Research classified by Journal of Economic Literature (JEL) codes

2014

• Kleimeier, S. & Sander, H. & Heuchemer, S., 2014, "The resurgence of cultural borders in international finance during the financial crisis: Evidence from Eurozone cross-border depositing," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 013, Jan, DOI: 10.26481/umagsb.2014013.
• Freitag, L., 2014, "Procyclicality and path dependence of sovereign credit ratings: The example of Europe," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 020, Jan, DOI: 10.26481/umagsb.2014020.
• Magomet Yandiev, 2014, "The Companys Brand Evaluation on the Base of the Financial Markets Instruments," Working Papers, Moscow State University, Faculty of Economics, number 0009, Jan.
• Raquel Fernández & Alberto Martin, 2014, "The long and the short of it: Sovereign debt crises and debt maturity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1459, Dec, revised Sep 2015.
• Fengler, Matthias R. & Gisler, Katja I. M., 2014, "A variance spillover analysis without covariances: what do we miss?," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1409, Apr.
• Fink, Christopher & Raatz, Katharina & Weigert, Florian, 2014, "Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence," Working Papers on Finance, University of St. Gallen, School of Finance, number 1415, Sep.
• Dirk G Baur & Isaac Miyakawa, 2014, "The Stock Market, the Real Economy and Contagion," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 179, Jan.
• Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014, "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:07.
• ALINICA, Alina Georgeta, 2014, "Aspects Of The Euro Area Financial System Fragmentation," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 1, pages 28-40.
• CHIRILA, Viorica & CHIRILA, Ciprian, 2014, "Testing Stock Markets’ Integration From Central And Eastern European Countries Within Euro Zone," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 3, pages 76-88.
• PANAIT, Iulian, 2014, "Romanian Financial Market’S Reaction To Fed Tapering Talk During 2013," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 4, pages 19-30.
• COCIUG, Victoria & DOGOTARI (Postolache), Victoria, 2014, "Financial Innovations And Prudential Regulation - Impact Of New Rules Of Basel Iii," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 18, issue 4, pages 8-18.
• FETINIUC, Valentina & IVAN, Luchian & GHERBOVEŢ, Sergiu, 2014, "Speculative Bubbles And Financial Crises," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 153-162.
• COCIUG, Victoria & POSTOLACHE (DOGOTARI), Victoria, 2014, "Impact Of Systemic Banking Crises On Macroeconomic Policy," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 31-37.
• CUHAL, Radu & STARIȚÎNA, Ludmila & BASISTÎI, Nicolae, 2014, "Financial System And Modern Monetary Mechanism," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 85-91.
• Elisabetta Basilico & Tommi Johnsen, 2014, "Disentangling the Accruals Mispricing in Europe: Is It an Industry Effect?," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 05, Apr.
• Rizwan Mushtaq & Syed Zulfiqar Ali Shah, 2014, "International Portfolio Diversification: United States and South Asian Equity Markets," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 2, pages 241-252.
• Dimitris Kenourgios & Dimitrios Dimitriou, 2014, "Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 3, pages 275-288.
• Francisco López-Herrera & Roberto J. Santillán-Salgado & Edgar Ortiz, 2014, "Interdependence of NAFTA Capital Markets: A Minimum Variance Portfolio Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 61, issue 6, pages 691-707.
• Chen Tao, 2014, "Price Clustering and Price Barriers: International Evidence," Nang Yan Business Journal, Sciendo, volume 3, issue 1, pages 1-16, December, DOI: 10.1515/nybj-2015-0001.
• Florian Mueller, 2014, "Portfolio Performance Implications of Environmental, Social and Governance based Asset Selection," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-02.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Does historical volatility term structure contain valuable in-formation for predicting volatility index futures?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-18.
• Juliusz Jabłecki & Ryszard Kokoszczyński & Paweł Sakowski & Robert Ślepaczuk & Piotr Wójcik, 2014, "Options delta hedging with no options at all," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-27.
• Piotr Arendarski & Paweł Misiewicz & Mariusz Nowak & Tomasz Skoczylas & Robert Wojciechowski, 2014, "Generalized Momentum Asset Allocation Model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2014-30.
• Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomas, 2014, "International asset allocations and capital flows : the benchmark effect," Policy Research Working Paper Series, The World Bank, number 6866, May.
• Anginer, Deniz & Cerutti, Eugenio & Martinez Peria, Maria Soledad, 2014, "Foreign bank subsidiaries'default risk during the global crisis : what factors help insulate affiliates from their parents ?," Policy Research Working Paper Series, The World Bank, number 7053, Oct.
• Eduard Baum??hl & ??tefan Ly??csa, 2014, "How smooth is the stock market integration of CEE-3?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1079, Jun.
• Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov, 2014, "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp159, Jan.
• Katrin Rabitsch & Serhiy Stepanchuk, 2014, "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp162, Jan.
• Christian R. Proaño & Christian Schoder & Willi Semmler, 2014, "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp167, Feb.
