Research classified by Journal of Economic Literature (JEL) codes

2016

• Karim, Mohammad A & Sarkar, Sayan & Zhang, Shaorong, 2016, "Earnings management surrounding M&A: Role of economic development and investor protection," Advances in accounting, Elsevier, volume 35, issue C, pages 207-215, DOI: 10.1016/j.adiac.2016.10.002.
• Meng, Jingjing, 2016, "Asian emerging-market currencies in the international debt market (1994–2014)," Journal of Asian Economics, Elsevier, volume 42, issue C, pages 20-32, DOI: 10.1016/j.asieco.2015.11.002.
• Dibooglu, Sel & Cevik, Emrah. I., 2016, "The effect of North Korean threats on financial markets in South Korea and Japan," Journal of Asian Economics, Elsevier, volume 43, issue C, pages 18-26, DOI: 10.1016/j.asieco.2016.03.002.
• Azher, Sara & Iqbal, Javed, 2016, "Pricing of foreign exchange risk and market segmentation: Evidence from Pakistan's equity market," Journal of Asian Economics, Elsevier, volume 43, issue C, pages 37-48, DOI: 10.1016/j.asieco.2016.03.001.
• Warsame, Mohammed Hersi & Ireri, Edward Mugambi, 2016, "Does the theory of planned behaviour (TPB) matter in Sukuk investment decisions?," Journal of Behavioral and Experimental Finance, Elsevier, volume 12, issue C, pages 93-100, DOI: 10.1016/j.jbef.2016.10.002.
• Fasano, Antonio & Galloppo, Giuseppe, 2016, "Emerging market active managers: Skilled or stubborn?," Journal of Behavioral and Experimental Finance, Elsevier, volume 9, issue C, pages 132-135, DOI: 10.1016/j.jbef.2015.11.001.
• Zaremba, Adam, 2016, "Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies," Journal of Behavioral and Experimental Finance, Elsevier, volume 9, issue C, pages 136-163, DOI: 10.1016/j.jbef.2015.11.007.
• Chelley-Steeley, Patricia L. & Lambertides, Neophytos, 2016, "Cost of capital changes, the quality of trading information and market architecture," The British Accounting Review, Elsevier, volume 48, issue 4, pages 401-414, DOI: 10.1016/j.bar.2016.10.002.
• Ibikunle, Gbenga & Gregoriou, Andros & Hoepner, Andreas G.F. & Rhodes, Mark, 2016, "Liquidity and market efficiency in the world's largest carbon market," The British Accounting Review, Elsevier, volume 48, issue 4, pages 431-447, DOI: 10.1016/j.bar.2015.11.001.
• Todea, Alexandru, 2016, "Cross-correlations between volatility, volatility persistence and stock market integration: the case of emergent stock markets," Chaos, Solitons & Fractals, Elsevier, volume 87, issue C, pages 208-215, DOI: 10.1016/j.chaos.2016.04.006.
• Durnev, Art & Li, TieMei & Magnan, Michel, 2016, "Are offshore firms worth more?," Journal of Corporate Finance, Elsevier, volume 36, issue C, pages 131-156, DOI: 10.1016/j.jcorpfin.2015.11.002.
• An, Heng & Chen, Yanyan & Luo, Danglun & Zhang, Ting, 2016, "Political uncertainty and corporate investment: Evidence from China," Journal of Corporate Finance, Elsevier, volume 36, issue C, pages 174-189, DOI: 10.1016/j.jcorpfin.2015.11.003.
• Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian T. & Siegel, Stephan, 2016, "Political risk and international valuation," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 1-23, DOI: 10.1016/j.jcorpfin.2015.12.007.
• Clarke, Jonathan & Khurshed, Arif & Pande, Alok & Singh, Ajai K., 2016, "Sentiment traders & IPO initial returns: The Indian evidence," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 24-37, DOI: 10.1016/j.jcorpfin.2015.10.007.
• Ge, Wenxia & Kim, Jeong-Bon & Li, Tiemei & Li, Yutao, 2016, "Offshore operations and bank loan contracting: Evidence from firms that set up subsidiaries in offshore financial centers," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 335-355, DOI: 10.1016/j.jcorpfin.2016.01.006.
• Dutordoir, Marie & Li, Hui & Liu, Frank Hong & Verwijmeren, Patrick, 2016, "Convertible bond announcement effects: Why is Japan different?," Journal of Corporate Finance, Elsevier, volume 37, issue C, pages 76-92, DOI: 10.1016/j.jcorpfin.2015.12.006.
• Ben-Nasr, Hamdi & Alshwer, Abdullah A., 2016, "Does stock price informativeness affect labor investment efficiency?," Journal of Corporate Finance, Elsevier, volume 38, issue C, pages 249-271, DOI: 10.1016/j.jcorpfin.2016.01.012.
• Chatalova, Natalia & How, Janice C.Y. & Verhoeven, Peter, 2016, "Analyst coverage and IPO management forecasts," Journal of Corporate Finance, Elsevier, volume 39, issue C, pages 263-277, DOI: 10.1016/j.jcorpfin.2016.04.005.
• Caglio, Cecilia & Hanley, Kathleen Weiss & Marietta-Westberg, Jennifer, 2016, "Going public abroad," Journal of Corporate Finance, Elsevier, volume 41, issue C, pages 103-122, DOI: 10.1016/j.jcorpfin.2016.07.004.
• Frazier, David T. & Liu, Xiaochun, 2016, "A new approach to risk-return trade-off dynamics via decomposition," Journal of Economic Dynamics and Control, Elsevier, volume 62, issue C, pages 43-55, DOI: 10.1016/j.jedc.2015.11.002.
