Research classified by Journal of Economic Literature (JEL) codes

2013

• Stoyu I. Ivanov, 2013, "Analysis of the Effects of Pre Announcement of S&P 500 Index Changes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 5, pages 1-10.
• Yoku Mimura, 2013, "Variations in Retirement Account Holdings: Evidence from Native and Immigrant Women in the U.S," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 5, pages 11-22.
• Erie Febrian & Aldrin Herwany & Adi Primadhi, 2013, "Market REsponse to the Composition Change of Islamic Index: Evidence from Indonesia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 5, pages 23-34.
• Yvan Nezerwe, 2013, "Presidential Elections And Stock Returns In Egypt," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 4, issue 2, pages 63-68.
• Eduardo Sandoval, 2013, "Effect On D&S Shareholdersâ´ Wealth And Chilean Retail Companies Due To The Announcement Of Public Offering Shares Adquisition, Efecto Sobre La Riqueza De Los Accionistas De D&S Y Empresas Del Sector Retail Chileno Producto Del Anuncio De Oferta Publ," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 6, issue 2, pages 1-13.
• Kentaka Aruga & Shunsuke Managi, 2013, "Linkages among the US energy futures markets," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, volume 36, issue 1, pages 13-26.
• Nikola Gradojevic & Camillo Lento, 2013, "Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability," Working Papers, IESEG School of Management, number 2014-ACF-03, Sep.
• Alejandro Bernales & Massimo Guidolin, 2013, "The Effects of Information Asymmetries on the Success of Stock Option Listings," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 484.
• Sibel ÇELİK, 2013, "Herd behavior in world stock markets: Evidence from quantile regression analysis," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 329, pages 75-96.
• Roger Su & Ronghua Yi & Keith Hooper & Amitabh Dutta, 2013, "Information Spillover, Profit Opportunities, and Return Deviations Analysis: The Case of Cross-Listed BHP Billiton," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 12, issue 2, pages 155-170, December.
• Alan M. Rai, 2013, "The Impact of Policy Initiatives on Credit Spreads during the 2007-09 Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 1, pages 45-104, March.
• Ila Patnaik & Ajay Shah, 2013, "The Investment Technology of Foreign and Domestic Institutional Investors in an Emerging Market," IMF Working Papers, International Monetary Fund, number 2013/090, Apr.
• Rossi, S & Tinn, K, 2012, "Man or Machine? Rational trading without information about fundamentals," Working Papers, Imperial College, London, Imperial College Business School, number 12194, Dec.
• Rodrigo Cabrero & Rodolfo Cermeño & Fausto Hernández Trillo, 2013, "Eficiencia en el Mercado Accionario: Nueva Evidencia para el Caso Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 8, issue 1, pages 53-74, Enero-Jun.
• Salvador Rivas Aceves, 2013, "La Regulación del Sistema Financiero: Un Modelo de Crecimiento," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 8, issue 2, pages 181-203, Julio-Dic.
• Thomas Stöckl, 2013, "Price efficiency and trading behavior in limit order markets with competing insiders," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-11, May.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, Department of Research, Ipag Business School, number 2013-20, Jan.
• Sylvie Lecarpentier Moyal & Georges Prat & Patricia Renou Maissant & Remzi Uctum, 2013, "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," Working Papers, Department of Research, Ipag Business School, number 2013-27, Jan.
• Morales-Pelagio, Ricardo Cristhian & López-Herrera, Francisco & Cabrera-Llanos, Agustín Ignacio, 2013, "Eficiencia de las principales acciones de la bolsa mexicana de valores: 2001-2012," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 37, pages 55-75, primer tr.
• Amélia Branco & João Carlos Lopes, 2013, "Vantagens da concentração geográfica da produção: o caso da indústria corticeira de Santa Maria da Feira," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/04, Feb.
• Benabou, Roland, 2013, "Groupthink: Collective Delusions in Organizations and Markets," IZA Discussion Papers, IZA Network @ LISER, number 7322, Mar.
• Ahlem NAJAH & Anis JARBOUI, 2013, "Non-Financial Disclosure and Value Creation through Consumer Satisfaction in France," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, volume 4, issue 1, December.
• Mihaela Ungureanu, 2013, "Financial Analysis From An Accounting Point Of View," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 5, pages 138-148.
• Florian Hett & Alexander Schmidt, 2013, "Bank Bailouts and Market Discipline: How Bailout Expectations Changed During the Financial Crisis," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1305, Aug, revised 01 Aug 2013.
• Thiago de Oliveira Souza, 2013, "Discount rates, market frictions and the mystery of the size premium," 2013 Papers, Job Market Papers, number pde868, Nov.
• Benjamin Blau, 2013, "Informed short sales and option introductions," Annals of Finance, Springer, volume 9, issue 3, pages 365-382, August, DOI: 10.1007/s10436-012-0190-5.
• Joanna Howard & E. Stephenson, 2013, "Stocks on the Rocks: A Costa Concordia Sinking Event Study," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 41, issue 4, pages 461-462, December, DOI: 10.1007/s11293-013-9387-x.
• Silvia Muzzioli, 2013, "The Forecasting Performance of Corridor Implied Volatility in the Italian Market," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 3, pages 359-386, March, DOI: 10.1007/s10614-012-9343-x.
