Research classified by Journal of Economic Literature (JEL) codes

2016

• Bessler, Wolfgang & Leonhardt, Alexander & Wolff, Dominik, 2016, "Analyzing hedging strategies for fixed income portfolios: A Bayesian approach for model selection," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 239-256, DOI: 10.1016/j.irfa.2015.11.013.
• Manahov, Viktor, 2016, "A note on the relationship between high-frequency trading and latency arbitrage," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 281-296, DOI: 10.1016/j.irfa.2016.06.014.
• Song, Wonho & Ryu, Doojin & Webb, Robert I., 2016, "Overseas market shocks and VKOSPI dynamics: A Markov-switching approach," Finance Research Letters, Elsevier, volume 16, issue C, pages 275-282, DOI: 10.1016/j.frl.2015.12.007.
• Smith, Geoffrey Peter, 2016, "Weekday variation in the leverage effect: A puzzle," Finance Research Letters, Elsevier, volume 17, issue C, pages 193-196, DOI: 10.1016/j.frl.2016.03.001.
• Takahashi, Hidetomo & Xu, Peng, 2016, "Trading activities of short-sellers around index deletions: Evidence from the Nikkei 225," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 132-146, DOI: 10.1016/j.finmar.2015.05.001.
• Leccadito, Arturo & Paletta, Tommaso & Tunaru, Radu, 2016, "Pricing and hedging basket options with exact moment matching," Insurance: Mathematics and Economics, Elsevier, volume 69, issue C, pages 59-69, DOI: 10.1016/j.insmatheco.2016.03.013.
• Biagini, Francesca & Zhang, Yinglin, 2016, "Polynomial diffusion models for life insurance liabilities," Insurance: Mathematics and Economics, Elsevier, volume 71, issue C, pages 114-129, DOI: 10.1016/j.insmatheco.2016.08.008.
• Comerton-Forde, Carole & Jones, Charles M. & Putniņš, Tālis J., 2016, "Shorting at close range: A tale of two types," Journal of Financial Economics, Elsevier, volume 121, issue 3, pages 546-568, DOI: 10.1016/j.jfineco.2016.05.002.
• Liston, Daniel Perez, 2016, "Sin stock returns and investor sentiment," The Quarterly Review of Economics and Finance, Elsevier, volume 59, issue C, pages 63-70, DOI: 10.1016/j.qref.2015.08.004.
• Sila Alan, Nazli & Karagozoglu, Ahmet K. & Korkmaz, Sibel, 2016, "Growing pains: The evolution of new stock index futures in emerging markets," Research in International Business and Finance, Elsevier, volume 37, issue C, pages 1-16, DOI: 10.1016/j.ribaf.2015.10.004.
• Bravo, Francisco, 2016, "Forward-looking disclosure and corporate reputation as mechanisms to reduce stock return volatility," Revista de Contabilidad - Spanish Accounting Review, Elsevier, volume 19, issue 1, pages 122-131, DOI: 10.1016/j.rcsar.2015.03.001.
• Alina Dibrova, 2016, "Analysis of Crowdfunding in European Union: Performance and Perspectives," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Finance: Current Challenges from Across Europe", DOI: 10.1108/S1569-375920160000098003.
• Adam Gersl & Zlatuse Komarkova & Lubos Komarek, 2016, "Liquidity Stress Testing with Second-Round Effects: Application to the Czech Banking Sector," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 66, issue 1, pages 32-49, February.
• Arthur B. Kennickell, 2016, "Identity, Identification and Identifiers : The Global Legal Entity Identifier System," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-103, Nov, DOI: 10.17016/FEDS.2016.103.
• Yuriy Kitsul & Marcelo Ochoa, 2016, "Funding Liquidity Risk and the Cross-section of MBS Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-052, Jun, DOI: 10.17016/FEDS.2016.052.
• Laurențiu Paul Barangă, 2016, "Noile produse financiare tranzacționate pe piaţa Forex și impactul acestora," Journal of Financial Studies, Institute of Financial Studies, volume 1, issue 1, pages 68-76, June.
• Yves Rannou & Pascal Barneto, 2016, "Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets," Post-Print, HAL, number hal-02313797, Jan, DOI: 10.1016/j.eneco.2014.10.010.
• Olena Zharikova & Oksana Pashchenko, 2016, "Assessment of Real Estate Units as Mortgage Subjects in Agricultural Sector of the Economy," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 100-109, March.
• Julia STEFANOVA, 2016, "Stock exchanges’ development in selected Danube Region EU member states: The way ahead," Romanian Journal of Economics, Institute of National Economy, volume 42, issue 1(51), pages 97-138, june.
• Maria Cristina Recchioni & Yu Sun & Gabriele Tedeschi, 2016, "Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/23.
