Research classified by Journal of Economic Literature (JEL) codes

2013

• Ding Du & Pin Ng & Xiaobing Zhao, 2013, "Measuring currency exposure with quantile regression," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 549-566, October, DOI: 10.1007/s11156-012-0322-z.
• Erik Canton & Isabel Grilo & Josefa Monteagudo & Peter Zwan, 2013, "Perceived credit constraints in the European Union," Small Business Economics, Springer, volume 41, issue 3, pages 701-715, October, DOI: 10.1007/s11187-012-9451-y.
• J. Ford & D. Kelsey & W. Pang, 2013, "Information and ambiguity: herd and contrarian behaviour in financial markets," Theory and Decision, Springer, volume 75, issue 1, pages 1-15, July, DOI: 10.1007/s11238-012-9334-3.
• Ion Gr. Ionescu, 2013, "Management of Financial and Banking Risk," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 2, pages 102-106, June.
• Raul Sorin Fantana, 2013, "Intellectual Monopoly in Public Auction," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 2, pages 149-152, June.
• Banu Simmons-Sueer, 2013, "Forecasting High-Yield Bond Spreads Using the Loan Market as Leading Indicator," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 13-328, Jan, DOI: 10.3929/ethz-a-007611520.
• Chia-Lin Chang & David E Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics:An Overview," KIER Working Papers, Kyoto University, Institute of Economic Research, number 842, Jan.
• Saurabh Ghosh & Stefan Reitz, 2013, "Capital Flows, Financial Asset Prices and Real Financial Market Exchange Rate: A Case Study for an Emerging Market, India," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 158-171.
• Lu Yang & Shigeyuki Hamori, 2013, "Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 278-290.
• Udaibir S. Das & Yinqiu Lu & Michael G. Papaioannou & Iva Petrova, 2013, "Sovereign Risk and Asset and Liability Management—Conceptual Issues," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 330-355.
• Hassan B. Ghassan & Hassan R. Alhajhoj & Mohammed Kbiri Alaoui, 2013, "The impacts of International Financial Crisis on Saudi Arabia Economy: Evidence from Asymmetric SVAR modelling," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 390-406.
• Khaled Guesmi & Duc Khuong Nguyen & Frédéric Teulon, 2013, "Further evidence on the determinants of regional stock market integration in Latin America," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 10, issue 3, pages 397-413, December.
• Cruces, Juan J. & Trebesch, Christoph, 2013, "Sovereign defaults: The price of haircuts," Munich Reprints in Economics, University of Munich, Department of Economics, number 20036.
• Böninghausen, Benjamin & Zabel, Michael, 2013, "Credit Ratings and Cross-Border Bond Market Spillovers," Discussion Papers in Economics, University of Munich, Department of Economics, number 21075, Sep.
• Nipun Agarwal, 2013, "Risk weighted alpha index – analysis of the ASX50 index Patterns in Neighboring Areas," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 1-14, December.
• Ching-Mei Chu, 2013, "Investigating smooth breaks in real exchange rates," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 20-28, December.
• Ruchika Gahlota, 2013, "Capturing volatility and its spillover in South Asian countries," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 1, issue 1, pages 46-60, December.
• Erica Perego & Wessel N. Vermeulen, 2013, "Macroeconomic determinants of European stock and government bond relations: a tale of two regions," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-08.
• Maltritz Dominik, 2013, "A Structural Approach to Estimate Short-Term and Long-Term Country Default Risk from Market Data: The Case of Argentina 2000/2001," Review of Economics, De Gruyter, volume 64, issue 1, pages 29-50, April, DOI: 10.1515/roe-2013-0103.
• Thomas Flavin & Thomas O'Connor, 2013, "The effects of ownership structure on corporate financing decisions: Evidence from stock market liberalization," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n235-13.pdf.
• Francis Breedon & Angelo Ranaldo, 2013, "Intraday Patterns in FX Returns and Order Flow," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 5, pages 953-965, August.
• Nathan Foley-Fisher & Bernardo Guimaraes, 2013, "U.S. Real Interest Rates and Default Risk in Emerging Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 5, pages 967-975, August.
• Mohammad R. Jahan-Parvar & Xuan Liu & Philip Rothman, 2013, "Equity Returns and Business Cycles in Small Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 6, pages 1117-1146, September.
• Ibrahim Turhan & Erk Hacihasanoglu & Ugur Soytas, 2013, "Oil Prices and Emerging Market Exchange Rates," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 49, issue S1, pages 21-36, January.
• M.Fatih Oztek & Nadir Ocal, 2013, "Financial Crises, Financialization of Commodity Markets and Correlation of Agricultural Commodity Index with Precious Metal Index and S&P500," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1302, Feb, revised Feb 2013.
• Hasan Cömert & Selman Çolak, 2013, "Gelişmekte Olan Ülkelerdeki Kriz Sırası ve Sonrasındaki Trendleri Açıklamakta "Güvenli Liman Faktörü" ve Finansal Şokların Boyutunun Önemi: Türkiye Örneği," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1309, Jul, revised Jul 2013.
• Anand B. Gulati & James W. Kolari & Johan Knif, 2013, "Exchange Rate Shocks and Firm Competitiveness in a Small, Export-Oriented Economy: The Case of Finland," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 1-2, pages 1-47, March - J.
• Dimitris Kenourgios & Dimitrios Dimitriou & Apostolos Christopoulos, 2013, "Asset Markets Contagion During the Global Financial Crisis," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 1-2, pages 49-76, March - J.
