Research classified by Journal of Economic Literature (JEL) codes

2013

• 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.
• 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.