Research classified by Journal of Economic Literature (JEL) codes

2014

• Al-Habashneh, Fedel & Shhateet, Mohammad & AL-Bdore, Jaber & Amareen, Zainah, 2014, "العوامل المؤثرة على سعر السهم السوقي في بورصة عمّان خلال الفترة 1984-2011
  [Factors affecting the price of the stock market in the Amman Stock Exchange during the period 1984-2011]," MPRA Paper, University Library of Munich, Germany, number 57274, Feb.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57350, Jun.
• Jiranyakul, Komain, 2014, "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper, University Library of Munich, Germany, number 57395, Jun.
• Chang, Chia-Lin & Ke, Yu-Pei, 2014, "Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds," MPRA Paper, University Library of Munich, Germany, number 57625, Jul.
• el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014, "Leverage versus volatility: Evidence from the Capital Structure of European Firms," MPRA Paper, University Library of Munich, Germany, number 57682, Jun.
• el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014, "Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening," MPRA Paper, University Library of Munich, Germany, number 57685, Jun.
• Ilhan, Bilal & Masih, Mansur, 2014, "Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper, University Library of Munich, Germany, number 57688, Jul.
• Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir, 2014, "Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula," MPRA Paper, University Library of Munich, Germany, number 57706, Aug.
• el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014, "Leverage, return, volatility and contagion: Evidence from the portfolio framework," MPRA Paper, University Library of Munich, Germany, number 57726, Jul.
• Peicuti, Cristina, 2014, "The Great Depression and the Great Recession: A Comparative Analysis of their Analogies," MPRA Paper, University Library of Munich, Germany, number 57883, Jun.
• Bouoiyour, Jamal & Selmi, Refk, 2014, "What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon," MPRA Paper, University Library of Munich, Germany, number 57907, Aug.
• Iordan-Constantinescu, Nicolae, 2014, "Euro and the three Cs - competition, competitiveness, convergence," MPRA Paper, University Library of Munich, Germany, number 57980, Aug.
• Tosic, Natasa & Iordan-Constantinescu, Nicolae, 2014, "Knowledge-Based Economy in the Competitiveness Equation. The Case of the Republic of Serbia," MPRA Paper, University Library of Munich, Germany, number 58081, Aug.
• Bouoiyour, Jamal & Selmi, Refk, 2014, "What Bitcoin Looks Like?," MPRA Paper, University Library of Munich, Germany, number 58091, Sep.
• Dusa, Silvia, 2014, "Models of Competitiveness (I)," MPRA Paper, University Library of Munich, Germany, number 58103, Aug.
• Jackowicz, Krzszof & Kowalewski, Oskar & Kozłowski, Łukasz & Roszkowska, Paulina, 2014, "Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy," MPRA Paper, University Library of Munich, Germany, number 58212, Aug, revised 31 Aug 2014.
• Hirshleifer, David & Jian, Ming & Zhang, Huai, 2014, "Superstition and financial decision making," MPRA Paper, University Library of Munich, Germany, number 58620, Sep.
• Naseri, Marjan & Masih, Mansur, 2014, "Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia," MPRA Paper, University Library of Munich, Germany, number 58799, Aug.
• Rahim, Adam Mohamed & Masih, Mansur, 2014, "Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors," MPRA Paper, University Library of Munich, Germany, number 58832, Aug.
• Omer, Gamal Salih & Masih, Mansur, 2014, "Estimating and Forecasting Conditional Volatility and Correlations of the Dow Jones Islamic Stock Market Index Using Multivariate GARCH-DCC," MPRA Paper, University Library of Munich, Germany, number 58862, Aug.
• Al Shugaa, Ameen & Masih, Mansur, 2014, "Uncertainty and Volatility in MENA Stock Markets During the Arab Spring," MPRA Paper, University Library of Munich, Germany, number 58867, Aug.
• Farouk, Faizal & Masih, Mansur, 2014, "Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity," MPRA Paper, University Library of Munich, Germany, number 58869, Aug.
• Yusoff, Yuzlizawati & Masih, Mansur, 2014, "Comovement of East and West Stock Market Indexes," MPRA Paper, University Library of Munich, Germany, number 58872, Aug.
