papers, Department of Economics - University of Zurich, number 146, Mar.
• Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2014, "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-22, Aug.
• Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2014, "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-45, Nov.
• Cristina M. Scherrer, 2014, "Cross listing: price discovery dynamics and exchange rate effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-53, Dec.
• Marco Cipriani & Antonio Guarino, 2014, "Estimating a Structural Model of Herd Behavior in Financial Markets," American Economic Review, American Economic Association, volume 104, issue 1, pages 224-251, January.
• Andr? Kurmann & Elmar Mertens, 2014, "Stock Prices, News, and Economic Fluctuations: Comment," American Economic Review, American Economic Association, volume 104, issue 4, pages 1439-1445, April.
• Eugene F. Fama, 2014, "Two Pillars of Asset Pricing," American Economic Review, American Economic Association, volume 104, issue 6, pages 1467-1485, June.
• Robert J. Shiller, 2014, "Speculative Asset Prices," American Economic Review, American Economic Association, volume 104, issue 6, pages 1486-1517, June.
• Venky Nagar & Gwen Yu, 2014, "Accounting for Crises," American Economic Journal: Macroeconomics, American Economic Association, volume 6, issue 3, pages 184-213, July.
• Werner, Dan, 2014, "Electricity Market Price Volatility: The Importance of Ramping Costs," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 169619, DOI: 10.22004/ag.econ.169619.
• Xu, Xiaojie, 2014, "Price Discovery in U.S. Corn Cash and Futures Markets: The Role of Cash Market Selection," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota, Agricultural and Applied Economics Association, number 169809, DOI: 10.22004/ag.econ.169809.
• Mazouz, Khelifa & Wang, Jian, 2014, "Are commodity futures markets short-term efficient? An empirical investigation," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France, Agricultural Economics Society, number 169763, Apr, DOI: 10.22004/ag.econ.169763.
• Cordier, Jean & Gohin, Alexandre, 2014, "Quel impact des nouveaux spéculateurs sur les prix agricoles ? Une analyse empirique des fonds d’investissement," Économie rurale, French Society of Rural Economics (SFER Société Française d'Economie Rurale), volume 343, issue September.
• Deak, Zsuzsanna & Karali, Berna, undated, "Stock Market Reactions to Environmental News in the Food Industry," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 46, issue 2, pages 1-17, DOI: 10.22004/ag.econ.169058.
• Chiu, Jonathan & Koeppl, Thorsten, 2014, "Livin’ on the Edge with Ratings: Liquidity, Efficiency and Stability," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274661, Dec, DOI: 10.22004/ag.econ.274661.
• Algieri, Bernardina & Kalkuhl, Matthias, 2014, "Back to the Futures: An Assessment of Commodity Market Efficiency and Forecast Error Drivers," Discussion Papers, University of Bonn, Center for Development Research (ZEF), number 187159, Sep, DOI: 10.22004/ag.econ.187159.
• Cristina CIUMAS & Diana-Maria CHIS & Ramona Alexandrina COCA, 2014, "Unit-Linked Life Insurance Contracts With Investment Guarantees Ï¿½ A Proposal For Romanian Life Insurance Market," Journal of Public Administration, Finance and Law, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 0, issue Special i, pages 19-24, September.
• Emilian Lucian NEACSU & Marcela Daniela TODONI, 2014, "A Way To Determine Chaotic Behaviour In Romanian Stock Market," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 14, pages 207-214, December.
• Renaud Coulomb & Marc Sangnier, 2014, "The Impact of Political Majorities on Firm Value: Do Electoral Promises or Friendship Connections Matter?," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1414, May, revised May 2014.
• Vivien Lespagnol & Juliette Rouchier, 2014, "Trading volume and market efficiency: an Agent Based Model with heterogenous knowledge about fundamentals," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1419, May, revised May 2014.
• Luiza Loredana Nastase, 2014, "An Uncertain Future Or The End Of The Road For Brics?," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 42, pages 57-62.
• Nicoleta Mihaela Florea & Marcel Dracea & Radu Buziernescu, 2014, "Evolution of tax revenue in Romania," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 198-204, December.
• Inocentiu Alexandru Florea, 2014, "The evolution of public expenditure in Romania during the global economic crisis," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 205-212, December.
