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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ G: Financial Economics
/ / G0: General
/ / / G00: General
/ / / G01: Financial Crises
/ / / G02: Behavioral Finance: Underlying Principles

Most recent items first, undated at the end.
  • 2014 Financial Modeling
    by Benninga, Simon
  • 2014 Fundamental Models in Financial Theory
    by Peleg, Doron
  • 2014 When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies
    by Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas
  • 2014 Volatility Transmission between Exchange Rates and Stock Prices in Indonesia post 1997 Asia Crisis
    by Anhar Fauzan Priyono & Arief Bustaman
  • 2014 Financial crisis in The Arcades Project of Walter Benjamin
    by Estrada, Fernando
  • 2014 Do Financial Flows raise or reduce Economic growth Volatility? Some Lessons from Moroccan case
    by Bouoiyour, Jamal & Miftah, Amal & Selmi, Refk
  • 2014 Corporate governance in Islamic Finance: Basic concepts and issues
    by Elasrag, Hussein
  • 2014 Corporate governance in Islamic financial institutions
    by Elasrag, Hussein
  • 2014 Institutional quality and bank instability: cross-countries evidence in emerging countries
    by ESSID, ZINA & BOUJELBENE, YOUNES & PLIHON, DOMINIQUE
  • 2014 Corporate governance in Islamic financial institutions
    by Elasrag, Hussein
  • 2014 Macro Micro Model with a Post-keynesian Perspective in the banking industry
    by cho, hyejin
  • 2014 Dynamic Production Theory under No-Arbitrage Constraints
    by Zhao, Guo
  • 2014 Multivariate bubbles and antibubbles
    by Fry, John
  • 2014 Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?
    by Hryckiewicz, Aneta
  • 2014 The myth of “neutrality” and the rhetoric of “stability”: macroeconomic policy in democratic South Africa
    by Isaacs, Gilad
  • 2014 دور أدوات الحوكمة في تنظيم الرقابة الشرعية و تطويرها
    by Elasrag, Hussein
  • 2014 Does Financial Liberalization, Spur Economic Growth and Poverty Reduction in Six Sub-Saharan African Countries; Panel Unit Root and Panel Vector Error Correction Tests
    by Dandume, Muhammad Yusuf & A.C., Dr.Malarvizhi
  • 2014 Market Imperfections and Dividend Policy Decisions of Manufacturing Sector of Pakistan
    by Darakhshan Younis & Attiya Yasmin Javid
  • 2014 Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse
    by Asaf Bernstein & Eric Hughson & Marc D. Weidenmier
  • 2014 Assessing Asset Pricing Models Using Revealed Preference
    by Jonathan B. Berk & Jules H. van Binsbergen
  • 2014 Entry and Exit in OTC Derivatives Markets
    by Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill
  • 2014 Riding the Bubble? Chasing Returns into Illiquid Assets
    by Danny Yagan
  • 2014 The Geography of Financial Misconduct
    by Christopher A. Parsons & Johan Sulaeman & Sheridan Titman
  • 2014 Misspecified Recovery
    by Jaroslav Borovička & Lars P. Hansen & José A. Scheinkman
  • 2014 Financial Health Economics
    by Ralph Koijen & Tomas Philipson & Harald Uhlig
  • 2014 Asset Prices in a Lifecycle Economy
    by Roger Farmer
  • 2014 Origins of Stock Market Fluctuations
    by Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson
  • 2014 Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?
    by Noordegraaf-Eelens, L.H.J. & Franses, Ph.H.B.F.
  • 2014 Capital Controls and Macroprudential Measures: What Are They Good For?
    by Forbes, Kristin & Fratzscher, Marcel & Straub, Roland
  • 2014 Model Risk in Portfolio Optimization
    by David Stefanovits & Urs Schubiger & Mario V. Wüthrich
  • 2014 Joint Asymptotic Distributions of Smallest and Largest Insurance Claims
    by Hansjörg Albrecher & Christian Y. Robert & Jef L. Teugels
  • 2014 Random Shifting and Scaling of Insurance Risks
    by Enkelejd Hashorva & Lanpeng Ji
  • 2014 The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio
    by Marc Busse & Michel Dacorogna & Marie Kratz
  • 2014 Elementary Bounds on the Ruin Capital in a Diffusion Model of Risk
    by Vsevolod K. Malinovskii
  • 2014 Initial Investigations of Intra-Day News Flow of S&P500 Constituents
    by Jim Kyung-Soo Liew & Zhechao Zhou
  • 2014 Demand of Insurance under the Cost-of-Capital Premium Calculation Principle
    by Michael Merz & Mario V. Wüthrich
  • 2014 When the U.S. Stock Market Becomes Extreme?