• Li, Mengling & Zheng, Huanhuan & Tai Leung Chong, Terence & Zhang, Yang, 2016, "The stock–bond comovements and cross-market trading," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 417-438, DOI: 10.1016/j.jedc.2016.10.007.
• Cornand, Camille & Gandré, Pauline & Gimet, Céline, 2016, "Increase in home bias in the Eurozone debt crisis: The role of domestic shocks," Economic Modelling, Elsevier, volume 53, issue C, pages 445-469, DOI: 10.1016/j.econmod.2015.10.044.
• Hsu, Chih-Hsiang, 2016, "Strategic noise trading of later-informed traders in a multi-market framework," Economic Modelling, Elsevier, volume 54, issue C, pages 235-243, DOI: 10.1016/j.econmod.2015.12.026.
• Zhang, Yue-Jun & Yao, Ting, 2016, "Interpreting the movement of oil prices: Driven by fundamentals or bubbles?," Economic Modelling, Elsevier, volume 55, issue C, pages 226-240, DOI: 10.1016/j.econmod.2016.02.016.
• Zhang, Wei & Li, Xiao & Shen, Dehua & Teglio, Andrea, 2016, "R2 and idiosyncratic volatility: Which captures the firm-specific return variation?," Economic Modelling, Elsevier, volume 55, issue C, pages 298-304, DOI: 10.1016/j.econmod.2016.02.025.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2016, "Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion," Economic Modelling, Elsevier, volume 56, issue C, pages 133-147, DOI: 10.1016/j.econmod.2016.03.017.
• Yildirim, Zekeriya, 2016, "Global financial conditions and asset markets: Evidence from fragile emerging economies," Economic Modelling, Elsevier, volume 57, issue C, pages 208-220, DOI: 10.1016/j.econmod.2016.04.018.
• Kenourgios, Dimitris & Naifar, Nader & Dimitriou, Dimitrios, 2016, "Islamic financial markets and global crises: Contagion or decoupling?," Economic Modelling, Elsevier, volume 57, issue C, pages 36-46, DOI: 10.1016/j.econmod.2016.04.014.
• Jawadi, Fredj & Louhichi, Waël & Ameur, Hachmi Ben & Cheffou, Abdoulkarim Idi, 2016, "On oil-US exchange rate volatility relationships: An intraday analysis," Economic Modelling, Elsevier, volume 59, issue C, pages 329-334, DOI: 10.1016/j.econmod.2016.07.014.
• Kim, Hyun-Seok & Min, Hong-Ghi & McDonald, Judith A., 2016, "Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis," Economic Modelling, Elsevier, volume 59, issue C, pages 9-22, DOI: 10.1016/j.econmod.2016.06.016.
• Lin, William T. & Tsai, Shih-Chuan & Chiu, Peter, 2016, "Do foreign institutions outperform in the Taiwan options market?," The North American Journal of Economics and Finance, Elsevier, volume 35, issue C, pages 101-115, DOI: 10.1016/j.najef.2015.10.005.
• Lim, Kian-Ping & Hooy, Chee-Wooi & Chang, Kwok-Boon & Brooks, Robert, 2016, "Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity," The North American Journal of Economics and Finance, Elsevier, volume 36, issue C, pages 1-28, DOI: 10.1016/j.najef.2015.11.003.
• Camba-Méndez, Gonzalo & Serwa, Dobromił, 2016, "Market perception of sovereign credit risk in the euro area during the financial crisis," The North American Journal of Economics and Finance, Elsevier, volume 37, issue C, pages 168-189, DOI: 10.1016/j.najef.2016.04.002.
• Han, I & Liang, Hsin-Yu & Chan, Kam C., 2016, "Locational concentration and institutional diversification: Evidence from foreign direct investments in the banking industry," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 185-199, DOI: 10.1016/j.najef.2016.10.013.
• Mathur, Vipul & Subramanian, Chetan, 2016, "Financial market segmentation and choice of exchange rate regimes," Economics Letters, Elsevier, volume 142, issue C, pages 78-82, DOI: 10.1016/j.econlet.2016.02.035.
• Gogolin, Fabian & Kearney, Fearghal, 2016, "Does speculation impact what factors determine oil futures prices?," Economics Letters, Elsevier, volume 144, issue C, pages 119-122, DOI: 10.1016/j.econlet.2016.05.007.
• Choi, Sujung, 2016, "Herding among local individual investors: Evidence from online and offline trading," Economics Letters, Elsevier, volume 144, issue C, pages 4-6, DOI: 10.1016/j.econlet.2016.04.030.
• Alper Gormus, N., 2016, "Do different time-horizons in volatility have any significance for the emerging markets?," Economics Letters, Elsevier, volume 145, issue C, pages 29-32, DOI: 10.1016/j.econlet.2016.04.035.
• Ryu, Doojin, 2016, "Considering all microstructure effects: The extension of a trade indicator model," Economics Letters, Elsevier, volume 146, issue C, pages 107-110, DOI: 10.1016/j.econlet.2016.07.025.
• Nicolau, João, 2016, "Structural change test in duration of bull and bear markets," Economics Letters, Elsevier, volume 146, issue C, pages 64-67, DOI: 10.1016/j.econlet.2016.07.022.
• Jadiyappa, Nemiraja & Vanga, Nagi Reddy & Krishnankutty, Raveesh, 2016, "Financial liberalisation and Capital structuring decisions of corporate firms: Evidence from India," Economics Letters, Elsevier, volume 149, issue C, pages 33-37, DOI: 10.1016/j.econlet.2016.10.004.
• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016, "Goodness-of-fit test for specification of semiparametric copula dependence models," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 215-233, DOI: 10.1016/j.jeconom.2016.02.017.
• Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2016, "Spillover dynamics for systemic risk measurement using spatial financial time series models," Journal of Econometrics, Elsevier, volume 195, issue 2, pages 211-223, DOI: 10.1016/j.jeconom.2016.09.001.
• Tabak, Benjamin M. & de Castro Miranda, Rodrigo & da Silva Medeiros, Maurício, 2016, "Contagion in CDS, banking and equity markets," Economic Systems, Elsevier, volume 40, issue 1, pages 120-134, DOI: 10.1016/j.ecosys.2015.07.002.
• Niţoi, Mihai & Pochea, Maria Miruna, 2016, "Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model," Economic Systems, Elsevier, volume 40, issue 2, pages 323-334, DOI: 10.1016/j.ecosys.2016.02.002.
• Sensoy, Ahmet & Eraslan, Veysel & Erturk, Mutahhar, 2016, "Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe," Economic Systems, Elsevier, volume 40, issue 4, pages 552-567, DOI: 10.1016/j.ecosys.2016.02.003.
• van den Bremer, Ton & van der Ploeg, Frederick & Wills, Samuel, 2016, "The Elephant In The Ground: Managing Oil And Sovereign Wealth," European Economic Review, Elsevier, volume 82, issue C, pages 113-131, DOI: 10.1016/j.euroecorev.2015.10.005.
• Foley-Fisher, Nathan & McLaughlin, Eoin, 2016, "Sovereign debt guarantees and default: Lessons from the UK and Ireland, 1920–1938," European Economic Review, Elsevier, volume 87, issue C, pages 272-286, DOI: 10.1016/j.euroecorev.2016.05.010.
• Webb, Robert I. & Ryu, Doojin & Ryu, Doowon & Han, Joongho, 2016, "The price impact of futures trades and their intraday seasonality," Emerging Markets Review, Elsevier, volume 26, issue C, pages 80-98, DOI: 10.1016/j.ememar.2016.01.002.
• Auer, Benjamin R., 2016, "On time-varying predictability of emerging stock market returns," Emerging Markets Review, Elsevier, volume 27, issue C, pages 1-13, DOI: 10.1016/j.ememar.2016.02.005.
• Sowmya, Subramaniam & Prasanna, Krishna & Bhaduri, Saumitra, 2016, "Linkages in the term structure of interest rates across sovereign bond markets," Emerging Markets Review, Elsevier, volume 27, issue C, pages 118-139, DOI: 10.1016/j.ememar.2016.05.001.
• Neaime, Simon, 2016, "Financial crises and contagion vulnerability of MENA stock markets," Emerging Markets Review, Elsevier, volume 27, issue C, pages 14-35, DOI: 10.1016/j.ememar.2016.03.002.
• Ciarlone, Alessio & Miceli, Valeria, 2016, "Escaping financial crises? Macro evidence from sovereign wealth funds' investment behaviour," Emerging Markets Review, Elsevier, volume 27, issue C, pages 169-196, DOI: 10.1016/j.ememar.2016.05.004.
• Mnasri, Ayman & Nechi, Salem, 2016, "Impact of terrorist attacks on stock market volatility in emerging markets," Emerging Markets Review, Elsevier, volume 28, issue C, pages 184-202, DOI: 10.1016/j.ememar.2016.08.002.
• Batten, Jonathan A. & Szilagyi, Peter G., 2016, "The internationalisation of the RMB: New starts, jumps and tipping points," Emerging Markets Review, Elsevier, volume 28, issue C, pages 221-238, DOI: 10.1016/j.ememar.2016.02.006.
• Johan, Sofia & Zhang, Minjie, 2016, "Private equity exits in emerging markets," Emerging Markets Review, Elsevier, volume 29, issue C, pages 133-153, DOI: 10.1016/j.ememar.2016.08.016.
• Cheng, Cheng & Schwienbacher, Armin, 2016, "Venture capital investors and foreign listing choices of Chinese companies," Emerging Markets Review, Elsevier, volume 29, issue C, pages 42-67, DOI: 10.1016/j.ememar.2016.08.007.
• Deng, Qi & Zhou, Zhong-guo, 2016, "Overreaction in ChiNext IPOs' initial returns: How much and what caused it?," Emerging Markets Review, Elsevier, volume 29, issue C, pages 82-103, DOI: 10.1016/j.ememar.2016.08.012.
• Lothian, James R., 2016, "Uncovered interest parity: The long and the short of it," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 1-7, DOI: 10.1016/j.jempfin.2015.12.001.
• Zhang, Hui Jun & Dufour, Jean-Marie & Galbraith, John W., 2016, "Exchange rates and commodity prices: Measuring causality at multiple horizons," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 100-120, DOI: 10.1016/j.jempfin.2015.10.005.
• Cejnek, Georg & Randl, Otto, 2016, "Risk and return of short-duration equity investments," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 181-198, DOI: 10.1016/j.jempfin.2016.01.017.
• Posedel Šimović, Petra & Tkalec, Marina & Vizek, Maruška & Lee, Junsoo, 2016, "Time-varying integration of the sovereign bond markets in European post-transition economies," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 30-40, DOI: 10.1016/j.jempfin.2015.12.005.
• Perego, Erica R. & Vermeulen, Wessel N., 2016, "Macro-economic determinants of European stock and government bond correlations: A tale of two regions," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 214-232, DOI: 10.1016/j.jempfin.2016.04.002.
• Fernandes, Marcelo & Mergulhão, João, 2016, "Anticipatory effects in the FTSE 100 index revisions," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 79-90, DOI: 10.1016/j.jempfin.2016.02.009.
• Ding, Xiaoya (Sara) & Ni, Yang & Zhong, Ligang, 2016, "Free float and market liquidity around the world," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 236-257, DOI: 10.1016/j.jempfin.2016.07.002.
