Research classified by Journal of Economic Literature (JEL) codes

2013

• Marie-Noëlle Calès & Laurent Granier & Nadège Marchand, 2013, "Competition between Clearing Houses on the European Market," Post-Print, HAL, number halshs-00878844, Aug.
• Marie-Noëlle Calès & Walid Hichri & Nadège Marchand, 2013, "The reform of European securities settlement systems: Towards an integrated financial market," Post-Print, HAL, number halshs-00958653, Jun.
• Marie-Noëlle Calès & Laurent Granier & Nadège Marchand, 2013, "Competition between Clearing Houses on the European Market," Post-Print, HAL, number halshs-00959120, Jun.
• Céline Gimet & Marie-Hélène Gagnon, 2013, "The impacts of standard monetary and budgetary policies on liquidity and financial markets: International evidence from the credit freeze crisis," Post-Print, HAL, number halshs-00976740.
• Claudiu Tiberiu Albulescu & Daniel Goyeau & Aviral Kumar Tiwaric, 2013, "Revisiting The Financial Volatility – Derivative Products Relationship On Euronext. Liffe Using A Frequency Domain Analysis," Post-Print, HAL, number halshs-01368488.
• Nicolas Coeurdacier & Hélène Rey, 2013, "Home Bias in Open Economy Financial Macroeconomics," Sciences Po Economics Publications (main), HAL, number hal-03473901, Mar, DOI: 10.1257/jel.51.1.63.
• Mohamed El Hedi Arouri & Christophe Rault & Ana Maria Sova & Robert Sova & Frédéric Teulon, 2013, "Market Structure and the Cost of Capital," Working Papers, HAL, number hal-00798048, Mar.
• Mohamed El Hedi Arouri & Christophe Rault & Frédéric Teulon, 2013, "Equity Risk Premium and Regional Integration," Working Papers, HAL, number hal-00798052, Mar.
• Anna Créti & Zied Ftiti & Khaleb Guesmi, 2013, "Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries," Working Papers, HAL, number hal-00822070, May.
• Irfan Akbar Kazi & Suzanne Salloy, 2013, "Contagion effect due to Lehman Brothers’ bankruptcy and the global financial crisis - From the perspective of the Credit Default Swaps’ G14 dealers," Working Papers, HAL, number hal-04141216.
• Yannick Le Pen & Benoît Sévi, 2013, "Futures Trading and the Excess Comovement of Commodity Prices," Working Papers, HAL, number halshs-00793724, Jan.
• Gilles de Truchis & Benjamin Keddad, 2013, "Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities," Working Papers, HAL, number halshs-00862256, Sep.
• Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad, 2013, "Shift-Volatility Transmission in East Asian Equity Markets," Working Papers, HAL, number halshs-00935364, Oct.
• Christian Leschinski, Christian & Bertram, Philip, 2013, "Contagion Dynamics in EMU Government Bond Spreads," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-515, Aug.
• Kim Oosterlinck & Loredana Ureche-Rangau & Jacques-Marie Vaslin, 2013, "Waterloo: a Godsend for French Public Finances?," Working Papers, European Historical Economics Society (EHES), number 0041, Jul.
• Oxelheim, Lars & Randoy, Trond, 2013, "Globalization of Monitoring Practices: The Case of American Influences on the Dismissal Risk of European CEOs," Working Paper Series, Research Institute of Industrial Economics, number 958, Mar.
• Kopsch, Fredrik & Song, Han-Suck & Wilhelmsson, Mats, 2013, "Determinants of mutual fund flows," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 13/13, Aug.
• Strieborny, Martin, 2013, "Suppliers, Investors, and Equity Market Liberalizations," Working Papers, Lund University, Department of Economics, number 2013:12, Apr.
• Byström, Hans, 2013, "The Impact of Currency Movements on Asset Value Correlations," Working Papers, Lund University, Department of Economics, number 2013:33, Oct.
• Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013, "A spatial analysis of international stock market linkages," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2013/3, Feb.
• Strieborny, Martin, 2013, "Suppliers, Investors, and Equity Market Liberalizations," Knut Wicksell Working Paper Series, Lund University, Knut Wicksell Centre for Financial Studies, number 2013/13, Jun.