• Michele Bonollo & Irene Crimaldi & Andrea Flori & Laura Gianfagna & Fabio Pammolli, 2016, "Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 30, issue 4, pages 397-426, November, DOI: 10.1007/s11408-016-0275-7.
• Isabel Abinzano & Luis Muga & Rafael Santamaria, 2016, "The Role of Investor Type in the Fee Structures of Pension Plans," Journal of Financial Services Research, Springer;Western Finance Association, volume 50, issue 3, pages 387-417, December, DOI: 10.1007/s10693-015-0230-1.
• Benjamin Blau & Jared Egginton & Matthew Hill, 2016, "REITs and market friction," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 1, pages 1-24, January, DOI: 10.1007/s11156-014-0459-z.
• Bill Francis & Iftekhar Hasan & Lingxiang Li, 2016, "Abnormal real operations, real earnings management, and subsequent crashes in stock prices," Review of Quantitative Finance and Accounting, Springer, volume 46, issue 2, pages 217-260, February, DOI: 10.1007/s11156-014-0468-y.
• Charlie Charoenwong & David K. Ding & Tiong Yang Thong, 2016, "Decimalization, IPO aftermath, and liquidity," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 1303-1344, November, DOI: 10.1007/s11156-015-0539-8.
• Elizabeth Lwanga Nanziri & Murray Leibbrandt, 2016, "Measuring and profiling financial literacy in South Africa," SALDRU Working Papers, Southern Africa Labour and Development Research Unit, University of Cape Town, number 171.
• Alexandru Mandes, 2016, "Algorithmic and High-Frequency Trading Strategies: A Literature Review," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201625.
• Jaroslav Bukovina, 2016, "Social Media and Capital Markets – an Overview," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2016-57, Mar.
• Ádám Banai & Szilárd Erhart & Nikolett Vágó & Péter Varga, 2016, "How to set listing criteria for small and medium-sized enterprises in Hungary?," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 15, issue 3, pages 79-109.
• Robins, Russell P. & Smith, Geoffrey Peter, 2016, "No More Weekend Effect," Critical Finance Review, now publishers, volume 5, issue 2, pages 417-424, December, DOI: 10.1561/104.00000038.
• Gábossy, Ákos, 2016, "New Directions in Crowdfunding," Public Finance Quarterly, Corvinus University of Budapest, volume 61, issue 4, pages 533-544.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2016, "Statistica descriptivă a seriilor de timp financiare
  [Descriptive statistics of the financial time series]," MPRA Paper, University Library of Munich, Germany, number 72268, Jun.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2016, "Forecast in Capital Markets," MPRA Paper, University Library of Munich, Germany, number 72286, Jun.
• Stefanescu, Razvan & Dumitriu, Ramona, 2016, "Particularitǎţi ale evoluţiei variabilelor financiare
  [Some particularities of the financial variables evolution]," MPRA Paper, University Library of Munich, Germany, number 73481, Sep, revised 02 Sep 2016.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2016, "The impact of the Great Lent and of the Nativity Fast on the Bucharest Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 89023, Nov, revised 22 Dec 2016.
• Jian Wu, 2016, "When Financial Derivatives can be Applied to the Real Economy – The Case of Exotic Options in Corporate Finance," Bankers, Markets & Investors, ESKA Publishing, issue 142, pages 42-53, May-June.
• Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016, "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers, Society for Economic Dynamics, number 417.
• Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou, 2016, "Asymmetric Effects of the Limit Order Book on Price Dynamics," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 16-5, Dec.
• Mohammad Mahdi Mousavi & Jamal Ouenniche, 2016, "Comparative Analysis of Corporate Distress Prediction Models: A Dynamic Performance Evaluation Framework," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4006251, Aug.
• Tomislava Pavic Kramaric & Toni Milun & Ivan Pavic, 2016, "Does gender diversity in the boardroom influence Tobin?s Q of Croatian listed firms?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 4006623, Aug.
• Joanna Malecka, 2016, "Alternative Securities Markets in Poland and the United Kingdom (Alternatywne rynki obrotu papierami wartosciowymi w Polsce i Wielkiej Brytanii)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 14, issue 63, pages 11-24.
• Selcuk Kendirli & Aslıhan KAYA, 2016, "The Evaluation of Working Capital in Airline Companies Which Proceed in Bist," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, volume 5, issue 1, pages 39-51, March.
• Nicolaas van der Wath, 2016, "Gauging financial conditions in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 10/2016.
• Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang, 2016, "Localizing Temperature Risk," Journal of the American Statistical Association, Taylor & Francis Journals, volume 111, issue 516, pages 1491-1508, October, DOI: 10.1080/01621459.2016.1180985.
