Research classified by Journal of Economic Literature (JEL) codes

2015

• Chen, Yu-Lun & Gau, Yin-Feng, 2015, "Foreign exchange market intervention and price discovery," Journal of the Japanese and International Economies, Elsevier, volume 38, issue C, pages 214-227, DOI: 10.1016/j.jjie.2015.09.001.
• Chen, Lucy Huajing & Deng, Saiying & Gupta, Parveen P. & Sami, Heibatollah, 2015, "The SEC's elimination of 20-F reconciliation and information asymmetry," Journal of Contemporary Accounting and Economics, Elsevier, volume 11, issue 1, pages 75-87, DOI: 10.1016/j.jcae.2014.11.001.
• Basu, Debarati & Sen, Kaustav, 2015, "Financial decisions by business groups in India: Is it “fair and square”?," Journal of Contemporary Accounting and Economics, Elsevier, volume 11, issue 2, pages 121-137, DOI: 10.1016/j.jcae.2015.02.001.
• Oanea, Dumitru-Cristian, 2015, "Financial markets integration: A vector error-correction approach," The Journal of Economic Asymmetries, Elsevier, volume 12, issue 2, pages 153-161, DOI: 10.1016/j.jeca.2015.07.002.
• Tsagkanos, Athanasios & Siriopoulos, Costas, 2015, "Stock markets and industrial production in north and south of Euro-zone: Asymmetric effects via threshold cointegration approach," The Journal of Economic Asymmetries, Elsevier, volume 12, issue 2, pages 162-172, DOI: 10.1016/j.jeca.2015.07.001.
• Iglesias, Emma M., 2015, "Value at Risk of the main stock market indexes in the European Union (2000–2012)," Journal of Policy Modeling, Elsevier, volume 37, issue 1, pages 1-13, DOI: 10.1016/j.jpolmod.2015.01.006.
• Omura, Akihiro & Todorova, Neda & Li, Bin & Chung, Richard, 2015, "Convenience yield and inventory accessibility: Impact of regional market conditions," Resources Policy, Elsevier, volume 44, issue C, pages 1-11, DOI: 10.1016/j.resourpol.2014.12.002.
• Huang, Weihong & Chen, Zhenxi, 2015, "Heterogeneous agents in multi-markets: A coupled map lattices approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 108, issue C, pages 3-15, DOI: 10.1016/j.matcom.2013.10.004.
• Assaf, Ata, 2015, "Value-at-Risk analysis in the MENA equity markets: Fat tails and conditional asymmetries in return distributions," Journal of Multinational Financial Management, Elsevier, volume 29, issue C, pages 30-45, DOI: 10.1016/j.mulfin.2014.11.002.
• Cai, Kelly & Zhu, Hui, 2015, "Cultural distance and foreign IPO underpricing variations," Journal of Multinational Financial Management, Elsevier, volume 29, issue C, pages 99-114, DOI: 10.1016/j.mulfin.2014.11.003.
• Šević, Aleksandar & Brawn, Derek, 2015, "Do demographic changes matter? A cross-country perspective," Journal of Multinational Financial Management, Elsevier, volume 30, issue C, pages 36-61, DOI: 10.1016/j.mulfin.2014.12.001.
• Ghadhab, Imen & Hellara, Slaheddine, 2015, "The law of one price, arbitrage opportunities and price convergence: Evidence from cross-listed stocks," Journal of Multinational Financial Management, Elsevier, volume 31, issue C, pages 126-145, DOI: 10.1016/j.mulfin.2015.05.002.
• Wang, Jing & Zhou, Haigang, 2015, "Competition of trading volume among markets: Evidence from stocks with multiple cross-listing destinations," Journal of Multinational Financial Management, Elsevier, volume 31, issue C, pages 23-62, DOI: 10.1016/j.mulfin.2015.02.002.
• Beckmann, Klaus S. & Ngo, Thanh & Wang, Daphne, 2015, "The informational content of ADR mispricing," Journal of Multinational Financial Management, Elsevier, volume 32, issue , pages 1-14, DOI: 10.1016/j.mulfin.2015.03.002.
• Batten, Jonathan A. & Vo, Xuan Vinh, 2015, "Foreign ownership in emerging stock markets," Journal of Multinational Financial Management, Elsevier, volume 32, issue , pages 15-24, DOI: 10.1016/j.mulfin.2015.05.001.
• Li, Jie & Li, Guangzhong & Zhou, Yinggang, 2015, "Do securitized real estate markets jump? International evidence," Pacific-Basin Finance Journal, Elsevier, volume 31, issue C, pages 13-35, DOI: 10.1016/j.pacfin.2014.11.001.
• Yilmaz, Mustafa K. & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2015, "Cross-sectoral interactions in Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 1-20, DOI: 10.1016/j.pacfin.2014.12.008.
• Lam, Keith S.K. & Qiao, Zhuo, 2015, "Herding and fundamental factors: The Hong Kong experience," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 160-188, DOI: 10.1016/j.pacfin.2014.11.002.
• Hilliard, Jitka & Zhang, Haoran, 2015, "Size and price-to-book effects: Evidence from the Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 40-55, DOI: 10.1016/j.pacfin.2015.02.003.
• Wang, Shu-Feng & Lee, Kuan-Hui, 2015, "Do foreign short-sellers predict stock returns? Evidence from daily short-selling in Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 56-75, DOI: 10.1016/j.pacfin.2015.01.004.