• Rahim, Adam Mohamed & Masih, Mansur, 2014, "Portfolio Diversification Benefits of Islamic Stocks and Malaysia’s Major Trading Partners:MGARCH-DCC and Wavelet Correlation Approaches," MPRA Paper, University Library of Munich, Germany, number 58903, Sep.
• Hakim, Idwan & Masih, Mansur, 2014, "Portfolio diversification strategy for Malaysia: International and sectoral perspectives," MPRA Paper, University Library of Munich, Germany, number 58909, Sep.
• Arif, Imtiaz & Suleman, Tahir, 2014, "Terrorism and Stock Market Linkages: An Empirical Study from Pakistan," MPRA Paper, University Library of Munich, Germany, number 58918, Aug.
• Chouliaras, Andreas & Grammatikos, Theoharry, 2014, "Extreme Returns in the European Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 58978, Sep.
• Rodríguez-Aguilar, Román & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2014, "A Measure of Early Warning of Exchange-Rate Crises Based on the Hurst Coefficient and the Αlpha-Stable Parameter," MPRA Paper, University Library of Munich, Germany, number 59046, Oct.
• Lean, Hooi Hooi & Ang, Wei Rong & Smyth, Russell, 2014, "Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America," MPRA Paper, University Library of Munich, Germany, number 59119, Oct.
• Dewandaru, Ginanjar & Rizvi, Syed Aun & Sarkar, Kabir & Bacha, Obiyathulla & Masih, Mansur, 2014, "How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries," MPRA Paper, University Library of Munich, Germany, number 59587, May.
• Alonso-Ortiz, Jorge & Colla, Esteban & Da-Rocha, Jose-Maria, 2014, "Bounding the productivity default shock : Evidence from the The European Sovereign Debt Crisis," MPRA Paper, University Library of Munich, Germany, number 59617, Apr.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014, "Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence," MPRA Paper, University Library of Munich, Germany, number 59760, Nov.
• Aloosh, Arash, 2014, "Global Variance Risk Premium and Forex Return Predictability," MPRA Paper, University Library of Munich, Germany, number 59931, Nov.
• Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat, 2014, "The 2007-2008 global financial crisis, and cross-border mergers and acquisitions: A 26-nation exploratory study," MPRA Paper, University Library of Munich, Germany, number 60148.
• Adnan, Noureen & Shahzad, Syed Jawad Hussain, 2014, "The European Financial System in Limelight," MPRA Paper, University Library of Munich, Germany, number 60152, Nov.
• Mensah, Jones Odei & Premaratne, Gamini, 2014, "Exploring Diversification Benefits in Asia-Pacific Equity Markets," MPRA Paper, University Library of Munich, Germany, number 60180, Oct.
• Valli, Mohammed & Masih, Mansur, 2014, "Is there any causality between inflation and FDI in an ‘inflation targeting’ regime? Evidence from South Africa," MPRA Paper, University Library of Munich, Germany, number 60246, Aug.
• Shahzad, Syed Jawad Hussain & Ahmed, Tanveer & Rehman, Mobeen Ur & Zakaria, Muhammad, 2014, "Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis," MPRA Paper, University Library of Munich, Germany, number 60398, Dec.
• Lechman, Ewa & Marszk, Adam, 2014, "ICT technologies and financial innovations: the case of Exchange Traded Funds in Brazil, Japan, Mexico, South Korea and the United States," MPRA Paper, University Library of Munich, Germany, number 60654.
• Bonga-Bonga, Lumengo, 2014, "Assessing the readiness of BRICS grouping for mutually beneficial financial integration," MPRA Paper, University Library of Munich, Germany, number 60701, Dec.
• Matei, Florin, 2014, "An empirical examination of stock market integration in EMU," MPRA Paper, University Library of Munich, Germany, number 60717, Dec.
• Sinchugova, Regina, 2014, "Акции С Наибольшей Доходностью
  [Stocks with highest yield]," MPRA Paper, University Library of Munich, Germany, number 60902.
• Mellado, Cristhian & Escobari, Diego, 2014, "Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market," MPRA Paper, University Library of Munich, Germany, number 60958, Dec.