• Luis Ángel Sánchez Pachón, 2016, "Instrumentos alternativos de financiación para las cooperativas españolas
  [Alternative financing instruments for spanish cooperative]," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 122, pages 285-313.
• Ammann, Manuel & Ehmann, Christian, 2016, "Is Governance Related to Investment Performance and Asset Allocation? Empirical Evidence from Swiss Pension Funds," Working Papers on Finance, University of St. Gallen, School of Finance, number 1623, Sep.
• Baltes Nicolae & Minculete (Piko) Georgiana Daniela, 2016, "Study on the financial performance of companies operating in the pharmaceutical industry in romania," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 26, issue 1, pages 58-68, March, DOI: 10.1515/sues-2016-0005.
• Quinn, William, 2016, "Squeezing the bears: Cornering risk and limits on arbitrage during the 'British Bicycle Mania', 1896-1898," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2016-05.
• Quinn, William, 2016, "Technological revolutions and speculative finance: Evidence from the British Bicycle Mania," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2016-06.

2015

• Cheung, Ka Chung & Denuit, Michel & Dhaene, Jan, 2015, "Tail mutual exclusivity and Tail-VaR lower bounds," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2015002, Jan.
• Cornelia Pop, 2015, "Bucharest Stock Exchange Development Between 1995 And 2015," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• María Victoria Landaberry, 2015, "Modelos e indicadores de la situación de estabilidad financiera. Metodología y aplicación," Documentos de trabajo, Banco Central del Uruguay, number 2015010.
• MINCULETE (PIKO) Georgiana Daniela & BALTES Nicolae & DRAGOE Alexandra-Gabriela-Maria, 2015, "Study Regarding The Analysis Of The Financial Situation Of The Societies From The Pharmaceutical Industry In Terms Of The Correlation Between The Liquidity And The Profitability," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 67, issue Supplemen, pages 111-120, September.
• Diego A. Agudelo & Lina M. Cortes & Mateo Vasco, 2015, "Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14253, Mar.
• Kim, Jun Sik & Ryu, Doojin, 2015, "Are the KOSPI 200 implied volatilities useful in value-at-risk models?," Emerging Markets Review, Elsevier, volume 22, issue C, pages 43-64, DOI: 10.1016/j.ememar.2014.11.001.
• Wang, Chuan & Murgulov, Zoltan & Haman, Janto, 2015, "Impact of changes in the CSI 300 Index constituents," Emerging Markets Review, Elsevier, volume 24, issue C, pages 13-33, DOI: 10.1016/j.ememar.2015.05.005.
• Chang, Sanders S. & Wang, F. Albert, 2015, "Adverse selection and the presence of informed trading," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 19-33, DOI: 10.1016/j.jempfin.2015.05.005.
• Ben Ammar, Semir & Eling, Martin, 2015, "Common risk factors of infrastructure investments," Energy Economics, Elsevier, volume 49, issue C, pages 257-273, DOI: 10.1016/j.eneco.2015.01.021.
• Voelzke, Jan, 2015, "Weakening the Gain–Loss-Ratio measure to make it stronger," Finance Research Letters, Elsevier, volume 12, issue C, pages 58-66, DOI: 10.1016/j.frl.2014.11.007.
• Dare, William H. & Dennis, Steven A. & Paul, Rodney J., 2015, "Player absence and betting lines in the NBA," Finance Research Letters, Elsevier, volume 13, issue C, pages 130-136, DOI: 10.1016/j.frl.2015.02.004.
• Makarov, R. & Metzler, A. & Ni, Z., 2015, "Modelling default risk with occupation times," Finance Research Letters, Elsevier, volume 13, issue C, pages 54-65, DOI: 10.1016/j.frl.2015.03.003.
• Karl Härdle, Wolfgang & López-Cabrera, Brenda & Teng, Huei-Wen, 2015, "State price densities implied from weather derivatives," Insurance: Mathematics and Economics, Elsevier, volume 64, issue C, pages 106-125, DOI: 10.1016/j.insmatheco.2015.05.001.
• Whitledge, Matthew D. & Winters, Drew B., 2015, "The price of liquidity: CD rates charged by money market funds," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 104-114, DOI: 10.1016/j.jbankfin.2015.01.016.
• Leccadito, Arturo & Tunaru, Radu S. & Urga, Giovanni, 2015, "Trading strategies with implied forward credit default swap spreads," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 361-375, DOI: 10.1016/j.jbankfin.2015.04.018.
• Kaustia, Markku & Rantala, Ville, 2015, "Social learning and corporate peer effects," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 653-669, DOI: 10.1016/j.jfineco.2015.06.006.
• Vu, Van & Chai, Daniel & Do, Viet, 2015, "Empirical tests on the liquidity-adjusted capital asset pricing model," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PA, pages 73-89, DOI: 10.1016/j.pacfin.2014.10.007.
