Research classified by Journal of Economic Literature (JEL) codes

2013

• Dimitriou, Dimitrios & Kenourgios, Dimitris, 2013, "Financial crises and dynamic linkages among international currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 319-332, DOI: 10.1016/j.intfin.2013.07.008.
• Galagedera, Don U.A., 2013, "A new perspective of equity market performance," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 333-357, DOI: 10.1016/j.intfin.2013.07.003.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013, "Liquidity measurement in frontier markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 1-12, DOI: 10.1016/j.intfin.2013.07.011.
• Philippas, Dionisis & Siriopoulos, Costas, 2013, "Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 161-176, DOI: 10.1016/j.intfin.2013.09.008.
• Phuong Pham, Thu & Joakim Westerholm, P., 2013, "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 202-223, DOI: 10.1016/j.intfin.2013.09.006.
• Awartani, Basel & Maghyereh, Aktham I. & Shiab, Mohammad Al, 2013, "Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 224-242, DOI: 10.1016/j.intfin.2013.08.002.
• Andreou, Elena & Matsi, Maria & Savvides, Andreas, 2013, "Stock and foreign exchange market linkages in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 248-268, DOI: 10.1016/j.intfin.2013.09.003.
• Otchere, Isaac & Owusu-Antwi, George & Mohsni, Sana, 2013, "Why are stock exchange IPOs so underpriced and yet outperform in the long run?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 76-98, DOI: 10.1016/j.intfin.2013.06.007.
• Christensen, Hans B. & Hail, Luzi & Leuz, Christian, 2013, "Mandatory IFRS reporting and changes in enforcement," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 147-177, DOI: 10.1016/j.jacceco.2013.10.007.
• Barth, Mary E. & Israeli, Doron, 2013, "Disentangling mandatory IFRS reporting and changes in enforcement," Journal of Accounting and Economics, Elsevier, volume 56, issue 2, pages 178-188, DOI: 10.1016/j.jacceco.2013.11.002.
• Neely, Christopher J. & Weller, Paul A., 2013, "Lessons from the evolution of foreign exchange trading strategies," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3783-3798, DOI: 10.1016/j.jbankfin.2013.05.029.
• De Col, Alvise & Gnoatto, Alessandro & Grasselli, Martino, 2013, "Smiles all around: FX joint calibration in a multi-Heston model," Journal of Banking & Finance, Elsevier, volume 37, issue 10, pages 3799-3818, DOI: 10.1016/j.jbankfin.2013.05.031.
• Uhrig-Homburg, Marliese, 2013, "Sovereign credit spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4217-4225, DOI: 10.1016/j.jbankfin.2013.07.002.
• Trapp, Monika & Wewel, Claudio, 2013, "Transatlantic systemic risk," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4241-4255, DOI: 10.1016/j.jbankfin.2013.07.024.
• Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2013, "Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4449-4464, DOI: 10.1016/j.jbankfin.2012.12.018.
• Chang, Ya-Kai & Chen, Yu-Lun & Chou, Robin K. & Gau, Yin-Feng, 2013, "The effectiveness of position limits: Evidence from the foreign exchange futures markets," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4501-4509, DOI: 10.1016/j.jbankfin.2013.02.033.
• Gagnon, Marie-Hélène & Gimet, Céline, 2013, "The impacts of standard monetary and budgetary policies on liquidity and financial markets: International evidence from the credit freeze crisis," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4599-4614, DOI: 10.1016/j.jbankfin.2013.04.003.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2013, "Granger-causality in peripheral EMU public debt markets: A dynamic approach," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4627-4649, DOI: 10.1016/j.jbankfin.2013.05.002.
• Georgoutsos, Dimitris A. & Migiakis, Petros M., 2013, "Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4650-4664, DOI: 10.1016/j.jbankfin.2013.07.025.
• Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013, "A spatial analysis of international stock market linkages," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4738-4754, DOI: 10.1016/j.jbankfin.2013.08.015.
• Mierau, Jochen O. & Mink, Mark, 2013, "Are stock market crises contagious? The role of crisis definitions," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 4765-4776, DOI: 10.1016/j.jbankfin.2013.08.025.
• Maltritz, Dominik & Molchanov, Alexander, 2013, "Analyzing determinants of bond yield spreads with Bayesian Model Averaging," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5275-5284, DOI: 10.1016/j.jbankfin.2013.07.007.
• Valenzuela, Marcela & Zer, Ilknur, 2013, "Competition, signaling and non-walking through the book: Effects on order choice," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5421-5435, DOI: 10.1016/j.jbankfin.2013.04.014.
• Corò, Filippo & Dufour, Alfonso & Varotto, Simone, 2013, "Credit and liquidity components of corporate CDS spreads," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5511-5525, DOI: 10.1016/j.jbankfin.2013.07.010.
• Boubaker, Heni & Sghaier, Nadia, 2013, "Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 361-377, DOI: 10.1016/j.jbankfin.2012.09.006.
• Berger, Tino & Pozzi, Lorenzo, 2013, "Measuring time-varying financial market integration: An unobserved components approach," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 463-473, DOI: 10.1016/j.jbankfin.2012.09.015.
• Williams, Gwion & Alsakka, Rasha & ap Gwilym, Owain, 2013, "The impact of sovereign rating actions on bank ratings in emerging markets," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 563-577, DOI: 10.1016/j.jbankfin.2012.09.021.