• Katrin Rabitsch, 2014, "An Incomplete Markets Explanation to the UIP Puzzle," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp171, Mar.
• Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2014, "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 159, Jan.
• Rabitsch, Katrin & Stepanchuk, Serhiy, 2014, "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 162, Jan.
• Proaño, Christian R. & Schoder, Christian & Semmler, Willi, 2014, "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 167, Feb.
• Wing Chan, Derek Wang, Terence Chong, 2014, "Price Limit And Stock Volatility In China During Financial Crises," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number wm0069, Mar.
• Sofiane Aboura & Julien Chevallier, 2014, "Cross‐market spillovers with ‘volatility surprise’," Review of Financial Economics, John Wiley & Sons, volume 23, issue 4, pages 194-207, November, DOI: 10.1016/j.rfe.2014.08.002.
• Chia-Lin Chang & Yu-Pei Ke, 2014, "Testing Price Pressure, Information, Feedback Trading, And Smoothing Effects For Energy Exchange Traded Funds," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-26, DOI: 10.1142/S2010495214400065.
• Valentina Feroldi & Edoardo Gaffeo, 2014, "At the Core of the International Financial System," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 2, pages 163-188, June, DOI: 10.1515/GEJ-2014-0006.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2014, "When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies," Discussion Papers, Department of Economics, University of York, number 14/09, May.
• Cheung, Yin-Wong & Rime, Dagfinn, 2014, "The offshore renminbi exchange rate: Microstructure and links to the onshore market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 17/2014.
• Fang, Yiwei & Hasan, Iftekhar & Li, Lingxiang, 2014, "Banking reform, risk-taking, and earnings quality – Evidence from transition countries," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 19/2014.
• Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2014, "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Bank of Finland Research Discussion Papers, Bank of Finland, number 14/2014.
• Hasan, Iftekhar & Liu, Liuling & Zhang, Gaiyan, 2014, "The determinants of global bank credit-default-swap spreads," Bank of Finland Research Discussion Papers, Bank of Finland, number 33/2014.
• Dötz, Niko, 2014, "Decomposition of country-specific corporate bond spreads," Discussion Papers, Deutsche Bundesbank, number 37/2014.
• Nasr, Adnen Ben & Lux, Thomas & Ajm, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2014-07.
• Herwartz, Helmut, 2014, "Structural analysis with independent innovations," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 208.
• Foley-Fisher, Nathan & McLaughlin, Eoin, 2014, "Irish land bonds: 1891-1938," eabh Papers, The European Association for Banking and Financial History (EABH), number 14-01.
• Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra, 2014, "Pricing Default Risk: The good, the bad, and the anomaly," EIF Working Paper Series, European Investment Fund (EIF), number 2014/23.
• Injadat, Ehab M. M., 2014, "Futures and Forwards Contracts from Perspective of Islamic Law," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 1, issue 2, pages 241-252, DOI: 10.1453/jepe.v1i2.68.
• Barunik, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014, "Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 13.
• Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš, 2014, "Gold, Oil, and Stocks," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 14.
• Ben Nasr, Adnen & Lux, Thomas & Ajmi, Ahdi Noomen & Gupta, Rangan, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 2.
• Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone, 2014, "Bank's strategies during the financial crisis," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 25.
• Rabitsch, Katrin & Stepanchuk, Serhiy, 2014, "A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 6.
• Leppin, Julia S. & Reitz, Stefan, 2014, "The Role of a Changing Market Environment for Credit Default Swap Pricing," FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, number 7.
• Leppin, Julian S. & Reitz, Stefan, 2014, "The role of a changing market: Environment for credit default swap pricing," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 153.
• Stolbov, Mikhail, 2014, "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics Discussion Papers, Kiel Institute for the World Economy, number 2014-9.
• Stolbov, Mikhail, 2014, "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-43, DOI: 10.5018/economics-ejournal.ja.2014-.
• da Silva, Paulo Pereira & Rebelo, Paulo Tomaz & Afonso, Cristina, 2014, "Tail dependence of financial stocks and CDS markets: Evidence using copula methods and simulation-based inference," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-27, DOI: 10.5018/economics-ejournal.ja.2014-.
• Gelman, Maria & Jochem, Axel & Reitz, Stefan & Taylor, Mark P., 2014, "Real financial market exchange rates and capital flows," Kiel Working Papers, Kiel Institute for the World Economy, number 1945.
• Leppin, Julian S. & Reitz, Stefan, 2014, "The role of a changing market environment for credit default swap pricing," Kiel Working Papers, Kiel Institute for the World Economy, number 1946.
• Foley-Fisher, Nathan & McLaughlin, Eoin, 2014, "State dissolution, sovereign debt and default: Lessons from the UK and Ireland, 1920-1938," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 14-06.
• Rühl, Tobias R. & Stein, Michael, 2014, "Discovering and Disentangling Effects of US Macro-Announcements in European Stock Markets," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 500, DOI: 10.4419/86788574.
• Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2014, "Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 502, DOI: 10.4419/86788576.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2014, "Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 506, DOI: 10.4419/86788581.
• Curatola, Giuliano & Donadelli, Michael & Gioffré, Alessandro & Grüning, Patrick, 2015, "Austerity, fiscal uncertainty, and economic growth: Insights from fiscally weak EU countries," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 56, revised 2015, DOI: 10.2139/ssrn.2458855.
• Galkiewicz, Dominika Paula, 2014, "Similarities and differences between U.S. and German regulation of the use of derivatives and leverage by mutual funds: What can regulators learn from each other?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-047.
• Dimpfl, Thomas & Peter, Franziska J., 2014, "The impact of the financial crisis on transatlantic information flows: An intraday analysis," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 70.
• Xu, Hongmei, 2014, "Why do small Chinese firms list on the Frankfurt Stock Exchange?," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 11/2014.
• Beckmann, Joscha & Czudaj, Robert, 2014, "Effective exchange rates, current accounts and global imbalances," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100364.
• Manner, Hans & Blatt, Dominik & Candelon, Bertrand, 2014, "Detecting financial contagion in a multivariate system," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100411.
• Tonzer, Lena & Buchholz, Manuel, 2014, "Sovereign Credit Risk Co-movements in the Eurozone: Simple Interdependence or Contagion?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100443.
• Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2014, "Spillover dynamics for systemic risk measurement using spatial financial time series models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100632.
• Hermann Hoffmann, 2014, "Transnational Access to Court for Commercial Claims: The Shortcomings of International Commercial Arbitration and Litigation," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 37 / 2014, Oct, revised Oct 2014.
• Jackowicz, Krzystof & Kowalewski, Oskar & Kozlowski, Lukasz & Roszkowska, Paulina, 2014, "Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 14-15, Sep.
• Zhiyuan Pan & Xianchao Sun, 2014, "Hedging Strategy Using Copula and Nonparametric Methods: Evidence from China Securities Index Futures," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 107-121.
• Halim DABBOU & Ahmed SILEM, 2014, "Price Limit and Financial Contagion: Protection or Illusion? The Tunisian Stock Exchange Case," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 54-70.
• Shaen Corbet, 2014, "The Contagion Effects of Sovereign Downgrades: Evidence from the European Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 1, pages 83-92.
• Serpil TURKYILMAZ & Mesut BALIBEY, 2014, "Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 2, pages 400-410.
• Shaen Corbet & Cian Twomey, 2014, "Quantifying the Effects of the Inclusion and Segregation of Contracts for Difference in Australian Equity Markets," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 2, pages 411-426.
• Selahattin GURIS & Aynur PALA, 2014, "Equity Returns, Firm-Specific Characteristics and Sector Rotation: Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 2, pages 264-276.
• Shaen Corbet & Cian Twomey, 2014, "Have Exchange Traded Funds Influenced Commodity Market Volatility?," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 2, pages 323-335.
• Alex Granate, 2014, "Directions of the State Effect on the Development of Communication Systems of the Agrarian Sector Enterprises," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 572-579.
• El Mehdi Ferrouhi, 2014, "Moroccan Banks Analysis Using CAMEL Model," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 622-627.
• Hatice Gaye Gencer & Zafer Musoglu, 2014, "Volatility Transmission and Spillovers among Gold, Bonds and Stocks: An Empirical Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 705-713.
• Mesut BALLIBEY & Serpil T RKYILMAZ, 2014, "Value-at-Risk Analysis in the Presence of Asymmetry and Long Memory: The Case of Turkish Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 836-848.
• Gokcen Ogruk, 2014, "Is Implied Taylor Rule Interest Rate Applicable as a Carry Trade Strategy?," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 909-919.
• Kadir Tuna & Mehmet Tuna & Alper Ozun, 2014, "Uluslararasý Portföy Yönetiminde Rejim Geçiþken Karar Destek Modelleri: Geliþmekte Olan Menkul Kýymet Piyasalarý Üzerine Bir Uygulama," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 2, issue 2, pages 27-43.
• Fabio Filipozzi & Kersti Harkmann, 2014, "Currency hedge – walking on the edge?," Bank of Estonia Working Papers, Bank of Estonia, number wp2014-5, Oct, revised 10 Oct 2014.
• Kuo, Jing-Ming & Ning, Lutao & Song, Xiaoqi, 2014, "The Real and Accrual-based Earnings Management Behaviors: Evidence from the Split Share Structure Reform in China," The International Journal of Accounting, Elsevier, volume 49, issue 1, pages 101-136, DOI: 10.1016/j.intacc.2014.01.001.
• Gillan, Stuart L. & Panasian, Christine A., 2014, "On Litigation Risk and Disclosure Complexity: Evidence from Canadian Firms Cross-Listed in the US," The International Journal of Accounting, Elsevier, volume 49, issue 4, pages 426-454, DOI: 10.1016/j.intacc.2014.10.003.