    by Sofiane Aboura
  • 2014 Neumann Series on the Recursive Moments of Copula-Dependent Aggregate Discounted Claims
    by Siti Norafidah Mohd Ramli & Jiwook Jang
  • 2014 Optimal Consumption and Investment with Labor Income and European/American Capital Guarantee
    by Morten Tolver Kronborg
  • 2014 Attracting Health Insurance Buyers through Selective Contracting: Results of a Discrete-Choice Experiment among Users of Hospital Services in the Netherlands
    by Evelien Bergrath & Milena Pavlova & Wim Groot
  • 2014 Effectively Tackling Reinsurance Problems by Using Evolutionary and Swarm Intelligence Algorithms
    by Sancho Salcedo-Sanz & Leo Carro-Calvo & Mercè Claramunt & Ana Castañer & Maite Mármol
  • 2014 1980–2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future
    by Didier Sornette & Peter Cauwels
  • 2014 Modeling Cycle Dependence in Credit Insurance
    by Anisa Caja & Frédéric Planchet
  • 2014 Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction
    by Søren Asmussen
  • 2014 Catastrophe Insurance Modeled by Shot-Noise Processes
    by Thorsten Schmidt
  • 2014 An Academic Response to Basel 3.5
    by Paul Embrechts & Giovanni Puccetti & Ludger Rüschendorf & Ruodu Wang & Antonela Beleraj
  • 2014 Publishing Risks
    by Mogens Steffensen
  • 2014 Spillover effects of subprime mortgage originations: The effects of single-family mortgage credit expansion on the multifamily rental market
    by Ambrose, Brent W. & Diop, Moussa
  • 2014 The reaction of the U.S. and the European Monetary Union to recent global financial crises
    by Kowalski, Tadeusz & Shachmurove, Yochanan
  • 2014 A unified approach to validating univariate and multivariate conditional distribution models in time series
    by Chen, Bin & Hong, Yongmiao
  • 2014 Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR
    by Josh Stillwagon
  • 2014 Decomposing the bid-ask spread in the Brazilian market: an intraday framework
    by Marcelo Brutti Righi & Kelmara Mendes Vieira & Daniel Arruda Coronel & Reisoli Bender Filho & Paulo Sergio Ceretta
  • 2014 Bankruptcy prediction for Tunisian firms : An application of semi-parametric logistic regression and neural networks approach
    by Manel Hamdi & Sami Mestiri
  • 2014 On the Sensitivity of Banking Activity Shocks: Evidence from the CEMAC Sub-region
    by Nguena Christian Lambert & Tsafack Nanfosso Roger
  • 2014 A multiscale approach to emerging market pricing
    by Bruno Milani & Paulo Sérgio Ceretta
  • 2014 The Implications Of Adopting The Optional Vat At Collection
    by Roxana Ispas & Titu Netoiu & Nela Loredana Meita
  • 2013 A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time Series
    by Bin Chen & Yongmiao Hong
  • 2013 Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametri
    by Bin Chen & Yongmiao Hong
  • 2013 The 2000 presidential election and the information cost of sensitive versus
    by Yan He & Hai Lin & Chunchi Wu & Uric B. Dufrene
  • 2013 The performance of amateur traders on a public internet site: a case of a stock-exchange contest
    by Blanchard, Michel & Bernard, Philippe
  • 2013 Reforming U.S. Financial Markets: Reflections Before and Beyond Dodd-Frank
    by Kroszner, Randall S.
  • 2013 Something for Nothing: A Novel
    by Klein, Michael W.
  • 2013 Trade and Poverty: When the Third World Fell Behind
    by Williamson, Jeffrey G.
  • 2013 Inside and Outside Liquidity
    by Holmström, Bengt
  • 2013 Operations Forensics: Business Performance Analysis Using Operations Measures and Tools
    by Lai, Richard
  • 2013 Banking the World: Empirical Foundations of Financial Inclusion
    by
  • 2013 The Great Recession: Lessons for Central Bankers
    by
  • 2013 Financial Innovation: Too Much or Too Little?
    by
  • 2013 Paths toward the Modern Fiscal State: England, Japan, and China
    by He, Wenkai
  • 2013 Collected Papers on Monetary Theory
    by Lucas, Robert E.