• Philipp Stephan & Rüdiger Nitzsch, 2013, "Do individual investors’ stock recommendations in online communities contain investment value?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 2, pages 149-186, June, DOI: 10.1007/s11408-013-0208-7.
• Stephan Kessler & Bernd Scherer, 2013, "Momentum and macroeconomic state variables," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 4, pages 335-363, December, DOI: 10.1007/s11408-013-0215-8.
• Julian Mattes & Sascha Steffen & Mark Wahrenburg, 2013, "Do Information Rents in Loan Spreads Persist over the Business Cycles?," Journal of Financial Services Research, Springer;Western Finance Association, volume 43, issue 2, pages 175-195, April, DOI: 10.1007/s10693-012-0129-z.
• Seung Han & William Moore & Yoon Shin & Seongbaek Yi, 2013, "Unsolicited Versus Solicited: Credit Ratings and Bond Yields," Journal of Financial Services Research, Springer;Western Finance Association, volume 43, issue 3, pages 293-319, June, DOI: 10.1007/s10693-012-0137-z.
• Serguei Chervachidze & William Wheaton, 2013, "What Determined the Great Cap Rate Compression of 2000–2007, and the Dramatic Reversal During the 2008–2009 Financial Crisis?," The Journal of Real Estate Finance and Economics, Springer, volume 46, issue 2, pages 208-231, February, DOI: 10.1007/s11146-011-9334-z.
• David Downs & Z. Güner, 2013, "Commercial Real Estate, Information Production and Market Activity," The Journal of Real Estate Finance and Economics, Springer, volume 46, issue 2, pages 282-298, February, DOI: 10.1007/s11146-011-9348-6.
• Peter Chinloy & Zhonghua Wu, 2013, "The Inventory-Sales Ratio and Homebuilder Return Predictability," The Journal of Real Estate Finance and Economics, Springer, volume 46, issue 3, pages 397-423, April, DOI: 10.1007/s11146-011-9340-1.
• Peter Chinloy & William Hardin & Zhonghua Wu, 2013, "Transaction Frequency and Commercial Property," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 4, pages 640-658, November, DOI: 10.1007/s11146-013-9434-z.
• Charles Knoeber & Mark Walker, 2013, "On political connectedness and the arrest of Ivan Boesky," Public Choice, Springer, volume 157, issue 1, pages 41-50, October, DOI: 10.1007/s11127-012-9939-7.
• Costas Siriopoulos & Athanasios Fassas, 2013, "Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices," Review of Derivatives Research, Springer, volume 16, issue 3, pages 233-266, October, DOI: 10.1007/s11147-012-9085-x.
• Cheung, Adrian (Wai Kong) & Roca, Eduardo, 2013, "The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context," Journal of Asian Economics, Elsevier, volume 24, issue C, pages 51-65, DOI: 10.1016/j.asieco.2012.08.002.
• Bhaduri, Saumitra N. & Mahapatra, Siddharth D., 2013, "Applying an alternative test of herding behavior: A case study of the Indian stock market," Journal of Asian Economics, Elsevier, volume 25, issue C, pages 43-52, DOI: 10.1016/j.asieco.2013.02.001.
• Gu, Lulu & Reed, W. Robert, 2013, "Information asymmetry, market segmentation, and cross-listing: Implications for event study methodology," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 28-40, DOI: 10.1016/j.asieco.2013.04.009.
• Lin, Ji-Chai & Wu, YiLin, 2013, "SEO timing and liquidity risk," Journal of Corporate Finance, Elsevier, volume 19, issue C, pages 95-118, DOI: 10.1016/j.jcorpfin.2012.09.005.
• Alexandridis, George & Fuller, Kathleen P. & Terhaar, Lars & Travlos, Nickolaos G., 2013, "Deal size, acquisition premia and shareholder gains," Journal of Corporate Finance, Elsevier, volume 20, issue C, pages 1-13, DOI: 10.1016/j.jcorpfin.2012.10.006.
• Di Giuli, Alberta, 2013, "The effect of stock misvaluation and investment opportunities on the method of payment in mergers," Journal of Corporate Finance, Elsevier, volume 21, issue C, pages 196-215, DOI: 10.1016/j.jcorpfin.2013.02.002.
• Kallberg, Jarl & Liu, Crocker H. & Villupuram, Sriram, 2013, "Preferred stock: Some insights into capital structure," Journal of Corporate Finance, Elsevier, volume 21, issue C, pages 77-86, DOI: 10.1016/j.jcorpfin.2013.01.005.
• Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2013, "The bull and bear market model of Huang and Day: Some extensions and new results," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2351-2370, DOI: 10.1016/j.jedc.2013.06.005.
• Kurz, Mordecai & Piccillo, Giulia & Wu, Howei, 2013, "Modeling diverse expectations in an aggregated New Keynesian Model," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1403-1433, DOI: 10.1016/j.jedc.2013.01.016.
• Pakoš, Michal, 2013, "Long-run risk and hidden growth persistence," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 9, pages 1911-1928, DOI: 10.1016/j.jedc.2013.04.005.
• Yang, Chunpeng & Zhang, Rengui, 2013, "Sentiment asset pricing model with consumption," Economic Modelling, Elsevier, volume 30, issue C, pages 462-467, DOI: 10.1016/j.econmod.2012.11.004.
• 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.