• Chen, Zhian & Du, Jinmin & Li, Donghui & Ouyang, Rui, 2013, "Does foreign institutional ownership increase return volatility? Evidence from China," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 660-669, DOI: 10.1016/j.jbankfin.2012.10.006.
• Huang, Ying & Elkinawy, Susan & Jain, Pankaj K., 2013, "Investor protection and cash holdings: Evidence from US cross-listing," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 937-951, DOI: 10.1016/j.jbankfin.2012.10.021.
• Levy, Ariel & Lieberman, Offer, 2013, "Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1412-1421, DOI: 10.1016/j.jbankfin.2012.03.024.
• Tong, Wilson H.S. & Zhang, Shaojun & Zhu, Yanjian, 2013, "Trading on inside information: Evidence from the share-structure reform in China," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1422-1436, DOI: 10.1016/j.jbankfin.2012.09.024.
• Cetorelli, Nicola & Peristiani, Stavros, 2013, "Prestigious stock exchanges: A network analysis of international financial centers," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1543-1551, DOI: 10.1016/j.jbankfin.2012.06.011.
• Kehrle, Kerstin & Peter, Franziska J., 2013, "Who moves first? An intensity-based measure for information flows across stock exchanges," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1629-1642, DOI: 10.1016/j.jbankfin.2012.12.011.
• Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao, 2013, "A revisit to the dependence structure between the stock and foreign exchange markets: A dependence-switching copula approach," Journal of Banking & Finance, Elsevier, volume 37, issue 5, pages 1706-1719, DOI: 10.1016/j.jbankfin.2013.01.001.
• Eichler, Stefan & Maltritz, Dominik, 2013, "The term structure of sovereign default risk in EMU member countries and its determinants," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1810-1816, DOI: 10.1016/j.jbankfin.2012.02.002.
• Rodríguez-Moreno, María & Peña, Juan Ignacio, 2013, "Systemic risk measures: The simpler the better?," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1817-1831, DOI: 10.1016/j.jbankfin.2012.07.010.
• Straetmans, Stefan & Candelon, Bertrand, 2013, "Long-term asset tail risks in developed and emerging markets," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1832-1844, DOI: 10.1016/j.jbankfin.2012.09.022.
• Fedenia, Mark & Shafer, Sherrill & Skiba, Hilla, 2013, "Information immobility, industry concentration, and institutional investors’ performance," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 2140-2159, DOI: 10.1016/j.jbankfin.2013.01.034.
• Rösch, Christoph G. & Kaserer, Christoph, 2013, "Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2284-2302, DOI: 10.1016/j.jbankfin.2013.01.009.
• Alles, Lakshman & Murray, Louis, 2013, "Rewards for downside risk in Asian markets," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2501-2509, DOI: 10.1016/j.jbankfin.2013.02.006.
• Asako, Kazumi & Liu, Zhentao, 2013, "A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China," Journal of Banking & Finance, Elsevier, volume 37, issue 7, pages 2639-2651, DOI: 10.1016/j.jbankfin.2013.02.015.
• Franck, Alexander & Kerl, Alexander, 2013, "Analyst forecasts and European mutual fund trading," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2677-2692, DOI: 10.1016/j.jbankfin.2013.04.008.
• Ülkü, Numan & Weber, Enzo, 2013, "Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2733-2749, DOI: 10.1016/j.jbankfin.2013.03.021.
• Ding, Liang & Ma, Jun, 2013, "Portfolio reallocation and exchange rate dynamics," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3100-3124, DOI: 10.1016/j.jbankfin.2013.02.035.
• Annaert, Jan & De Ceuster, Marc & Verstegen, Kurt, 2013, "Are extreme returns priced in the stock market? European evidence," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3401-3411, DOI: 10.1016/j.jbankfin.2013.05.015.
• Kuo, Jing-Ming & Philip, Dennis & Zhang, Qingjing, 2013, "What drives the disappearing dividends phenomenon?," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3499-3514, DOI: 10.1016/j.jbankfin.2013.05.003.
• Gębka, Bartosz & Karoglou, Michail, 2013, "Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3639-3653, DOI: 10.1016/j.jbankfin.2013.04.035.
• Harvey, Rachel, 2013, "The legal construction of the global foreign exchange market," Journal of Comparative Economics, Elsevier, volume 41, issue 2, pages 343-354, DOI: 10.1016/j.jce.2013.03.006.
• Gelpern, Anna & Gulati, Mitu, 2013, "The wonder-clause," Journal of Comparative Economics, Elsevier, volume 41, issue 2, pages 367-385, DOI: 10.1016/j.jce.2013.03.009.
• Giofré, Maela, 2013, "Investor protection rights and foreign investment," Journal of Comparative Economics, Elsevier, volume 41, issue 2, pages 506-526, DOI: 10.1016/j.jce.2012.07.002.
• Wang, Yudong & Wu, Chongfeng & Yang, Li, 2013, "Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries," Journal of Comparative Economics, Elsevier, volume 41, issue 4, pages 1220-1239, DOI: 10.1016/j.jce.2012.12.004.
• Alsakka, Rasha & ap Gwilym, Owain, 2013, "Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers," Journal of Economic Behavior & Organization, Elsevier, volume 85, issue C, pages 144-162, DOI: 10.1016/j.jebo.2011.12.007.
• Kodongo, Odongo & Ojah, Kalu, 2013, "Real exchange rates, trade balance and capital flows in Africa," Journal of Economics and Business, Elsevier, volume 66, issue C, pages 22-46, DOI: 10.1016/j.jeconbus.2012.12.002.