• Lee, Huai-I & Hsieh, Tsung-Yu & Kuo, Wen-Hsiu & Hsu, Hsinan, 2015, "Can a path-dependent strategy outperform a path-independent strategy?," The Quarterly Review of Economics and Finance, Elsevier, volume 58, issue C, pages 119-127, DOI: 10.1016/j.qref.2015.01.004.
• Agudelo, Diego A. & Giraldo, Santiago & Villarraga, Edwin, 2015, "Does PIN measure information? Informed trading effects on returns and liquidity in six emerging markets," International Review of Economics & Finance, Elsevier, volume 39, issue C, pages 149-161, DOI: 10.1016/j.iref.2015.04.002.
• Pierre Matek & Marko Lukaè & Vedrana Repac, 2015, "Performance appraisal of Croatian mandatory pension funds," FIP - Journal of Finance and Law, Effectus - University College for Law and Finance, volume 4, issue 1, pages 7-30.
• Pierre Matek & Marko Lukač & Vedrana Repač, 2015, "Performance appraisal of Croatian mandatory pension funds," Effectus - Working Paper Series, Effectus - University College for Law and Finance, number 0004, Feb.
• Runhuan Feng & Xiaochen Jing & Jan Dhaene, 2015, "Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 485229.
• Ka Chun Cheung & Michel Denuit & Jan Dhaene, 2015, "Tail mutual exclusivity and tail-var lower bounds," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven, number 485580.
• Eric Clark & Henrik Gutzon Larsen & Anders Lund Hansen, 2015, "Financialisation of built environments:A literature review," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper114, Sep.
• Anders Lund Hansen & Henrik Gutzon Larsen & Adam Grydehoj & Eric Clark, 2015, "Financialisation of the built environment in Stockholm and Copenhagen," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper115, Sep.
• Geltner, David & Shimizu, Chihiro, 2015, "How Should We Estimate for Commercial Property Price Indexes?," Economic Review, Hitotsubashi University, volume 66, issue 3, pages 193-208, July, DOI: 10.15057/27519.
• Michele Bonollo & Irene Crimaldi & Andrea Flori & Laura Gianfagna & Fabio Pammolli, 2015, "Assessing financial distress dependencies in OTC markets: a new approach by Trade Repositories data," Working Papers, IMT School for Advanced Studies Lucca, number 10/2015, Oct, revised Oct 2015.
• Rahul Ravi, 2015, "Is there Asymmetric Information About Systematic Factors? Evidence from Commonality in Liquidity," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 9, issue 2, pages 93-104.
• Renata Kovacevic & Mladen Latkovic, 2015, "Risk analysis of the proxy life-cycle investments in the second pillar pension scheme in Croatia," Financial Theory and Practice, Institute of Public Finance, volume 39, issue 1, pages 31-55.
• Petar-Pierre Matek & Masa Radakovic, 2015, "Is active management of mandatory pension funds in Croatia creating value for second pillar fund members?," Financial Theory and Practice, Institute of Public Finance, volume 39, issue 3, pages 245-278.
• Benjamin Blau & Kathleen Fuller & Chip Wade, 2015, "Short Selling and Price Pressure Around Merger Announcements," Journal of Financial Services Research, Springer;Western Finance Association, volume 48, issue 2, pages 143-160, October, DOI: 10.1007/s10693-014-0197-3.
• Jaroslav Bukovina, 2015, "Sentiment and blue-chip returns. Firm level evidence from a dynamic threshold model," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2015-53, Jun.
• Jaroslav Bukovina, 2015, "Sentiment of a society and large-cap stock liquidity," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2015-56, Nov.
• Weihong HUANG & Yu ZHANG, 2015, "Strategy Change and Wealth Accumulation: An Analysis of S&P 500 Data," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1502, Jul.
• Łukasz Gątarek & Marcin Wojtowicz, 2015, "The relation between sovereign credit default swap premium and banking sector risk in Poland," NBP Working Papers, Narodowy Bank Polski, number 222.
• Ravi Jagannathan & Srikant Marakani, 2015, "Price-Dividend Ratio Factor Proxies for Long-Run Risks," The Review of Asset Pricing Studies, Society for Financial Studies, volume 5, issue 1, pages 1-47.
• Monika Hadas-Dyduch, 2015, "Polish macroeconomic indicators correlated-prediction with indicators of selected countries," Chapters, Institute of Economic Research, chapter 7, in: Monika Papiez & S³awomir Smiech, "Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena".
• Monika Hadas-Dyduch, 2015, "Polish macroeconomic indicators correlated-prediction with indicators of selected countries," Chapters, Institute of Economic Research, in: Monika Papiez & Slawomir Smiech, "Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena".