• Demirer, Rıza & Lien, Donald & Zhang, Huacheng, 2015, "Industry herding and momentum strategies," Pacific-Basin Finance Journal, Elsevier, volume 32, issue C, pages 95-110, DOI: 10.1016/j.pacfin.2015.02.010.
• Lee, Jaeram & Kang, Jangkoo & Ryu, Doojin, 2015, "Common deviation and regime-dependent dynamics in the index derivatives markets," Pacific-Basin Finance Journal, Elsevier, volume 33, issue C, pages 1-22, DOI: 10.1016/j.pacfin.2015.02.001.
• Cakici, Nusret & Chatterjee, Sris & Topyan, Kudret, 2015, "Decomposition of book-to-market and the cross-section of returns for Chinese shares," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 102-120, DOI: 10.1016/j.pacfin.2015.05.004.
• Aloui, Chaker & Hammoudeh, Shawkat & Hamida, Hela Ben, 2015, "Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 121-135, DOI: 10.1016/j.pacfin.2015.06.004.
• Mohammad, Nazeeruddin & Ashraf, Dawood, 2015, "The market timing ability and return performance of Islamic equities: An empirical study," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 169-183, DOI: 10.1016/j.pacfin.2015.07.001.
• Merdad, Hesham Jamil & Kabir Hassan, M. & Hippler, William J., 2015, "The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 293-314, DOI: 10.1016/j.pacfin.2015.04.001.
• Umutlu, Mehmet & Shackleton, Mark B., 2015, "Stock-return volatility and daily equity trading by investor groups in Korea," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 43-70, DOI: 10.1016/j.pacfin.2015.05.003.
• Chantapacdepong, Pornpinun & Shim, Ilhyock, 2015, "Correlations across Asia-Pacific bond markets and the impact of capital flow management measures," Pacific-Basin Finance Journal, Elsevier, volume 34, issue C, pages 71-101, DOI: 10.1016/j.pacfin.2015.05.005.
• Maderitsch, R., 2015, "Information transmission between stock markets in Hong Kong, Europe and the US: New evidence on time- and state-dependence," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 13-36, DOI: 10.1016/j.pacfin.2014.07.006.
• Cai, Charlie X. & Hillier, David & Tian, Gaoliang & Wu, Qinghua, 2015, "Do audit committees reduce the agency costs of ownership structure?," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 225-240, DOI: 10.1016/j.pacfin.2015.01.002.
• Tseng, Yi-Heng & Chen, Shu-Heng, 2015, "Limit order book transparency and order aggressiveness at the closing call: Lessons from the TWSE 2012 new information disclosure mechanism," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 241-272, DOI: 10.1016/j.pacfin.2015.01.003.
• Bissoondoyal-Bheenick, Emawtee & Brooks, Robert, 2015, "The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 37-55, DOI: 10.1016/j.pacfin.2014.09.001.
• Vu, Van & Chai, Daniel & Do, Viet, 2015, "Empirical tests on the liquidity-adjusted capital asset pricing model," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 73-89, DOI: 10.1016/j.pacfin.2014.10.007.
• Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015, "Global risk exposures and industry diversification with Shariah-compliant equity sectors," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 499-520, DOI: 10.1016/j.pacfin.2015.09.002.
• Vo, Minh & Cohen, Michael & Boulter, Terry, 2015, "Asymmetric risk and return: Evidence from the Australian Stock Exchange," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 558-573, DOI: 10.1016/j.pacfin.2015.10.003.
• Grossmann, Axel & Simpson, Marc W., 2015, "Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro," The Quarterly Review of Economics and Finance, Elsevier, volume 55, issue C, pages 124-139, DOI: 10.1016/j.qref.2014.07.005.
• Leone, Vitor & de Medeiros, Otavio Ribeiro, 2015, "Signalling the Dotcom bubble: A multiple changes in persistence approach," The Quarterly Review of Economics and Finance, Elsevier, volume 55, issue C, pages 77-86, DOI: 10.1016/j.qref.2014.08.006.
• Maghyereh, Aktham I. & Awartani, Basel & Hilu, Khalil Al, 2015, "Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 56, issue C, pages 123-138, DOI: 10.1016/j.qref.2014.08.005.
• Houqe, Muhammad Nurul & van Zijl, Tony & Dunstan, Keitha & Karim, A.K.M. Waresul, 2015, "Corporate ethics and auditor choice – international evidence," Research in Accounting Regulation, Elsevier, volume 27, issue 1, pages 57-65, DOI: 10.1016/j.racreg.2015.03.007.
• Karmakar, Madhusudan & Shukla, Girja K., 2015, "Managing extreme risk in some major stock markets: An extreme value approach," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 1-25, DOI: 10.1016/j.iref.2014.09.001.
• Chang, Charles & Lin, Emily, 2015, "Cash-futures basis and the impact of market maturity, informed trading, and expiration effects," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 197-213, DOI: 10.1016/j.iref.2014.09.003.
• Anwar, Sajid & Cooray, Arusha, 2015, "Financial flows and per capita income in developing countries," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 304-314, DOI: 10.1016/j.iref.2014.10.009.
• Katusiime, Lorna & Shamsuddin, Abul & Agbola, Frank W., 2015, "Foreign exchange market efficiency and profitability of trading rules: Evidence from a developing country," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 315-332, DOI: 10.1016/j.iref.2014.10.003.