• Kräussl, Roman & Lehnert, Thorsten & Stefanova, Denitsa, 2016, "The European sovereign debt crisis: What have we learned?," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 363-373, DOI: 10.1016/j.jempfin.2016.04.005.
• Smales, Lee A., 2016, "News sentiment and bank credit risk," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 37-61, DOI: 10.1016/j.jempfin.2016.05.002.
• Kallestrup, René & Lando, David & Murgoci, Agatha, 2016, "Financial sector linkages and the dynamics of bank and sovereign credit spreads," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 374-393, DOI: 10.1016/j.jempfin.2016.01.004.
• Pieterse-Bloem, Mary & Qian, Zhaowen & Verschoor, Willem & Zwinkels, Remco, 2016, "Time-varying importance of country and industry factors in European corporate bonds," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 429-448, DOI: 10.1016/j.jempfin.2016.01.010.
• Beck, Roland & Georgiadis, Georgios & Gräb, Johannes, 2016, "The geography of the great rebalancing in euro area bond markets during the sovereign debt crisis," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 449-460, DOI: 10.1016/j.jempfin.2016.01.003.
• Harvey, Andrew & Thiele, Stephen, 2016, "Testing against changing correlation," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 575-589, DOI: 10.1016/j.jempfin.2015.09.003.
• Baillie, Richard T. & Cho, Dooyeon, 2016, "Assessing Euro crises from a time varying international CAPM approach," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 197-208, DOI: 10.1016/j.jempfin.2016.03.005.
• Dowling, Michael & Cummins, Mark & Lucey, Brian M., 2016, "Psychological barriers in oil futures markets," Energy Economics, Elsevier, volume 53, issue C, pages 293-304, DOI: 10.1016/j.eneco.2014.03.022.
• Zhang, Bing & Li, Xiao-Ming, 2016, "Recent hikes in oil-equity market correlations: Transitory or permanent?," Energy Economics, Elsevier, volume 53, issue C, pages 305-315, DOI: 10.1016/j.eneco.2014.03.011.
• Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2016, "The impact of oil shocks on exchange rates: A Markov-switching approach," Energy Economics, Elsevier, volume 54, issue C, pages 11-23, DOI: 10.1016/j.eneco.2015.12.004.
• Basher, Syed Abul & Sadorsky, Perry, 2016, "Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH," Energy Economics, Elsevier, volume 54, issue C, pages 235-247, DOI: 10.1016/j.eneco.2015.11.022.
• Kuruppuarachchi, Duminda & Premachandra, I.M., 2016, "Information spillover dynamics of the energy futures market sector: A novel common factor approach," Energy Economics, Elsevier, volume 57, issue C, pages 277-294, DOI: 10.1016/j.eneco.2016.05.015.
• Nagayev, Ruslan & Disli, Mustafa & Inghelbrecht, Koen & Ng, Adam, 2016, "On the dynamic links between commodities and Islamic equity," Energy Economics, Elsevier, volume 58, issue C, pages 125-140, DOI: 10.1016/j.eneco.2016.06.011.
• Kim, Jeayoon & Park, Kwangwoo, 2016, "Financial development and deployment of renewable energy technologies," Energy Economics, Elsevier, volume 59, issue C, pages 238-250, DOI: 10.1016/j.eneco.2016.08.012.
• Jaeck, Edouard & Lautier, Delphine, 2016, "Volatility in electricity derivative markets: The Samuelson effect revisited," Energy Economics, Elsevier, volume 59, issue C, pages 300-313, DOI: 10.1016/j.eneco.2016.08.009.
• Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, 2016, "Global oil market and the U.S. stock returns," Energy, Elsevier, volume 114, issue C, pages 1277-1287, DOI: 10.1016/j.energy.2016.08.078.
• Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2016, "Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 96-114, DOI: 10.1016/j.irfa.2015.09.004.
• Ghadhab, Imen & Hellara, Slaheddine, 2016, "Price discovery of cross-listed firms," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 177-188, DOI: 10.1016/j.irfa.2016.01.017.
• Calice, Giovanni & Ioannidis, Christos & Miao, RongHui, 2016, "A Markov switching unobserved component analysis of the CDX index term premium," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 189-204, DOI: 10.1016/j.irfa.2016.01.020.
• Boako, Gideon & Alagidede, Paul, 2016, "Global commodities and African stocks: A ‘market of one?’," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 226-237, DOI: 10.1016/j.irfa.2016.02.009.
• Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2016, "Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 180-188, DOI: 10.1016/j.irfa.2016.03.016.
• Gupta, Rakesh & Yuan, Tian & Roca, Eduardo, 2016, "Linkages between the ADR market and home country macroeconomic fundamentals: Evidence in the context of the BRICs," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 230-239, DOI: 10.1016/j.irfa.2016.04.004.
• Vithessonthi, Chaiporn, 2016, "Deflation, bank credit growth, and non-performing loans: Evidence from Japan," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 295-305, DOI: 10.1016/j.irfa.2016.04.003.
• Karanasos, Menelaos & Yfanti, Stavroula & Karoglou, Michail, 2016, "Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 332-349, DOI: 10.1016/j.irfa.2014.09.002.
• Feng, Xunan & Hu, Na & Johansson, Anders C., 2016, "Ownership, analyst coverage, and stock synchronicity in China," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 79-96, DOI: 10.1016/j.irfa.2016.02.002.
• Ftiti, Zied & Guesmi, Khaled & Abid, Ilyes, 2016, "Oil price and stock market co-movement: What can we learn from time-scale approaches?," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 266-280, DOI: 10.1016/j.irfa.2015.08.011.
• Grout, Paul A. & Zalewska, Anna, 2016, "Stock market risk in the financial crisis," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 326-345, DOI: 10.1016/j.irfa.2015.11.012.
