Research classified by Journal of Economic Literature (JEL) codes

2014

• 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.
• Thomas Stöckl, 2014, "Price efficiency and trading behavior in limit order markets with competing insiders," Experimental Economics, Springer;Economic Science Association, volume 17, issue 2, pages 314-334, June, DOI: 10.1007/s10683-013-9369-5.
• Stephan Meyer & Sebastian Schroff & Christof Weinhardt, 2014, "(Un)skilled leveraged trading of retail investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 2, pages 111-138, May, DOI: 10.1007/s11408-014-0225-1.
• Tchai Tavor, 2014, "Abnormal investor response to the index effect for daily and intraday data," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 3, pages 281-303, August, DOI: 10.1007/s11408-014-0234-0.
• Alexander Kerl & Carolin Schürg & Andreas Walter, 2014, "The impact of Financial Times Deutschland news on stock prices: post-announcement drifts and inattention of investors," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 4, pages 409-436, November, DOI: 10.1007/s11408-014-0238-9.

2013

• Huffman, Stephen P. & Moll, Cliff R., 2013, "An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns," Review of Financial Economics, Elsevier, volume 22, issue 1, pages 8-19, DOI: 10.1016/j.rfe.2012.10.002.
• Bekiros, Stelios D., 2013, "Irrational fads, short-term memory emulation, and asset predictability," Review of Financial Economics, Elsevier, volume 22, issue 4, pages 213-219, DOI: 10.1016/j.rfe.2013.05.005.
• Baur, Dirk G., 2013, "The autumn effect of gold," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 1-11, DOI: 10.1016/j.ribaf.2012.05.001.
• Climent Serrano, Salvador, 2013, "La reestructuración del sistema bancario español tras la crisis y la solvencia de las entidades financieras. Consecuencias para las cajas de ahorros," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 16, issue 2, pages 136-146, DOI: 10.1016/j.rcsar.2013.07.003.
• Zadorozhna Olha & Zaderey Natalia, 2013, "Impact of Political Regime Shift on Stock Returns of Oligarch Firms," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 13/06e, Jul.
• Hesam Aldin SHAHRIVAR & Nwin Anefo Fru ASABA, 2013, "Assessment of the Impact of Trade Partner’s Cross-Country Sovereign Rating on the Financial Market of Selected Emerging Market Economies," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 2, pages 137-150.
• Gao, Pengjie & Lou, Dong, 2013, "Cross-market timing in security issuance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119036, Feb.
• Cella, Cristina & Ellul, Andrew & Giannetti, Mariassunta, 2013, "Investors' horizons and the amplification of market shocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119037, Feb.
• Lou, Dong, 2013, "Attracting investor attention through advertising," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 54382, Jun.
• Massa, Massimo & Vermaelen, Theo & Xu, Moqi, 2013, "Rights offerings, trading, and regulation: a global perspective," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 55403, Dec.
• Ellul, Andrew & Jotikasthira, Chotibhak & Lundblad, Christian T. & Wang, Yihui, 2013, "Mark-to-market accounting and systemic risk: evidence from the insurance industry," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60968, Oct.
• Gary A. Dymski, 2013, "Can relationship banking survive the Spanish economic crisis?," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 84, issue 03, pages 182-205.
• Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos, 2013, "Comportamiento no lineal en series de productos primarios," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 317, pages 143-168, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Chirinos, Miguel, 2013, "Medición de contagio e interdependencia financieros mediante cópulas y eventos extremos en los países de la América Latina," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 317, pages 169-206, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Alfaro, Rodrigo & Pacheco, David & Sagner, Andrés, 2013, "Dinámica de la frecuencia de impago de los créditos de consumo en cuotas," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 318, pages .329-343, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Mondher bellalah & Umie Habiba, 2013, "Impact of Macroeconomic Factors on Stock Exchange Prices: Evidence from USA Japan and China," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2013-15.
• José Carlos Ramírez & Olga Chacón Arias, 2013, "The Risk of not Being Normal in Finance: An Essay on the Leptokurtic Behavior of Stock Series in Colombia," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 3, Cierre, pages 165-201.