• Thomas Chiang & Lin Tan & Jiandong Li & Edward Nelling, 2013, "Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 3-4, pages 165-200, September.
• Wenjuan Xie, 2013, "Do Investors See Through Accounting Profitability and Recognize Efficiency? Evidence from Chinese Listed Companies," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 3-4, pages 243-293, September.
• Piotr Gurgul & Robert Syrek, 2013, "Testing of Dependencies between Stock Returns and Trading Volume by High Frequency Data," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 11, issue 4 (Winter, pages 353-373.
• Silvia Marchesi & Valeria Prato, 2013, "The cost of defaults: the impact of haircuts on economic growth," Working Papers, University of Milano-Bicocca, Department of Economics, number 265, Dec, revised Dec 2013.
• Szilárd Erhart & Imre Ligeti & Zoltán Molnár, 2013, "Reasons for the LIBOR review and its effects on international interbank reference rate quotations," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 8, issue 1, pages 23-34, January.
• Dániel Horváth & Zsolt Kuti & Imre Ligeti, 2013, "Is the CDS spread still a reliable risk indicator? The impact of the European regulation on uncovered CDS positions on market developments in the Central and Eastern European region," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 8, issue 2, pages 31-42, May.
• Valenzuela, Patricio, 2013, "Rollover Risk and Corporate Bond Spreads," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-10.
• Elyasiani, Elyas & Mester, Loretta J. & Pagano, Michael S., 2013, "Large Capital Infusions, Investor Reactions, and the Return and Risk-Performance of Financial Institutions over the Business Cycle," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-16, May.
• Fischer, Ronald & Valenzuela, Patricio, 2013, "Financial Openness, Market Structure and Private Credit: An Empirical Investigation," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 13-26.
• Moatemri Ouarda & Abdelfatteh El Bouri & Olivero Bernard, 2013, "Herding Behavior under Markets Condition: Empirical Evidence on the European Financial Markets," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 1, pages 214-228.
• Mohammad R. Safarzadeh & Fatemeh Ibrahimi Nazarian & Ana Kristel C. Molina, 2013, "Efficiency of Currency Asset Classes," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 544-558.
• Samih Antoine Azar & Loucine Basmajian, 2013, "Oil Prices and the Kuwaiti and the Saudi Stock Markets:The Contrast," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 2, pages 294-304.
• Chang-Yi Hsu & Jean Yu & Shiow-Ying Wen, 2013, "The Analysts' Forecast of IPO Firms during the Global Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 673-682.
• Kamal A. El-Wassal, 2013, "The Development of Stock Markets: In Search of a Theory," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 3, pages 606-624.
• Najeb M.H. Masoud, 2013, "The Impact of Stock Market Performance upon Economic Growth," International Journal of Economics and Financial Issues, Econjournals, volume 3, issue 4, pages 788-798.
• Andre Assis de Salles, 2013, "An Investigation of Some Hedging Strategies for Crude Oil Market," International Journal of Energy Economics and Policy, Econjournals, volume 3, issue 1, pages 51-59.
• Ronald Fischer & Patricio Valenzuela, 2013, "Financial Openness, Market Structure and Private Credit: An Empirical Investigation," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 297.
• Patricio Valenzuela, 2013, "Rollover risk and corporate bond spreads," Documentos de Trabajo, Centro de Economía Aplicada, Universidad de Chile, number 300.
• Nathan Foley-Fisher & Eoin McLaughlin, 2013, "Irish Land Bonds: 1891-1938," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 239, Dec.
• McLaughlin, Eoin & Foley-Fisher, Nathan, 2013, "Irish Land Bonds: 1891-1938," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-109.
• Gajewski, Jean-François & Quéré, Bertrand ¨P., 2013, "A Comparison of the Effects of Earnings Disclosures on Information Asymmetry: Evidence from France and the U.S," The International Journal of Accounting, Elsevier, volume 48, issue 1, pages 1-25, DOI: 10.1016/j.intacc.2013.01.004.
• Chiu, Tzu-Ting & Lee, Yen-Jung, 2013, "Foreign Private Issuers' Application of IFRS Around the Elimination of the 20-F Reconciliation Requirement," The International Journal of Accounting, Elsevier, volume 48, issue 1, pages 54-83, DOI: 10.1016/j.intacc.2013.01.006.
• Bhattacharyay, Biswa Nath, 2013, "Determinants of bond market development in Asia," Journal of Asian Economics, Elsevier, volume 24, issue C, pages 124-137, DOI: 10.1016/j.asieco.2012.11.002.
• Taha, Roshaiza & Colombage, Sisira R.N. & Maslyuk, Svetlana & Nanthakumar, Loganathan, 2013, "Does financial system activity affect tax revenue in Malaysia? Bounds testing and causality approach," Journal of Asian Economics, Elsevier, volume 24, issue C, pages 147-157, DOI: 10.1016/j.asieco.2012.11.001.
• Cheung, Adrian (Wai Kong) & Roca, Eduardo, 2013, "The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context," Journal of Asian Economics, Elsevier, volume 24, issue C, pages 51-65, DOI: 10.1016/j.asieco.2012.08.002.
• Gu, Lulu & Reed, W. Robert, 2013, "Information asymmetry, market segmentation, and cross-listing: Implications for event study methodology," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 28-40, DOI: 10.1016/j.asieco.2013.04.009.
• Bentes, Sonia R. & Menezes, Rui, 2013, "On the predictability of realized volatility using feasible GLS," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 58-66, DOI: 10.1016/j.asieco.2013.08.002.