• Suh, Sangwon, 2015, "Measuring sovereign risk contagion in the Eurozone," International Review of Economics & Finance, Elsevier, volume 35, issue C, pages 45-65, DOI: 10.1016/j.iref.2014.09.002.
• Wang, Jin-Ying & Fok, Robert (Chi-Wing) & Gao, Ming & Liu, Yu-Jane, 2015, "Out of sight, not out of mind: The evidence from Taiwan mutual funds," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 138-156, DOI: 10.1016/j.iref.2014.11.019.
• Chang, Chih-Hsiang & Lin, Shih-Jia, 2015, "The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 380-392, DOI: 10.1016/j.iref.2014.12.010.
• Chen, Qian & Lv, Xin, 2015, "The extreme-value dependence between the crude oil price and Chinese stock markets," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 121-132, DOI: 10.1016/j.iref.2015.03.007.
• Agudelo, Diego A. & Giraldo, Santiago & Villarraga, Edwin, 2015, "Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 149-161, DOI: 10.1016/j.iref.2015.04.002.
• Kim, Bong-Han & Kim, Hyeongwoo & Lee, Bong-Soo, 2015, "Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 192-210, DOI: 10.1016/j.iref.2015.04.005.
• Huang, Yu-Li & Shen, Chung-Hua, 2015, "Cross-country variations in capital structure adjustment—The role of credit ratings," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 277-294, DOI: 10.1016/j.iref.2015.04.011.
• Vortelinos, Dimitrios I. & Lakshmi, Geeta, 2015, "Market risk of BRIC Eurobonds in the financial crisis period," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 295-310, DOI: 10.1016/j.iref.2015.04.012.
• Fernández-Rodríguez, Fernando & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2015, "Volatility spillovers in EMU sovereign bond markets," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 337-352, DOI: 10.1016/j.iref.2015.07.001.
• Arakelyan, Armen & Rubio, Gonzalo & Serrano, Pedro, 2015, "The reward for trading illiquid maturities in credit default swap markets," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 376-389, DOI: 10.1016/j.iref.2015.07.006.
• Andreasen, Eugenia, 2015, "Sovereign default, enforcement and the private cost of capital," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 411-427, DOI: 10.1016/j.iref.2015.07.008.
• Sriananthakumar, Sivagowry & Narayan, Seema, 2015, "Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 504-520, DOI: 10.1016/j.iref.2015.08.001.
• Chu, Shiou-Yen, 2015, "Funding liquidity constraints and the forward premium anomaly in a DSGE model," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 76-89, DOI: 10.1016/j.iref.2015.06.004.
• Bai, Min & Qin, Yafeng, 2015, "Commonality in liquidity in emerging markets: Another supply-side explanation," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 90-106, DOI: 10.1016/j.iref.2015.06.005.
• Han, Chuan-Hsiang & Chang, Chien-Hung & Kuo, Chii-Shyan & Yu, Shih-Ti, 2015, "Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 160-173, DOI: 10.1016/j.iref.2015.02.009.
• Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung, 2015, "Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 204-216, DOI: 10.1016/j.iref.2015.02.019.
• Brzeszczyński, Janusz & Gajdka, Jerzy & Kutan, Ali M., 2015, "Investor response to public news, sentiment and institutional trading in emerging markets: A review," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 338-352, DOI: 10.1016/j.iref.2015.10.042.
• Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2015, "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Review of Financial Economics, Elsevier, volume 24, issue C, pages 18-35, DOI: 10.1016/j.rfe.2014.12.002.
• Rutledge, John, 2015, "Economics as energy framework: Complexity, turbulence, financial crises, and protectionism," Review of Financial Economics, Elsevier, volume 25, issue C, pages 10-18, DOI: 10.1016/j.rfe.2015.02.003.
• Huang, Emily J., 2015, "The role of institutional investors and individual investors in financial markets: Evidence from closed-end funds," Review of Financial Economics, Elsevier, volume 26, issue C, pages 1-11, DOI: 10.1016/j.rfe.2015.05.001.
• Butt, Hilal Anwar, 2015, "A comparison among various dimensions of illiquidity effect: A case study of Finland," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 204-220, DOI: 10.1016/j.ribaf.2014.09.002.
• Bissoondoyal-Bheenick, Emawtee & Brooks, Robert & Treepongkaruna, Sirimon, 2015, "Do asset backed securities ratings matter on average?," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 32-43, DOI: 10.1016/j.ribaf.2014.05.004.
• Aboura, Sofiane & Chevallier, Julien, 2015, "Volatility returns with vengeance: Financial markets vs. commodities," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 334-354, DOI: 10.1016/j.ribaf.2014.04.003.
• Smales, Lee A., 2015, "Better the devil you know: The influence of political incumbency on Australian financial market uncertainty," Research in International Business and Finance, Elsevier, volume 33, issue C, pages 59-74, DOI: 10.1016/j.ribaf.2014.06.002.
• Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios, 2015, "On quantitative easing and high frequency exchange rate dynamics," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 110-125, DOI: 10.1016/j.ribaf.2015.01.003.
• Orlov, Vitaly & Äijö, Janne, 2015, "Benefits of wavelet-based carry trade diversification," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 17-32, DOI: 10.1016/j.ribaf.2014.11.002.