• Tian Liang, 2013, "Overconfidence and endogenous information acquisition," China Finance Review International, Emerald Group Publishing Limited, volume 3, issue 1, pages 5-25, January, DOI: 10.1108/20441391311290758.
• Zhenmin Fang & Xin Jiang, 2013, "Effects of differences of opinions and short‐sale constraints on the dual listed Chinese shares," China Finance Review International, Emerald Group Publishing Limited, volume 3, issue 1, pages 61-89, January, DOI: 10.1108/20441391311290785.
• Mark Schaub, 2013, "Latin American ADR performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 9, issue 1, pages 4-12, February, DOI: 10.1108/17439131311298485.
• Madhuri Malhotra & M. Thenmozhi & G. Arun Kumar, 2013, "Evidence on changes in time varying volatility around bonus and rights issue announcements," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 8, issue 2, pages 129-143, April, DOI: 10.1108/17468801311307000.
• McAleer, M.J. & Radalj, K., 2013, "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-23, Jun.
• Leonardo Becchetti & Massimo Ferrari, 2013, "The impact of the French Tobin tax," Econometica Working Papers, Econometica, number wp47, Mar.
• Phillip J. McKnight & Steven K. Todd, 2013, "Forecast Bias and Analyst Independence," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 3-32.
• 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," Erudite Working Paper, Erudite, number 2013-05.
• Michael Bergman & Michael M. Hutchison & Svend E. Hougaard Jensen, 2013, "Do Sound Public Finances Require Fiscal Rules Or Is Market Pressure Enough?," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 489, Apr.
• Alex Frino & Vito Mollica & Maria Grazia Romano, 2013, "Transaction fees and trading strategies in financial markets," STUDI ECONOMICI, FrancoAngeli Editore, volume 2013, issue 111, pages 25-49.
• Ales Cornanic & Jiri Novak, 2013, "Signaling by Underpricing the Initial Public Offerings of Primary Listings in an Emerging Market," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2013/07, Jul, revised Jul 2013.
• Michael Princ, 2013, "Multi-Level Analysis of Dynamic Portfolio Formations: Central European Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2013/12, Aug, revised Aug 2013.
• Leo H. Chan, 2013, "Which Chinese Markets to Diversify into?," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 8, issue 2, pages 220-232, June.
• Nikolay Gospodinov & Ibrahim Jamali, 2013, "Monetary policy surprises, positions of traders, and changes in commodity futures prices," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-12, Nov.
• Ali Ozdagli, 2013, "Not so fast: high-frequency financial data for macroeconomic event studies," Working Papers, Federal Reserve Bank of Boston, number 13-19, Dec.
• Andre Kurmann & Elmar Mertens, 2013, "Stock prices, news, and economic fluctuations: comment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-08.
• Michael T. Kiley, 2013, "Monetary policy statements, Treasury yields, and private yields: before and after the zero lower bound," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-16.
• Jennie Bai & Michael J. Fleming & Casidhe Horan, 2013, "The Microstructure of China's Government Bond Market," Staff Reports, Federal Reserve Bank of New York, number 622, May.
• Michael J. Fleming & Giang Nguyen, 2013, "Price and size discovery in financial markets: evidence from the U.S. Treasury securities market," Staff Reports, Federal Reserve Bank of New York, number 624.
• Linda S. Goldberg & Christian Grisse, 2013, "Time variation in asset price responses to macro announcements," Staff Reports, Federal Reserve Bank of New York, number 626, Aug.
• Peter G. Dunne & Michael J. Fleming & Andrey Zholos, 2013, "ECB monetary operations and the interbank repo market," Staff Reports, Federal Reserve Bank of New York, number 654, Dec.
• Edison Yu, 2013, "Dynamic market participation and endogenous information aggregation," Working Papers, Federal Reserve Bank of Philadelphia, number 13-42.
• Vicente Cuñat & Mireia Giné & Maria Guadalupe, 2013, "Say Pays! Shareholder Voice and Firm Performance," FMG Discussion Papers, Financial Markets Group, number dp724.
• Massimo Massa & Theo Vermaelen & Moqi Xu, 2013, "Rights offerings, trading, and regulation: A global perspective," FMG Discussion Papers, Financial Markets Group, number dp727.