• Krishnan, R. & Mishra, Vinod, 2013, "Intraday liquidity patterns in Indian stock market," Journal of Asian Economics, Elsevier, volume 28, issue C, pages 99-114, DOI: 10.1016/j.asieco.2013.05.005.
• Eyssell, Thomas & Fung, Hung-Gay & Zhang, Gaiyan, 2013, "Determinants and price discovery of China sovereign credit default swaps," China Economic Review, Elsevier, volume 24, issue C, pages 1-15, DOI: 10.1016/j.chieco.2012.09.003.
• Lin, Hui Ling & Pukthuanthong, Kuntara & Walker, Thomas John, 2013, "An international look at the lawsuit avoidance hypothesis of IPO underpricing," Journal of Corporate Finance, Elsevier, volume 19, issue C, pages 56-77, DOI: 10.1016/j.jcorpfin.2012.10.003.
• Xiao, Gang, 2013, "Legal shareholder protection and corporate R&D investment," Journal of Corporate Finance, Elsevier, volume 23, issue C, pages 240-266, DOI: 10.1016/j.jcorpfin.2013.08.009.
• Demir, Firat, 2013, "Growth under exchange rate volatility: Does access to foreign or domestic equity markets matter?," Journal of Development Economics, Elsevier, volume 100, issue 1, pages 74-88, DOI: 10.1016/j.jdeveco.2012.08.001.
• Dick, Christian D. & Menkhoff, Lukas, 2013, "Exchange rate expectations of chartists and fundamentalists," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 7, pages 1362-1383, DOI: 10.1016/j.jedc.2013.03.006.
• Ahmed, Abdullahi D., 2013, "Effects of financial liberalization on financial market development and economic performance of the SSA region: An empirical assessment," Economic Modelling, Elsevier, volume 30, issue C, pages 261-273, DOI: 10.1016/j.econmod.2012.09.019.
• Narayan, Paresh Kumar & Narayan, Seema & Mishra, Sagarika, 2013, "Has the structural break slowed down growth rates of stock markets?," Economic Modelling, Elsevier, volume 30, issue C, pages 595-601, DOI: 10.1016/j.econmod.2012.10.001.
• Chatziantoniou, Ioannis & Duffy, David & Filis, George, 2013, "Stock market response to monetary and fiscal policy shocks: Multi-country evidence," Economic Modelling, Elsevier, volume 30, issue C, pages 754-769, DOI: 10.1016/j.econmod.2012.10.005.
• Gatfaoui, Hayette, 2013, "Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets," Economic Modelling, Elsevier, volume 30, issue C, pages 776-791, DOI: 10.1016/j.econmod.2012.09.043.
• Qiu, Junfeng & Zhang, Yongli, 2013, "Convertible bonds with resettable conversion prices," Economic Modelling, Elsevier, volume 31, issue C, pages 198-205, DOI: 10.1016/j.econmod.2012.11.058.
• Akarim, Yasemin Deniz & Sevim, Serafettin, 2013, "The impact of mean reversion model on portfolio investment strategies: Empirical evidence from emerging markets," Economic Modelling, Elsevier, volume 31, issue C, pages 453-459, DOI: 10.1016/j.econmod.2012.11.028.
• El Hedi Arouri, Mohamed & Rault, Christophe & Sova, Anamaria & Sova, Robert & Teulon, Frédéric, 2013, "Market structure and the cost of capital," Economic Modelling, Elsevier, volume 31, issue C, pages 664-671, DOI: 10.1016/j.econmod.2013.01.004.
• Lemelin, André & Robichaud, Véronique & Decaluwé, Bernard, 2013, "Endogenous current account balances in a world CGE model with international financial assets," Economic Modelling, Elsevier, volume 32, issue C, pages 146-160, DOI: 10.1016/j.econmod.2013.01.046.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2013, "A wavelet decomposition approach to crude oil price and exchange rate dependence," Economic Modelling, Elsevier, volume 32, issue C, pages 42-57, DOI: 10.1016/j.econmod.2012.12.028.
• Ahmad, Wasim & Sehgal, Sanjay & Bhanumurthy, N.R., 2013, "Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?," Economic Modelling, Elsevier, volume 33, issue C, pages 209-225, DOI: 10.1016/j.econmod.2013.04.009.
• Gjika, Dritan & Horváth, Roman, 2013, "Stock market comovements in Central Europe: Evidence from the asymmetric DCC model," Economic Modelling, Elsevier, volume 33, issue C, pages 55-64, DOI: 10.1016/j.econmod.2013.03.015.
• Qiao, Zhuo & Wong, Wing-Keung & Fung, Joseph K.W., 2013, "Stochastic dominance relationships between stock and stock index futures markets: International evidence," Economic Modelling, Elsevier, volume 33, issue C, pages 552-559, DOI: 10.1016/j.econmod.2013.04.049.
• de Mendonça, Helder Ferreira & Galvão, Délio José Cordeiro & Loures, Renato Falci Villela, 2013, "Credit and bank opaqueness: How to avoid financial crises?," Economic Modelling, Elsevier, volume 33, issue C, pages 605-612, DOI: 10.1016/j.econmod.2013.05.001.
• Girardin, Eric & Joyeux, Roselyne, 2013, "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Economic Modelling, Elsevier, volume 34, issue C, pages 59-68, DOI: 10.1016/j.econmod.2012.12.001.
• de Truchis, Gilles, 2013, "Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue," Economic Modelling, Elsevier, volume 34, issue C, pages 98-105, DOI: 10.1016/j.econmod.2012.12.011.