  • 2013 Endogenous banks' networks, cascades and systemic risk
    by Bluhm, Marcel & Faia, Ester & Krahnen, Jan Pieter
  • 2013 Credit Risks and Monetary Policy Trade-Offs
    by Kevin x.d. Huang & J. scott Davis
  • 2013 Effects of taxation on European multi-nationals’ financing and profits
    by Stefan Lutz
  • 2013 Endogenous Life-Cycle Housing Investment and Portfolio Allocation
    by Cengiz Tunc & Denis Pelletier
  • 2013 Short Run Underpricing of Initial Public Offering (IPOs) in the Johannesburg Stock Exchange (JSE)
    by Gillian van Heerden and Paul Alagidede
  • 2013 Global financial inclusion challenges for banking system of Uzbekistan
    by Aliqoriev, Olimkhon
  • 2013 Amplitude-Duration-Persistence Trade-off Relationship for Long Term Bear Stock Markets
    by Li, Ziran & Sun, Jiajing & Wang, Shouyang
  • 2013 What Determines Firms’ Innovation in Eastern Europe and Central Asia
    by Afandi, Elvin & Kermani, Majid
  • 2013 Islamic Finance Revisited: Conceptual and Analytical Issues from the Perspective of Conventional Economics
    by Sheng, Andrew & Singh, Ajit
  • 2013 دور رأس المال الفكري في تنمية المصارف الاسلامية
    by Elasrag, Hussein
  • 2013 Основы Правового Обеспечения Деятельности Ситуационных Социально-Экономических Центров
    by Zulfugarzade, Teymur
  • 2013 Government Role During The Global Financial Crisis
    by Suleymanov, Elchin & Alirzayev, Elvin
  • 2013 Contribution of Information and Communication Technology (ICT) in Country’S H-Index
    by FARHADI, MARYAM & SALEHI, HADI & EMBI, MOHAMED AMIN & FOOLADI, MASOOD & FARHADI, HADI & AGHAEI CHADEGANI, AREZOO & Ale Ebrahim, Nader
  • 2013 News Flow, Web Attention and Extreme Returns in the European Financial Crisis
    by Chouliaras, Andreas & Grammatikos, Theoharry
  • 2013 Mental Accounting: A Closed-Form Alternative to the Black Scholes Model
    by Siddiqi, Hammad
  • 2013 Multifractal Analysis of the Algerian Dinar - US Dollar exchange rate
    by DIAF, Sami & TOUMACHE, Rachid
  • 2013 Financial Development and Economic Growth: New Lessons from Small Open Economies
    by Morgan, Horatio M.
  • 2013 The performance of commercial banks and the determinants of profitability: Evidence from Kosovo
    by Govori, Fadil
  • 2013 New Testing Procedures to Assess Market Efficiency with Trading Rules
    by Bell, Peter N
  • 2013 Current State and Issues of Logistics Cost Accounting and Management in Malaysia
    by Zakariah, Sahidah & Pyeman, Jaafar
  • 2013 Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions
    by Chen, Songxi & Peng, Liang & Yu, Cindy
  • 2013 Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study
    by Chen, Songxi
  • 2013 Inequality and growth
    by CEESAY, EBRIMA K.
  • 2013 The Role of Corporate Social Responsibility (CSR) in the Egyptian Banking Sector
    by Kamal, Mona
  • 2013 Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index
    by Boleslaw Borkowski & Monika Krawiec & Yochanan Shachmurove
  • 2013 Parameter Learning in General Equilibrium: The Asset Pricing Implications
    by Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer
  • 2013 Optimal Time-Consistent Macroprudential Policy
    by Javier Bianchi & Enrique G. Mendoza
  • 2013 Are Capital Controls Prudential? An Empirical Investigation
    by Andrés Fernández & Alessandro Rebucci & Martín Uribe
  • 2013 Distilling the Macroeconomic News Flow
    by Alessandro Beber & Michael W. Brandt & Maurizio Luisi
  • 2013 Moral Hazard, Informed Trading, and Stock Prices
    by Pierre Collin-Dufresne & Vyacheslav Fos
  • 2013 How Much Would You Pay to Resolve Long-Run Risk?
    by Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki
  • 2013 Regulating Consumer Financial Products: Evidence from Credit Cards
    by Sumit Agarwal & Souphala Chomsisengphet & Neale Mahoney & Johannes Stroebel
  • 2013 Playing Favorites: How Firms Prevent the Revelation of Bad News
    by Lauren Cohen & Dong Lou & Christopher Malloy
  • 2013 Asset Pricing in the Frequency Domain: Theory and Empirics
    by Ian Dew-Becker & Stefano Giglio
  • 2013 Combining Banking with Private Equity Investing
    by Lily Fang & Victoria Ivashina & Josh Lerner
  • 2013 The Disintermediation of Financial Markets: Direct Investing in Private Equity
    by Lily Fang & Victoria Ivashina & Josh Lerner
  • 2013 Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity
    by Franziska Bremus & Claudia Buch & Katheryn Russ & Monika Schnitzer
  • 2013 Finance: Function Matters, not Size
    by John H. Cochrane
  • 2013 The Market for OTC Derivatives
    by Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill
  • 2013 Incentives and Outcomes: China’s Environmental Policy
    by Jing Wu & Yongheng Deng & Jun Huang & Randall Morck & Bernard Yeung
  • 2013 Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery
    by Anna Louise Schroeder & Piotr Fryzlewicz
  • 2013 Tweets, Google trends and sovereign spreads in the GIIPS
    by Theologos Dergiades & Costas Milas & Theodore Panagiotidis
  • 2013 Capital Controls and Macroprudential Measures: What Are They Good For?