• Ameer, Rashid, 2014, "Financial constraints and corporate investment in Asian countries," Journal of Asian Economics, Elsevier, volume 33, issue C, pages 44-55, DOI: 10.1016/j.asieco.2014.05.004.
• Chia, W.M. & Jinjarak, Y. & Rana, P. & Xie, T., 2014, "Net foreign assets and macroeconomic volatility," Journal of Asian Economics, Elsevier, volume 34, issue C, pages 42-53, DOI: 10.1016/j.asieco.2014.06.004.
• Michou, Maria & Mouselli, Sulaiman & Stark, Andrew, 2014, "On the differences in measuring SMB and HML in the UK – Do they matter?," The British Accounting Review, Elsevier, volume 46, issue 3, pages 281-294, DOI: 10.1016/j.bar.2014.03.004.
• Hornstein, Abigail S., 2014, "The impact of local governance institutions on foreign market listings: The case of Chinese firms," China Economic Review, Elsevier, volume 29, issue C, pages 46-67, DOI: 10.1016/j.chieco.2014.02.003.
• Korkeamäki, Timo & Pöyry, Salla & Suo, Maiju, 2014, "Credit ratings and information asymmetry on the Chinese syndicated loan market," China Economic Review, Elsevier, volume 31, issue C, pages 1-16, DOI: 10.1016/j.chieco.2014.08.001.
• Kim, Abby, 2014, "The value of firms' voluntary commitment to improve transparency: The case of special segments on Euronext," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 342-359, DOI: 10.1016/j.jcorpfin.2013.12.012.
• Cho, Seong-Soon & El Ghoul, Sadok & Guedhami, Omrane & Suh, Jungwon, 2014, "Creditor rights and capital structure: Evidence from international data," Journal of Corporate Finance, Elsevier, volume 25, issue C, pages 40-60, DOI: 10.1016/j.jcorpfin.2013.10.007.
• Byoun, Soku & Xu, Zhaoxia, 2014, "Contracts, governance, and country risk in project finance: Theory and evidence," Journal of Corporate Finance, Elsevier, volume 26, issue C, pages 124-144, DOI: 10.1016/j.jcorpfin.2014.03.003.
• Bertoni, Fabio & Lugo, Stefano, 2014, "The effect of sovereign wealth funds on the credit risk of their portfolio companies," Journal of Corporate Finance, Elsevier, volume 27, issue C, pages 21-35, DOI: 10.1016/j.jcorpfin.2014.04.004.
• Ben-Nasr, Hamdi & Cosset, Jean-Claude, 2014, "State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization," Journal of Corporate Finance, Elsevier, volume 29, issue C, pages 179-199, DOI: 10.1016/j.jcorpfin.2014.10.004.
• Afonso, António & Gomes, Pedro & Taamouti, Abderrahim, 2014, "Sovereign credit ratings, market volatility, and financial gains," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 20-33, DOI: 10.1016/j.csda.2013.09.028.
• Popov, Alexander, 2014, "Credit constraints, equity market liberalization, and growth rate asymmetry," Journal of Development Economics, Elsevier, volume 107, issue C, pages 202-214, DOI: 10.1016/j.jdeveco.2013.12.004.
• Fabozzi, Frank J. & Leccadito, Arturo & Tunaru, Radu S., 2014, "Extracting market information from equity options with exponential Lévy processes," Journal of Economic Dynamics and Control, Elsevier, volume 38, issue C, pages 125-141, DOI: 10.1016/j.jedc.2013.10.001.
• Reboredo, Juan C., 2014, "Volatility spillovers between the oil market and the European Union carbon emission market," Economic Modelling, Elsevier, volume 36, issue C, pages 229-234, DOI: 10.1016/j.econmod.2013.09.039.
• Aloui, Chaker & Hkiri, Besma, 2014, "Co-movements of GCC emerging stock markets: New evidence from wavelet coherence analysis," Economic Modelling, Elsevier, volume 36, issue C, pages 421-431, DOI: 10.1016/j.econmod.2013.09.043.
• Banerji, Sanjay & Ventouri, Alexia & Wang, Zilong, 2014, "The sovereign spread in Asian emerging economies: The significance of external versus internal factors," Economic Modelling, Elsevier, volume 36, issue C, pages 566-576, DOI: 10.1016/j.econmod.2013.09.040.
• Hatemi-J, Abdulnasser & Roca, Eduardo & Al-Shayeb, Abdulrahman, 2014, "How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis," Economic Modelling, Elsevier, volume 37, issue C, pages 137-142, DOI: 10.1016/j.econmod.2013.10.037.
• Floros, Christos & Salvador, Enrique, 2014, "Calendar anomalies in cash and stock index futures: International evidence," Economic Modelling, Elsevier, volume 37, issue C, pages 216-223, DOI: 10.1016/j.econmod.2013.10.036.