• Etoundi Atenga, Eric Martial, 2014, "Asymmetric shocks, persistence in volatility and spillover effects between non ferrous metals on the LME spot market," MPRA Paper, University Library of Munich, Germany, number 61017, May.
• Ezzat, Hassan & Kirkulak, Berna, 2014, "Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul)," MPRA Paper, University Library of Munich, Germany, number 61160, Feb.
• Fuinhas, José Alberto & Marques, António Cardoso & Nogueira, David Coito, 2014, "Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA
  [Integration of the indexes SP500, FTSE100, PSI20, HSI and IBOVESPA: A VAR approach]," MPRA Paper, University Library of Munich, Germany, number 62092, Oct, revised 10 Feb 2015.
• M. Sani, Nur Fatin Najwa & Ismail, Fathiyah & W. Mahmood, Wan Mansor, 2014, "Causal relationship between financial depth and economic growth: evidence from Asia-Pacific Countries," MPRA Paper, University Library of Munich, Germany, number 62188, Sep.
• Inderst, Georg & Stewart, Fiona, 2014, "Institutional Investment in Infrastructure in Emerging Markets and Developing Economies," MPRA Paper, University Library of Munich, Germany, number 62522, Mar.
• Širůček, Martin & Šoba, Oldřich & Němeček, Jaroslav, 2014, "Validita modelu CAPM na akciovém trhu USA
  [CAPM validity on the US stock market]," MPRA Paper, University Library of Munich, Germany, number 62820, revised 2014.
• Škatuĺárová, Ivana & Šoba, Oldřich & Širůček, Martin, 2014, "Využití metody value averaging při investicích na světových akciových trzích
  [Application the Value Averaging method on the global stock markets]," MPRA Paper, University Library of Munich, Germany, number 62821, revised 0204.
• Bebel, Arkadiusz, 2014, "Low Versus High Leverage (LVH)," MPRA Paper, University Library of Munich, Germany, number 62889, Nov, revised 08 Nov 2014.
• Liu, Tao, 2014, "The onshore-offshore interaction of RMB market: a high-frequency analysis," MPRA Paper, University Library of Munich, Germany, number 63905, Apr.
• Hryckiewicz, Aneta & Kozlowski, Lukasz, 2014, "Banking business models and the nature of financial crises," MPRA Paper, University Library of Munich, Germany, number 64072, Dec, revised 09 Mar 2015.
• Hryckiewicz, Aneta, 2014, "The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?," MPRA Paper, University Library of Munich, Germany, number 64074, Jun.
• Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent, 2014, "Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods," MPRA Paper, University Library of Munich, Germany, number 64078, Oct.
• Akturk, Halit, 2014, "Do Stock Returns Provide a Good Hedge Against Inflation? An Empirical Assessment Using Turkish Data during Periods of Structural Change," MPRA Paper, University Library of Munich, Germany, number 64465, Jul.
• Brahmana, Rayenda Khresna & Setiawan, Doddy & Hooy, Chee Wooi, 2014, "Diversification strategy, Ownership Structure, and Firm Value: a study of public‐listed firms in Indonesia," MPRA Paper, University Library of Munich, Germany, number 64607, Sep.
• Degiannakis, Stavros & Floros, Christos, 2014, "Intra-Day Realized Volatility for European and USA Stock Indices," MPRA Paper, University Library of Munich, Germany, number 64940, Apr, revised Jan 2015.
• Condorelli, Stefano, 2014, "The 1719-20 stock euphoria: a pan-European perspective," MPRA Paper, University Library of Munich, Germany, number 68652, Jul, revised Dec 2015.
• Hammoudeh, Shawkat & Kang, Sang Hoon & Mensi, Walid & Nguyen, Duc Khuong, 2014, "Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting," MPRA Paper, University Library of Munich, Germany, number 73400, Mar, revised Mar 2016.
• Shijaku, Gerti, 2014, "Fiscal policy, output and financial stress in the case of developing and emerging European economies: a threshold VAR approach," MPRA Paper, University Library of Munich, Germany, number 79139.
• Degiannakis, Stavros & Dent, Pamela & Floros, Christos, 2014, "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," MPRA Paper, University Library of Munich, Germany, number 80431.