    by Kristin Forbes & Marcel Fratzscher & Roland Straub
  • 2013 Monetary plurality in economic theory
    by Ould Ahmed, Pepita & Marques-Pereira, Jaime & Le Maux, Laurent & Desmedt, Ludovic & Blanc, Jerome & Théret, Bruno
  • 2013 Reflections on Finance and the Good Society
    by Robert J. Shiller
  • 2013 Equity market liberalization, credit constraints and income inequality
    by Sun, Puyang & Sen, Somnath & Jin, Shujing
  • 2013 60 Years of the Study Branch Finance at the University of Economics, Prague
    by Jitka Koderová
  • 2013 Enhancing Financial Component of Economic Security
    by Inna Hryshova & Tetyana Shabatura
  • 2013 Business Financial Stability Management in Tax System Reform
    by Kateryna Bagatska & Olena Kovalenko
  • 2013 Tax Culture as Tax Administration Staff Phenomenon
    by Viktor Synchak
  • 2013 Complex Innovation Risks Assessment in Agrarian Sector
    by Nataliya Dolgosheia
  • 2013 Gaussian and Affine Approximation of Stochastic Diffusion Models for Interest and Mortality Rates
    by Marcus C. Christiansen
  • 2013 Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach
    by Claude Lefèvre & Philippe Picard
  • 2013 Impact of Climate Change on Heat Wave Risk
    by Romain Biard & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Stéphane Loisel
  • 2013 U.S. Equity Mean-Reversion Examined
    by Jim Liew & Ryan Roberts
  • 2013 A Risk Model with an Observer in a Markov Environment
    by Hansjörg Albrecher & Jevgenijs Ivanovs
  • 2013 Optimal Dynamic Portfolio with Mean-CVaR Criterion
    by Jing Li & Mingxin Xu
  • 2013 Optimal Deterministic Investment Strategies for Insurers
    by Nicole Bäuerle & Ulrich Rieder
  • 2013 A Welfare Analysis of Capital Insurance
    by Ekaterina Panttser & Weidong Tian
  • 2013 Optimal Reinsurance: A Risk Sharing Approach
    by Alejandro Balbas & Beatriz Balbas & Raquel Balbas
  • 2013 Surrounding Risks
    by Mogens Steffensen
  • 2013 Understanding the “Black Box” of Employer Decisions about Health Insurance Benefits: The Case of Depression Products
    by Kathryn Rost & Airia Papadopoulos & Su Wang & Donna Marshall
  • 2013 Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model
    by Alexandru V. Asimit & Raluca Vernic & Riċardas Zitikis
  • 2013 Early Warning to Insolvency in the Pension Fund: The French Case
    by Noël Bonneuil
  • 2013 CEO Compensation System in Large Canadian Financial Institutions
    by Yusuf Mohammed Nulla & Dimitris Nikolaou Koumparoulis
  • 2013 Prospect theory and utility theory: Temporary versus permanent attitude toward risk
    by Levy, Haim & Wiener, Zvi
  • 2013 Alternative bankruptcy prediction models using option-pricing theory
    by Charitou, Andreas & Dionysiou, Dionysia & Lambertides, Neophytos & Trigeorgis, Lenos
  • 2013 Fuzzy logic, trading uncertainty and technical trading
    by Gradojevic, Nikola & Gençay, Ramazan
  • 2013 Impact of volatility estimation method on theoretical option values
    by Borkowski, Bolesław & Krawiec, Monika & Shachmurove, Yochanan
  • 2013 Liquidity and expected returns—Evidence from 1926–2008
    by Baradarannia, M. Reza & Peat, Maurice
  • 2013 Risk premia in multi-national enterprises
    by Lutz, Stefan
  • 2013 Firm value, the Sarbanes-Oxley Act and cross-listing in the U.S., Germany and Hong Kong destinations
    by Bianconi, Marcelo & Chen, Richard & Yoshino, Joe A.
  • 2013 Private information and its origins in an electronic foreign exchange market
    by Gençay, Ramazan & Gradojevic, Nikola
  • 2013 The Impact of Stock Market Performance upon Economic Growth
    by Najeb M.H. Masoud
  • 2013 A 10 min tick volatility analysis between the Ibovespa and the S&P500
    by Paulo Sergio Ceretta & Alexandre Silva da Costa & Marcelo Brutti Righi & Fernanda Maria Müller
  • 2013 Do Brazilian REITs depend on Real Estate sector companies or Overall Market?