• Delis, Manthos & Mylonidis, Nikolaos, 2015, "Trust, happiness, and households’ financial decisions," MPRA Paper, University Library of Munich, Germany, number 64906, Jun.
• Andrey Kudryavtsev, 2015, "Informational Content of Open-to-Close Stock Returns," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2015, issue 1, pages 5-17, DOI: 10.18267/j.efaj.134.
• Anna Costello & Nina Boyarchenko, 2015, "Counterparty Risk in Material Supply Contracts," 2015 Meeting Papers, Society for Economic Dynamics, number 235.
• Azam Mohammadzadeh & Mohammad Nabi Shahikitash & Reza Roshan, 2015, "Comparison of Consumption Based Capital Asset Pricing (CCAPM) and Housing CCAPM (HCCAPM) Model in Explaining Stock Returns in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 2, issue 3, pages 49-72.
• Gagan Deep Sharma & Namish Mishra, 2015, "Return Linkages and Volatility Spillover Effect Between Stock Markets and Currency Markets," Review of Market Integration, India Development Foundation, volume 7, issue 3, pages 175-197, December, DOI: 10.1177/0974929216674377.
• Takayasu Ito, 2015, "Does the Fisher Hypothesis Hold in Sweden? An Analysis of Long-Term Interest Rates under the Regime of Inflation Targeting?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3104297, Nov.
• Ahmed Soliman Wafi & Hassan Hassan & Adel Mabrouk, 2015, "Fundamental Analysis Models in Financial Markets ? Review Study," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 2203827, Sep.
• Amelie Brune & Thorsten Hens & Marc Rieger & Mei Wang, 2015, "The war puzzle: contradictory effects of international conflicts on stock markets," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 62, issue 1, pages 1-21, March, DOI: 10.1007/s12232-014-0215-7.
• Malay Dey & B. Radhakrishna, 2015, "Informed trading, institutional trading, and spread," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 2, pages 288-307, April, DOI: 10.1007/s12197-012-9249-4.
• Omar Esqueda & Yongli Luo & Dave Jackson, 2015, "The linkage between the U.S. “fear index” and ADR premiums under non-frictionless stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 39, issue 3, pages 541-556, July, DOI: 10.1007/s12197-013-9265-z.
• Chihiro Shimizu & W. Erwin Diewert & Kiyohiko G. Nishimura & Tsutomu Watanabe, 2015, "Estimating quality adjusted commercial property price indexes using Japanese REIT data," Journal of Property Research, Taylor & Francis Journals, volume 32, issue 3, pages 217-239, September, DOI: 10.1080/09599916.2015.1059875.
• Runhuan Feng & Xiaochen Jing & Jan Dhaene, 2015, "Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-008/IV/DSF85, Jan.
• Ka Chun Cheung & Michel Denuit & Jan Dhaene, 2015, "Tail Mutual Exclusivity and Tail-Var Lower Bounds," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-024/IV/DSF86, Feb.
• Diewert, W. Erwin & Nishimura , Kiyohiko G. & Shimizu, Chihiro & Watanabe, Tsutomu, 2015, "Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data," Economics working papers, Vancouver School of Economics, number erwin_diewert-2015-16, Aug, revised 04 Aug 2015.
• Laurent L Jacque, 2015, "Global Derivative Debacles:From Theory to Malpractice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9520, ISBN: ARRAY(0x60f34b80), September.
• Radu Tunaru, 2015, "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524, ISBN: ARRAY(0x60283e30), September.
• Exler, Florian, 2015, "Personal bankruptcy and wage garnishment," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113219.
• Florian Schaffner, 2015, "Predicting US bank failures with internet search volume data," ECON - Working Papers, Department of Economics - University of Zurich, number 214, Dec.

2014

• Georgiana Daniela Minculete (Piko) & Nicolae BalteÅŸ & Maria Daciana Rodean (Cozma), 2014, "The Analysis Of The Correlation Between Financial Autonomy And Financial Equilibrium Of The Pharmaceutical Companies Listed On The Bucharest Stock Exchange," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 16, pages 1-26.
• Vincenzo Pacelli, 2014, "The adviser-investor relationship after the crisis," BANCARIA, Bancaria Editrice, volume 4, pages 89-97, April.
• Radoslav Raykov, 2014, "Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets," Staff Working Papers, Bank of Canada, number 14-29, DOI: 10.34989/swp-2014-29.
• Antonio Zoratto Sanvicente, 2014, "The Brazilian Stock Market in the Pre-Ibovespa Era," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 1, pages 1-12.
• Marcelo Brutti Righi & Paulo Sergio Ceretta, 2014, "Risk Measures Theory: a comprehensive survey," Brazilian Review of Finance, Brazilian Society of Finance, volume 12, issue 3, pages 411-464.
