MEMBER PUBLICATIONS 2013

Aloui, R., Ben Aissa, M.S., Nguyen, D. Khuong, 2013. Conditional Dependence Structure between Oil Prices and Exchange Rates: A Copula-GARCH Approach. Journal of International Money and Finance 32(2), 719-738.

Arouri, M., Jawadi, F., Nguyen, D. Khuong, 2013. What Can We Tell about Monetary Policy Synchronization and Interdependence over the 2007-2009 Global Financial Crisis. Journal of Macroeconomics 36, 175-187.

Cao, Kien and Jeff Madura, 2013. Role of Investment Banks in Acquisitions of Private Targets. Banking and Finance Review, 5, 1-22.

Chen, Y., Nguyen, N.H., 2013. Stock price and analyst earnings forecast around product recall announcements. International Journal of Economics and Finance 5 (6), 1–10.

Dang, V.A, 2013. An Empirical Analysis of Zero-leverage Firms: New Evidence from the UK. International Review of Financial Analysis 30, 189-202.

Fich, E.M., Tran, A.L., and Walkling, R.A., 2013. On the importance of golden parachutes. Journal of Financial and Quantitative Analysis 48, 1717–1753

Jawadi, F., Jawadi, N., Nguyen, D. Khuong, Obeid, H., 2013. Information Technology Sector and Equity Markets: An Empirical Investigation. Applied Financial Economics 23(9), 729-737.

Marshall, B., Nguyen, N.H., Visaltanachoti, N., 2013. Liquidity measurement in frontier markets. Journal of International Financial Markets, Institutions & Money 27, 1–12.

Marshall, B., Nguyen, N.H., Visaltanachoti, N., 2013. ETF arbitrage:Intraday evidence. Journal of Banking and Finance 37, 3486–3498.

Marshall, B., Nguyen, N.H., Visaltanachoti, N., 2013. Liquidity commonality of commodities. Journal of Banking and Finance 37, 11-20.

Nguyen, Duong, Leyuan You, 2013. Higher order moment risk in efficient futures portfolios. Journal of Economics and Business 65, 33-54.

Nguyen, N.H., Truong, C., 2013. The information content of stock markets around the world, a cultural explanation. Journal of International Financial Markets, Institutions & Money 26, 1–29.

Nguyen, N.H., Lo, K.H., 2013. Asset returns and liquidity effects: Evidence from a developed but small market. Pacific-Basin Finance Journal 21 (1), 1175–1190.

Nguyen, N.H., Wang, D.Y., 2013. Stock dividends in China: Signaling or liquidity explanations? Accounting and Finance 53, 513–535.

Phan, V. Hieu, Hegde, S.P., 2013. Corporate Governance and Risk Taking: Evidence from Defined Benefit Plan Asset Allocation. Journal of Financial and Quantitative Analysis, forthcoming.