• Moumen, Néjia & Ben Othman, Hakim & Hussainey, Khaled, 2015, "The value relevance of risk disclosure in annual reports: Evidence from MENA emerging markets," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 177-204, DOI: 10.1016/j.ribaf.2015.02.004.
• Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine, 2015, "Large scale analysis of Islamic equity funds using a meta-frontier approach with data envelopment analysis," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 324-337, DOI: 10.1016/j.ribaf.2015.02.014.
• Abramov, Alexander & Radygin, Alexander & Chernova, Maria, 2015, "Long-term portfolio investments: New insight into return and risk," Russian Journal of Economics, Elsevier, volume 1, issue 3, pages 273-293, DOI: 10.1016/j.ruje.2015.12.001.
• Brière, Marie & Szafarz, Ariane, 2015, "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," World Development, Elsevier, volume 67, issue C, pages 110-125, DOI: 10.1016/j.worlddev.2014.10.007.
• Carlos Arteta & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015, "The coming US interest rate tightening cycle: smooth sailing or stormy waters?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-37, Oct.
• Bojan Tomic, 2015, "The Impact Of Macroeconomic Indicators On The Movement Of Crobex," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 2, issue 1, pages 45-60.
• Sesar Andrijana & Tomic Bojan, 2015, "Basic Characteristics of Bonds and their Dynamics on the Croatian Secondary Market," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 4, issue 1, pages 115-132.
• Aljosa Sestanovic, 2015, "SME Stock Exchanges - Should They Have a Greater Role?," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 4, issue 1, pages 59-74.
• Aljosa Sestanovic, 2015, "SME Stock Exchanges – Should They Have a Greater Role?," Effectus - Working Paper Series, Effectus - University College for Law and Finance, number 0008, Jun.
• Javier Prado-Dominguez & Carlos Fernández-Herráiz, 2015, "A Sharpe-ratio-based measure for currencies," European Journal of Government and Economics, Europa Grande, volume 4, issue 1, pages 67-75, June.
• Grinis, Inna, 2015, "Credit risk spillovers, systemic importance and vulnerability in financial networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 60954, Jan.
• Saguato, Paolo, 2015, "The liquidity dilemma and the repo market: a two-step policy option to address the regulatory void," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 64884.
• Cenedese, Gino & Mallucci, Enrico, 2015, "What moves international stock and bond markets?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86296, Jun.
• Kunibert Raffer, 2015, "Neoliberalismo e mobilidade global de capital: uma reconsideração necessária da teoria do comércio de livros didáticos," Brazilian Journal of Political Economy, FGV EAESP, volume 35, issue 2, pages 267-284, April.
• Bill B. Francis & Iftekhar Hasan & Eric Ofori, 2015, "Investor Protections, Capital Markets, and Economic Growth: The African Experience," Advances in Financial Economics, Emerald Group Publishing Limited, "International Corporate Governance", DOI: 10.1108/S1569-373220150000018008.

2014

• Chau, Frankie & Deesomsak, Rataporn & Wang, Jun, 2014, "Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 1-19, DOI: 10.1016/j.intfin.2013.10.008.
• Manahov, Viktor & Hudson, Robert & Gebka, Bartosz, 2014, "Does high frequency trading affect technical analysis and market efficiency? And if so, how?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 131-157, DOI: 10.1016/j.intfin.2013.11.002.
• Wang, Lihong, 2014, "Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 182-203, DOI: 10.1016/j.intfin.2013.11.003.
• Guesmi, Khaled & Moisseron, Jean-Yves & Teulon, Frédéric, 2014, "Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 204-212, DOI: 10.1016/j.intfin.2013.10.005.
• Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014, "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 213-227, DOI: 10.1016/j.intfin.2013.11.004.
• Du, Ding, 2014, "Persistent exchange-rate movements and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 36-53, DOI: 10.1016/j.intfin.2013.10.007.
• Kanas, Angelos, 2014, "Bond futures, inflation-indexed bonds, and inflation risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 82-99, DOI: 10.1016/j.intfin.2013.09.007.
• Yang, Lu & Hamori, Shigeyuki, 2014, "Dependence structure between CEEC-3 and German government securities markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 109-125, DOI: 10.1016/j.intfin.2013.12.003.
• Kumar, Satish & Trück, Stefan, 2014, "Unbiasedness and risk premiums in the Indian currency futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 13-32, DOI: 10.1016/j.intfin.2013.10.010.
• Vithessonthi, Chaiporn, 2014, "Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 170-194, DOI: 10.1016/j.intfin.2013.12.006.
• Li, Huimin & Zheng, Dazhi & Chen, Jun, 2014, "Effectiveness, cause and impact of price limit—Evidence from China's cross-listed stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 217-241, DOI: 10.1016/j.intfin.2013.12.007.
• Madura, Jeff & Marciniak, Marek, 2014, "Bidder country characteristics and informed trading in U.S. targets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 256-284, DOI: 10.1016/j.intfin.2013.12.009.
• Sharma, Susan Sunila & Narayan, Paresh Kumar, 2014, "New evidence on turn-of-the-month effects," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 92-108, DOI: 10.1016/j.intfin.2013.12.002.
• Campbell, Kevin & Tabner, Isaac T., 2014, "Bonding and the agency risk premium: An analysis of migrations between the AIM and the Official List of the London Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 1-20, DOI: 10.1016/j.intfin.2014.01.004.