• Dias, José G. & Ramos, Sofia B., 2013, "A core–periphery framework in stock markets of the euro zone," Economic Modelling, Elsevier, volume 35, issue C, pages 320-329, DOI: 10.1016/j.econmod.2013.07.013.
• Hwang, Eugene & Min, Hong-Ghi & Kim, Bong-Han & Kim, Hyeongwoo, 2013, "Determinants of stock market comovements among US and emerging economies during the US financial crisis," Economic Modelling, Elsevier, volume 35, issue C, pages 338-348, DOI: 10.1016/j.econmod.2013.07.021.
• Dmitriev, Alexandre & Roberts, Ivan, 2013, "The cost of adjustment: On comovement between the trade balance and the terms of trade," Economic Modelling, Elsevier, volume 35, issue C, pages 689-700, DOI: 10.1016/j.econmod.2013.08.027.
• Melvin, Michael & Prins, John & Shand, Duncan, 2013, "Forecasting Exchange Rates: an Investor Perspective," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00013-0.
• Beckmann, Joscha, 2013, "Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 176-190, DOI: 10.1016/j.najef.2012.07.005.
• Benbouzid, Nadia & Mallick, Sushanta, 2013, "Determinants of bank credit default swap spreads: The role of the housing sector," The North American Journal of Economics and Finance, Elsevier, volume 24, issue C, pages 243-259, DOI: 10.1016/j.najef.2012.10.004.
• Hammoudeh, Shawkat & McAleer, Michael, 2013, "Risk management and financial derivatives: An overview," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 109-115, DOI: 10.1016/j.najef.2012.06.014.
• Gonzalez-Perez, Maria T. & Guerrero, David E., 2013, "Day-of-the-week effect on the VIX. A parsimonious representation," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 243-260, DOI: 10.1016/j.najef.2012.06.003.
• Ulibarri, Carlos A., 2013, "Multivariate GARCH analysis of Fannie Mae, Freddie Mac, and American International Group: Did the short-selling ban reduce systemic return-risk?," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 60-69, DOI: 10.1016/j.najef.2013.01.003.
• Lahrech, Abdelmounaim & Sylwester, Kevin, 2013, "The impact of NAFTA on North American stock market linkages," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 94-108, DOI: 10.1016/j.najef.2013.04.001.
• Lee, Chien-Chiang & Chen, Mei-Ping & Chang, Chi-Hung, 2013, "Dynamic relationships between industry returns and stock market returns," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 119-144, DOI: 10.1016/j.najef.2013.08.002.
• Lee, Hsiu-Chuan & Chang, Shu-Lien, 2013, "Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 197-216, DOI: 10.1016/j.najef.2013.10.001.
• Chia-Lin Chang & Allen, David & McAleer, Michael, 2013, "Recent developments in financial economics and econometrics: An overview," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 217-226, DOI: 10.1016/j.najef.2013.02.001.
• Chang, Chia-Lin & Della Chang, Jui-Chuan & Huang, Yi-Wei, 2013, "Dynamic price integration in the global gold market," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 227-235, DOI: 10.1016/j.najef.2013.02.002.
• Lee, Chien-Chiang & Huang, Wei-Ling & Yin, Chun-Hao, 2013, "The dynamic interactions among the stock, bond and insurance markets," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 28-52, DOI: 10.1016/j.najef.2013.04.003.
• Pelizzon, Loriana & Sartore, Domenico, 2013, "Deciphering the Libor and Euribor Spreads during the subprime crisis," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 565-585, DOI: 10.1016/j.najef.2013.02.022.
• Wang, Alan T. & Yang, Sheng-Yung & Yang, Nien-Tzu, 2013, "Information transmission between sovereign debt CDS and other financial factors – The case of Latin America," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 586-601, DOI: 10.1016/j.najef.2013.02.023.
• Wang, Xue & Yao, Lee J. & Fang, Victor, 2013, "Stock prices and the location of trade: Evidence from China-backed ADRs," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 677-688, DOI: 10.1016/j.najef.2013.05.002.
• Zhang, Bing & Li, Xindan & Yu, Honghai, 2013, "Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 725-738, DOI: 10.1016/j.najef.2013.05.003.
• Śmiech, Sławomir & Papież, Monika, 2013, "Fossil fuel prices, exchange rate, and stock market: A dynamic causality analysis on the European market," Economics Letters, Elsevier, volume 118, issue 1, pages 199-202, DOI: 10.1016/j.econlet.2012.10.010.
• Louis, Philippe & Van Laere, Elisabeth & Baesens, Bart, 2013, "Understanding and predicting bank rating transitions using optimal survival analysis models," Economics Letters, Elsevier, volume 119, issue 3, pages 280-283, DOI: 10.1016/j.econlet.2013.02.033.
• Ahrend, Rudiger & Goujard, Antoine, 2013, "Foreign bank presence: Helping or hurting when financial contagion strikes?," Economics Letters, Elsevier, volume 120, issue 2, pages 314-317, DOI: 10.1016/j.econlet.2013.04.044.
• Fischer, Ronald & Valenzuela, Patricio, 2013, "Financial openness, market structure and private credit: An empirical investigation," Economics Letters, Elsevier, volume 121, issue 3, pages 478-481, DOI: 10.1016/j.econlet.2013.10.009.
• Hellström, Jörgen & Liu, Yuna & Sjögren, Tomas, 2013, "Stock exchange mergers and return co-movement: A flexible dynamic component correlations model," Economics Letters, Elsevier, volume 121, issue 3, pages 511-515, DOI: 10.1016/j.econlet.2013.10.001.