• Pappas, Vasileios & Ingham, Hilary & Izzeldin, Marwan & Steele, Gerry, 2016, "Will the crisis “tear us apart”? Evidence from the EU," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 346-360, DOI: 10.1016/j.irfa.2015.09.010.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2016, "Risk-return trade-off for European stock markets," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 84-103, DOI: 10.1016/j.irfa.2016.03.018.
• Sensoy, Ahmet & Tabak, Benjamin M., 2016, "Dynamic efficiency of stock markets and exchange rates," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 353-371, DOI: 10.1016/j.irfa.2016.06.001.
• Urquhart, Andrew & McGroarty, Frank, 2016, "Are stock markets really efficient? Evidence of the adaptive market hypothesis," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 39-49, DOI: 10.1016/j.irfa.2016.06.011.
• Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I., 2016, "Herd behavior and equity market liquidity: Evidence from major markets," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 140-149, DOI: 10.1016/j.irfa.2016.09.013.
• Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2016, "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 209-220, DOI: 10.1016/j.irfa.2016.10.002.
• Chau, Frankie & Deesomsak, Rataporn & Koutmos, Dimitrios, 2016, "Does investor sentiment really matter?," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 221-232, DOI: 10.1016/j.irfa.2016.10.003.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2016, "A melting pot — Gold price forecasts under model and parameter uncertainty," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 282-291, DOI: 10.1016/j.irfa.2016.10.010.
• Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I., 2016, "Bond market investor herding: Evidence from the European financial crisis," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 367-375, DOI: 10.1016/j.irfa.2015.01.001.
• Bhimjee, Diptes C. & Ramos, Sofia B. & Dias, José G., 2016, "Banking industry performance in the wake of the global financial crisis," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 376-387, DOI: 10.1016/j.irfa.2016.01.005.
• Smimou, K. & Khallouli, W., 2016, "On the intensity of liquidity spillovers in the Eurozone," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 388-405, DOI: 10.1016/j.irfa.2015.03.009.
• Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas, 2016, "Dynamic spillover effects in futures markets: UK and US evidence," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 406-418, DOI: 10.1016/j.irfa.2015.03.008.
• Rughoo, Aarti & You, Kefei, 2016, "Asian financial integration: Global or regional? Evidence from money and bond markets," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 419-434, DOI: 10.1016/j.irfa.2015.03.007.
• Andreasen, Eugenia & Valenzuela, Patricio, 2016, "Financial openness, domestic financial development and credit ratings," Finance Research Letters, Elsevier, volume 16, issue C, pages 11-18, DOI: 10.1016/j.frl.2015.10.019.
• Lesser, Kathrin & Rößle, Felix & Walkshäusl, Christian, 2016, "Socially responsible, green, and faith-based investment strategies: Screening activity matters!," Finance Research Letters, Elsevier, volume 16, issue C, pages 171-178, DOI: 10.1016/j.frl.2015.11.001.
• dos Santos, Marco Aurélio & Fávero, Luiz Paulo Lopes & Distadio, Luiz Fernando, 2016, "Adoption of the International Financial Reporting Standards (IFRS) on companies’ financing structure in emerging economies," Finance Research Letters, Elsevier, volume 16, issue C, pages 179-189, DOI: 10.1016/j.frl.2015.11.002.
• Haugom, Erik & Ray, Rina & Ullrich, Carl J. & Veka, Steinar & Westgaard, Sjur, 2016, "A parsimonious quantile regression model to forecast day-ahead value-at-risk," Finance Research Letters, Elsevier, volume 16, issue C, pages 196-207, DOI: 10.1016/j.frl.2015.12.006.
• Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang, 2016, "Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy," Finance Research Letters, Elsevier, volume 16, issue C, pages 208-219, DOI: 10.1016/j.frl.2015.12.005.
• Auer, Benjamin R., 2016, "On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations," Finance Research Letters, Elsevier, volume 16, issue C, pages 255-267, DOI: 10.1016/j.frl.2015.12.009.
• Kutan, Ali M. & Muradoğlu, Yaz G., 2016, "Financial and real sector returns, IMF-related news, and the Asian crisis," Finance Research Letters, Elsevier, volume 16, issue C, pages 28-37, DOI: 10.1016/j.frl.2015.10.016.
• Buchner, Axel & Wagner, Niklas, 2016, "The betting against beta anomaly: Fact or fiction?," Finance Research Letters, Elsevier, volume 16, issue C, pages 283-289, DOI: 10.1016/j.frl.2015.12.010.
• Dyhrberg, Anne Haubo, 2016, "Bitcoin, gold and the dollar – A GARCH volatility analysis," Finance Research Letters, Elsevier, volume 16, issue C, pages 85-92, DOI: 10.1016/j.frl.2015.10.008.
• Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias, 2016, "A comparison of investors’ sentiments and risk premium effects on valuing shares," Finance Research Letters, Elsevier, volume 17, issue C, pages 1-6, DOI: 10.1016/j.frl.2015.10.017.
• Smales, L.A., 2016, "Risk-on/Risk-off: Financial market response to investor fear," Finance Research Letters, Elsevier, volume 17, issue C, pages 125-134, DOI: 10.1016/j.frl.2016.03.010.
• Ghosh, Amit, 2016, "What drives gold demand in central bank's foreign exchange reserve portfolio?," Finance Research Letters, Elsevier, volume 17, issue C, pages 146-150, DOI: 10.1016/j.frl.2016.03.007.
• Gurdgiev, Constantin & Harte, Gerard, 2016, "Tsallis entropy: Do the market size and liquidity matter?," Finance Research Letters, Elsevier, volume 17, issue C, pages 151-157, DOI: 10.1016/j.frl.2016.03.006.
• Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco, 2016, "Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators," Finance Research Letters, Elsevier, volume 17, issue C, pages 158-166, DOI: 10.1016/j.frl.2016.03.005.
• Jin, Xiaoye, 2016, "The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets: A Hurst exponent approach," Finance Research Letters, Elsevier, volume 17, issue C, pages 167-175, DOI: 10.1016/j.frl.2016.03.004.
• Apergis, Emmanuel & Apergis, Nicholas, 2016, "The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry," Finance Research Letters, Elsevier, volume 17, issue C, pages 186-192, DOI: 10.1016/j.frl.2016.03.002.
• Vortelinos, Dimitrios I. & Saha, Shrabani, 2016, "The impact of political risk on return, volatility and discontinuity: Evidence from the international stock and foreign exchange markets," Finance Research Letters, Elsevier, volume 17, issue C, pages 222-226, DOI: 10.1016/j.frl.2016.03.017.
• Baklaci, Hasan F. & Suer, Omur & Yelkenci, Tezer, 2016, "A closer insight into the causality between short selling trades and volatility," Finance Research Letters, Elsevier, volume 17, issue C, pages 48-54, DOI: 10.1016/j.frl.2016.01.007.
• Geertsema, Paul & Lu, Helen, 2016, "A game-theoretic model of underpricing and over-subscription in Chinese IPO’s," Finance Research Letters, Elsevier, volume 17, issue C, pages 93-96, DOI: 10.1016/j.frl.2016.02.001.
• Kayacetin, Volkan & Lekpek, Senad, 2016, "Turn-of-the-month effect: New evidence from an emerging stock market," Finance Research Letters, Elsevier, volume 18, issue C, pages 142-157, DOI: 10.1016/j.frl.2016.04.012.
• Hossfeld, Oliver & Röthig, Andreas, 2016, "Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market," Finance Research Letters, Elsevier, volume 18, issue C, pages 218-225, DOI: 10.1016/j.frl.2016.04.019.
• Zaremba, Adam, 2016, "Risk-based explanation for the country-level size and value effects," Finance Research Letters, Elsevier, volume 18, issue C, pages 226-233, DOI: 10.1016/j.frl.2016.04.020.
• Philippas, Dionisis & Dragomirescu-Gaina, Catalin, 2016, "Exposing volatility spillovers: A comparative analysis based on vector autoregressive models," Finance Research Letters, Elsevier, volume 18, issue C, pages 302-305, DOI: 10.1016/j.frl.2016.05.002.
• Kolaric, Sascha & Schiereck, Dirk, 2016, "Are stock markets efficient in the face of fear? Evidence from the terrorist attacks in Paris and Brussels," Finance Research Letters, Elsevier, volume 18, issue C, pages 306-310, DOI: 10.1016/j.frl.2016.05.003.
• Boako, Gideon & Alagidede, Paul, 2016, "African stock markets convergence: Regional and global analysis," Finance Research Letters, Elsevier, volume 18, issue C, pages 317-321, DOI: 10.1016/j.frl.2016.05.007.
• Erragragui, Elias & Lagoarde-Segot, Thomas, 2016, "Solving the SRI puzzle? A note on the mainstreaming of ethical investment," Finance Research Letters, Elsevier, volume 18, issue C, pages 32-42, DOI: 10.1016/j.frl.2016.03.018.
• Economou, Fotini & Katsikas, Epameinondas & Vickers, Gregory, 2016, "Testing for herding in the Athens Stock Exchange during the crisis period," Finance Research Letters, Elsevier, volume 18, issue C, pages 334-341, DOI: 10.1016/j.frl.2016.05.011.
• Kang, Sang Hoon & Yoon, Seong-Min, 2016, "Dynamic spillovers between Shanghai and London nonferrous metal futures markets," Finance Research Letters, Elsevier, volume 19, issue C, pages 181-188, DOI: 10.1016/j.frl.2016.07.010.
• Li, Yong & Benson, Karen & Faff, Robert, 2016, "Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund," Finance Research Letters, Elsevier, volume 19, issue C, pages 217-221, DOI: 10.1016/j.frl.2016.08.002.
• Ji, Qiang & Fan, Ying, 2016, "How do China's oil markets affect other commodity markets both domestically and internationally?," Finance Research Letters, Elsevier, volume 19, issue C, pages 247-254, DOI: 10.1016/j.frl.2016.08.009.
• Schiereck, Dirk & Kiesel, Florian & Kolaric, Sascha, 2016, "Brexit: (Not) another Lehman moment for banks?," Finance Research Letters, Elsevier, volume 19, issue C, pages 291-297, DOI: 10.1016/j.frl.2016.09.003.
• Atil, Ahmed & Bradford, Marc & Elmarzougui, Abdelaziz & Lahiani, Amine, 2016, "Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation," Finance Research Letters, Elsevier, volume 19, issue C, pages 42-53, DOI: 10.1016/j.frl.2016.06.001.
• Dimic, Nebojsa & Orlov, Vitaly & Piljak, Vanja, 2016, "The effect of political risk on currency carry trades," Finance Research Letters, Elsevier, volume 19, issue C, pages 75-78, DOI: 10.1016/j.frl.2016.06.005.
• Ülkü, Numan & Fatullayev, Sabutay & Diachenko, Daria, 2016, "Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 28-54, DOI: 10.1016/j.finmar.2015.07.001.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2016, "Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 55-78, DOI: 10.1016/j.finmar.2015.09.003.
• Piccotti, Louis R., 2016, "Pricing errors and the geography of trade in the foreign exchange market," Journal of Financial Markets, Elsevier, volume 28, issue C, pages 46-69, DOI: 10.1016/j.finmar.2015.08.003.