    by Bruno Milani & Paulo Sergio Ceretta
  • 2013 Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model
    by M. Hossein Partovi
  • 2013 Security issuance and the business cycle
    by Enzo Dia & Fabrizio Casalin
  • 2013 The performance of amateur traders on a public internet site: a case of a stock-exchange contest
    by Philippe Bernard & Michel Blanchard
  • 2013 Analysis of the publication of forecast information by managers and financial analysts
    by Myriam Boudiche
  • 2013 Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market
    by Francisca Beer & Fabrice Hervé & Mohamed Zouaoui
  • 2013 Common risk factors in commodities
    by Julien Chevallier & Florian Ielpo & Ling-Ni Boon
  • 2013 The explanatory power of signed jumps for the risk-return tradeoff
    by Benoît Sévi & César Baena
  • 2013 Responsible Diversification: Knowing Enough About Diversification To Do It Responsibly: Motives, Measures And Consequences
    by Ma. Belén Lozano García & Alberto de Miguel Hidalgo & Diana Monserrat Ríos Rodríguez
  • 2012 Economics After the Crisis: Objectives and Means
    by Turner, Adair
  • 2012 Retirement Income: Risks and Strategies
    by Warshawsky, Mark J.
  • 2012 Freaks of Fortune: The Emerging World of Capitalism and Risk in America
    by Levy, Jonathan
  • 2012 Financial Development and Economic Growth. A Theoretical and Empirical Overview
    by Filomena Pietrovito
  • 2012 Equity market liberalization, credit constraints and income inequality
    by Sun, Puyang & Sen, Somnath & Jin, Shujing
  • 2012 Volatility Spillover Across GCC Stock Markets
    by Onour, Ibrahim
  • 2012 Перспективы Развития Системы Безналичных Расчетов В Узбекистане
    by Aliqoriev, Olimkhon
  • 2012 Variance ratios, structural breaks and nonrandom walk behaviour in the Indian stock returns
    by Hiremath, Gourishankar S & Bandi, Kamaiah
  • 2012 The financial crisis and the credit rating agencies: the failure of reputation
    by Miele, Maria Grazia
  • 2012 Refinement and Retesting of “eBankQual” Scale in Internet Banking Service Settings
    by Kumbhar, Vijay
  • 2012 Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation
    by Qiu, Yumou & Chen, Songxi
  • 2012 Estimation in semiparametric models with missing data
    by Chen, Songxi
  • 2012 Two Sample Tests for High Dimensional Covariance Matrices
    by Chen, Songxi
  • 2012 Strategic Asset Allocation for Central Bank’s Management of Foreign Reserves: A new approach
    by Zhang, Zhichao & Chau, Frankie & Xie, Li
  • 2012 Does Automation Improve Stock Market Efficiency? Evidence from Ghana
    by Mensah, Justice T. & Pomaa-Berko, Maame & Adom, Philip Kofi
  • 2012 The impact of Macroeconomic Fundamentals on Stock Prices revisited: An Evidence from Indian Data
    by Pramod Kumar, Naik & Puja, Padhi
  • 2012 Goodness of fit test for the multifractal model of asset returns
    by Bell, Peter
  • 2012 Applying approximate entropy (ApEn) to speculative bubble in the stock market
    by Saumitra, Bhaduri
  • 2012 Infrastructures institutionnelles et développement financier en zone CEMAC
    by Mpabe Bodjongo, Mathieu Juliot
  • 2012 On the Empirics of China's Inter-regional Risk Sharing
    by Li, Jia
  • 2012 Monetary Policy and Share Pricing Business in Nigeria
    by Adesoye, A. Bolaji & Atanda, Akinwande AbdulMaliq
  • 2012 Securitization
    by Gary Gorton & Andrew Metrick
  • 2012 Embedded Leverage
    by Andrea Frazzini & Lasse H. Pedersen
  • 2012 Do prices reveal the presence of informed trading?