• Al-Shboul, Mohammad & Anwar, Sajid, 2014, "Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market," Economic Modelling, Elsevier, volume 37, issue C, pages 451-463, DOI: 10.1016/j.econmod.2013.11.034.
• Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014, "Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market," Economic Modelling, Elsevier, volume 37, issue C, pages 89-102, DOI: 10.1016/j.econmod.2013.11.002.
• Baumöhl, Eduard & Lyócsa, Štefan, 2014, "Volatility and dynamic conditional correlations of worldwide emerging and frontier markets," Economic Modelling, Elsevier, volume 38, issue C, pages 175-183, DOI: 10.1016/j.econmod.2013.12.022.
• Guesmi, Khaled & Fattoum, Salma, 2014, "Return and volatility transmission between oil prices and oil-exporting and oil-importing countries," Economic Modelling, Elsevier, volume 38, issue C, pages 305-310, DOI: 10.1016/j.econmod.2014.01.022.
• Narayan, S. & Sriananthakumar, S. & Islam, S.Z., 2014, "Stock market integration of emerging Asian economies: Patterns and causes," Economic Modelling, Elsevier, volume 39, issue C, pages 19-31, DOI: 10.1016/j.econmod.2014.02.012.
• Sensoy, Ahmet & Soytas, Ugur & Yildirim, Irem & Hacihasanoglu, Erk, 2014, "Dynamic relationship between Turkey and European countries during the global financial crisis," Economic Modelling, Elsevier, volume 40, issue C, pages 290-298, DOI: 10.1016/j.econmod.2014.04.024.
• Hamdi, Helmi & Jlassi, Nabila Boukef, 2014, "Financial liberalization, disaggregated capital flows and banking crisis: Evidence from developing countries," Economic Modelling, Elsevier, volume 41, issue C, pages 124-132, DOI: 10.1016/j.econmod.2014.05.010.
• Chuang, Chung-Chu & Wang, Yi-Hsien & Yeh, Tsai-Jung & Chuang, Shuo-Li, 2014, "Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios," Economic Modelling, Elsevier, volume 42, issue C, pages 15-19, DOI: 10.1016/j.econmod.2014.05.037.
• Tamakoshi, Go & Hamori, Shigeyuki, 2014, "Spillovers among CDS indexes in the US financial sector," The North American Journal of Economics and Finance, Elsevier, volume 27, issue C, pages 104-113, DOI: 10.1016/j.najef.2013.12.001.
• Simpson, Marc W. & Grossmann, Axel, 2014, "An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 221-238, DOI: 10.1016/j.najef.2014.04.001.
• Yang, Hsin-Feng & Liu, Chih-Liang & Chou, Ray Yeutien, 2014, "Interest rate risk propagation: Evidence from the credit crunch," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 242-264, DOI: 10.1016/j.najef.2014.03.010.
• Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan, 2014, "Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, volume 28, issue C, pages 358-374, DOI: 10.1016/j.najef.2014.03.006.
• Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2014, "What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 418-440, DOI: 10.1016/j.najef.2014.06.009.
• Chen, Mei-Ping & Chen, Pei-Fen & Lee, Chien-Chiang, 2014, "Frontier stock market integration and the global financial crisis," The North American Journal of Economics and Finance, Elsevier, volume 29, issue C, pages 84-103, DOI: 10.1016/j.najef.2014.05.004.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen, 2014, "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," The North American Journal of Economics and Finance, Elsevier, volume 30, issue C, pages 133-153, DOI: 10.1016/j.najef.2014.09.003.
• Feng, Xunan & Zhou, Mingshan & Chan, Kam C., 2014, "Smart money or dumb money? A study on the selection ability of mutual fund investors in China," The North American Journal of Economics and Finance, Elsevier, volume 30, issue C, pages 154-170, DOI: 10.1016/j.najef.2014.09.004.
• Souček, Michael & Todorova, Neda, 2014, "Realized volatility transmission: The role of jumps and leverage effects," Economics Letters, Elsevier, volume 122, issue 2, pages 111-115, DOI: 10.1016/j.econlet.2013.11.007.
• Rabitsch, Katrin & Stepanchuk, Serhiy, 2014, "A two-period model with portfolio choice: Understanding results from different solution methods," Economics Letters, Elsevier, volume 124, issue 2, pages 239-242, DOI: 10.1016/j.econlet.2014.05.028.
• Cohen, Gil, 2014, "Why don’t you trade only four days a year? An empirical study into the abnormal returns of quarters first trading day," Economics Letters, Elsevier, volume 124, issue 3, pages 335-337, DOI: 10.1016/j.econlet.2014.06.018.
• Cai, Jinghan & Xia, Le, 2014, "When R2 meets the short-sales constraints," Economics Letters, Elsevier, volume 125, issue 3, pages 336-339, DOI: 10.1016/j.econlet.2014.09.033.
• Grothe, Oliver & Korniichuk, Volodymyr & Manner, Hans, 2014, "Modeling multivariate extreme events using self-exciting point processes," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 269-289, DOI: 10.1016/j.jeconom.2014.03.011.