• de Araújo, André da Silva & Garcia, Maria Teresa Medeiros, 2013, "Risk contagion in the north-western and southern European stock markets," Journal of Economics and Business, Elsevier, volume 69, issue C, pages 1-34, DOI: 10.1016/j.jeconbus.2013.04.005.
• Dicle, Mehmet F. & Levendis, John, 2013, "Comment on Johnson and Soenen (2004): The US stock market and the international value of the US dollar," Journal of Economics and Business, Elsevier, volume 69, issue C, pages 101-108, DOI: 10.1016/j.jeconbus.2013.04.004.
• Oxelheim, Lars & Randøy, Trond, 2013, "Globalization of monitoring practices: The case of American influences on the dismissal risk of European CEOs," Journal of Economics and Business, Elsevier, volume 70, issue C, pages 3-15, DOI: 10.1016/j.jeconbus.2013.02.002.
• Barber, Brad M. & De George, Emmanuel T. & Lehavy, Reuven & Trueman, Brett, 2013, "The earnings announcement premium around the globe," Journal of Financial Economics, Elsevier, volume 108, issue 1, pages 118-138, DOI: 10.1016/j.jfineco.2012.10.006.
• Watanabe, Akiko & Xu, Yan & Yao, Tong & Yu, Tong, 2013, "The asset growth effect: Insights from international equity markets," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 529-563, DOI: 10.1016/j.jfineco.2012.12.002.
• Frehen, Rik G.P. & Goetzmann, William N. & Geert Rouwenhorst, K., 2013, "New evidence on the first financial bubble," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 585-607, DOI: 10.1016/j.jfineco.2012.12.008.
• Banegas, Ayelen & Gillen, Ben & Timmermann, Allan & Wermers, Russ, 2013, "The cross section of conditional mutual fund performance in European stock markets," Journal of Financial Economics, Elsevier, volume 108, issue 3, pages 699-726, DOI: 10.1016/j.jfineco.2013.01.008.
• Jain, Archana & Jain, Pankaj K. & McInish, Thomas H. & McKenzie, Michael, 2013, "Worldwide reach of short selling regulations," Journal of Financial Economics, Elsevier, volume 109, issue 1, pages 177-197, DOI: 10.1016/j.jfineco.2013.02.012.
• Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian T. & Siegel, Stephan, 2013, "The European Union, the Euro, and equity market integration," Journal of Financial Economics, Elsevier, volume 109, issue 3, pages 583-603, DOI: 10.1016/j.jfineco.2013.03.008.
• Du, Du, 2013, "General equilibrium pricing of currency and currency options," Journal of Financial Economics, Elsevier, volume 110, issue 3, pages 730-751, DOI: 10.1016/j.jfineco.2013.08.006.
• Christiansen, Charlotte, 2013, "Predicting severe simultaneous recessions using yield spreads as leading indicators," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 1032-1043, DOI: 10.1016/j.jimonfin.2012.08.005.
• Chang, Sanders S., 2013, "Can cross-country portfolio rebalancing give rise to forward bias in FX markets?," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 1079-1096, DOI: 10.1016/j.jimonfin.2012.09.002.
• Zhao, Yanping & de Haan, Jakob & Scholtens, Bert & Yang, Haizhen, 2013, "The relationship between the Renminbi future spot return and the forward discount rate," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 156-168, DOI: 10.1016/j.jimonfin.2012.04.003.
• Pieterse-Bloem, Mary & Mahieu, Ronald J., 2013, "Factor decomposition and diversification in European corporate bond markets," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 194-213, DOI: 10.1016/j.jimonfin.2012.04.005.
• De Santis, Roberto A. & Favero, Carlo A. & Roffia, Barbara, 2013, "Euro area money demand and international portfolio allocation: A contribution to assessing risks to price stability," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 377-404, DOI: 10.1016/j.jimonfin.2012.04.012.
• Coudert, Virginie & Mignon, Valérie, 2013, "The “forward premium puzzle” and the sovereign default risk," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 491-511, DOI: 10.1016/j.jimonfin.2012.05.025.
• Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao, 2013, "How smooth is price discovery? Evidence from cross-listed stock trading," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 668-699, DOI: 10.1016/j.jimonfin.2012.06.005.
• Kadow, Alexander & Cerrato, Mario & MacDonald, Ronald & Straetmans, Stefan, 2013, "Does the euro dominate Central and Eastern European money markets?," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 700-718, DOI: 10.1016/j.jimonfin.2012.06.004.
• Kleimeier, Stefanie & Sander, Harald & Heuchemer, Sylvia, 2013, "Financial crises and cross-border banking: New evidence," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 884-915, DOI: 10.1016/j.jimonfin.2012.07.007.
• Fatum, Rasmus & Pedersen, Jesper & Sørensen, Peter Norman, 2013, "The intraday effects of central bank intervention on exchange rate spreads," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 103-117, DOI: 10.1016/j.jimonfin.2012.10.006.
• Kim, Bong-Han & Kim, Hyeongwoo & Min, Hong-Ghi, 2013, "Reassessing the link between the Japanese yen and emerging Asian currencies," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 306-326, DOI: 10.1016/j.jimonfin.2012.11.021.
• Mink, Mark & de Haan, Jakob, 2013, "Contagion during the Greek sovereign debt crisis," Journal of International Money and Finance, Elsevier, volume 34, issue C, pages 102-113, DOI: 10.1016/j.jimonfin.2012.11.006.