• Gau, Yin-Feng & Wu, Zhen-Xing, 2014, "Order choices under information asymmetry in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 106-118, DOI: 10.1016/j.intfin.2014.01.008.
• Guidi, Francesco & Ugur, Mehmet, 2014, "An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 119-136, DOI: 10.1016/j.intfin.2014.01.007.
• Duong, Huu Nhan & Kalev, Petko S., 2014, "Anonymity and the Information Content of the Limit Order Book," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 30, issue C, pages 205-219, DOI: 10.1016/j.intfin.2014.02.004.
• Dimpfl, Thomas & Peter, Franziska J., 2014, "The impact of the financial crisis on transatlantic information flows: An intraday analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 1-13, DOI: 10.1016/j.intfin.2014.03.004.
• Hearn, Bruce, 2014, "The political institutional and firm governance determinants of liquidity: Evidence from North Africa and the Arab Spring," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 127-158, DOI: 10.1016/j.intfin.2014.03.006.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2014, "Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 159-177, DOI: 10.1016/j.intfin.2014.03.015.
• Byström, Hans, 2014, "The impact of currency movements on asset value correlations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 178-186, DOI: 10.1016/j.intfin.2014.03.014.
• Du, Ding & Hu, Ou, 2014, "The long-run component of foreign exchange volatility and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 268-284, DOI: 10.1016/j.intfin.2014.04.005.
• Tang, Hongfei & Xu, Xiaoqing Eleanor & Yang, Zihui, 2014, "Can international LETFs deliver their promised exposure to foreign markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 30-74, DOI: 10.1016/j.intfin.2014.03.003.
• Ye, George L., 2014, "The interactions between China and US stock markets: New perspectives," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 331-342, DOI: 10.1016/j.intfin.2014.04.008.
• Mobarek, Asma & Mollah, Sabur & Keasey, Kevin, 2014, "A cross-country analysis of herd behavior in Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 107-127, DOI: 10.1016/j.intfin.2014.05.008.
• Apostolakis, George & Papadopoulos, Athanasios P., 2014, "Financial stress spillovers in advanced economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 128-149, DOI: 10.1016/j.intfin.2014.06.001.
• Donadelli, Michael & Paradiso, Antonio, 2014, "Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 184-218, DOI: 10.1016/j.intfin.2014.06.003.
• Calice, Giovanni, 2014, "CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008–2009 financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 20-37, DOI: 10.1016/j.intfin.2014.03.011.
• Assefa, Tibebe A. & Mollick, André Varella, 2014, "African stock market returns and liquidity premia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 325-342, DOI: 10.1016/j.intfin.2014.06.009.
• Smales, Lee A., 2014, "Political uncertainty and financial market uncertainty in an Australian context," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 32, issue C, pages 415-435, DOI: 10.1016/j.intfin.2014.07.002.
• Yamani, Ehab A. & Swanson, Peggy E., 2014, "Financial crises and the global value premium: Revisiting Fama and French," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 115-136, DOI: 10.1016/j.intfin.2014.07.012.
• Grose, Chris & Dasilas, Apostolos & Alexakis, Christos, 2014, "Performance persistence in fixed interest funds: With an eye on the post-debt crisis period," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 155-182, DOI: 10.1016/j.intfin.2014.07.010.
• Ben Sita, Bernard & Abdallah, Wissam, 2014, "Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 183-199, DOI: 10.1016/j.intfin.2014.08.005.
• Chou, Hsin-I & Zhao, Jing & Suardi, Sandy, 2014, "Factor reversal in the euro zone stock returns: Evidence from the crisis period," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 28-55, DOI: 10.1016/j.intfin.2014.07.007.
• Syamala, Sudhakar Reddy & Reddy, V. Nagi & Goyal, Abhinav, 2014, "Commonality in liquidity: An empirical examination of emerging order-driven equity and derivatives market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 317-334, DOI: 10.1016/j.intfin.2014.09.001.
• Chkili, Walid & Aloui, Chaker & Nguyen, Duc Khuong, 2014, "Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 354-366, DOI: 10.1016/j.intfin.2014.09.003.
• Bessler, Wolfgang & Wolff, Dominik, 2014, "Hedging European government bond portfolios during the recent sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 379-399, DOI: 10.1016/j.intfin.2014.08.006.
• Galagedera, Don U.A., 2014, "Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 400-416, DOI: 10.1016/j.intfin.2014.09.006.
• He, Hongbo & Chen, Shou & Yao, Shujie & Ou, Jinghua, 2014, "Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 434-444, DOI: 10.1016/j.intfin.2014.09.005.
• Kuang, P. & Schröder, M. & Wang, Q., 2014, "Illusory profitability of technical analysis in emerging foreign exchange markets," International Journal of Forecasting, Elsevier, volume 30, issue 2, pages 192-205, DOI: 10.1016/j.ijforecast.2013.07.015.
• Li, Xi, 2014, "The Sarbanes–Oxley act and cross-listed foreign private issuers," Journal of Accounting and Economics, Elsevier, volume 58, issue 1, pages 21-40, DOI: 10.1016/j.jacceco.2014.05.001.
• Kishimoto, Naoki & Kim, Yong-Jin, 2014, "Prepayment behaviors of Japanese residential mortgages," Japan and the World Economy, Elsevier, volume 30, issue C, pages 1-9, DOI: 10.1016/j.japwor.2013.12.002.
• Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014, "Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets," Japan and the World Economy, Elsevier, volume 30, issue C, pages 10-24, DOI: 10.1016/j.japwor.2014.02.001.
• Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2014, "Industry co-movement and cross-listing: Do home country factors matter?," Japan and the World Economy, Elsevier, volume 32, issue C, pages 96-110, DOI: 10.1016/j.japwor.2014.09.001.
• Chen, Yu-Lun & Gau, Yin-Feng, 2014, "Asymmetric responses of ask and bid quotes to information in the foreign exchange market," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 194-204, DOI: 10.1016/j.jbankfin.2013.10.004.
• Bhanot, Karan & Burns, Natasha & Hunter, Delroy & Williams, Michael, 2014, "News spillovers from the Greek debt crisis: Impact on the Eurozone financial sector," Journal of Banking & Finance, Elsevier, volume 38, issue C, pages 51-63, DOI: 10.1016/j.jbankfin.2013.09.015.
• Ang, James B. & Kumar, Sanjesh, 2014, "Financial development and barriers to the cross-border diffusion of financial innovation," Journal of Banking & Finance, Elsevier, volume 39, issue C, pages 43-56, DOI: 10.1016/j.jbankfin.2013.10.011.
• Walkshäusl, Christian, 2014, "The MAX effect: European evidence," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 1-10, DOI: 10.1016/j.jbankfin.2014.01.020.
• Christiansen, Charlotte, 2014, "Integration of European bond markets," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 191-198, DOI: 10.1016/j.jbankfin.2014.01.022.
• Cenedese, Gino & Sarno, Lucio & Tsiakas, Ilias, 2014, "Foreign exchange risk and the predictability of carry trade returns," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 302-313, DOI: 10.1016/j.jbankfin.2014.01.040.
• Byoun, Soku & Fulkerson, Jon A. & Han, Seung Hun & Shin, Yoon S., 2014, "Are unsolicited ratings biased? Evidence from long-run stock performance," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 326-338, DOI: 10.1016/j.jbankfin.2014.02.005.
• Nitschka, Thomas, 2014, "Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 76-82, DOI: 10.1016/j.jbankfin.2014.01.035.
• Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco, 2014, "Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?," Journal of Banking & Finance, Elsevier, volume 43, issue C, pages 58-77, DOI: 10.1016/j.jbankfin.2014.01.041.
• Caprio, Gerard & D’Apice, Vincenzo & Ferri, Giovanni & Puopolo, Giovanni Walter, 2014, "Macro-financial determinants of the great financial crisis: Implications for financial regulation," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 114-129, DOI: 10.1016/j.jbankfin.2014.03.001.
• Chan, Pak To & Walter, Terry, 2014, "Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 177-188, DOI: 10.1016/j.jbankfin.2014.04.006.
• Temesvary, Judit, 2014, "The determinants of U.S. banks’ international activities," Journal of Banking & Finance, Elsevier, volume 44, issue C, pages 233-247, DOI: 10.1016/j.jbankfin.2014.04.014.
• Rösch, Christoph G. & Kaserer, Christoph, 2014, "Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 152-170, DOI: 10.1016/j.jbankfin.2014.06.010.
• Ellis, Luci & Haldane, Andy & Moshirian, Fariborz, 2014, "Systemic risk, governance and global financial stability," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 175-181, DOI: 10.1016/j.jbankfin.2014.04.012.
• Park, Cyn-Young & Mercado, Rogelio V., 2014, "Determinants of financial stress in emerging market economies," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 199-224, DOI: 10.1016/j.jbankfin.2013.09.018.
• Qian, Xiaolin & Tam, Lewis H.K. & Zhang, Bohui, 2014, "Systematic liquidity and the funding liquidity hypothesis," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 304-320, DOI: 10.1016/j.jbankfin.2013.08.020.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2014, "The spillover effects of unremunerated reserve requirements: Evidence from Thailand," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 338-351, DOI: 10.1016/j.jbankfin.2014.03.021.
• Akyol, Ali C. & Cooper, Tommy & Meoli, Michele & Vismara, Silvio, 2014, "Do regulatory changes affect the underpricing of European IPOs?," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 43-58, DOI: 10.1016/j.jbankfin.2014.04.020.
• Okimoto, Tatsuyoshi, 2014, "Asymmetric increasing trends in dependence in international equity markets," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 219-232, DOI: 10.1016/j.jbankfin.2014.05.025.
• Giofré, Maela, 2014, "Domestic investor protection and foreign portfolio investment," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 355-371, DOI: 10.1016/j.jbankfin.2014.05.027.
• Castrén, Olli & Rancan, Michela, 2014, "Macro-Networks: An application to euro area financial accounts," Journal of Banking & Finance, Elsevier, volume 46, issue C, pages 43-58, DOI: 10.1016/j.jbankfin.2014.04.027.
• D’Agostino, Antonello & Ehrmann, Michael, 2014, "The pricing of G7 sovereign bond spreads – The times, they are a-changin," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 155-176, DOI: 10.1016/j.jbankfin.2014.06.001.
• Martins, Luis F. & Gabriel, Vasco J., 2014, "Modelling long run comovements in equity markets: A flexible approach," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 288-295, DOI: 10.1016/j.jbankfin.2014.05.029.
• Levy, Haim & Levy, Moshe, 2014, "The home bias is here to stay," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 29-40, DOI: 10.1016/j.jbankfin.2014.06.020.
• Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin, 2014, "Financial contagion and asset pricing," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 296-308, DOI: 10.1016/j.jbankfin.2014.05.002.
• Jung, R.C. & Maderitsch, R., 2014, "Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 331-342, DOI: 10.1016/j.jbankfin.2013.12.023.
• Kalotychou, Elena & Staikouras, Sotiris K. & Zhao, Gang, 2014, "The role of correlation dynamics in sector allocation," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 1-12, DOI: 10.1016/j.jbankfin.2014.06.025.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2014, "Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market," Journal of Banking & Finance, Elsevier, volume 48, issue C, pages 411-424, DOI: 10.1016/j.jbankfin.2013.10.002.
• Hasan, Iftekhar & Song, Liang & Wachtel, Paul, 2014, "Institutional development and stock price synchronicity: Evidence from China," Journal of Comparative Economics, Elsevier, volume 42, issue 1, pages 92-108, DOI: 10.1016/j.jce.2013.07.006.
• Tam, Pui Sun, 2014, "A spatial–temporal analysis of East Asian equity market linkages," Journal of Comparative Economics, Elsevier, volume 42, issue 2, pages 304-327, DOI: 10.1016/j.jce.2014.03.008.
• Kuzmina, Olga & Volchkova, Natalya & Zueva, Tatiana, 2014, "Foreign direct investment and governance quality in Russia," Journal of Comparative Economics, Elsevier, volume 42, issue 4, pages 874-891, DOI: 10.1016/j.jce.2014.08.001.
• Markiewicz, Agnieszka & Pick, Andreas, 2014, "Adaptive learning and survey data," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 685-707, DOI: 10.1016/j.jebo.2014.04.005.
• Huang, Weihong & Chen, Zhenxi, 2014, "Modeling regional linkage of financial markets," Journal of Economic Behavior & Organization, Elsevier, volume 99, issue C, pages 18-31, DOI: 10.1016/j.jebo.2013.12.009.
• Autore, Don M. & Boulton, Thomas J. & Smart, Scott B. & Zutter, Chad J., 2014, "The impact of institutional quality on initial public offerings," Journal of Economics and Business, Elsevier, volume 73, issue C, pages 65-96, DOI: 10.1016/j.jeconbus.2014.01.002.
• Schreiber, Ben Z., 2014, "Identifying speculators in the FX market: A microstructure approach," Journal of Economics and Business, Elsevier, volume 73, issue C, pages 97-119, DOI: 10.1016/j.jeconbus.2014.02.001.
• Papavassiliou, Vassilios G., 2014, "Cross-asset contagion in times of stress," Journal of Economics and Business, Elsevier, volume 76, issue C, pages 133-139, DOI: 10.1016/j.jeconbus.2014.02.002.
• Bhamra, Harjoat S. & Coeurdacier, Nicolas & Guibaud, Stéphane, 2014, "A dynamic equilibrium model of imperfectly integrated financial markets," Journal of Economic Theory, Elsevier, volume 154, issue C, pages 490-542, DOI: 10.1016/j.jet.2014.09.011.
• Frazzini, Andrea & Pedersen, Lasse Heje, 2014, "Betting against beta," Journal of Financial Economics, Elsevier, volume 111, issue 1, pages 1-25, DOI: 10.1016/j.jfineco.2013.10.005.
• Lustig, Hanno & Roussanov, Nikolai & Verdelhan, Adrien, 2014, "Countercyclical currency risk premia," Journal of Financial Economics, Elsevier, volume 111, issue 3, pages 527-553, DOI: 10.1016/j.jfineco.2013.12.005.
• Hsu, Po-Hsuan & Tian, Xuan & Xu, Yan, 2014, "Financial development and innovation: Cross-country evidence," Journal of Financial Economics, Elsevier, volume 112, issue 1, pages 116-135, DOI: 10.1016/j.jfineco.2013.12.002.
• Jurek, Jakub W., 2014, "Crash-neutral currency carry trades," Journal of Financial Economics, Elsevier, volume 113, issue 3, pages 325-347, DOI: 10.1016/j.jfineco.2014.05.004.
• Lettau, Martin & Maggiori, Matteo & Weber, Michael, 2014, "Conditional risk premia in currency markets and other asset classes," Journal of Financial Economics, Elsevier, volume 114, issue 2, pages 197-225, DOI: 10.1016/j.jfineco.2014.07.001.
• Fernandes, Nuno & Giannetti, Mariassunta, 2014, "On the fortunes of stock exchanges and their reversals: Evidence from foreign listings," Journal of Financial Intermediation, Elsevier, volume 23, issue 2, pages 157-176, DOI: 10.1016/j.jfi.2013.04.005.
• Gil-Alana, Luis A. & Shittu, Olanrewaju I. & Yaya, OlaOluwa S., 2014, "On the persistence and volatility in European, American and Asian stocks bull and bear markets," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 149-162, DOI: 10.1016/j.jimonfin.2012.12.002.
• Patro, Dilip K. & Wald, John K. & Wu, Yangru, 2014, "Currency devaluation and stock market response: An empirical analysis," Journal of International Money and Finance, Elsevier, volume 40, issue C, pages 79-94, DOI: 10.1016/j.jimonfin.2013.09.005.
• Raddant, Matthias, 2014, "Structure in the Italian overnight loan market," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 197-213, DOI: 10.1016/j.jimonfin.2013.11.005.