• Alexandr Abramov, 2013, "2012: A Year of the State’s Increasing Presence in the Stock Market," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 23-28, February.
• Rui Pascoal & Ana Margarida Monteiro, 2013, "Market Efficiency, Roughness and Long Memory in the PSI20 Index Returns: Wavelet and Entropy Analysis," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2013-27, Dec.
• Benjamin Liu & Allen Huang, 2013, "The impact of the Goods and Services Tax on mortgage costs of Australian credit unions," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201301, Jan.
• Allen Huang & Benjamin Liu, 2013, "The GST and mortgage costs: Australian evidence," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201302, Feb.
• Orie Barron & Xuguang Sheng & Maya Thevenot, 2013, "Information Environment and The Cost of Capital," Working Papers, The George Washington University, The Center for Economic Research, number 2013-003, Apr.
• Nguyen Thang Dao & Julio Davila, 2013, "Can geography lock a society in stagnation?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00824847, Apr.
• Georges Prat & Remzi Uctum, 2013, "Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data," Post-Print, HAL, number hal-01385855.
• Nicolas Huck, 2013, "The high sensitivity of pairs trading returns," Post-Print, HAL, number hal-01514549, DOI: 10.1080/13504851.2013.802121.
• Sanjay Sehgal & Namita Rajput & Florent Deisting, 2013, "Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets," Post-Print, HAL, number hal-01881910.
• Christophe J. Godlewski & Rima Turk-Ariss & Laurent Weill, 2013, "Sukuk vs. conventional bonds: A stock market perspective," Post-Print, HAL, number hal-03047768, Aug, DOI: 10.1016/j.jce.2013.02.006.
• Pascal Alphonse & Michel Levasseur & Hafiz Imtiaz Ahmad, 2013, "Stock Prices and Implied Abnormal Earnings Growth," Post-Print, HAL, number hal-03591637, Dec.
• Eric de Bodt & Jean-Gabriel Cousin & Gaël Imad’eddine, 2013, "Fusions-acquisitions et efficience allocationnelle," Post-Print, HAL, number hal-04408118, Jun, DOI: 10.3917/ecofi.110.0015.
• Jean-Yves Filbien & Fabien Labondance, 2013, "Do financial markets learn from ECB monetary policy?," Post-Print, HAL, number hal-04409584, Aug, DOI: 10.1016/j.econlet.2013.04.002.
• Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013, "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Sciences Po Economics Publications (main), HAL, number hal-03460920, Mar.
• Quoc-Anh Do & Yen-Teik Lee & Bang Dang Nguyen & Kieu-Trang Nguyen, 2013, "Out of Sight, Out of Mind: The Value of Political Connections in Social Networks," Working Papers, HAL, number hal-03460920, Mar.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2013, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," Working Papers, HAL, number halshs-00796672, Feb.
• Syed Muhammad Noaman Ahmed Shah & Mazen Kebewar, 2013, "US Corporate Bond Yield Spread: A default risk debate," Working Papers, HAL, number halshs-00798660, Mar.
• Renaud Bourlès & Anastasia Cozarenco, 2013, "State Intervention and the (Micro)Credit Market in Developed Countries: Loan Guarantee and Business Development Services," Working Papers, HAL, number halshs-00811191, Apr.
• Lazarczyk, Ewa, 2013, "Market Specific News and Its Impact on Electricity Prices – Forward Premia," Working Paper Series, Research Institute of Industrial Economics, number 953, Jan, revised 20 Aug 2013.
• Baum, Christopher & Karpava, Margarita & Schäfer, Dorothea & Stephan, Andreas, 2013, "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crises," Ratio Working Papers, The Ratio Institute, number 224, Nov.
• Hull, Isaiah, 2013, "Predicting the Spread of Financial Innovations: An Epidemiological Approach," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 279, Oct.
• Lundström, Christian, 2013, "Day trading returns across volatility states," Umeå Economic Studies, Umeå University, Department of Economics, number 861, Jun, revised 03 Mar 2017.
• Dina Tsytsulina, 2013, "The effects of mergers on sellers, customers, and competitors in Russia’s ferrous and non-ferrous metal industries: the application of financial event study," HSE Working papers, National Research University Higher School of Economics, number WP BRP 36/EC/2013.