    by Pierre Collin-Dufresne & Vyacheslav Fos
  • 2012 Insider Trading, Stochastic Liquidity and Equilibrium Prices
    by Pierre Collin-Dufresne & Vyacheslav Fos
  • 2012 Endogenous Dividend Dynamics and the Term Structure of Dividend Strips
    by Frederico Belo & Pierre Collin-Dufresne & Robert S. Goldstein
  • 2012 A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
    by Ravi Bansal & Ivan Shaliastovich
  • 2012 As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from Exogenous State Tax Changes
    by Florian Heider & Alexander Ljungqvist
  • 2012 Understanding Peer Effects in Financial Decisions: Evidence from a Field Experiment
    by Leonardo Bursztyn & Florian Ederer & Bruno Ferman & Noam Yuchtman
  • 2012 The Political Risks of Fighting Market Failures: Subversion, Populism and the Government Sponsored Enterprises
    by Edward L. Glaeser
  • 2012 Volatility, the Macroeconomy and Asset Prices
    by Ravi Bansal & Dana Kiku & Ivan Shaliastovich & Amir Yaron
  • 2012 Pseudo-Predictability in Conditional Asset Pricing Tests: Explaining Anomaly Performance with Politics, the Weather, Global Warming, Sunspots, and the Stars
    by Robert Novy-Marx
  • 2012 Country Size, Currency Unions, and International Asset Returns
    by Tarek Alexander Hassan
  • 2012 Resolving the African Financial Development Gap: Cross-Country Comparisons and a Within-Country Study of Kenya
    by Franklin Allen & Elena Carletti & Robert Cull & Jun Qian & Lemma Senbet & Patricio Valenzuela
  • 2012 Getting up to Speed on the Financial Crisis: A One-Weekend-Reader's Guide
    by Gary B. Gorton & Andrew Metrick
  • 2012 Consolidamento fiscale e interventi sul pubblico impiego. L'esperienza di otto paesi europei
    by Mara Meacci & Cristina Quaglierini
  • 2012 Risk premia in multi-national enterprises
    by Stefan Lutz
  • 2012 Resolving the African Financial Development Gap: Cross-country comparisons and a within-country study of Kenya
    by ALLEN, Franklin & CARLETTI, Elena & CULL, Robert & QIAN, Jun & SENBET, Lemma & VALENZUELA, Patricio
  • 2012 Country Size, Currency Unions, and International Asset Returns
    by Hassan, Tarek
  • 2012 Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls
    by Forbes, Kristin & Fratzscher, Marcel & Straub, Roland
  • 2012 Optimal Static Hedging of Energy Price and Volume Risk: Closed-Form Results
    by Javier Orlando Pantoja Robayo & Andrea Roncoroni
  • 2012 Credit Rating Agencies, Finance and Growth
    by Anabela Ramos & Marta Simôes
  • 2012 What Does the Future Hold for the International Banking System?
    by Dailami, Mansoor & Adams-Kane, Jonathon
  • 2012 Marchés obligataires et crises bancaires dans les pays émergents: le rôle des institutions
    by Jamel Boukhatem
  • 2012 Volatility, Information And Stock Market Crashes
    by Nikolaos Antonakakis & Johann Scharler
  • 2012 Romania's Economic Recovery Strategy in 10 Years
    by Gradea Cristina
  • 2012 Asset prices, credit and the business cycle
    by Chen, Xiaoshan & Kontonikas, Alexandros & Montagnoli, Alberto
  • 2012 Frequency domain analysis of foreign exchange order flows
    by Gradojevic, Nikola
  • 2012 Liquidity-adjusted conditional capital asset pricing model
    by Wang, Jinan & Chen, Langnan
  • 2012 Simulating and calibrating diversification against black swans
    by Hyung, Namwon & de Vries, Casper G.
  • 2012 The risk premium for minority banks altruistic portfolios in underserved communities
    by Godfrey Cadogan
  • 2012 Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?
    by Hideaki Sakawa & Masato Ubukata
  • 2012 Interactions of money market between china and the us: pre-crises and post-crises
    by Lu Yang
  • 2012 Oil-stock volatility transmission, portfolio selection and hedging
    by Mohamed El Hédi Arouri & Amine Lahiani & Duc Khuong Nguyen
  • 2012 Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach
    by Marcelo Brutti Righi & Paulo Sergio Ceretta
  • 2012 Predicting the risk of global portfolios considering the non-linear dependence structures
    by Marcelo Brutti Righi & Paulo Sergio Ceretta
  • 2012 Gains from diversification: a regret theory approach
    by Martín Jorge Egozcue
  • 2012 Long-run stock price-house price relation: evidence from an ESTR model
    by David G McMillan
  • 2012 A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis
    by Go Tamakoshi & Yuki Toyoshima & Shigeyuki Hamori
  • 2012 Are the emerging bric stock markets efficient?
    by Suresh K. G. & Aviral Kumar Tiwari & Anto Joseph
  • 2012 Validación empírica del modelo CAPM para Colombia 2003-2010
    by Andrés Ramírez Hassan & Maribel Serna Rodriguez
  • 2012 Quality strategies in the market process
    by Dragan Cristian
  • 2012 Nonlinear Serial Dependence in Share Returns on the Johannesburg Stock Exchange
    by Ryan Kruger & Francois Toerien & Iain MacDonald
  • 2011 Inside and Outside Liquidity
    by Holmström, Bengt
  • 2011 Inside and Outside Liquidity
    by Bengt Holmström & Jean Tirole
  • 2011 Something for Nothing: A Novel
    by Klein, Michael W.
  • 2011 Inside the Fed: Monetary Policy and Its Management, Martin through Greenspan to Bernanke
    by Axilrod, Stephen H.
  • 2011 Reforming U.S. Financial Markets
    by Randall S. Kroszner & Robert J. Shiller
  • 2011 Trade and Poverty: When the Third World Fell Behind
    by Williamson, Jeffrey G.