• Ogata, Hiroaki, 2013, "Estimation for multivariate stable distributions with generalized empirical likelihood," Journal of Econometrics, Elsevier, volume 172, issue 2, pages 248-254, DOI: 10.1016/j.jeconom.2012.08.017.
• Horvath, Roman & Petrovski, Dragan, 2013, "International stock market integration: Central and South Eastern Europe compared," Economic Systems, Elsevier, volume 37, issue 1, pages 81-91, DOI: 10.1016/j.ecosys.2012.07.004.
• Lo Prete, Anna, 2013, "Sharing risk within and across countries: the role of labor market institutions," Economic Systems, Elsevier, volume 37, issue 3, pages 449-461, DOI: 10.1016/j.ecosys.2013.02.002.
• Galstyan, Vahagn & Lane, Philip R., 2013, "Bilateral portfolio dynamics during the global financial crisis," European Economic Review, Elsevier, volume 57, issue C, pages 63-74, DOI: 10.1016/j.euroecorev.2012.10.002.
• Spronk, Richard & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2013, "Carry trade and foreign exchange rate puzzles," European Economic Review, Elsevier, volume 60, issue C, pages 17-31, DOI: 10.1016/j.euroecorev.2013.01.007.
• Kinnunen, Jyri, 2013, "Dynamic return predictability in the Russian stock market," Emerging Markets Review, Elsevier, volume 15, issue C, pages 107-121, DOI: 10.1016/j.ememar.2012.12.001.
• Chen, Jiandong & Cumming, Douglas & Hou, Wenxuan & Lee, Edward, 2013, "Executive integrity, audit opinion, and fraud in Chinese listed firms," Emerging Markets Review, Elsevier, volume 15, issue C, pages 72-91, DOI: 10.1016/j.ememar.2012.12.003.
• Imisiker, Serkan & Tas, Bedri Kamil Onur, 2013, "Which firms are more prone to stock market manipulation?," Emerging Markets Review, Elsevier, volume 16, issue C, pages 119-130, DOI: 10.1016/j.ememar.2013.04.003.
• Blitz, David & Pang, Juan & van Vliet, Pim, 2013, "The volatility effect in emerging markets," Emerging Markets Review, Elsevier, volume 16, issue C, pages 31-45, DOI: 10.1016/j.ememar.2013.02.004.
• Cakici, Nusret & Fabozzi, Frank J. & Tan, Sinan, 2013, "Size, value, and momentum in emerging market stock returns," Emerging Markets Review, Elsevier, volume 16, issue C, pages 46-65, DOI: 10.1016/j.ememar.2013.03.001.
• Lau, Chi Keung Marco & Demir, Ender & Bilgin, Mehmet Huseyin, 2013, "Experience-based corporate corruption and stock market volatility: Evidence from emerging markets," Emerging Markets Review, Elsevier, volume 17, issue C, pages 1-13, DOI: 10.1016/j.ememar.2013.07.002.
• Pungulescu, Crina, 2013, "Measuring financial market integration in the European Union: EU15 vs. New Member States," Emerging Markets Review, Elsevier, volume 17, issue C, pages 106-124, DOI: 10.1016/j.ememar.2013.08.006.
• Ağca, Şenay & De Nicolò, Gianni & Detragiache, Enrica, 2013, "Banking sector reforms and corporate leverage in emerging markets," Emerging Markets Review, Elsevier, volume 17, issue C, pages 125-149, DOI: 10.1016/j.ememar.2013.08.003.
• Garay, Urbi & González, Maximiliano & Guzmán, Alexander & Trujillo, María Andrea, 2013, "Internet-based corporate disclosure and market value: Evidence from Latin America," Emerging Markets Review, Elsevier, volume 17, issue C, pages 150-168, DOI: 10.1016/j.ememar.2013.09.002.
• Jaramillo, Laura & Weber, Anke, 2013, "Bond yields in emerging economies: It matters what state you are in," Emerging Markets Review, Elsevier, volume 17, issue C, pages 169-185, DOI: 10.1016/j.ememar.2013.09.003.
• Ben Rejeb, Aymen & Boughrara, Adel, 2013, "Financial liberalization and stock markets efficiency: New evidence from emerging economies," Emerging Markets Review, Elsevier, volume 17, issue C, pages 186-208, DOI: 10.1016/j.ememar.2013.09.001.
• Riedel, Christoph & Thuraisamy, Kannan S. & Wagner, Niklas, 2013, "Credit cycle dependent spread determinants in emerging sovereign debt markets," Emerging Markets Review, Elsevier, volume 17, issue C, pages 209-223, DOI: 10.1016/j.ememar.2013.03.002.
• Broto, Carmen, 2013, "The effectiveness of forex interventions in four Latin American countries," Emerging Markets Review, Elsevier, volume 17, issue C, pages 224-240, DOI: 10.1016/j.ememar.2013.03.003.
• Piljak, Vanja, 2013, "Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets," Emerging Markets Review, Elsevier, volume 17, issue C, pages 29-43, DOI: 10.1016/j.ememar.2013.08.001.
• Huang, Biqing & Wald, John & Martell, Rodolfo, 2013, "Financial market liberalization and the pricing of idiosyncratic risk," Emerging Markets Review, Elsevier, volume 17, issue C, pages 44-59, DOI: 10.1016/j.ememar.2013.08.005.
• Martinez, Lisana B. & Terceño, Antonio & Teruel, Mercedes, 2013, "Sovereign bond spreads determinants in Latin American countries: Before and during the XXI financial crisis," Emerging Markets Review, Elsevier, volume 17, issue C, pages 60-75, DOI: 10.1016/j.ememar.2013.08.004.