• Dranev Yury & Fomkina Sofya, 2013, "Colog asset pricing, evidence from emerging markets," HSE Working papers, National Research University Higher School of Economics, number WP BRP 26/FE/2013.
• Yulei Luo & Jun Nie & Eric R. Young, 2013, "Robust Control, Informational Frictions, and International Consumption Correlations," Working Papers, Hong Kong Institute for Monetary Research, number 212013, Nov.
• Boulis Ibrahim & Janusz Brzeszczynski, 2013, "Interdependence of Stock Markets Before and After the Global Financial Crisis of 2007," CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University, number 1305.
• Iulian Panait, 2013, "The month-of-the-year effect on Bucharest Stock Exchange," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 1, issue 1, pages 19-26, March.
• Iulian Panait, 2013, "Statistical properties for European stock indices returns during 2007-2012," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 1, issue 2, pages 33-41, June.
• Felicia Florentina Vasile (Epure), 2013, "Making public offers in the European Union," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 1, issue 2, pages 67-76, June.
• Zunaidah Sulong & John C. Gardner & Amariah Hanum Hussin & Zuraidah Mohd Sanusi & Carl B. McGowan, Jr., 2013, "Managerial Ownership, Leverage And Audit Quality Impact On Firm Performance: Evidence From The Malaysian Ace Market," Accounting & Taxation, The Institute for Business and Finance Research, volume 5, issue 1, pages 59-70.
• Ozge Uygur & Gulser Meric & Ilhan Meric, 2013, "The Financial Characteristics Of U.S. Companies Acquired By Foreign Companies," Global Journal of Business Research, The Institute for Business and Finance Research, volume 7, issue 1, pages 1-8.
• Abdelmoneim Youssef & Giuseppe Galloppo, 2013, "The Efficiency Of Emerging Stock Markets: Evidence From Asia And Africa," Global Journal of Business Research, The Institute for Business and Finance Research, volume 7, issue 4, pages 1-17.
• Kirwins Charles & Bruce Niendorf & Kristine Beck, 2013, "Efficiency Of The Eastern Caribbean Securities Exchange," Global Journal of Business Research, The Institute for Business and Finance Research, volume 7, issue 5, pages 15-23.
• Aldrin Herwany & Erie Febrian, 2013, "Global Stock Price Linkages Around The Us Financial Crisis: Evidence From Indonesia," Global Journal of Business Research, The Institute for Business and Finance Research, volume 7, issue 5, pages 35-45.
• Halil Kiymaz, 2013, "Cross-Border Mergers and Acquisitions and Country Risk Ratings: Evidence From U.S. Financials," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 1, pages 17-29.
• Hisham Handal Abdelbaki, 2013, "Causality Relationship between Macroeconomic Variables and Stock Market Development: Evidence from Bahrain," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 1, pages 69-84.
• Hongtao Guo & Miranda S. Lam & Guojun Wu & Zhijie Xiao, 2013, "Risk Analysis Using Regression Quantiles: Evidence from International Equity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 2, pages 1-15.
• Cheng-Yi Chien, 2013, "Pre-close Transparency and Price Efficiency at Market Closing: Evidence from the Taiwan Stock Exchange," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 2, pages 17-26.
• Sanjay Sehgal & Sakshi Jain & Pr Laurence the Porteu de la Morandiere, 2013, "Long-term Prior Return Patterns in Stock Returns: Evidence from Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 2, pages 53-78.
• Paulo Alves, 2013, "The Fama French Model or the Capital Asset Pricing Model: International Evidence," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 2, pages 79-89.
• Chun-Pin Hsu, 2013, "The Influence of Foreign Portfolio Investment on Domestic Stock Returns: Evidence from Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 3, pages 1-11.
• Shahriar Hasan & Mohammad Mahbobi, 2013, "The Increasing Influence of Oil Prices on the Canadian Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 3, pages 27-39.
• Sanjay Sehgal & Namita Rajput & Florent Deisting, 2013, "Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 3, pages 57-75.