• Dungey, Mardi & Gajurel, Dinesh, 2014, "Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies," Economic Systems, Elsevier, volume 38, issue 2, pages 161-177, DOI: 10.1016/j.ecosys.2013.10.003.
• Broadstock, David C. & Wang, Rui & Zhang, Dayong, 2014, "Direct and indirect oil shocks and their impacts upon energy related stocks," Economic Systems, Elsevier, volume 38, issue 3, pages 451-467, DOI: 10.1016/j.ecosys.2014.02.002.
• Dewandaru, Ginanjar & Rizvi, Syed Aun R. & Masih, Rumi & Masih, Mansur & Alhabshi, Syed Othman, 2014, "Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis," Economic Systems, Elsevier, volume 38, issue 4, pages 553-571, DOI: 10.1016/j.ecosys.2014.05.003.
• Tkalec, Marina & Vizek, Maruška & Verbič, Miroslav, 2014, "Balance sheet effects and original sinners’ risk premiums," Economic Systems, Elsevier, volume 38, issue 4, pages 597-613, DOI: 10.1016/j.ecosys.2014.05.005.
• Luo, Yulei & Nie, Jun & Young, Eric R., 2014, "Robust control, informational frictions, and international consumption correlations," European Economic Review, Elsevier, volume 67, issue C, pages 1-27, DOI: 10.1016/j.euroecorev.2013.12.007.
• Guyot, Alexis & Lagoarde-Segot, Thomas & Neaime, Simon, 2014, "Foreign shocks and international cost of equity destabilization. Evidence from the MENA region," Emerging Markets Review, Elsevier, volume 18, issue C, pages 101-122, DOI: 10.1016/j.ememar.2014.01.003.
• Cheng, Ai-Ru & Jahan-Parvar, Mohammad R., 2014, "Risk–return trade-off in the pacific basin equity markets," Emerging Markets Review, Elsevier, volume 18, issue C, pages 123-140, DOI: 10.1016/j.ememar.2014.01.004.
• Mensi, Walid & Hammoudeh, Shawkat & Reboredo, Juan Carlos & Nguyen, Duc Khuong, 2014, "Do global factors impact BRICS stock markets? A quantile regression approach," Emerging Markets Review, Elsevier, volume 19, issue C, pages 1-17, DOI: 10.1016/j.ememar.2014.04.002.
• Zhu, PengCheng & Jog, Vijay & Otchere, Isaac, 2014, "Idiosyncratic volatility and mergers and acquisitions in emerging markets," Emerging Markets Review, Elsevier, volume 19, issue C, pages 18-48, DOI: 10.1016/j.ememar.2014.04.001.
• Zinna, Gabriele, 2014, "Identifying risks in emerging market sovereign and corporate bond spreads," Emerging Markets Review, Elsevier, volume 20, issue C, pages 1-22, DOI: 10.1016/j.ememar.2014.05.002.
• Davydov, Denis & Nikkinen, Jussi & Vähämaa, Sami, 2014, "Does the decision to issue public debt affect firm valuation? Russian evidence," Emerging Markets Review, Elsevier, volume 20, issue C, pages 136-151, DOI: 10.1016/j.ememar.2014.06.004.
• Csontó, Balázs, 2014, "Emerging market sovereign bond spreads and shifts in global market sentiment," Emerging Markets Review, Elsevier, volume 20, issue C, pages 58-74, DOI: 10.1016/j.ememar.2014.05.003.
• Bortolon, Patrícia M. & Câmara Leal, Ricardo P., 2014, "Dual-class unifications and corporate governance in Brazil," Emerging Markets Review, Elsevier, volume 20, issue C, pages 89-108, DOI: 10.1016/j.ememar.2014.06.003.
• Hacıbedel, Burcu, 2014, "Does investor recognition matter for asset pricing?," Emerging Markets Review, Elsevier, volume 21, issue C, pages 1-20, DOI: 10.1016/j.ememar.2014.07.002.
• Ngene, Geoffrey M. & Kabir Hassan, M. & Alam, Nafis, 2014, "Price discovery process in the emerging sovereign CDS and equity markets," Emerging Markets Review, Elsevier, volume 21, issue C, pages 117-132, DOI: 10.1016/j.ememar.2014.08.004.
• Kodongo, Odongo & Ojah, Kalu, 2014, "Conditional pricing of currency risk in Africa's equity markets," Emerging Markets Review, Elsevier, volume 21, issue C, pages 133-155, DOI: 10.1016/j.ememar.2014.08.005.
• Hammoudeh, Shawkat & Nguyen, Duc Khuong & Reboredo, Juan Carlos & Wen, Xiaoqian, 2014, "Dependence of stock and commodity futures markets in China: Implications for portfolio investment," Emerging Markets Review, Elsevier, volume 21, issue C, pages 183-200, DOI: 10.1016/j.ememar.2014.09.002.