• Jeong, Jinho, 2013, "Determinants of dividend smoothing in emerging market: The case of Korea," Emerging Markets Review, Elsevier, volume 17, issue C, pages 76-88, DOI: 10.1016/j.ememar.2013.08.007.
• Bowe, Michael & Hyde, Stuart & McFarlane, Lavern, 2013, "Duration, trading volume and the price impact of trades in an emerging futures market," Emerging Markets Review, Elsevier, volume 17, issue C, pages 89-105, DOI: 10.1016/j.ememar.2013.08.002.
• Chakravarty, Sugato & Xiang, Meifang, 2013, "The international evidence on discouraged small businesses," Journal of Empirical Finance, Elsevier, volume 20, issue C, pages 63-82, DOI: 10.1016/j.jempfin.2012.09.001.
• Zinna, Gabriele, 2013, "Sovereign default risk premia: Evidence from the default swap market," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 15-35, DOI: 10.1016/j.jempfin.2012.12.006.
• Kohonen, Anssi, 2013, "On detection of volatility spillovers in overlapping stock markets," Journal of Empirical Finance, Elsevier, volume 22, issue C, pages 140-158, DOI: 10.1016/j.jempfin.2013.04.005.
• Ammann, Manuel & Buesser, Ralf, 2013, "Variance risk premiums in foreign exchange markets," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 16-32, DOI: 10.1016/j.jempfin.2013.04.006.
• Korczak, Adriana & Korczak, Piotr, 2013, "The development of emerging stock markets and the demand for cross-listing," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 63-77, DOI: 10.1016/j.jempfin.2013.08.002.
• Mollick, André Varella & Assefa, Tibebe Abebe, 2013, "U.S. stock returns and oil prices: The tale from daily data and the 2008–2009 financial crisis," Energy Economics, Elsevier, volume 36, issue C, pages 1-18, DOI: 10.1016/j.eneco.2012.11.021.
• Hache, Emmanuel & Lantz, Frédéric, 2013, "Speculative trading and oil price dynamic: A study of the WTI market," Energy Economics, Elsevier, volume 36, issue C, pages 334-340, DOI: 10.1016/j.eneco.2012.09.002.
• Conlon, Thomas & Cotter, John, 2013, "Downside risk and the energy hedger's horizon," Energy Economics, Elsevier, volume 36, issue C, pages 371-379, DOI: 10.1016/j.eneco.2012.09.012.
• Kalantzis, Fotis G. & Milonas, Nikolaos T., 2013, "Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany," Energy Economics, Elsevier, volume 36, issue C, pages 454-463, DOI: 10.1016/j.eneco.2012.09.017.
• Reboredo, Juan C., 2013, "Modeling EU allowances and oil market interdependence. Implications for portfolio management," Energy Economics, Elsevier, volume 36, issue C, pages 471-480, DOI: 10.1016/j.eneco.2012.10.004.
• Ramos, Sofia B. & Veiga, Helena, 2013, "Oil price asymmetric effects: Answering the puzzle in international stock markets," Energy Economics, Elsevier, volume 38, issue C, pages 136-145, DOI: 10.1016/j.eneco.2013.03.011.
• Asteriou, Dimitrios & Bashmakova, Yuliya, 2013, "Assessing the impact of oil returns on emerging stock markets: A panel data approach for ten Central and Eastern European Countries," Energy Economics, Elsevier, volume 38, issue C, pages 204-211, DOI: 10.1016/j.eneco.2013.02.011.
• Herrera, Rodrigo, 2013, "Energy risk management through self-exciting marked point process," Energy Economics, Elsevier, volume 38, issue C, pages 64-76, DOI: 10.1016/j.eneco.2013.03.003.
• Ratti, Ronald A. & Vespignani, Joaquin L., 2013, "Crude oil prices and liquidity, the BRIC and G3 countries," Energy Economics, Elsevier, volume 39, issue C, pages 28-38, DOI: 10.1016/j.eneco.2013.04.003.
• Byun, Suk Joon & Cho, Hangjun, 2013, "Forecasting carbon futures volatility using GARCH models with energy volatilities," Energy Economics, Elsevier, volume 40, issue C, pages 207-221, DOI: 10.1016/j.eneco.2013.06.017.
• Souček, Michael & Todorova, Neda, 2013, "Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach," Energy Economics, Elsevier, volume 40, issue C, pages 586-597, DOI: 10.1016/j.eneco.2013.08.011.
• Beckmann, Joscha & Czudaj, Robert, 2013, "Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?," Energy Economics, Elsevier, volume 40, issue C, pages 665-678, DOI: 10.1016/j.eneco.2013.08.007.
• Dagher, Leila & El Hariri, Sadika, 2013, "The impact of global oil price shocks on the Lebanese stock market," Energy, Elsevier, volume 63, issue C, pages 366-374, DOI: 10.1016/j.energy.2013.10.012.
• Fung, Hung-Gay & Tse, Yiuman & Yau, Jot & Zhao, Lin, 2013, "A leader of the world commodity futures markets in the making? The case of China's commodity futures," International Review of Financial Analysis, Elsevier, volume 27, issue C, pages 103-114, DOI: 10.1016/j.irfa.2013.01.001.
• Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013, "Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence," International Review of Financial Analysis, Elsevier, volume 27, issue C, pages 21-33, DOI: 10.1016/j.irfa.2012.06.001.
• Urquhart, Andrew & Hudson, Robert, 2013, "Efficient or adaptive markets? Evidence from major stock markets using very long run historic data," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 130-142, DOI: 10.1016/j.irfa.2013.03.005.