• Lupu, Dan & Asandului, Mircea, 2014, "Considerations on the relantionship between exchange rates and stock markets in Eastern Europe in time of crisis," MPRA Paper, University Library of Munich, Germany, number 95507, Sep.
• Degiannakis, Stavros & Filis, George & Kizys, Renatas, 2014, "The effects of oil price shocks on stock market volatility: Evidence from European data," MPRA Paper, University Library of Munich, Germany, number 96296.
• Tsangyao Chang & Luis A. Gil-Alana & Goodness C. Aye & Rangan Gupta & Omid Ranjbar, 2014, "Testing for Multiple Bubbles in the BRICS Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201407, Feb.
• Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers, University of Pretoria, Department of Economics, number 201412, Mar.
• Vassilios Babalos & Mehmet Balcilar & Rangan Gupta, 2014, "Revisiting Herding Behavior in REITs: A Regime-Switching Approach," Working Papers, University of Pretoria, Department of Economics, number 201448, Sep.
• Goodness C. Aye, 2014, "Does Oil Price Uncertainty Matter for Stock Returns in South Africa?," Working Papers, University of Pretoria, Department of Economics, number 201484, Dec.
• Lain-Tze Tee & Soo-Wah Low & Si-Roei Kew & Noor A. Ghazali, 2014, "Financial Development and Innovation Activity: Evidence from Selected East Asian Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 2, pages 162-180, DOI: 10.18267/j.pep.478.
• Jan Hanousek & Jan Novotný, 2014, "Cenové skoky během finanční nejistoty: od intuice k regulační perspektivě
  [Price Jumps during Financial Crisis: From Intuition to Financial Regulation]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 1, pages 32-48, DOI: 10.18267/j.polek.936.
• Eduard Baumöhl, 2014, "Determinanty integrácie akciových trhov krajín V4
  [Determinants of CEE-4 Stock Market Integration]," Politická ekonomie, Prague University of Economics and Business, volume 2014, issue 3, pages 347-365, DOI: 10.18267/j.polek.955.
• Hossein Askari & Noureddine Krichene, 2014, "Islamic finance: an alternative financial system for stability, equity, and growth," PSL Quarterly Review, Economia civile, volume 67, issue 268, pages 9-54.
• Daniel Carvalho, 2014, "Financial Integration and the Great Leveraging," Working Papers, Banco de Portugal, Economics and Research Department, number w201407.
• Daniel Carvalho, 2014, "Capital Inflows and euro area long-term interest rates," Working Papers, Banco de Portugal, Economics and Research Department, number w201410.
• Oleg Groshev, 2014, "Time varying vine copulas for multivariate returns (in Russian)," Quantile, Quantile, issue 12, pages 53-67, February.
• Wenxin Du & Jesse Schreger, 2014, "Local Currency Sovereign Risk," Working Paper, Harvard University OpenScholar, number 102321, Jan.
• Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2014, "Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy," Working Paper, Harvard University OpenScholar, number 220976, Dec.
• Benjamin Hébert & Jesse Schreger, 2014, "The Costs of Sovereign Default: Evidence from Argentina," Working Paper, Harvard University OpenScholar, number 223701, Dec.
• Benjamin Hebert & Jesse Schreger, 2014, "The Costs of Sovereign Default: Evidence from Argentina," Working Paper, Harvard University OpenScholar, number 223706, Dec.
• Emmanuel Farhi & Xavier Gabaix, undated, "Rare Disasters and Exchange Rates," Working Paper, Harvard University OpenScholar, number 71001.
• Hugues Pirotte & Nils S. Tuchschmid, 2014, "Alpha or not Alpha: The Case of the Hedge Fund Industry," Bankers, Markets & Investors, ESKA Publishing, issue 129, pages 4-16, March-Apr.
• Abdelbari El Khamlichi & Aurélie Sannajust & Humaylin Kabir Sarkar, 2014, "Islamic Equity Indices: Insight and Comparison with Conventional Counterparts," Bankers, Markets & Investors, ESKA Publishing, issue 130, pages 69-80, May-June.