• De Grauwe, Paul & Ji, Yuemei, 2013, "Self-fulfilling crises in the Eurozone: An empirical test," Journal of International Money and Finance, Elsevier, volume 34, issue C, pages 15-36, DOI: 10.1016/j.jimonfin.2012.11.003.
• Beirne, John & Fratzscher, Marcel, 2013, "The pricing of sovereign risk and contagion during the European sovereign debt crisis," Journal of International Money and Finance, Elsevier, volume 34, issue C, pages 60-82, DOI: 10.1016/j.jimonfin.2012.11.004.
• Beetsma, Roel & Giuliodori, Massimo & de Jong, Frank & Widijanto, Daniel, 2013, "Spread the news: The impact of news on the European sovereign bond markets during the crisis," Journal of International Money and Finance, Elsevier, volume 34, issue C, pages 83-101, DOI: 10.1016/j.jimonfin.2012.11.005.
• Vermeulen, Robert, 2013, "International diversification during the financial crisis: A blessing for equity investors?," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 104-123, DOI: 10.1016/j.jimonfin.2013.01.003.
• Arce, Oscar & Mayordomo, Sergio & Peña, Juan Ignacio, 2013, "Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 124-145, DOI: 10.1016/j.jimonfin.2013.01.006.
• Lovcha, Yuliya & Perez-Laborda, Alejandro, 2013, "Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 20-35, DOI: 10.1016/j.jimonfin.2013.01.002.
• Straetmans, Stefan T.M. & Versteeg, Roald J. & Wolff, Christian C.P., 2013, "Are capital controls in the foreign exchange market effective?," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 36-53, DOI: 10.1016/j.jimonfin.2013.01.005.
• Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E., 2013, "On returns differentials," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 1-25, DOI: 10.1016/j.jimonfin.2013.02.002.
• Hamberg, Mattias & Mavruk, Taylan & Sjögren, Stefan, 2013, "Investment allocation decisions, home bias and the mandatory IFRS adoption," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 107-130, DOI: 10.1016/j.jimonfin.2013.04.001.
• Doukas, John A. & Zhang, Hao, 2013, "The performance of NDF carry trades," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 172-190, DOI: 10.1016/j.jimonfin.2013.04.003.
• He, Wen & Li, Donghui & Shen, Jianfeng & Zhang, Bohui, 2013, "Large foreign ownership and stock price informativeness around the world," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 211-230, DOI: 10.1016/j.jimonfin.2013.04.002.
• Connor, Gregory & Suurlaht, Anita, 2013, "Dynamic stock market covariances in the Eurozone," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 353-370, DOI: 10.1016/j.jimonfin.2013.06.008.
• ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2013, "Dynamic expectation formation in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 75-97, DOI: 10.1016/j.jimonfin.2013.06.001.
• King, Michael R. & Osler, Carol L. & Rime, Dagfinn, 2013, "The market microstructure approach to foreign exchange: Looking back and looking forward," Journal of International Money and Finance, Elsevier, volume 38, issue C, pages 95-119, DOI: 10.1016/j.jimonfin.2013.05.004.
• Aizenman, Joshua & Pasricha, Gurnain Kaur, 2013, "Why do emerging markets liberalize capital outflow controls? Fiscal versus net capital flow concerns," Journal of International Money and Finance, Elsevier, volume 39, issue C, pages 28-64, DOI: 10.1016/j.jimonfin.2013.06.018.
• Ma, Guonan & McCauley, Robert N., 2013, "Is China or India more financially open?," Journal of International Money and Finance, Elsevier, volume 39, issue C, pages 6-27, DOI: 10.1016/j.jimonfin.2013.06.017.
• Jotikasthira, Chotibhak & Lundblad, Christian & Ramadorai, Tarun, 2013, "How do foreign investors impact domestic economic activity? Evidence from India and China," Journal of International Money and Finance, Elsevier, volume 39, issue C, pages 89-110, DOI: 10.1016/j.jimonfin.2013.06.020.
• Lee, Hyun-Hoon & Park, Cyn-Young & Byun, Hyung-suk, 2013, "Do contagion effects exist in capital flow volatility?," Journal of the Japanese and International Economies, Elsevier, volume 30, issue C, pages 76-95, DOI: 10.1016/j.jjie.2013.10.002.
• Rosa, Carlo, 2013, "Market efficiency broadcasted live: ECB code words and euro exchange rates," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 167-178, DOI: 10.1016/j.jmacro.2013.07.008.
• Janus, Thorsten & Riera-Crichton, Daniel, 2013, "International gross capital flows: New uses of balance of payments data and application to financial crises," Journal of Policy Modeling, Elsevier, volume 35, issue 1, pages 16-28, DOI: 10.1016/j.jpolmod.2012.09.003.
• Hooy, Chee-Wooi & Lim, Kian-Ping, 2013, "Is market integration associated with informational efficiency of stock markets?," Journal of Policy Modeling, Elsevier, volume 35, issue 1, pages 29-44, DOI: 10.1016/j.jpolmod.2012.09.002.
• Kim, Bong-Han & Kim, Seewon, 2013, "Transmission of the global financial crisis to Korea," Journal of Policy Modeling, Elsevier, volume 35, issue 2, pages 339-353, DOI: 10.1016/j.jpolmod.2012.01.005.