• Balvers, Ronald J. & Klein, Alina F., 2014, "Currency risk premia and uncovered interest parity in the International CAPM," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 214-230, DOI: 10.1016/j.jimonfin.2013.12.002.
• Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E., 2014, "Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market," Journal of International Money and Finance, Elsevier, volume 41, issue C, pages 95-109, DOI: 10.1016/j.jimonfin.2013.11.001.
• Kilian, Lutz & Lee, Thomas K., 2014, "Quantifying the speculative component in the real price of oil: The role of global oil inventories," Journal of International Money and Finance, Elsevier, volume 42, issue C, pages 71-87, DOI: 10.1016/j.jimonfin.2013.08.005.
• Dewachter, Hans & Erdemlioglu, Deniz & Gnabo, Jean-Yves & Lecourt, Christelle, 2014, "The intra-day impact of communication on euro-dollar volatility and jumps," Journal of International Money and Finance, Elsevier, volume 43, issue C, pages 131-154, DOI: 10.1016/j.jimonfin.2014.01.003.
• Kennedy, Mike & Palerm, Angel, 2014, "Emerging market bond spreads: The role of global and domestic factors from 2002 to 2011," Journal of International Money and Finance, Elsevier, volume 43, issue C, pages 70-87, DOI: 10.1016/j.jimonfin.2013.12.008.
• Vermeulen, Robert & de Haan, Jakob, 2014, "Net foreign asset (com)position: Does financial development matter?," Journal of International Money and Finance, Elsevier, volume 43, issue C, pages 88-106, DOI: 10.1016/j.jimonfin.2013.12.006.
• Balli, Faruk & Basher, Syed Abul & Rana, Faisal, 2014, "The determinants of the volatility of returns on cross-border asset holdings," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 1-23, DOI: 10.1016/j.jimonfin.2014.01.004.
• Cakici, Nusret & Tan, Sinan, 2014, "Size, value, and momentum in developed country equity returns: Macroeconomic and liquidity exposures," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 179-209, DOI: 10.1016/j.jimonfin.2013.12.005.
• Sager, Michael & Taylor, Mark P., 2014, "Generating currency trading rules from the term structure of forward foreign exchange premia," Journal of International Money and Finance, Elsevier, volume 44, issue C, pages 230-250, DOI: 10.1016/j.jimonfin.2013.03.005.
• Proaño, Christian R. & Schoder, Christian & Semmler, Willi, 2014, "Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions," Journal of International Money and Finance, Elsevier, volume 45, issue C, pages 17-37, DOI: 10.1016/j.jimonfin.2014.02.005.
• Raza, Ahmad & Marshall, Ben R. & Visaltanachoti, Nuttawat, 2014, "Is there momentum or reversal in weekly currency returns?," Journal of International Money and Finance, Elsevier, volume 45, issue C, pages 38-60, DOI: 10.1016/j.jimonfin.2014.02.009.
• Jinjarak, Yothin & Zheng, Huanhuan, 2014, "Granular institutional investors and global market interdependence," Journal of International Money and Finance, Elsevier, volume 46, issue C, pages 61-81, DOI: 10.1016/j.jimonfin.2014.03.007.
• Eichler, Stefan, 2014, "The political determinants of sovereign bond yield spreads," Journal of International Money and Finance, Elsevier, volume 46, issue C, pages 82-103, DOI: 10.1016/j.jimonfin.2014.04.003.
• de Haan, Leo & Hessel, Jeroen & van den End, Jan Willem, 2014, "Are European sovereign bonds fairly priced? The role of modelling uncertainty," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 239-267, DOI: 10.1016/j.jimonfin.2014.06.001.
• Atanasov, Victoria & Nitschka, Thomas, 2014, "Currency excess returns and global downside market risk," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 268-285, DOI: 10.1016/j.jimonfin.2014.06.006.
• Hau, Harald, 2014, "The exchange rate effect of multi-currency risk arbitrage," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 304-331, DOI: 10.1016/j.jimonfin.2014.05.001.
• Kohonen, Anssi, 2014, "Transmission of government default risk in the eurozone," Journal of International Money and Finance, Elsevier, volume 47, issue C, pages 71-85, DOI: 10.1016/j.jimonfin.2014.04.006.
• Eichengreen, Barry & Rose, Andrew, 2014, "Capital Controls in the 21st Century," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 1-16, DOI: 10.1016/j.jimonfin.2014.08.001.
• Ludwig, Alexander, 2014, "A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozone's first financial crisis," Journal of International Money and Finance, Elsevier, volume 48, issue PA, pages 125-146, DOI: 10.1016/j.jimonfin.2014.07.008.
• Cheung, Yin-Wong & Rime, Dagfinn, 2014, "The offshore renminbi exchange rate: Microstructure and links to the onshore market," Journal of International Money and Finance, Elsevier, volume 49, issue PA, pages 170-189, DOI: 10.1016/j.jimonfin.2014.05.012.
• Alsakka, Rasha & ap Gwilym, Owain & Vu, Tuyet Nhung, 2014, "The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 235-257, DOI: 10.1016/j.jimonfin.2014.03.012.
• Gündüz, Yalin & Kaya, Orcun, 2014, "Impacts of the financial crisis on eurozone sovereign CDS spreads," Journal of International Money and Finance, Elsevier, volume 49, issue PB, pages 425-442, DOI: 10.1016/j.jimonfin.2014.03.013.