• Chekib Ezzili & Patrice Poncet, 2014, "What Maximum Fees Should Investors Pay to Active Fund Managers?," Bankers, Markets & Investors, ESKA Publishing, issue 131, pages 5-16, July-Augu.
• Nadine Galy & Laurent Germain & Denis Hilton & Rainer Mathes, 2014, "In which Media are Analysts’ Recommendations most Followed?," Bankers, Markets & Investors, ESKA Publishing, issue 133, pages 34-46, November-.
• Alfonso Dufour & Andrei Stancu & Simone Varotto, 2014, "The Equity-like Behaviour of Sovereign Bonds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-16, Dec.
• Guillermo Ordonez & Daniel Neuhann & Harold Cole, 2014, "Debt Crises: For Whom the Bell Tolls," 2014 Meeting Papers, Society for Economic Dynamics, number 1245.
• Weithing Zhang & Thomas Mertens & Tarek Hassan, 2014, "Currency Manipulation," 2014 Meeting Papers, Society for Economic Dynamics, number 401.
• Xavier Gabaix & Matteo Maggiori, 2014, "International Liquidity and Exchange Rate Dynamics," 2014 Meeting Papers, Society for Economic Dynamics, number 74.
• Horacio Sapriza & Emircan Yurdagul & Juan Sanchez, 2014, "Sovereign default and the choice of maturity," 2014 Meeting Papers, Society for Economic Dynamics, number 799.
• S. Anoop Kumar & Bandi Kamaiah, 2014, "Efficient Market Hypothesis: Some Evidences from Emerging European Forex Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 52, pages 27-44, June.
• Bilal Mehmood & Anam Shafique & Rabia Rafaqat, 2014, "Is Solow’s Paradox Absent in World Leading Capital Markets? Econometric Evidence," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 52, pages 45-62, June.
• S. Anoop Kumar & B. Kamaiah, 2014, "On Chaotic Nature of the Emerging European Forex Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 17, issue 53, pages 25-40, September.
• Serda Selin Ozturk & Kursad Ciftci, 2014, "A Sentiment Analysis of Twitter Content as a Predictor of Exchange Rate Movements," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 6, issue 2, pages 132-140, December.
• Samih Antoine Azar, 2014, "Martingales in Daily Foreign Exchange Rates: Evidence from Six Currencies against the Lebanese Pound," Applied Economics and Finance, Redfame publishing, volume 1, issue 1, pages 55-64, May.
• Chikashi Tsuji, 2014, "Japanese Stock Markets and the US Stock Price Index Ratios," Applied Economics and Finance, Redfame publishing, volume 1, issue 2, pages 37-47, November.
• Hyung-Suk Choi, 2014, "Long-run equilibrium relationships in the international stock market factor systems," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 32, issue 1, pages 101-119.
• Gino Cenedese & Lucio Sarno & Ilias Tsiakas, 2014, "Foreign Exchange Risk and the Predictability of Carry Trade Returns," Working Paper series, Rimini Centre for Economic Analysis, number 02_14, Feb.
• Jiahan Li & Ilias Tsiakas & Wei Wang, 2014, "Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?," Working Paper series, Rimini Centre for Economic Analysis, number 05_14, Feb.
• Masahiro Kawai & Peter J. Morgan, 2014, "Regional Financial Regulation in Asia," ADBI Working Papers, Asian Development Bank Institute, number 460, Feb.
• Yung Chul Park & Hail Park, 2014, "Stock Market Co-Movement and Exchange Rate Flexibility: Experience of the Republic of Korea," ADBI Working Papers, Asian Development Bank Institute, number 479, May.
• Charles Yuji Horioka & Takaaki Nomoto & Akiko Terada-Hagiwara, 2014, "Explaining Foreign Holdings of Asia’s Debt Securities," Working Papers on Regional Economic Integration, Asian Development Bank, number 124, Jan.
• Ruslan Durdyev & Anatoly Peresetsky, 2014, "Autocorrelation in the global stochastic trend," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 35, issue 3, pages 39-58.
• Jiyoun An & Sung-o Na, 2014, "The Determinants of Future Bank Stock Returns in Eight Asian Countries," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 3, pages 253-276, DOI: 10.11644/KIEP.JEAI.2014.18.3.282.