• Gleich, Benedikt & Achzet, Benjamin & Mayer, Herbert & Rathgeber, Andreas, 2013, "An empirical approach to determine specific weights of driving factors for the price of commodities—A contribution to the measurement of the economic scarcity of minerals and metals," Resources Policy, Elsevier, volume 38, issue 3, pages 350-362, DOI: 10.1016/j.resourpol.2013.03.011.
• Bengui, Julien & Mendoza, Enrique G. & Quadrini, Vincenzo, 2013, "Capital mobility and international sharing of cyclical risk," Journal of Monetary Economics, Elsevier, volume 60, issue 1, pages 42-62, DOI: 10.1016/j.jmoneco.2012.10.001.
• Ang, Andrew & Longstaff, Francis A., 2013, "Systemic sovereign credit risk: Lessons from the U.S. and Europe," Journal of Monetary Economics, Elsevier, volume 60, issue 5, pages 493-510, DOI: 10.1016/j.jmoneco.2013.04.009.
• Costa, Bruce A. & Crawford, Anthony & Jakob, Keith, 2013, "Does culture influence IPO underpricing?," Journal of Multinational Financial Management, Elsevier, volume 23, issue 1, pages 113-123, DOI: 10.1016/j.mulfin.2012.12.001.
• Koulakiotis, Athanasios & Kartalis, Nikos & Lyroudi, Katerina & Papasyriopoulos, Nicholas, 2013, "The impact of corporate governance, regulatory differences and futures contracts on movements among portfolios of cross-listed equities: The case of Germany," Journal of Multinational Financial Management, Elsevier, volume 23, issue 1, pages 34-53, DOI: 10.1016/j.mulfin.2012.10.003.
• Cosset, Jean-Claude & Meknassi, Siham, 2013, "Does cross-listing in the US foster mergers and acquisitions and increase target shareholder wealth?," Journal of Multinational Financial Management, Elsevier, volume 23, issue 1, pages 54-73, DOI: 10.1016/j.mulfin.2012.11.001.
• Charest, Guy & Cosset, Jean-Claude & Marhfor, Ahmed & M’Zali, Bouchra, 2013, "US cross-listing and corporate disclosure policy," Journal of Multinational Financial Management, Elsevier, volume 23, issue 1, pages 97-112, DOI: 10.1016/j.mulfin.2012.11.002.
• Ding, Rong & Hou, Wenxuan & Kuo, Jing-Ming & Lee, Edward, 2013, "Fund ownership and stock price informativeness of Chinese listed firms," Journal of Multinational Financial Management, Elsevier, volume 23, issue 3, pages 166-185, DOI: 10.1016/j.mulfin.2013.03.003.
• Dang, Li & Yang, J. Jimmy, 2013, "The choice between rights and underwritten equity offerings: Evidence from Chinese stock markets," Journal of Multinational Financial Management, Elsevier, volume 23, issue 3, pages 235-253, DOI: 10.1016/j.mulfin.2013.03.006.
• Chien, Cheng-Yi & Lee, Hsiu-Chuan & Tai, Shih-Wen & Liao, Tzu-Hsiang, 2013, "Information, hedging demand, and institutional investors: Evidence from the Taiwan Futures Exchange," Journal of Multinational Financial Management, Elsevier, volume 23, issue 5, pages 394-414, DOI: 10.1016/j.mulfin.2013.08.001.
• Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk, 2013, "Do monetary policy announcements affect stock prices in emerging market countries? The case of Thailand," Journal of Multinational Financial Management, Elsevier, volume 23, issue 5, pages 446-469, DOI: 10.1016/j.mulfin.2013.10.001.
• Ligon, James A. & Liu, Hao-Chen, 2013, "The relation of trade size and price contribution in a traditional foreign exchange brokered market," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1024-1045, DOI: 10.1016/j.pacfin.2012.08.002.
• Doukas, John A. & Wang, Liu, 2013, "Information asymmetry, price discovery, and the Chinese B-share discount puzzle," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1116-1135, DOI: 10.1016/j.pacfin.2012.08.004.
• Wang, Ming-Chieh, 2013, "Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1160-1174, DOI: 10.1016/j.pacfin.2012.05.001.
• Nguyen, Nhut H. & Lo, Ka Hei, 2013, "Asset returns and liquidity effects: Evidence from a developed but small market," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1175-1190, DOI: 10.1016/j.pacfin.2012.05.002.
• Wang, Jianxin, 2013, "Liquidity commonality among Asian equity markets," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 1209-1231, DOI: 10.1016/j.pacfin.2012.06.003.
• Durand, Robert B. & Koh, SzeKee & Tan, Paul LiJian, 2013, "The price of sin in the Pacific-Basin," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 899-913, DOI: 10.1016/j.pacfin.2012.06.005.
• Park, Keehwan & Ahn, Chang Mo & Kim, Dohyeon & Kim, Saekwon, 2013, "An empirical study of credit spreads in an emerging market: The case of Korea," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 952-966, DOI: 10.1016/j.pacfin.2012.07.005.
• Gu, Li & McNelis, Paul D., 2013, "Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market," Pacific-Basin Finance Journal, Elsevier, volume 22, issue C, pages 37-49, DOI: 10.1016/j.pacfin.2012.09.002.
• Cho, Jaemin & Lee, Jaeho, 2013, "The venture capital certification role in R&D: Evidence from IPO underpricing in Korea," Pacific-Basin Finance Journal, Elsevier, volume 23, issue C, pages 83-108, DOI: 10.1016/j.pacfin.2013.01.005.