• Diego A. Agudelo & �ngelo Guti�rrez & Nazly J. M�nera, 2014, "Market quality and structural changes in the trading system: The case of X-Stream on the Colombian stock exchange," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 14254, Mar.
• Jenny-Paola Lis-Gutiérrez & Sebasti�n Mac�as Rojas, 2014, "Análisis Departamental de las Captaciones en el Sistema Financiero Colombiano," Estudios Económicos SIC, Superintendencia de Industria y Comercio, number 11884, May.
• Jenny-Paola Lis-Gutiérrez & Sebasti�n Mac�as Rojas, 2014, "Análisis departamental de las captaciones bancarias en el sistema financiero colombiano," Estudios Económicos SIC, Superintendencia de Industria y Comercio, number 11906, May.
• Ewa M. Syczewska, 2014, "The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 14, pages 93-104.
• Aomar Ibourk & Jabrane Amaghouss, 2014, "Impact of Migrant Remittances on Economic Empowerment of Women: A Macroeconomic Investigation," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 3, pages 597-611.
• Ying-Fen Fu, 2014, "Individual Fund Manager Sentiment, Fund Performance and Performance Persistence," International Journal of Economics and Financial Issues, Econjournals, volume 4, issue 4, pages 870-885.
• Qin, Duo & Xu, Zhong & Zhang, Xuechun, 2014, "How much informal credit lending responded to monetary policy in China? The case of Wenzhou," Journal of Asian Economics, Elsevier, volume 31, issue , pages 22-31, DOI: 10.1016/j.asieco.2014.03.001.
• Andres, Christian & Cumming, Douglas & Karabiber, Timur & Schweizer, Denis, 2014, "Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity," Journal of Corporate Finance, Elsevier, volume 27, issue C, pages 133-156, DOI: 10.1016/j.jcorpfin.2014.02.006.
• Geršl, Adam & Lešanovská, Jitka, 2014, "Explaining the Czech interbank market risk premium," Economic Systems, Elsevier, volume 38, issue 4, pages 536-551, DOI: 10.1016/j.ecosys.2014.10.001.
• Ravi, Rahul & Hong, Youna, 2014, "Firm opacity and financial market information asymmetry," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 83-94, DOI: 10.1016/j.jempfin.2013.11.007.
• Palandri, Alessandro, 2014, "Risk-free rate effects on conditional variances and conditional correlations of stock returns," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 95-111, DOI: 10.1016/j.jempfin.2013.12.002.
• Chang, Sanders S. & Chang, Lenisa V. & Wang, F. Albert, 2014, "A dynamic intraday measure of the probability of informed trading and firm-specific return variation," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 80-94, DOI: 10.1016/j.jempfin.2014.02.003.
• Stanescu, Silvia & Tunaru, Radu & Candradewi, Made Reina, 2014, "Forward–futures price differences in the UK commercial property market: Arbitrage and marking-to-model explanations," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 177-188, DOI: 10.1016/j.irfa.2014.05.012.
• Bredin, Don & Hyde, Stuart & Muckley, Cal, 2014, "A microstructure analysis of the carbon finance market," International Review of Financial Analysis, Elsevier, volume 34, issue C, pages 222-234, DOI: 10.1016/j.irfa.2014.03.003.
• Le, Van & Zurbruegg, Ralf, 2014, "Forecasting option smile dynamics," International Review of Financial Analysis, Elsevier, volume 35, issue C, pages 32-45, DOI: 10.1016/j.irfa.2014.07.006.
• Magron, Camille, 2014, "Investors’ aspirations and portfolio performance," Finance Research Letters, Elsevier, volume 11, issue 2, pages 153-160, DOI: 10.1016/j.frl.2013.09.001.
• Onan, Mustafa & Salih, Aslihan & Yasar, Burze, 2014, "Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX," Finance Research Letters, Elsevier, volume 11, issue 4, pages 454-462, DOI: 10.1016/j.frl.2014.07.006.
• Pantzalis, Christos & Ucar, Erdem, 2014, "Religious holidays, investor distraction, and earnings announcement effects," Journal of Banking & Finance, Elsevier, volume 47, issue C, pages 102-117, DOI: 10.1016/j.jbankfin.2014.05.020.
• Hoffmann, Peter, 2014, "A dynamic limit order market with fast and slow traders," Journal of Financial Economics, Elsevier, volume 113, issue 1, pages 156-169, DOI: 10.1016/j.jfineco.2014.04.002.
• Kang, Wenjin & Zhang, Huiping, 2014, "Measuring liquidity in emerging markets," Pacific-Basin Finance Journal, Elsevier, volume 27, issue C, pages 49-71, DOI: 10.1016/j.pacfin.2014.02.001.