• Chun-Pin Hsu & Chun-Wen Huang & Alfred Ntoko, 2013, "Does Foreign Investment Worsen the Domestic Stock Market During a Financial Crisis? Evidence from Taiwan," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 4, pages 1-12.
• Steve Fan & Linda Yu, 2013, "Accrual Anomaly and Idiosyncratic Risk: International Evidence," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 4, pages 63-75.
• Eduardo Sandoval, 2013, "Developed Stock Markets Performance During The Greek Crisis, Desempeno De Los Mercados Accionarios Desarrollados Durante La Crisis Griega," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 6, issue 3, pages 1-13.
• Yaneth Romero Alvarez, 2013, "Integration Of Latin American Stock Markets: Analysis Of Common Risk Factors, Integracion De Mercados Accionarios Latinoamericanos: Analisis De Factores De Riesgo En Comun," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 6, issue 6, pages 29-38.
• Almir Alihodzic, 2013, "Possibility of Applying Regional Diversification in Capital Markets of Bosnia and Herzegovina and Republic of Serbia," Economic Analysis, Institute of Economic Sciences, volume 46, issue 3-4, pages 52-71.
• Iulia Monica Oehler-Sincai, 2013, "Resetting the Growth Engines of the BRICS Countries as a Reaction to the Global Crisis," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 5, issue 1, March.
• Andreea Dragoi & Cristina Balgar, 2013, "State Aid Policy Contribution to the Financial and Banking Sector Stability in The European Union Member States," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 5, issue 3, September.
• Andreea Dragoi & Cristina Balgar, 2013, "State Aid Policy Contribution to the Financial and Banking Sector Stability in The European Union Member States," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 5, issue 3, September.
• Andreea Dragoi, 2013, "Implications of International Economic and Financial Crisis on State Aid Granted in The EU Member States," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 5, issue 4, December.
• Andreea Dragoi, 2013, "Implications of International Economic and Financial Crisis on State Aid Granted in The EU Member States," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 5, issue 4, December.
• Nikola Gradojevic, 2013, "Foreign exchange customers and dealers: Who’s driving whom?," Working Papers, IESEG School of Management, number 2013-FIN-03, Nov.
• Paolo Manasse & Luca Zavalloni, 2013, "Sovereign Contagion in Europe: Evidence from the CDS Market," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 471.
• Sibel ÇELİK, 2013, "Herd behavior in world stock markets: Evidence from quantile regression analysis," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 329, pages 75-96.
• Roger Su & Ronghua Yi & Keith Hooper & Amitabh Dutta, 2013, "Information Spillover, Profit Opportunities, and Return Deviations Analysis: The Case of Cross-Listed BHP Billiton," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 12, issue 2, pages 155-170, December.
• C. A. Goodhart & M. U. Peiris & D. P. Tsomocos, 2013, "Global Imbalances and Taxing Capital Flows," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 2, pages 13-44, June.
• Maurice Obstfeld, 2013, "On Keeping Your Powder Dry: Fiscal Foundations of Financial and Price Stability," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 13-E-08, Sep.
• Maurice Obstfeld, 2013, "On Keeping Your Powder Dry: Fiscal Foundations of Financial and Price Stability," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 31, pages 25-38, November.
• Mr. Hideaki Hirata & Mr. Ayhan Kose & Mr. Christopher Otrok & Mr. Marco Terrones, 2013, "Global House Price Fluctuations: Synchronization and Determinants," IMF Working Papers, International Monetary Fund, number 2013/038, Feb.
• Mr. Luis Catão & Mr. Gian M Milesi-Ferretti, 2013, "External Liabilities and Crises," IMF Working Papers, International Monetary Fund, number 2013/113, May.
• Mr. Luis Brandão-Marques & Mr. Gaston Gelos & Ms. Natalia Melgar, 2013, "Country Transparency and the Global Transmission of Financial Shocks," IMF Working Papers, International Monetary Fund, number 2013/156, Jul.
• Rodrigo Cabrero & Rodolfo Cermeño & Fausto Hernández Trillo, 2013, "Eficiencia en el Mercado Accionario: Nueva Evidencia para el Caso Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 8, issue 1, pages 53-74, Enero-Jun.