• Su, Chen & Brookfield, David, 2013, "An evaluation of the impact of stock market reforms on IPO under-pricing in China: The certification role of underwriters," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 20-33, DOI: 10.1016/j.irfa.2013.01.006.
• Kaeck, Andreas & Alexander, Carol, 2013, "Continuous-time VIX dynamics: On the role of stochastic volatility of volatility," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 46-56, DOI: 10.1016/j.irfa.2013.01.008.
• Kotkatvuori-Örnberg, Juha & Nikkinen, Jussi & Äijö, Janne, 2013, "Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 70-78, DOI: 10.1016/j.irfa.2013.01.009.
• Arouri, Mohamed & Teulon, Frédéric & Rault, Christophe, 2013, "Equity risk premium and regional integration," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 79-85, DOI: 10.1016/j.irfa.2013.02.009.
• Hanousek, Jan & Kopřiva, František, 2013, "Do broker/analyst conflicts matter? Detecting evidence from internet trading platforms," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 86-92, DOI: 10.1016/j.irfa.2013.02.015.
• Hearn, Bruce & Piesse, Jenifer, 2013, "Firm level governance and institutional determinants of liquidity: Evidence from Sub Saharan Africa," International Review of Financial Analysis, Elsevier, volume 28, issue C, pages 93-111, DOI: 10.1016/j.irfa.2013.02.004.
• Chelley-Steeley, Patricia L. & Tsorakidis, Nikos, 2013, "Bid-ask spread dynamics in foreign exchange markets," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 119-131, DOI: 10.1016/j.irfa.2013.02.003.
• Zhang, Zhichao & Chau, Frankie & Zhang, Wenting, 2013, "Exchange rate determination and dynamics in China: A market microstructure analysis," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 303-316, DOI: 10.1016/j.irfa.2012.08.005.
• Goyal, Abhinav & Muckley, Cal, 2013, "Cash dividends and investor protection in Asia," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 31-43, DOI: 10.1016/j.irfa.2013.03.009.
• Ülkü, Numan & Prodan, Eugeniu, 2013, "Drivers of technical trend-following rules' profitability in world stock markets," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 214-229, DOI: 10.1016/j.irfa.2013.08.005.
• Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2013, "Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach," International Review of Financial Analysis, Elsevier, volume 30, issue C, pages 46-56, DOI: 10.1016/j.irfa.2013.05.008.
• La Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei, 2013, "Law and Finance After a Decade of Research," Handbook of the Economics of Finance, Elsevier, chapter 0, in: G.M. Constantinides & M. Harris & R. M. Stulz, "Handbook of the Economics of Finance", DOI: 10.1016/B978-0-44-453594-8.00006-9.
• Huang, Alex YiHou & Cheng, Chiao-Ming, 2013, "Information risk and credit contagion," Finance Research Letters, Elsevier, volume 10, issue 3, pages 116-123, DOI: 10.1016/j.frl.2013.06.002.
• Tse, Yiuman & Wald, John K., 2013, "Insured uncovered interest parity," Finance Research Letters, Elsevier, volume 10, issue 4, pages 175-183, DOI: 10.1016/j.frl.2013.06.004.
• Kalaitzoglou, Iordanis & Ibrahim, Boulis M., 2013, "Does order flow in the European Carbon Futures Market reveal information?," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 604-635, DOI: 10.1016/j.finmar.2012.11.002.
• Minoiu, Camelia & Reyes, Javier A., 2013, "A network analysis of global banking: 1978–2010," Journal of Financial Stability, Elsevier, volume 9, issue 2, pages 168-184, DOI: 10.1016/j.jfs.2013.03.001.
• Bohl, Martin T. & Klein, Arne C. & Siklos, Pierre L., 2013, "Are short sellers positive feedback traders? Evidence from the global financial crisis," Journal of Financial Stability, Elsevier, volume 9, issue 3, pages 337-346, DOI: 10.1016/j.jfs.2012.11.004.
• Iannotta, Giuliano & Nocera, Giacomo & Resti, Andrea, 2013, "Do investors care about credit ratings? An analysis through the cycle," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 545-555, DOI: 10.1016/j.jfs.2012.11.006.
• French, Joseph J. & Naka, Atsuyuki, 2013, "Dynamic relationships among equity flows, equity returns and dividends: Behavior of U.S. investors in China and India," Global Finance Journal, Elsevier, volume 24, issue 1, pages 13-29, DOI: 10.1016/j.gfj.2013.03.005.
• Chiang, Shu-Mei & Chen, Hsin-Fu & Lin, Chi-Tai, 2013, "The spillover effects of the sub-prime mortgage crisis and optimum asset allocation in the BRICV stock markets," Global Finance Journal, Elsevier, volume 24, issue 1, pages 30-43, DOI: 10.1016/j.gfj.2013.03.001.
• Yao, Yi & Yang, Rong & Liu, Zhiyuan & Hasan, Iftekhar, 2013, "Government intervention and institutional trading strategy: Evidence from a transition country," Global Finance Journal, Elsevier, volume 24, issue 1, pages 44-68, DOI: 10.1016/j.gfj.2013.03.003.
• You, Leyuan & Lucey, Brian M. & Shu, Yan, 2013, "An empirical study of multiple direct international listings," Global Finance Journal, Elsevier, volume 24, issue 1, pages 69-84, DOI: 10.1016/j.gfj.2013.03.004.