• Datta, Sudip & Iskandar-Datta, Mai & Singh, Vivek, 2014, "Opaque financial reports and R2: Revisited," Review of Financial Economics, Elsevier, volume 23, issue 1, pages 10-17, DOI: 10.1016/j.rfe.2013.08.001.
• Jacobs, Michael & Karagozoglu, Ahmet K., 2014, "On the characteristics of dynamic correlations between asset pairs," Research in International Business and Finance, Elsevier, volume 32, issue C, pages 60-82, DOI: 10.1016/j.ribaf.2014.03.004.
• Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-10.
• Dragoje Andriæ, Tamara Stijoviæ, Ðuro Ðuroviæ, 2014, "Financial Autonomy Of Local Government And Its Survival In Modern Constitutional System," Ekonomika, Journal for Economic Theory and Practice and Social Issues, „Ekonomika“ Society of Economists, Niš (Serbia), number 2014-02, Sep.
• Malcolm Sawyer, 2014, "Bank-based versus market-based financial systems: a critique of the dichotomy," Working papers, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project, number wpaper19, Jan.
• Stefania D'Amico & Roger Fan & Yuriy Kitsul, 2014, "The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-60, May.
• Tanju Yorulmazer, 2014, "Case studies on disruptions during the crisis," Economic Policy Review, Federal Reserve Bank of New York, issue Feb, pages 17-28.
• Nina Boyarchenko & Anna M. Costello, 2014, "Counterparty risk in material supply contracts," Staff Reports, Federal Reserve Bank of New York, number 694, Oct.
• Asgharian, Hossein & Sikström, Sverker, 2014, "Predicting Stock Price Volatility by Analyzing Semantic Content in Media," Working Papers, Lund University, Department of Economics, number 2014:38, Nov.
• Lundström, Christian, 2014, "Money management with optimal stopping of losses for maximizing the returns of futures trading," Umeå Economic Studies, Umeå University, Department of Economics, number 884, May.
• Shimizu, Chihiro, 2014, "How Are Property Investment Returns Determined? : Estimating the Micro-Structure of Asset Prices, Property Income, and Discount Rates," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 12, Sep.
• Surya Chelikani & Frank P. D'Souza, 2014, "The Effect of Regulation Fair Disclosure on Market Integration," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 4, pages 43-62.
• Ekin TOKAT & Atılım MURAT & Hakkı Arda TOKAT, 2014, "The analysis of volatility transmission mechanism among carry trade currencies," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 335, pages 23-44.
• Akio Hattori & Kentaro Kikuchi & Fuminori Niwa & Yoshihiko Uchida, 2014, "A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 14-E-03, Apr.
• Tchai Tavor, 2014, "Abnormal investor response to the index effect for daily and intraday data," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 28, issue 3, pages 281-303, August, DOI: 10.1007/s11408-014-0234-0.
• Steve Lim, 2014, "The information content of disaggregated accounting profitability: operating activities versus financing activities," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 1, pages 75-96, July, DOI: 10.1007/s11156-013-0365-9.
• Andrew Burke & André Stel & Chantal Hartog & Abdel Ichou, 2014, "What determines the level of informal venture finance investment? Market clearing forces and gender effects," Small Business Economics, Springer, volume 42, issue 3, pages 467-484, March, DOI: 10.1007/s11187-013-9518-4.
• Adabi firouzjaee, Bagher & Mehrara, Mohsen & Mohammadi, Shapour, 2014, "Optimal Portfolio Selection for Tehran Stock Exchange Using Conditional, Partitioned and Worst-case Value at Risk Measures," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 9, issue 1, pages 1-30, October.
• Adrian Blundell-Wignall, 2014, "The Bitcoin Question: Currency versus Trust-less Transfer Technology," OECD Working Papers on Finance, Insurance and Private Pensions, OECD Publishing, number 37, Jun, DOI: 10.1787/5jz2pwjd9t20-en.
• Monika Hadas-Dyduch, 2014, "The market for structured products in the context of inflation," Chapters, Institute of Economic Research, chapter 5, in: Monika Papiez & S³awomir Smiech, "Proceedings of the 8th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena".
• Kuti, Mónika & Madarász, Gábor, 2014, "Crowdfunding," Public Finance Quarterly, Corvinus University of Budapest, volume 59, issue 3, pages 355-366.
• Malik, Saif Ullah, 2014, "Determinants of Currency Depreciation in Pakistan," MPRA Paper, University Library of Munich, Germany, number 54734, Mar.
• Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou, 2014, "Effects of the Limit Order Book on Price Dynamics," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 14-5, Nov.
• Andrey Kudryavtsev, 2014, "Trying to Predict Opening Stock Returns," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0301306, Jul.
• E. Tylor Claggett, 2014, "A Tutorial on Bonds, Yield Curves and Duration," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0902889, Dec.