• Takkabutr, Nattapol, 2013, "Option-Implied Risk Aversion Anomalies: Evidence From Japanese Market," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 54, issue 2, pages 137-157, December, DOI: 10.15057/26019.
• Harald Hau & Sandy Lai, 2013, "Asset Allocation and Monetary Policy: Evidence from the Eurozone," Working Papers, Hong Kong Institute for Monetary Research, number 222013, Nov.
• Edward Jones & Quentin Mulet-Marquis, 2013, "The Stock Market Reaction to Changes to Credit Ratings of US-Listed Banks," CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University, number 1303.
• Iulian Panait, 2013, "The month-of-the-year effect on Bucharest Stock Exchange," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 1, issue 1, pages 19-26, March.
• Vichet Sum, 2013, "Employee Benefits And Stock Returns: A Look At Health Care Benefits," Accounting & Taxation, The Institute for Business and Finance Research, volume 5, issue 1, pages 1-8.
• L.W. Makasi & J. W. Kruger, 2013, "Share Repurchases Announcement Effect On Earnings: Evidence From South Africa," Accounting & Taxation, The Institute for Business and Finance Research, volume 5, issue 1, pages 41-46.
• Abdelmoneim Youssef & Giuseppe Galloppo, 2013, "The Efficiency Of Emerging Stock Markets: Evidence From Asia And Africa," Global Journal of Business Research, The Institute for Business and Finance Research, volume 7, issue 4, pages 1-17.
• Kevin Lee & Scott Miller & Nicole Velasquez & Christi Wann, 2013, "The Effect of Investor Bias and Gender on Portfolio Performance and Risk," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 1, pages 1-16.
• Halil Kiymaz, 2013, "Cross-Border Mergers and Acquisitions and Country Risk Ratings: Evidence From U.S. Financials," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 1, pages 17-29.
• Kenneth Yung & Hamid Rahman & Qian Sun, 2013, "Do Neglected Firms Suffer from an Information Deficit?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 1, pages 31-44.
• Richard Zhe Wang, 2013, "This paper empirically tests the relation between a firm’s degree of accounting conservatism and its level of operating risk. This paper constitutes the first empirical study in the accounting literature to test the risk signaling theory of account," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 1, pages 55-68.
• Cheng-Yi Chien, 2013, "Pre-close Transparency and Price Efficiency at Market Closing: Evidence from the Taiwan Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 2, pages 17-26.
• Sanjay Sehgal & Sakshi Jain & Pr Laurence the Porteu de la Morandiere, 2013, "Long-term Prior Return Patterns in Stock Returns: Evidence from Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 2, pages 53-78.
• Sanjay Sehgal & Namita Rajput & Florent Deisting, 2013, "Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 3, pages 57-75.
• 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.
• Michael Ehrmann & Chiara Osbat & Jan Strasky & Lenno Uuskula, 2013, "The Euro exchange rate during the European sovereign debt crisis � dancing to its own tune?," Bank of Estonia Working Papers, Bank of Estonia, number wp2013-3, May, revised 24 May 2013.
• Gajewski, Jean-François & Quéré, Bertrand ¨P., 2013, "A Comparison of the Effects of Earnings Disclosures on Information Asymmetry: Evidence from France and the U.S," The International Journal of Accounting, Elsevier, volume 48, issue 1, pages 1-25, DOI: 10.1016/j.intacc.2013.01.004.
• Venter, Elmar R. & Cahan, Steven F. & Emanuel, David, 2013, "Mandatory Earnings Disaggregation and the Persistence and Pricing of Earnings Components," The International Journal of Accounting, Elsevier, volume 48, issue 1, pages 26-53, DOI: 10.1016/j.intacc.2013.01.005.
• Haw, In-Mu & Ho, Simon S.M. & Hu, Bingbing & Zhang, Xu, 2013, "Legal Institutions, Ownership Concentration, and Stock Repurchases Around the World: Signal Mimicking?," The International Journal of Accounting, Elsevier, volume 48, issue 4, pages 427-458, DOI: 10.1016/j.intacc.2013.10.004.
• 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.