Badshah, I. (2013). Quantile regression analysis of the asymmetric return-volatility relation. Journal of Futures Markets 33, 235-265.

Badshah, I., B. Frijns and A. Tourani-Rad (2013). Contemporanous spill-over among equity, gold, and exchange rate implied volatility indices. Journal of Futures Markets 33, 555-572.

Bai, M. (2013). Short-Sales Constraints and Liquidity Change: Cross-Sectional Evidence from the Hong Kong Market. Pacific-Basin Finance Journal, forthcoming.

Bai, M. and Y. Qin (2013). Foreign Ownership Restriction and Momentum —Evidence from Emerging Markets. International Review of Finance, forthcoming.

Dirk G. Baur, 2013, The Degree and Structure of Dependence – A Quantile Regression Approach, Journal of Banking & Finance, forthcoming.

Da Fonseca, J., A. Gnoatto and M. Grasselli (2013). A flexible matrix Libor model with smiles. Journal of Economic Dynamics and Control 37, 774-793.

Da Fonseca, J., M. Grasselli and F. Ielpo (2013). Estimating the Wishart Affine Stochastic Correlation Model using the Empirical Characteristic Function. Studies in Nonlinear Dynamics & Econometrics 18:3, 53-289.

Da Fonseca, J. and K. Gottschalk,  (2013). A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface. Journal of Futures Markets 33, 494-517.

Da Fonseca, J. and R. Zaatour, (2013) Hawkes Process: Fast Calibration, Application to Trade Clustering and Diffusive Limit, Journal of Futures Markets, 34:6, 548-579

Dodd, O., B. Frijns and A. Gilbert (2013). Cultural Determinants of the Cross-listing Decision. European Financial Management, forthcoming.

Frijns, B., A. Gilbert, T. Lehnert and A. Tourani-Rad (2013). Uncertainty Avoidance, Risk Tolerance and Corporate Takeover Decisions. Journal of Banking and Finance 37, 2457-2471.

Frijns, B., A. Gilbert and A. Tourani-Rad (2013). Do criminal sanctions deter insider trading? Financial Review 48, 205-232.

Frijns, B., A. Gilbert and R. Zwinkels (2013). Market timing ability and mutual funds: A heterogeneous agenst approach. Quantitative Finance 13, 1613-1620.

Gulati, A., J. Knif and J. Kolari, 2013, Exchange rate shocks and firm competitiveness in small, export-oriented countries: The case of Finland. Multinational Finance Journal, 17, 1/2, 1-47.

Koerniadi, H., C. Krishnamurti and A. Tourani-Rad (2013). Corporate governance and risk-taking in New Zealand. Australian Journal of Management, forthcoming.

Spronk, R., W. Verschoor and R. Zwinkels (2013). Carry trade and foreign exchange rate puzzles. European Economic Review 60, 17-31.

Sun, Q., W. Tong and Y. Wu (2013). Overseas listing as a policy tool: Evidence from China's H-shares. Journal of Banking and Finance 37, 1460-1474.

Sun, Q., W. Tong and X. Zhang (2013). How cross-listings from an emerging economy affect the host market. Journal of Banking and Finance 37, 2229-2245.

Ter Ellen, S., W. Verschoor and R. Zwinkels (2013). Dynamic expectation formation in the foreign exchange market. Journal of International Money and Finance, forthcoming.

Verschoor, W. and R. Zwinkels (2013). Do foreign exchnage fund managers behave like heterogeneous agents? Quantitative Finance 13, 1125-1134.