  • 2011 Casualties of Credit: The English Financial Revolution, 1620-1720
    by Wennerlind, Carl
  • 2011 John Maynard Keynes: Is That you Knocking on the Door?
    by Tadeusz Kowalski & Yochanan Shachmurove
  • 2011 Booms and Busts in United States Financial Markets
    by Yochanan Shachmurove
  • 2011 Home Bias and Prediction Markets: Evidence from the Racetrack
    by Paul Scanlon
  • 2011 Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models
    by Xiangjin Shen & Hiroki Tsurumi
  • 2011 In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008
    by Norman R. Swanson & Lili Cai
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  • 2002 Corporate Leverage and Product Differentiation Strategy
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  • 2002 Immunization of Bond Portfolios: Some New Results
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  • 2002 Efficient Market Hypothesis and Forecasting
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  • 2002 Risk, Entropy, and the Transformation of Distributions
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    by UNDP
  • 2002 Measuring the Benefits from Futures Markets: Conceptual Issues
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  • 2002 An examination of own account trading by dual traders in futures markets
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  • 2001 The Impact of Idiosyncratic Shocks on Welfare and Asset Returns in a Stochastically Growing Economy
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  • 2001 Heterogeneous Interacting Agent Models and the Stylized Facts
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  • 2001 Comparing Financial Systems
    by Franklin Allen & Douglas Gale
  • 2001 Financial Policy and Central Banking in Japan
    by Thomas F. Cargill & Michael M. Hutchison & Takatoshi Ito
  • 2001 Hedge Funds With Style
    by Stephen J. Brown & William N. Goetzmann
  • 2001 Estimation of Diffusions using Wavelet scaling methods
    by Esben Hoeg
  • 2001 Equity Portfolio Diversification
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  • 2001 The Mysterious Growing Value of S&P 500 Membership
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  • 2001 Courts and Relational Contracts
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  • 2001 Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH
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  • 2001 Hedge Funds With Style
    by Stephen J. Brown & William N. Goetzmann
  • 2001 Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure
    by Qiang Dai & Kenneth J. Singleton
  • 2001 Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods
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  • 2001 The Risk and Return of Venture Capital
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  • 2001 What Weight Should be Given to Asset Prices in the Measurementof Inflation?
    by C. Goodhart
  • 2001 Managing Capital Flows: A Distortions Approach
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  • 2001 Overnight Borrowing, Interest Rates and Extreme Value Theory
    by Faruk Selcuk & Ramazan Gencay
  • 2001 Affine Term-Structure Models: Theory and Implementation
    by David Jamieson Bolder
  • 2001 HDR 2001 - Making New Technologies Work for Human Development
    by UNDP
  • 2001 The Radical Change of French Firms' Financial Characteristics Macroeconomic Consequences and Lessons for Political Economics
    by Sylvie Cieply
  • 2001 Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid
    by João Amaro de Matos & Paula Antão
  • 2001 Nonparametric density estimation: A comparative study
    by Teruko Takada
  • 2000 New economy accounting : why are broad-based stock option plans so attractive?
    by Hess, Dieter E. & Lüders, Erik
  • 2000 New development in the Japanese corporate governance in the 1990s - the role of corporate pension funds
    by Suto, Megumi
  • 2000 Genetic Algorithm Optimisation for Finance and Investments
    by Pereira, Robert
  • 2000 Does the Internet Increase Trading? Evidence from Investor Behavior in 401(k) Plans
    by James J. Choi & David Laibson & Andrew Metrick
  • 2000 Rebels, Conformists, Contrarians and Momentum Traders
    by Evan Gatev & Stephen A. Ross
  • 2000 Emerging Equity Markets and Economic Development
    by Geert Bekaert & Campbell R. Harvey & Christian Lundblad
  • 2000 Selling Company Shares to Reluctant Employees: France Telecom's Experience
    by Francois Degeorge & Dirk Jenter & Alberto Moel & Peter Tufano
  • 2000 Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
    by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys
  • 2000 On the Informational Content of Changing Risk for Dynamic Asset Allocation
    by Giovanni BARONE-ADESI & Patrick GAGLIARDINI & Fabio TROJANI
  • 2000 Information Technology, Venture Capital and the Stock Market