• Jain, Pankaj K. & Jain, Pawan & McInish, Thomas H., 2016, "Does high-frequency trading increase systemic risk?," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 1-24, DOI: 10.1016/j.finmar.2016.09.004.
• Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Rafferty, Barry, 2016, "Risk and return spillovers among the G10 currencies," Journal of Financial Markets, Elsevier, volume 31, issue C, pages 43-62, DOI: 10.1016/j.finmar.2016.05.001.
• Blommestein, Hans & Eijffinger, Sylvester & Qian, Zongxin, 2016, "Regime-dependent determinants of Euro area sovereign CDS spreads," Journal of Financial Stability, Elsevier, volume 22, issue C, pages 10-21, DOI: 10.1016/j.jfs.2015.11.004.
• Ho, Po-Hsin & Chen, Hung-Kun & Lin, Chih-Yung & Chi, Che-Wei, 2016, "Does monitoring by the media improve the performance of government banks?," Journal of Financial Stability, Elsevier, volume 22, issue C, pages 76-87, DOI: 10.1016/j.jfs.2015.12.006.
• Mobarek, Asma & Muradoglu, Gulnur & Mollah, Sabur & Hou, Ai Jun, 2016, "Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods," Journal of Financial Stability, Elsevier, volume 24, issue C, pages 1-11, DOI: 10.1016/j.jfs.2016.03.003.
• Espenlaub, Susanne & Goyal, Abhinav & Mohamed, Abdulkadir, 2016, "Impact of legal institutions on IPO survival: A global perspective," Journal of Financial Stability, Elsevier, volume 25, issue C, pages 98-112, DOI: 10.1016/j.jfs.2016.06.003.
• Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2016, "Pricing default risk: The good, the bad, and the anomaly," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 190-213, DOI: 10.1016/j.jfs.2016.07.001.
• Georgiadis, Georgios & Gräb, Johannes, 2016, "Global financial market impact of the announcement of the ECB's asset purchase programme," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 257-265, DOI: 10.1016/j.jfs.2016.07.009.
• Galariotis, Emilios C. & Makrichoriti, Panagiota & Spyrou, Spyros, 2016, "Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach," Journal of Financial Stability, Elsevier, volume 26, issue C, pages 62-77, DOI: 10.1016/j.jfs.2016.08.005.
• Sarlin, Peter, 2016, "Macroprudential oversight, risk communication and visualization," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 160-179, DOI: 10.1016/j.jfs.2015.12.005.
• Degiannakis, Stavros & Floros, Christos, 2016, "Intra-day realized volatility for European and USA stock indices," Global Finance Journal, Elsevier, volume 29, issue C, pages 24-41, DOI: 10.1016/j.gfj.2015.05.002.
• Chen, Xiaoyu & Chiang, Thomas C., 2016, "Stock returns and economic forces—An empirical investigation of Chinese markets," Global Finance Journal, Elsevier, volume 30, issue C, pages 45-65, DOI: 10.1016/j.gfj.2016.01.001.
• Ngo, Thanh & Susnjara, Jurica, 2016, "Hostility and deal completion likelihood in international acquisitions: The moderating effect of information leakage," Global Finance Journal, Elsevier, volume 31, issue C, pages 42-56, DOI: 10.1016/j.gfj.2016.04.002.
• Bahmani-Oskooee, Mohsen & Saha, Sujata, 2016, "Do exchange rate changes have symmetric or asymmetric effects on stock prices?," Global Finance Journal, Elsevier, volume 31, issue C, pages 57-72, DOI: 10.1016/j.gfj.2016.06.005.
• Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan, 2016, "Technical trading: Is it still beating the foreign exchange market?," Journal of International Economics, Elsevier, volume 102, issue C, pages 188-208, DOI: 10.1016/j.jinteco.2016.03.012.
• Bodnaruk, Andriy & Manconi, Alberto & Massa, Massimo, 2016, "Cross-border alliances and risk management," Journal of International Economics, Elsevier, volume 102, issue C, pages 22-49, DOI: 10.1016/j.jinteco.2016.05.002.
• Julio, Brandon & Yook, Youngsuk, 2016, "Policy uncertainty, irreversibility, and cross-border flows of capital," Journal of International Economics, Elsevier, volume 103, issue C, pages 13-26, DOI: 10.1016/j.jinteco.2016.08.004.
• Chen, Cathy Yi-Hsuan & Chiang, Thomas C. & Härdle, Wolfgang Karl, 2016, "Downside risk and stock returns: An empirical analysis of the long-run and short-run dynamics from the G-7 Countries," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-001.
• Raddant, Matthias & Kenett, Dror, 2016, "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145560.
• Littke, Helge C. N. & Eichler, Stefan & Tonzer, Lena, 2016, "Central Bank Transparency and Cross-Border Banking," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145598.
• Herz, Bernhard & Bauer, Christian & Hild, Alexandra, 2016, "Designing the ESM—Who Profits, Who Pays?," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145709.
• Rövekamp, Ingmar & Eichler, Stefan, 2016, "A market-based indicator of currency risk: Evidence from American Depositary Receipts," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145791.
• Heiland, Inga, 2016, "Global Risk Sharing Through Trade in Goods and Assets: Theory and Evidence," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145821.
• Hasler, Nicole, 2016, "US International Equity Investment and Economic Fundamentals," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145840.
• Mann, Katja & Davenport, Margaret, 2016, "Demography, Capital Flows and Asset Allocation over the Life-cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145948.
• Berg, Tobias & Saunders, Anthony & Steffen, Sascha & Streitz, Daniel, 2016, "Mind the gap: The difference between U.S. and European loan rates," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-018.
• Acharya, Viral V. & Steffen, Sascha, 2016, "Capital markets union in Europe: Why other unions must lead the way," ZEW policy briefs, ZEW - Leibniz Centre for European Economic Research, number 4/2016.