• Apartsin, Yevgenia & Maymon, Yafit & Cohen, Yuval & Singer, Gonen, 2013, "Nationality and risk attitude: Testing differences and similarities of investors' behavior in selected financial markets," Global Finance Journal, Elsevier, volume 24, issue 2, pages 114-118, DOI: 10.1016/j.gfj.2013.07.005.
• Aktug, R. Erdem & Nayar, Nandkumar (Nandu) & Vasconcellos, Geraldo M., 2013, "Is sovereign risk related to the banking sector?," Global Finance Journal, Elsevier, volume 24, issue 3, pages 222-249, DOI: 10.1016/j.gfj.2013.10.001.
• Bacchetta, Philippe & van Wincoop, Eric, 2013, "Sudden spikes in global risk," Journal of International Economics, Elsevier, volume 89, issue 2, pages 511-521, DOI: 10.1016/j.jinteco.2012.07.006.
• Dahlquist, Magnus & Hasseltoft, Henrik, 2013, "International Bond Risk Premia," Journal of International Economics, Elsevier, volume 90, issue 1, pages 17-32, DOI: 10.1016/j.jinteco.2012.11.008.
• Akıncı, Özge, 2013, "Global financial conditions, country spreads and macroeconomic fluctuations in emerging countries," Journal of International Economics, Elsevier, volume 91, issue 2, pages 358-371, DOI: 10.1016/j.jinteco.2013.07.005.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2013, "The perils of a central bank's capital control: How substantial is the effect on firm value?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 111-135, DOI: 10.1016/j.intfin.2012.09.006.
• Hou, Ai Jun, 2013, "Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 12-32, DOI: 10.1016/j.intfin.2012.08.003.
• Thuraisamy, Kannan & Gannon, Gerard, 2013, "Modelling the sovereign linkages of key Latin American economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 222-239, DOI: 10.1016/j.intfin.2012.08.002.
• Al-Yahyaee, Khamis Hamed, 2013, "The effect of a reduction in price discreteness on ex-day stock returns in a unique environment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 283-294, DOI: 10.1016/j.intfin.2012.10.003.
• Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2013, "Investor herds and regime-switching: Evidence from Gulf Arab stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 295-321, DOI: 10.1016/j.intfin.2012.09.007.
• Ansotegui, Carmen & Bassiouny, Aliaa & Tooma, Eskandar, 2013, "The proof is in the pudding: Arbitrage is possible in limited emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 342-357, DOI: 10.1016/j.intfin.2012.11.001.
• Vithessonthi, Chaiporn & Tongurai, Jittima, 2013, "Unremunerated reserve requirements, exchange rate volatility, and firm value," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 358-378, DOI: 10.1016/j.intfin.2012.10.004.
• Gębka, Bartosz & Wohar, Mark E., 2013, "International herding: Does it differ across sectors?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 55-84, DOI: 10.1016/j.intfin.2012.09.003.
• Gupta, Kartick & Krishnamurti, Chandrasekhar & Tourani-Rad, Alireza, 2013, "Is corporate governance relevant during the financial crisis?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 23, issue C, pages 85-110, DOI: 10.1016/j.intfin.2012.10.002.
• Neupane, Suman & Thapa, Chandra, 2013, "Underwriter reputation and the underwriter–investor relationship in IPO markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 105-126, DOI: 10.1016/j.intfin.2012.11.005.
• Madura, Jeff & Susnjara, Jurica, 2013, "The appeal of private targets in international acquisitions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 198-222, DOI: 10.1016/j.intfin.2012.12.005.
• Rizova, Savina, 2013, "Trade momentum," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 258-293, DOI: 10.1016/j.intfin.2012.11.008.
• Malin, Mirela & Bornholt, Graham, 2013, "Long-term return reversal: Evidence from international market indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 1-17, DOI: 10.1016/j.intfin.2013.01.002.
• Tsagkanos, Athanasios & Siriopoulos, Costas, 2013, "A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 106-118, DOI: 10.1016/j.intfin.2013.01.008.
• Balli, Faruk & Basher, Syed Abul & Jean Louis, Rosmy, 2013, "Sectoral equity returns and portfolio diversification opportunities across the GCC region," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 33-48, DOI: 10.1016/j.intfin.2013.01.001.
• Li, Hong, 2013, "Integration versus segmentation in China's stock market: An analysis of time-varying beta risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 25, issue C, pages 88-105, DOI: 10.1016/j.intfin.2013.01.007.
• Nguyen, Nhut H. & Truong, Cameron, 2013, "The information content of stock markets around the world: A cultural explanation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 1-29, DOI: 10.1016/j.intfin.2013.03.001.
• Smales, Lee A., 2013, "Bond futures and order imbalance," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 113-132, DOI: 10.1016/j.intfin.2013.05.006.
• Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Ferreira, Mario Pedro Leite, 2013, "Institutional industry herding: Intentional or spurious?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 192-214, DOI: 10.1016/j.intfin.2013.05.008.
• Liu, Lu, 2013, "International stock market interdependence: Are developing markets the same as developed markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 226-238, DOI: 10.1016/j.intfin.2013.06.003.
• Antonakakis, Nikolaos & Vergos, Konstantinos, 2013, "Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 258-272, DOI: 10.1016/j.intfin.2013.06.004.
• Marcelo, José Luis Miralles & Quirós, José Luis Miralles & Martins, José Luís, 2013, "The role of country and industry factors during volatile times," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 273-290, DOI: 10.1016/j.intfin.2013.06.005.
• Klein, Arne C., 2013, "Time-variations in herding behavior: Evidence from a Markov switching SUR model," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 291-304, DOI: 10.1016/j.intfin.2013.06.006.