• Francisco Javier Reyes Zárate & Edgar Ortiz, 2013, "Modelos VaR-GARCH y Portafolios de Inversión Trinacionales en los Mercados Accionarios del TLCAN," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 8, issue 2, pages 129-155, Julio-Dic.
• George GEORGESCU, 2013, "Volatility Of International Financial Markets And Public Debt Sustainability," Romanian Journal of Economics, Institute of National Economy, volume 37, issue 2(46), pages 135-152, December.
• Diana MURESAN & Monica Ioana POP SILAGHI, 2013, "Turnover And Market Value In Capital Markets In The European Union," Romanian Journal of Economics, Institute of National Economy, volume 37, issue 2(46), pages 80-90, December.
• Marc Joëts, 2013, "Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics," Working Papers, Department of Research, Ipag Business School, number 2013-31, Jan.
• Pilar Abad & Helena Chuliá, 2013, "“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201325, Dec, revised Dec 2013.
• Mariya Gubareva & Maria Rosa Borges, 2013, "Typological Classification, Diagnostics, and Measurement of Flights-to-Quality," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/15, Jul.
• Lara Mónica Machado Fernandes & Maria Rosa Borges, 2013, "Interbank Linkages and Contagion Risk in the Portuguese Banking System," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/23, Dec.
• Viorica Chirila, 2013, "Analysis Of The Returns And Volatility Of The Environmental Stock Leaders," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 5, issue 3, pages 359-377, September.
• Benjamin Tabak & Daniel Cajueiro & Dimas Fazio, 2013, "Financial fragility in a general equilibrium model: the Brazilian case," Annals of Finance, Springer, volume 9, issue 3, pages 519-541, August, DOI: 10.1007/s10436-012-0199-9.
• Sunil Kumar, 2013, "Banking reforms and the evolution of cost efficiency in Indian public sector banks," Economic Change and Restructuring, Springer, volume 46, issue 2, pages 143-182, May, DOI: 10.1007/s10644-012-9121-8.
• Jing Wang & Xiaoneng Zhu, 2013, "The reaction of international stock markets to Federal Reserve policy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 1, pages 1-30, March, DOI: 10.1007/s11408-012-0204-3.
• Stephan Kessler & Bernd Scherer, 2013, "Momentum and macroeconomic state variables," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 27, issue 4, pages 335-363, December, DOI: 10.1007/s11408-013-0215-8.
• Dimitrios Kyriazis & Chris Christou, 2013, "A Re-examination of the Performance of Value Strategies in the Athens Stock Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 2, pages 131-151, May, DOI: 10.1007/s11294-013-9402-7.
• Jinghan Cai & Hossein Kazemi & Jibao He & Weili Zhai, 2013, "Weekend Effect and Short Sales: International Evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 2, pages 209-211, May, DOI: 10.1007/s11294-013-9398-z.
• Hossein Kazemi, 2013, "Using Bloomberg to Teach Economics," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 3, pages 311-312, August, DOI: 10.1007/s11294-013-9403-6.
• Melanie-Kristin Beck & Bernd Hayo & Matthias Neuenkirch, 2013, "Central bank communication and correlation between financial markets: Canada and the United States," International Economics and Economic Policy, Springer, volume 10, issue 2, pages 277-296, June, DOI: 10.1007/s10368-012-0211-x.
• José Soares da Fonseca, 2013, "Innovations in return transmission and performance comparison between the five biggest Euro area stock markets," International Economics and Economic Policy, Springer, volume 10, issue 3, pages 393-404, September, DOI: 10.1007/s10368-013-0239-6.
• Mohamed Ayadi & Hatem Ben-Ameur & Skander Lazrak & Yue Wang, 2013, "Canadian Investors and the Discount on Closed-End Funds," Journal of Financial Services Research, Springer;Western Finance Association, volume 43, issue 1, pages 69-98, February, DOI: 10.1007/s10693-011-0125-8.
• Seung Han & William Moore & Yoon Shin & Seongbaek Yi, 2013, "Unsolicited Versus Solicited: Credit Ratings and Bond Yields," Journal of Financial Services Research, Springer;Western Finance Association, volume 43, issue 3, pages 293-319, June, DOI: 10.1007/s10693-012-0137-z.