• Hou, Yang & Li, Steven, 2013, "Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 109-131, DOI: 10.1016/j.pacfin.2013.04.001.
• Zhao, Yan & Cheng, Lee-Young & Chang, Chong-Chuo & Ni, Cih-Ying, 2013, "Short sales, margin purchases and bid–ask spreads," Pacific-Basin Finance Journal, Elsevier, volume 24, issue C, pages 199-220, DOI: 10.1016/j.pacfin.2013.05.001.
• Opie, Wei & Zhang, Hong Feng, 2013, "Investor heterogeneity and the cross-sectional stock returns in China," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 1-20, DOI: 10.1016/j.pacfin.2013.08.005.
• Duong, Huu Nhan & Kalev, Petko S., 2013, "Anonymity and order submissions," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 101-118, DOI: 10.1016/j.pacfin.2013.07.005.
• Tseng, Yun-lan & Hu, Shing-yang, 2013, "Tax reform and the identity of marginal traders around ex-dividend days," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 181-199, DOI: 10.1016/j.pacfin.2013.08.009.
• Fung, Hung-Gay & Tse, Yiuman & Zhao, Lin, 2013, "Are stock markets in Asia related to carry trade?," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 200-216, DOI: 10.1016/j.pacfin.2013.08.010.
• Hood, Matthew & Kamesaka, Akiko & Nofsinger, John & Tamura, Teruyuki, 2013, "Investor response to a natural disaster: Evidence from Japan's 2011 earthquake," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 240-252, DOI: 10.1016/j.pacfin.2013.09.006.
• Garner, Jacqueline L. & Kim, Won Yong, 2013, "Are foreign investors really beneficial? Evidence from South Korea," Pacific-Basin Finance Journal, Elsevier, volume 25, issue C, pages 62-84, DOI: 10.1016/j.pacfin.2013.08.003.
• Weber, Enzo, 2013, "Simultaneous stochastic volatility transmission across American equity markets," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 1, pages 53-60, DOI: 10.1016/j.qref.2012.11.001.
• Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2013, "Risk and return in the Tehran stock exchange," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 3, pages 238-256, DOI: 10.1016/j.qref.2013.05.005.
• Singh, Manohar & Nejadmalayeri, Ali & Lucey, Brian, 2013, "Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies," The Quarterly Review of Economics and Finance, Elsevier, volume 53, issue 4, pages 476-485, DOI: 10.1016/j.qref.2013.05.002.
• Krause, Timothy & Tse, Yiuman, 2013, "Volatility and return spillovers in Canadian and U.S. industry ETFs," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 244-259, DOI: 10.1016/j.iref.2012.07.009.
• Chen, Chun-nan, 2013, "The predictability of opening returns for the returns of the trading day: Evidence from Taiwan futures market," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 272-281, DOI: 10.1016/j.iref.2012.07.012.
• Erdogan, Oral & Tata, Kenan & Karahasan, B. Can & Sengoz, M. Hakan, 2013, "Dynamics of the co-movement between stock and maritime markets," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 282-290, DOI: 10.1016/j.iref.2012.07.007.
• Cueto, Diego C., 2013, "Substitutability and complementarity of corporate governance mechanisms in Latin America," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 310-325, DOI: 10.1016/j.iref.2012.07.008.
• Hueng, C. James & Yau, Ruey, 2013, "Country-specific idiosyncratic risk and global equity index returns," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 326-337, DOI: 10.1016/j.iref.2012.07.014.
• Yu, Hao & Nartea, Gilbert V. & Gan, Christopher & Yao, Lee J., 2013, "Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 356-371, DOI: 10.1016/j.iref.2012.07.016.
• Lin, Emily & Lee, Cheng-Few & Wang, Kehluh, 2013, "Futures mispricing, order imbalance, and short-selling constraints," International Review of Economics & Finance, Elsevier, volume 25, issue C, pages 408-423, DOI: 10.1016/j.iref.2012.08.001.
• de Blas, Beatriz & Russ, Katheryn Niles, 2013, "All banks great, small, and global: Loan pricing and foreign competition," International Review of Economics & Finance, Elsevier, volume 26, issue C, pages 4-24, DOI: 10.1016/j.iref.2012.08.005.
• Lee, Byung-Joo, 2013, "Uncovered interest parity puzzle: Asymmetric responses," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 238-249, DOI: 10.1016/j.iref.2012.10.004.
• Ke, Mei-Chu & Huang, Yen-Sheng & Liao, Tung Liang & Wang, Ming-Hui, 2013, "The impact of transparency on market quality for the Taiwan Stock Exchange," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 330-344, DOI: 10.1016/j.iref.2012.10.008.
• Naifar, Nader & Al Dohaiman, Mohammed Saleh, 2013, "Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 416-431, DOI: 10.1016/j.iref.2013.01.001.
• He, Yan & Wang, Junbo & Wu, Chunchi, 2013, "Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 465-481, DOI: 10.1016/j.iref.2013.01.002.
• Kalteier, Eva-Maria & Posch, Peter N., 2013, "Sovereign asset values and implications for the credit market," Review of Financial Economics, Elsevier, volume 22, issue 2, pages 53-60, DOI: 10.1016/j.rfe.2013.02.001.
• Nitschka, Thomas, 2013, "The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization," Review of Financial Economics, Elsevier, volume 22, issue 3, pages 118-124, DOI: 10.1016/j.rfe.2013.04.003.