• Haoshen Hu & Jörg Prokop & Hans‐Michael Trautwein, 2016, "Sovereign Risk Spillover Effects and the Role of Systemically Important Financial Institutions: Evidence from the European Debt Crisis," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 69 / 2016, Nov, revised Nov 2016.
• Daniel Stefan ARMEANU & Adrian ENCIU & Carmen OBREJA & Sorin-Iulian CIOACÃ, 2016, "The Financial Crisis’ Impact on the Central and Eastern Europe Capital Markets," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 17, issue 5, pages 420-431, December.
• Zbigniew Korzeb, 2016, "The influence of currency risk upon the market value of commercial banks operating in the Polish banking sector," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 11, issue 4, pages 57-63, March.
• Pawe³ Sakowski & Robert Œlepaczuk & Mateusz Wywia³, 2016, "Cross-Sectional Returns With Volatility Regimes From A Diverse Portfolio Of Emerging And Developed Equity Indices," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 12, issue 2, pages 23-35, October.
• Michael J O’Neill & Zhangxin (Frank) Liu, 2016, "Tail risk hedging for mutual funds using equity market state prices," Australian Journal of Management, Australian School of Business, volume 41, issue 4, pages 687-698, November, DOI: 10.1177/0312896215615170.
• Subhrendu Rath & Mamunur Rashid, 2016, "Undervaluation and private equity takeovers," Australian Journal of Management, Australian School of Business, volume 41, issue 4, pages 735-759, November, DOI: 10.1177/0312896215594465.
• Athanasios Koulakiotis & Apostolos Kiohos & Nicholas Papasyriopoulos, 2016, "Transmission of News in Eurozone Bank Holdings and European Bank Markets in the Light of the Greek Debt Crisis," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 15, issue 1, pages 1-48, April, DOI: 10.1177/0972652715623675.
• Harsh Vardhan & Pankaj Sinha, 2016, "Influence of Foreign Institutional Investments (FIIs) on the Indian Stock Market: An Insight by VAR Models," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 15, issue 1, pages 49-83, April, DOI: 10.1177/0972652715623677.
• Jyoti Gupta & Pramuan Bunkanwanicha & Sergey Khakimov & Philippe Spieser, 2016, "Do Financial Indicators Drive Market Value of Firms in the Transition Economies? The Russian Case," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 15, issue 2, pages 225-268, August, DOI: 10.1177/0972652716645894.
• Muneer Shaik & S. Maheswaran, 2016, "Modelling the Paradox in Stock Markets by Variance Ratio Volatility Estimator that Utilises Extreme Values of Asset Prices," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 15, issue 3, pages 333-361, December, DOI: 10.1177/0972652716666464.
• Jozef Baruník & Evžen KoÄ enda b,a & Lukáš Vácha, 2016, "Volatility Spillovers Across Petroleum Markets," The Energy Journal, , volume 37, issue 1, pages 136-158, January, DOI: 10.5547/01956574.37.1.jbar.
• Rakesh Kumar, 2016, "Integration of Stock Returns and Volatility of Emerging Equity Markets," Review of Market Integration, India Development Foundation, volume 8, issue 1-2, pages 79-102, April, DOI: 10.1177/0974929216687884.
• Supachok Thakolsri & Yuthana Sethapramote & Komain Jiranyakul, 2016, "Implied Volatility Transmissions Between Thai and Selected Advanced Stock Markets," SAGE Open, , volume 6, issue 3, pages 21582440166, July, DOI: 10.1177/2158244016659318.
• Кучин И. И., 2016, "Учет фактора валютного риска в теории ценообразования активов. Exchange rate risk exposure in asset pricing theory," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 16, issue 3, pages 31-41.
• Chris Becker, 2016, "Living with Volatilities: Capital Flows and Policy Implications for SEACEN Central Banks," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp13, Mar.
• Markus K. Brunnermeier & Luis Garicano & Philip R. Lane & Marco Pagano & Ricardo Reis & Tano Santos & David Thesmar & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016, "The Sovereign-Bank Diabolic Loop and ESBies," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 427, Jan, revised 18 Jun 2016.
• Ayben Koy & ?Hsan Ersan, 2016, "The Relationship between Exchange Rates, Equity Index and Equity Index Futures: A Study on Borsa Istanbul," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3605506, May.
• Spyros Spyrou & Emilios Galariotis & Panagiota Makrichoriti, 2016, "Sovereign CDS Spread Determinants and Spill-Over Effects," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3606062, May.
• Hong-Bae Kim, 2016, "portfolio management with Islam Equity in Korea stock market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4006501, Aug.
• Murat Midiliç & Michael Frömmel, 2016, "Daily Currency Interventions in Emerging Markets: Incorporating Reserve Accumulation," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4106590, Oct.
• Seedwell Hove, 2016, "Sovereign Wealth Funds and Infrastructure Development in Africa," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4206708, Oct.
• Viral V. Acharya & Sascha Steffen, 2016, "Capital Markets Union in Europe: Why other Unions must lead the Way," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 152, issue 4, pages 319-329, December.
• Bucio, Christian & De Jesús, Raul & Cabello, Alejandra, 2016, "Valor en riesgo anual de los mercados accionarios de México y Estados Unidos: VaR tradicional vs VaR cópulas elípticas," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 6, issue 1, pages 83-114, enero-jun.
• Reyes Zaráte, Francisco Javier, 2016, "Mercado Integrado Latinoamericano (MILA): un análisis de integración financiera y volatilidades / Latin American Integrated Market (MILA): An Analysis of Financial Integration and Volatilities," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 6, issue 2, pages 187-218, julio-dic.