• Sugimoto, Kimiko & Matsuki, Takashi & Yoshida, Yushi, 2014, "The global financial crisis: An analysis of the spillover effects on African stock markets," Emerging Markets Review, Elsevier, volume 21, issue C, pages 201-233, DOI: 10.1016/j.ememar.2014.09.004.
• Huang, Lin & Wu, Jia & Zhang, Rui, 2014, "Exchange risk and asset returns: A theoretical and empirical study of an open economy asset pricing model," Emerging Markets Review, Elsevier, volume 21, issue C, pages 96-116, DOI: 10.1016/j.ememar.2014.08.002.
• Otsubo, Yoichi, 2014, "International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 36-51, DOI: 10.1016/j.jempfin.2013.11.003.
• Rose, Annica, 2014, "The informational effect and market quality impact of upstairs trading and fleeting orders on the Australian Securities Exchange," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 171-184, DOI: 10.1016/j.jempfin.2014.06.003.
• Lehkonen, Heikki & Heimonen, Kari, 2014, "Timescale-dependent stock market comovement: BRICs vs. developed markets," Journal of Empirical Finance, Elsevier, volume 28, issue C, pages 90-103, DOI: 10.1016/j.jempfin.2014.06.002.
• Karanasos, Menelaos & Paraskevopoulos, Alexandros G. & Menla Ali, Faek & Karoglou, Michail & Yfanti, Stavroula, 2014, "Modelling stock volatilities during financial crises: A time varying coefficient approach," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 113-128, DOI: 10.1016/j.jempfin.2014.08.002.
• Leippold, Markus & Lohre, Harald, 2014, "The dispersion effect in international stock returns," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 331-342, DOI: 10.1016/j.jempfin.2014.09.001.
• Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid, 2014, "Oil price risk exposure: The case of the U.S. Travel and Leisure Industry," Energy Economics, Elsevier, volume 41, issue C, pages 117-124, DOI: 10.1016/j.eneco.2013.09.028.
• Reboredo, Juan Carlos & Rivera-Castro, Miguel A. & Zebende, Gilney F., 2014, "Oil and US dollar exchange rate dependence: A detrended cross-correlation approach," Energy Economics, Elsevier, volume 42, issue C, pages 132-139, DOI: 10.1016/j.eneco.2013.12.008.
• Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min, 2014, "How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process," Energy Economics, Elsevier, volume 42, issue C, pages 343-354, DOI: 10.1016/j.eneco.2013.11.005.
• Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min, 2014, "Dynamic spillovers among major energy and cereal commodity prices," Energy Economics, Elsevier, volume 43, issue C, pages 225-243, DOI: 10.1016/j.eneco.2014.03.004.
• Sadorsky, Perry, 2014, "Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat," Energy Economics, Elsevier, volume 43, issue C, pages 72-81, DOI: 10.1016/j.eneco.2014.02.014.
• Sukcharoen, Kunlapath & Zohrabyan, Tatevik & Leatham, David & Wu, Ximing, 2014, "Interdependence of oil prices and stock market indices: A copula approach," Energy Economics, Elsevier, volume 44, issue C, pages 331-339, DOI: 10.1016/j.eneco.2014.04.012.
• Castagneto-Gissey, G. & Chavez, M. & De Vico Fallani, F., 2014, "Dynamic Granger-causal networks of electricity spot prices: A novel approach to market integration," Energy Economics, Elsevier, volume 44, issue C, pages 422-432, DOI: 10.1016/j.eneco.2014.05.008.
• Frömmel, Michael & Han, Xing & Kratochvil, Stepan, 2014, "Modeling the daily electricity price volatility with realized measures," Energy Economics, Elsevier, volume 44, issue C, pages 492-502, DOI: 10.1016/j.eneco.2014.03.001.
• Elder, John & Miao, Hong & Ramchander, Sanjay, 2014, "Price discovery in crude oil futures," Energy Economics, Elsevier, volume 46, issue S1, pages 18-27, DOI: 10.1016/j.eneco.2014.09.012.
• Creti, Anna & Ftiti, Zied & Guesmi, Khaled, 2014, "Oil price and financial markets: Multivariate dynamic frequency analysis," Energy Policy, Elsevier, volume 73, issue C, pages 245-258, DOI: 10.1016/j.enpol.2014.05.057.
• Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2014, "Trend following, risk parity and momentum in commodity futures," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 1-12, DOI: 10.1016/j.irfa.2013.10.001.
• Beracha, Eli & Fedenia, Mark & Skiba, Hilla, 2014, "Culture's impact on institutional investors' trading frequency," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 34-47, DOI: 10.1016/j.irfa.2013.10.002.
• Xiang, Erwei & Tian, Gloria Y. & Yang, Fan & Liu, Zhiyuan, 2014, "Do mutual funds have information advantage? Evidence from seasoned equity offerings in China," International Review of Financial Analysis, Elsevier, volume 31, issue C, pages 70-79, DOI: 10.1016/j.irfa.2013.10.007.