• Walkshäusl, Christian, 2013, "The high returns to low volatility stocks are actually a premium on high quality firms," Review of Financial Economics, Elsevier, volume 22, issue 4, pages 180-186, DOI: 10.1016/j.rfe.2013.06.001.
• Baur, Dirk G., 2013, "The autumn effect of gold," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 1-11, DOI: 10.1016/j.ribaf.2012.05.001.
• Lagoarde-Segot, Thomas, 2013, "Does stock market development always improve firm-level financing? Evidence from Tunisia," Research in International Business and Finance, Elsevier, volume 27, issue 1, pages 183-208, DOI: 10.1016/j.ribaf.2011.10.003.
• Samson, Lucie, 2013, "Asset prices and exchange risk: Empirical evidence from Canada," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 35-44, DOI: 10.1016/j.ribaf.2012.09.006.
• Degiannakis, Stavros & Floros, Christos, 2013, "Modeling CAC40 volatility using ultra-high frequency data," Research in International Business and Finance, Elsevier, volume 28, issue C, pages 68-81, DOI: 10.1016/j.ribaf.2012.09.001.
• Loh, Lixia, 2013, "Co-movement of Asia-Pacific with European and US stock market returns: A cross-time-frequency analysis," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 1-13, DOI: 10.1016/j.ribaf.2013.01.001.
• Farooq, Omar, 2013, "Who was informative? Performance of foreign and local analysts’ stock recommendations during the Asian financial crisis," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 61-76, DOI: 10.1016/j.ribaf.2013.03.001.
• Demirer, Riza, 2013, "Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets," Research in International Business and Finance, Elsevier, volume 29, issue C, pages 77-98, DOI: 10.1016/j.ribaf.2013.04.001.
• Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2013, "Global House Price Fluctuations: Synchronization and Determinants," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-07, Feb.
• Joshua C.C. Chan & Cody Yu-Ling Hsiao & Renée A. Fry-McKibbin, 2013, "A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-15, Mar.
• Renée Fry-McKibbin & Vance Martin & Chrismin Tang, 2013, "Financial Contagion and Asset Pricing," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-61, Sep.
• Dubravko Radoševic, 2013, "Financijalizacija periferije Europske unije, kapitalne kontrole i platna bilanca," Ekonomija Economics, Rifin d.o.o., volume 20, issue 1, pages 131-152.
• Hesam Aldin SHAHRIVAR & Nwin Anefo Fru ASABA, 2013, "Assessment of the Impact of Trade Partner’s Cross-Country Sovereign Rating on the Financial Market of Selected Emerging Market Economies," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 2, pages 137-150.
• Mueller, Philippe & Stathopoulos, Andreas & Vedolin, Andrea, 2013, "International correlation risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43087, Jan.
• Joao Sousa Andrade & António Portugal Duarte & Adelaide Duarte, 2013, "Testing for Nonlinear Adjustment in the Portuguese Target Zone: Is there a Honeymoon Effect?," EcoMod2013, EcoMod, number 5305, Jun.
• Espinosa, Christian & Gorigoitía, Juan & Maquieira, Carlos, 2013, "Comportamiento no lineal en series de productos primarios," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 317, pages 143-168, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Alonso, Miguel A. & Rallo, Juan Ramón & Romero, Alberto, 2013, "El efecto de los impuestos a las transacciones financieras en la estabilidad de los mercados de capital. Un debate sin resolver," El Trimestre Económico, Fondo de Cultura Económica, volume 80, issue 317, pages 207-231, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v80i.
• Mondher bellalah & SYED ALAMDAR ALI & Omar Masood, 2013, "Sensitivity Analysis of Domestic Credit to Private Sector in Pakistan: A Variable Replacement Approach Application with Con-integration," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2013-17.
• Zhenmin Fang & Xin Jiang, 2013, "Effects of differences of opinions and short‐sale constraints on the dual listed Chinese shares," China Finance Review International, Emerald Group Publishing Limited, volume 3, issue 1, pages 61-89, January, DOI: 10.1108/20441391311290785.
• Mark Schaub, 2013, "Latin American ADR performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 9, issue 1, pages 4-12, February, DOI: 10.1108/17439131311298485.
• Madhuri Malhotra & M. Thenmozhi & G. Arun Kumar, 2013, "Evidence on changes in time varying volatility around bonus and rights issue announcements," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 8, issue 2, pages 129-143, April, DOI: 10.1108/17468801311307000.
• Diego Valiante, 2013, "Setting an institutional and regulatory framework for trading platforms," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 21, issue 1, pages 69-83, February, DOI: 10.1108/13581981311297830.
• Heeho Kim, 2013, "Uncertainty and risk premium puzzle," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 1, pages 62-79, January, DOI: 10.1007/s12197-010-9170-7.
• Chiao-Yi Chang, 2013, "Daily momentum profits with firm characteristics and investors’ optimism in the Taiwan market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 253-273, April, DOI: 10.1007/s12197-011-9182-y.
• Yaseen Alhaj-Yaseen, 2013, "Cross-listing in the home market after going public in the U.S," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 274-292, April, DOI: 10.1007/s12197-011-9183-x.
• Valeria Martinez & Yiuman Tse & Jullavut Kittiakarasakun, 2013, "Volatility, trade size, and order imbalance in China and Japan exchange traded funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 293-307, April, DOI: 10.1007/s12197-011-9184-9.