• Patrick Roy, 2013, "Is There a Difference Between Solicited and Unsolicited Bank Ratings and, If So, Why?," Journal of Financial Services Research, Springer;Western Finance Association, volume 44, issue 1, pages 53-86, August, DOI: 10.1007/s10693-012-0149-8.
• Claudia Curi & Paolo Guarda & Ana Lozano-Vivas & Valentin Zelenyuk, 2013, "Is foreign-bank efficiency in financial centers driven by home or host country characteristics?," Journal of Productivity Analysis, Springer, volume 40, issue 3, pages 367-385, December, DOI: 10.1007/s11123-012-0294-y.
• Martin Hoesli & Kustrim Reka, 2013, "Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 1, pages 1-35, July, DOI: 10.1007/s11146-011-9346-8.
• Liang Peng & Rainer Schulz, 2013, "Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?," The Journal of Real Estate Finance and Economics, Springer, volume 47, issue 2, pages 310-340, August, DOI: 10.1007/s11146-011-9357-5.
• Costas Siriopoulos & Athanasios Fassas, 2013, "Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices," Review of Derivatives Research, Springer, volume 16, issue 3, pages 233-266, October, DOI: 10.1007/s11147-012-9085-x.
• A. Malliaris & Mary Malliaris, 2013, "Are oil, gold and the euro inter-related? Time series and neural network analysis," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 1-14, January, DOI: 10.1007/s11156-011-0265-9.
• Valentina Galvani & Stuart Landon, 2013, "Riding the yield curve: a spanning analysis," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 135-154, January, DOI: 10.1007/s11156-011-0267-7.
• Hooi Lean & Kok Phoon & Wing-Keung Wong, 2013, "Stochastic dominance analysis of CTA funds," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 155-170, January, DOI: 10.1007/s11156-012-0284-1.
• Yow-Jen Jou & Chih-Wei Wang & Wan-Chien Chiu, 2013, "Is the realized volatility good for option pricing during the recent financial crisis?," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 1, pages 171-188, January, DOI: 10.1007/s11156-012-0285-0.
• Ephraim Clark & Konstantinos Kassimatis, 2013, "International equity flows, marginal conditional stochastic dominance and diversification," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 251-271, February, DOI: 10.1007/s11156-012-0277-0.
• Chiuling Lu & Yiuman Tse & Michael Williams, 2013, "Returns transmission, value at risk, and diversification benefits in international REITs: evidence from the financial crisis," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 293-318, February, DOI: 10.1007/s11156-012-0274-3.
• Elena Skouratova & John Wald, 2013, "How crosslisting affects merger and acquisition activity," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 319-339, February, DOI: 10.1007/s11156-012-0279-y.
• Paul Chiou & Cheng-Few Lee, 2013, "Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 341-381, February, DOI: 10.1007/s11156-011-0257-9.
• Bartosz Gębka & Michail Karoglou, 2013, "Is there life in the old dogs yet? Making break-tests work on financial contagion," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 3, pages 485-507, April, DOI: 10.1007/s11156-012-0278-z.
• Lin Guo & Liang Tang & Shiawee Yang, 2013, "Corporate governance and market segmentation: evidence from the price difference between Chinese A and H shares," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 2, pages 385-416, August, DOI: 10.1007/s11156-012-0313-0.
• Edward Chow & Chung-Wen Hung & Christine Liu & Cheng-Yi Shiu, 2013, "Expiration day effects and market manipulation: evidence from Taiwan," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 441-462, October, DOI: 10.1007/s11156-012-0314-z.
• 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.
• Bruggemann, Ulf & Kaul, Aditya & Leuz, Christian & Werner, Ingrid M., 2013, "The Twilight Zone: OTC Regulatory Regimes and Market Quality," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-09, Aug.
• Stulz, Rene M. & Vagias, Dimitrios & Van Dijk, Mathijs A., 2013, "Do Firms Issue More Equity When Markets Are More Liquid?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2013-10, Jul.
• 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.