• Patrycja Chodnicka & Renata Karkowska & Malgorzata Olszak (ed.), 2014, "Towards contemporary issues in the financial system," Book, University of Warsaw, Faculty of Management, number 07.
• Marco Nicolosi & Stefano Grassi & Elena Stanghellini, 2014, "Item response models to measure corporate social responsibility," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 22, pages 1449-1464, November, DOI: 10.1080/09603107.2014.925070.
• Marcin Wojtowicz, 2014, "Capital Structure Arbitrage revisited," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-137/IV/DSF81, Oct.
• Marcin Wojtowicz, 2014, "The Determinants of CDS Bid-ask Spreads," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-138/IV/ DSF82, Oct.
• Austin Gerig & David Michayluk, 2014, "Automated Liquidity Provision," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 345, Jan.
• STEFANOVA, Julia, 2014, "Stock Exchanges Development: The Case Of Bulgaria And Romania," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 1, issue 1, pages 194-201.
• Francis, Bill & Hasan, Iftekhar & Li, Lingxiang, 2014, "Abnormal real operations, real earnings management, and subsequent crashes in stock prices," Bank of Finland Research Discussion Papers, Bank of Finland, number 19/2014.
• Groll, Andreas & López-Cabrera, Brenda & Meyer-Brandis, Thilo, 2014, "A consistent two-factor model for pricing temperature derivatives," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-006.
• López Cabrera, Brenda & Schulz, Franziska, 2014, "Forecasting generalized quantiles of electricity demand: A functional data approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2014-030.

2013

• Andrey KUDRYAVTSEV, 2013, "Mechanism Of Autocorrelations Of Individual Stocks' Opening Returns," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 12, pages 37-56, June.
• Yusuf Kaderli & Ali Petek & Mustafa Doganer & Gokce Babayigit, 2013, "The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul," Anadolu University Journal of Social Sciences, Anadolu University, volume 13, issue 3, pages 55-64, September.
• Cornelia Pop & Cristina Balint, 2013, "The Presence Of Smes At Bucharest Stock Exchange," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Vikas Agarwal & Wei Jiang & Yuehua Tang & Baozhong Yang, 2013, "Uncovering Hedge Fund Skill from the Portfolio Holdings They Hide," Journal of Finance, American Finance Association, volume 68, issue 2, pages 739-783, April, DOI: jofi.12012.
• Sirajum Munira Sarwar & Gulnur Muradoglu, 2013, "Macroeconomic risks, idiosyncratic risks and momentum profits Patterns in Neighboring Areas," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 4, pages 99-114, December.
• Warwick Anderson, 2013, "Event Studies in thinly-traded markets: An improvement to the market model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/02, Jan.
• Adam Gersl & Jitka Lesanovska, 2013, "Explaining the Czech Interbank Market Risk Premium," Working Papers, Czech National Bank, Research and Statistics Department, number 2013/01, Jul.
• Jairo Andrés Correa & John J. García, 2013, "Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10670, Feb.
• Hoffmann, Peter, 2013, "A dynamic limit order market with fast and slow traders," Working Paper Series, European Central Bank, number 1526, Mar.
• 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.
• 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.
• Bouaddi, Mohammed & Taamouti, Abderrahim, 2013, "Portfolio selection in a data-rich environment," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2943-2962, DOI: 10.1016/j.jedc.2013.08.010.
• Chen, Langnan & Luo, Jiawen & Liu, Hao, 2013, "The determinants of liquidity with G-RJMCMC-VS model: Evidence from China," Economic Modelling, Elsevier, volume 35, issue C, pages 192-198, DOI: 10.1016/j.econmod.2013.06.020.
• Kudryavtsev, Andrey, 2013, "Stock price reversals following end-of-the-day price moves," Economics Letters, Elsevier, volume 118, issue 1, pages 203-205, DOI: 10.1016/j.econlet.2012.10.023.
• Sanning, Lee W. & Skiba, Alexandre & Skiba, Hilla, 2013, "Short sale restrictions, differences of opinion, and single-country, closed-end fund discount," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 44-50, DOI: 10.1016/j.irfa.2013.03.013.
• Cao, Charles & Simin, Timothy T. & Wang, Ying, 2013, "Do mutual fund managers time market liquidity?," Journal of Financial Markets, Elsevier, volume 16, issue 2, pages 279-307, DOI: 10.1016/j.finmar.2012.10.004.
• Chan, Kalok & Hameed, Allaudeen & Kang, Wenjin, 2013, "Stock price synchronicity and liquidity," Journal of Financial Markets, Elsevier, volume 16, issue 3, pages 414-438, DOI: 10.1016/j.finmar.2012.09.007.
• 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.