• Mohsen Bahmani-Oskooee & Shady Kholdy & Ahmad Sohrabian, 2013, "Do MNCs spur financial markets in corrupt host countries?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 2, pages 308-317, April, DOI: 10.1007/s12197-011-9199-2.
• Małgorzata Doman & Ryszard Doman, 2013, "Dynamic linkages between stock markets: the effects of crises and globalization," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 12, issue 2, pages 87-112, August, DOI: 10.1007/s10258-013-0091-1.
• Peter Hostak & Thomas Lys & Yong George Yang & Emre Carr, 2013, "An examination of the impact of the Sarbanes–Oxley Act on the attractiveness of U.S. capital markets for foreign firms," Review of Accounting Studies, Springer, volume 18, issue 2, pages 522-559, June, DOI: 10.1007/s11142-013-9222-2.
• Pau Castells & Francesc Trillas, 2013, "The effects of surprise political events on quoted firms: the March 2004 election in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 4, issue 1, pages 83-112, March, DOI: 10.1007/s13209-011-0080-5.
• Mouna Abbes, 2013, "Does Overconfidence Bias Explain Volatility During the Global Financial Crisis?," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 3, pages 291-312, February, DOI: 10.1007/s11300-012-0234-6.
• Edward Sandoyan & Gagik Grigoryan, 2013, "Regulatory Problems of Commercial Banks in the Context of the European Sovereign Crisis," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 3, pages 339-346, February, DOI: 10.1007/s11300-012-0254-2.
• Saeed Armin & Saifuzzaman Ibrahim & W. Azman-Saini, 2013, "The Impact of European Monetary Union on Finance-Growth Nexus," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 3, pages 347-356, February, DOI: 10.1007/s11300-012-0249-z.
• Rubens Pauluzzo & Enrico Geretto, 2013, "Stock Exchange Markets in Hong Kong: Structure and Main Problems," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 1, pages 33-48, April, DOI: 10.1007/s11300-013-0268-4.
• Lu Yang & Shigeyuki Hamori, 2013, "EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 2, pages 179-189, October, DOI: 10.1007/s11300-013-0276-4.
• Stephan Paul & Thomas Paul, 2013, "Eindämmung von Finanzmarktkrisen durch erhöhte Regulierungsintensität? Ein Update," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 6, pages 384-389, June, DOI: 10.1007/s10273-013-1538-9.
• Raphael A. Auer, 2013, "What Drives Target2 Balances? Evidence From a Panel Analysis," Working Papers, Swiss National Bank, Study Center Gerzensee, number 13.03, Mar.
• Brian M. Lucey & Charles Larkin & Fergal A. O'Connor, 2013, "London or New York: where and when does the gold price originate?," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 8, pages 813-817, May, DOI: 10.1080/13504851.2012.748175.
• N. Antonakakis & J. Darby, 2013, "Forecasting volatility in developing countries' nominal exchange returns," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 21, pages 1675-1691, November, DOI: 10.1080/09603107.2013.844323.
• Thomas Nitschka, 2013, "Momentum in stock market returns: implications for risk premia on foreign currencies," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 7, pages 551-560, April, DOI: 10.1080/09603107.2012.732686.
• Vadym Volosovych, 2013, "Risk sharing from international factor income: explaining cross-country differences," Applied Economics, Taylor & Francis Journals, volume 45, issue 11, pages 1435-1459, April, DOI: 10.1080/00036846.2011.617703.
• C. Hopp & A. Dreher, 2013, "Do differences in institutional and legal environments explain cross-country variations in IPO underpricing?," Applied Economics, Taylor & Francis Journals, volume 45, issue 4, pages 435-454, February, DOI: 10.1080/00036846.2011.605760.
• Gilbert Cette & Marielle de Jong, 2013, "Breakeven inflation rates and their puzzling correlation relationships," Applied Economics, Taylor & Francis Journals, volume 45, issue 18, pages 2579-2585, June, DOI: 10.1080/00036846.2012.671924.
• Bernd Hayo & Matthias Neuenkirch, 2013, "Does the currency board matter? US news and Argentine financial market reaction," Applied Economics, Taylor & Francis Journals, volume 45, issue 28, pages 4034-4040, October, DOI: 10.1080/00036846.2012.748177.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2013, "Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non-linear dependencies in stock returns," Journal of Applied Statistics, Taylor & Francis Journals, volume 40, issue 11, pages 2480-2494, November, DOI: 10.1080/02664763.2013.818624.
• Dimitrios Dimitriou & Theodore Simos, 2013, "International portfolio diversification: an ICAPM approach with currency risk," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 6, issue 2, pages 177-189, September, DOI: 10.1080/17520843.2012.736400.
• Romain Cuchet & Pascal François & Georges Hübner, 2013, "Currency total return swaps: valuation and risk factor analysis," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 7, pages 1135-1148, February, DOI: 10.1080/14697688.2013.775475.
• Mustafa Okur & Emrah Cevik, 2013, "Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 26, issue 3, pages 99-116, January, DOI: 10.1080/1331677X.2013.11517624.
• Claude B. Erb & Campbell R. Harvey, 2013, "The Golden Dilemma," Financial Analysts Journal, Taylor & Francis Journals, volume 69, issue 4, pages 10-42, July, DOI: 10.2469/faj.v69.n4.1.
• Ratti, Ronald A & Vespignani, Joaquin L., 2013, "Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17096, Jan, revised 09 Jan 2013.