• Daehwan Kim & Chi-Young Song, 2014, "Country Fundamentals and Currency Excess Returns," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 2, pages 111-142, DOI: 10.11644/KIEP.JEAI.2014.18.2.277.
• Raisul Islam, 2014, "A Comparison of the Long Term Interdependence of Southeast Asian Equity Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 2, pages 187-212, DOI: 10.11644/KIEP.JEAI.2014.18.2.280.
• Young Wook Han, 2014, "Effects of Financial Crises on the Long Memory Volatility Dependency of Foreign Exchange Rates: the Asian Crisis vs. the Global Crisis," East Asian Economic Review, Korea Institute for International Economic Policy, volume 18, issue 1, pages 3-27, DOI: 10.11644/KIEP.JEAI.2014.18.1.273.
• Edoardo Reviglio & Franco Bassanini, 2014, "National States Sovereignty, Democracy and Global Financial Markets: The European Issue - Sovranità nazionale, democrazia e finanza globale: la questione europea," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 1, pages 79-109.
• Sakiru Adebola Solarin & Jauhari Dahalan, 2014, "Financial Development and Economic Growth in Selected African Countries: Any Role for Stock Markets? - Sviluppo finanziario e crescita economica in una selezione di paesi africani: quale ruolo per i m," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 67, issue 1, pages 151-179.
• Peter Hwang & Romora Edward Sitorus, 2014, "A Study of Financial Integration and Optimal Diversification Strategy in ASEAN Equity Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 29, pages 496-519.
• Peter Hwang & Romora Edward Sitorus, 2014, "A Study of Financial Integration and Optimal Diversification Strategy in ASEAN Equity Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 29, pages 496-519.
• Roland Füss & Urich Hommel & Jan-Carl Plagge, 2014, "Valuation effects of termination of cross-listings," Journal of Financial Perspectives, EY Global FS Institute, volume 2, issue 1, pages 177-193.
• Suzana Baresa & Sinisa Bogdan & Zoran Ivanovic, 2014, "Interdependence Of International Capital Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 5, issue 1, pages 25-39.
• Dinica, Mihai Cristian & Armeanu, Daniel, 2014, "The Optimal Hedging Ratio for Non-Ferrous Metals," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 105-122, March.
• Anghelache, Gabriela Victoria & Kralik, Lorand Istvan & Acatrinei, Marius & Pete, Stefan, 2014, "Influence of the EU Accession Process and the Global Crisis on the CEE Stock Markets: A Multivariate Correlation Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 35-52, June.
• Zaman, Gheorghe & Georgescu, George, 2014, "Romania’s external debt threats," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 141215, Dec.
• Massa, Massimo & Žaldokas, Alminas, 2014, "Investor base and corporate borrowing: Evidence from international bonds," Journal of International Economics, Elsevier, volume 92, issue 1, pages 95-110, DOI: 10.1016/j.jinteco.2013.11.002.
• Bardozzetti, Alfredo & Dottori, Davide, 2014, "Collective action clauses: How do they affect sovereign bond yields?," Journal of International Economics, Elsevier, volume 92, issue 2, pages 286-303, DOI: 10.1016/j.jinteco.2013.11.006.
• Catão, Luis A.V. & Milesi-Ferretti, Gian Maria, 2014, "External liabilities and crises," Journal of International Economics, Elsevier, volume 94, issue 1, pages 18-32, DOI: 10.1016/j.jinteco.2014.05.003.
• Gourinchas, Pierre-Olivier & Rey, Hélène, 2014, "External Adjustment, Global Imbalances, Valuation Effects," Handbook of International Economics, Elsevier, chapter 0, in: Gopinath, G. & Helpman, . & Rogoff, K., "Handbook of International Economics", DOI: 10.1016/B978-0-444-54314-1.00010-0.
• Lorenzoni, Guido, 2014, "International Financial Crises," Handbook of International Economics, Elsevier, chapter 0, in: Gopinath, G. & Helpman, . & Rogoff, K., "Handbook of International Economics", DOI: 10.1016/B978-0-444-54314-1.00012-4.
• 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.