• Roxana Maria BADÎRCEA & Alina Georgiana MANTA, 2014, "Risk Factors in Euro Adoption by Romania," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 90-102, December.
• Petitjean, Mikael, 2014, "Testing the profitability of contrarian trading strategies based on the overreaction hypothesis," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014001, Jan.
• De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014, "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014003, Jan.
• Boudt, Kris & Petitjean, Mikael, 2014, "Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014006, Jan.
• Claudiu BoÅ£oc, 2014, "Does Volatility Respond Asymmetric To Past Shocks?," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-5.
• Ioan-Bogdan Robu & Mihaela-Alina Robu & Marilena Mironiuc & Florentina Olivia Balu, 2014, "The Value Relevance of Financial Distress Risk in the Case of RASDAQ Companies," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 13, issue 4, pages 623-642, December.
• Alex Edmans, 2014, "Blockholders and Corporate Governance," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 23-50, December.
• Paul C. Tetlock, 2014, "Information Transmission in Finance," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 365-384, December.
• Utpal Bhattacharya, 2014, "Insider Trading Controversies: A Literature Review," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 385-403, December.
• Chester Spatt, 2014, "Security Market Manipulation," Annual Review of Financial Economics, Annual Reviews, volume 6, issue 1, pages 405-418, December.
• Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini & Giorgio Fagiolo, 2014, "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," Papers, arXiv.org, number 1402.2046, Feb.
• Eric M. Aldrich & Indra Heckenbach & Gregory Laughlin, 2014, "The Random Walk of High Frequency Trading," Papers, arXiv.org, number 1408.3650, Aug, revised Aug 2014.
• Ivan Medovikov, 2014, "When does the stock market listen to economic news? New evidence from copulas and news wires," Papers, arXiv.org, number 1410.8427, Oct.
• Marco Navone & Fernando Zapatero, 2014, "Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1507.
• Elvira Anna Graziano, 2014, "The media effect on investors behaviour: the publication of spin-off news," BANCARIA, Bancaria Editrice, volume 3, pages 26-42, March.
• Michele Leonardo Bianchi, 2014, "An analysis on the difference between bank index-linked bonds’ prices and their fair-value," BANCARIA, Bancaria Editrice, volume 6, pages 28-48, June.
• Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh, 2014, "Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries," Review of Economics & Finance, Better Advances Press, Canada, volume 4, pages 15-22, May.
• Arina Nikandrova, 2014, "Informational and Allocative Efficiency in Financial Markets with Costly Information," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1403, Mar.
• David Beers & Jean-Sébastien Nadeau, 2014, "Database of Sovereign Defaults, 2015 (Revised May 2015)," Technical Reports, Bank of Canada, number 101, DOI: 10.34989/tr-101.
• Christiane Baumeister & Pierre Guérin & Lutz Kilian, 2014, "Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work," Staff Working Papers, Bank of Canada, number 14-11, DOI: 10.34989/swp-2014-11.
• Jonathan Brogaard & Corey Garriott & Anna Pomeranets, 2014, "High-Frequency Trading Competition," Staff Working Papers, Bank of Canada, number 14-19, DOI: 10.34989/swp-2014-19.
• Michael Ehrmann & David-Jan Jansen, 2014, "It Hurts (Stock Prices) When Your Team Is About to Lose a Soccer Match," Staff Working Papers, Bank of Canada, number 14-2, DOI: 10.34989/swp-2014-2.
• Vikram Rai & Lena Suchanek, 2014, "The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets," Staff Working Papers, Bank of Canada, number 14-50, DOI: 10.34989/swp-2014-50.
• George Jiang & Ingrid Lo & Giorgio Valente, 2014, "High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market," Staff Working Papers, Bank of Canada, number 14-56, DOI: 10.34989/swp-2014-56.
• Aysen ALTUN ADA & Nilufer DALKILIC, 2014, "Efficiency Analysis in Islamic Banks: A Study for Malaysia and Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 8, issue 1, pages 9-33.
• Carlos González Pedraz & Adrian van Rixtel & Roberto Pascual González, 2014, "Navigating the boom and bust of global SPACs," Occasional Papers, Banco de España, number 2434, Oct, DOI: https://doi.org/10.53479/37917.
• 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.