• Dimpfl, Thomas, 2014, "A note on cointegration of international stock market indices," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 10-16, DOI: 10.1016/j.irfa.2013.07.005.
• Muradoğlu, Yaz Gülnur & Onay, Ceylan & Phylaktis, Kate, 2014, "European integration and corporate financing," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 138-157, DOI: 10.1016/j.irfa.2014.02.002.
• Al-Khazali, Osamah, 2014, "Revisiting fast profit investor sentiment and stock returns during Ramadan," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 158-170, DOI: 10.1016/j.irfa.2014.02.003.
• Dufrénot, Gilles & Keddad, Benjamin, 2014, "Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 17-32, DOI: 10.1016/j.irfa.2013.07.004.
• Smimou, K., 2014, "Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 186-209, DOI: 10.1016/j.irfa.2014.02.009.
• Liu, Lu, 2014, "Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 39-48, DOI: 10.1016/j.irfa.2013.07.009.
• Jinjarak, Yothin, 2014, "Equity prices and financial globalization," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 49-57, DOI: 10.1016/j.irfa.2013.08.009.
• Bekiros, Stelios D., 2014, "Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 58-69, DOI: 10.1016/j.irfa.2013.07.007.
• Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek, 2014, "On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 87-103, DOI: 10.1016/j.irfa.2013.12.005.
• Christiansen, Charlotte, 2014, "Classifying returns as extreme: European stock and bond markets," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 1-4, DOI: 10.1016/j.irfa.2014.05.004.
• Tran, Vu & Alsakka, Rasha & ap Gwilym, Owain, 2014, "Sovereign rating actions and the implied volatility of stock index options," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 101-113, DOI: 10.1016/j.irfa.2014.05.010.
• Grossmann, Axel & Lee, Allissa A. & Simpson, Marc W., 2014, "Forward premium anomaly of the British pound and the euro," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 140-156, DOI: 10.1016/j.irfa.2014.05.013.
• Kenourgios, Dimitris, 2014, "On financial contagion and implied market volatility," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 21-30, DOI: 10.1016/j.irfa.2014.05.001.
• Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2014, "The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 5-20, DOI: 10.1016/j.irfa.2014.05.002.
• Andrikopoulos, Andreas & Angelidis, Timotheos & Skintzi, Vasiliki, 2014, "Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 118-127, DOI: 10.1016/j.irfa.2014.07.013.
• Horta, Paulo & Lagoa, Sérgio & Martins, Luís, 2014, "The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 140-153, DOI: 10.1016/j.irfa.2014.08.002.
• Urquhart, Andrew & McGroarty, Frank, 2014, "Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 154-166, DOI: 10.1016/j.irfa.2014.08.003.
• Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2014, "How does trading volume affect financial return distributions?," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 190-206, DOI: 10.1016/j.irfa.2014.09.003.
• Vithessonthi, Chaiporn, 2014, "The effect of financial market development on bank risk: evidence from Southeast Asian countries," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 249-260, DOI: 10.1016/j.irfa.2014.10.005.
• Charteris, Ailie & Chau, Frankie & Gavriilidis, Konstantinos & Kallinterakis, Vasileios, 2014, "Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 80-89, DOI: 10.1016/j.irfa.2014.07.010.
• Güçbilmez, Ufuk, 2014, "Why do some Chinese technology firms avoid ChiNext and go public in the US?," International Review of Financial Analysis, Elsevier, volume 36, issue C, pages 179-194, DOI: 10.1016/j.irfa.2014.02.010.
• Choudhry, Taufiq & Jayasekera, Ranadeva, 2014, "Returns and volatility spillover in the European banking industry during global financial crisis: Flight to perceived quality or contagion?," International Review of Financial Analysis, Elsevier, volume 36, issue C, pages 36-45, DOI: 10.1016/j.irfa.2014.05.003.
• Ülkü, Numan & Baker, Saleh, 2014, "Country world betas: The link between the stock market beta and macroeconomic beta," Finance Research Letters, Elsevier, volume 11, issue 1, pages 36-46, DOI: 10.1016/j.frl.2013.07.002.
• Chen, Son-Nan & Chiang, Mi-Hsiu & Hsu, Pao-Peng & Li, Chang-Yi, 2014, "Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model," Finance Research Letters, Elsevier, volume 11, issue 2, pages 161-172, DOI: 10.1016/j.frl.2013.09.002.
• Gradojevic, Nikola, 2014, "Foreign exchange customers and dealers: Who’s driving whom?," Finance Research Letters, Elsevier, volume 11, issue 3, pages 213-218, DOI: 10.1016/j.frl.2013.11.005.
• Gürgün, Gözde & Ünalmış, İbrahim, 2014, "Is gold a safe haven against equity market investment in emerging and developing countries?," Finance Research Letters, Elsevier, volume 11, issue 4, pages 341-348, DOI: 10.1016/j.frl.2014.07.003.