    by Singh, Ajit & Singh, Alaka & Wiess, Bruce
  • 2000 HDR 2000 - Human Rights and Human Development
    by UNDP
  • 2000 Estimating a continuous time portfolio selection model: An application with UK data
    by Burak Saltoglu
  • 2000 Optimal Portfolios in an Incomplete Market
    by Jiongmin Yong
  • 1999 Bivariate FIGARCH and Fractional Cointegration
    by Celso Brunetti & Christopher L. Gilbert
  • 1999 Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-optimised Technical Trading Rules
    by Pereira, Robert
  • 1999 National competitiveness, dynamics of adjustment, and long term economic growth: conceptual, empirical, and policy issues
    by Howes, Candace & Singh, Ajit
  • 1999 Financial Systems and Capital Markets: an alternative view
    by Mavroudeas, Stavros & Lapavitsas, Costas
  • 1999 Exchange Rates and Financial Fragility
    by Barry Eichengreen & Ricardo Hausmann
  • 1999 An International Dynamic Asset Pricing Model
    by Robert J. Hodrick & David Tat-Chee Ng & Paul Sengmueller
  • 1999 Conditioning Variables and the Cross-Section of Stock Returns
    by Wayne E. Ferson & Campbell R. Harvey
  • 1999 HDR 1999 - Globalization with a Human Face
    by UNDP
  • 1998 An Analysis of the Potential Gains from Portfolio Diversification among Four Southern European Equity Markets
    by I.C. Andrade & S.H. Thomas
  • 1998 Evidence in Support of the CAPM from Three South East Asian Stock Markets
    by Andrew Clare & Richard Priestly
  • 1998 The Demand for Money in an Open Economy: the Case of Malaysia
    by Omar Marashdeh
  • 1998 Approximate Equilibrium Asset Prices
    by Fernando Restoy & Philippe Weil
  • 1998 Do Unemployment Insurance Recipients Actively Seek Work? Randomized Trials in Four U.S. States
    by Orley Ashenfelter & David Ashmore & Olivier Deschenes
  • 1998 Liberalisation, the stock market and the market for corporate control: a bridge too far for the Indian economy?
    by Singh, Ajit
  • 1998 Approximate Equilibrium Asset Prices
    by Fernando Restoy & Philippe Weil
  • 1998 HDR 1998 - Consumption for Human Development
    by UNDP
  • 1998 Mercados financieros y fragilidad bancaria en el Sudeste Asiático: impacto sobre Colombia
    by Kaune, Federico
  • 1997 The Political Economy of Japanese Monetary Policy
    by Thomas F. Cargill & Michael M. Hutchison & Takatoshi Ito
  • 1997 The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle
    by Min-Kyoung Kim & Raymond M. Leuthold & .
  • 1997 Noise Traders, Market Sentiment, and Futures Price Behavior
    by Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold
  • 1997 An Analysis of the Profiles and Motivations of Habitual Commodity Speculators
    by W. Bruce Canoles & Sarahelen R. Thompson & Scott H. Irwin & Virginia G. France & .
  • 1997 Theories and Tests for Bubbles
    by Sirnes, Espen
  • 1997 Foreign Speculators and Emerging Equity Markets
    by Geert Bekaert & Campbell R. Harvey
  • 1997 HDR 1997 - Human Development to Eradicate Poverty
    by UNDP
  • 1997 Un análisis de los sistemas financieros latinoamericanos
    by Torres Luis Alfonso & Humberto Mora & Martín Maurer & Magdalena Pardo
  • 1996 Mathematical expectation and variance of the final value of certain annuities valued with stochastic financial laws
    by Antonio Alegre Escolano & Rosa Mayoral
  • 1996 Investment - Vol. 1: Capital Theory and Investment Behavior
    by Dale W. Jorgenson
  • 1996 Generalized Binomial Trees
    by Jackwerth, Jens Carsten
  • 1996 Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing
    by Wayne E. Ferson & Campbell R. Harvey
  • 1996 HDR 1996 - Economic Growth and Human Development
    by UNDP
  • 1995 Emerging markets, industrialisation and economic development
    by Singh, Ajit
  • 1995 Emerging Equity Market Volatility
    by Geert Bekaert & Campbell R. Harvey
  • 1995 An Empirical Examination of the Fisher Effect in Australia
    by Frederic S. Mishkin & John Simon
  • 1995 HDR 1995 - Gender and Human Development
    by UNDP
  • 1994 Testing Dividend Signalling Models
    by Dan Bernhardt & J. Fiona Robertson & Ray Farrow
  • 1994 Time-Varying World Market Integration
    by Geert Bekaert & Campbell R. Harvey
  • 1994 The Impact of the Federal Reserve Bank's Open Market Operations
    by Campbell R. Harvey & Roger D. Huang
  • 1994 What Determines Expected International Asset Returns?
    by Campbell R. Harvey & Bruno Solnik & Guofu Zhou
  • 1994 Conditional Asset Allocation in Emerging Markets
    by Campbell R. Harvey
  • 1994 Predictable Risk and Returns in Emerging Markets
    by Campbell R. Harvey
  • 1994 Does Firm Size Matter? Evidence on the Impacts of Liquidity Constraints on Firm Investment Behaviour in Germany
    by Audretsch, David B & Elston, Julie Ann
  • 1994 HDR 1994 - New Dimensions of Human Security
    by UNDP
  • 1993 The Anglo-Saxon market for corporate control, the financial system and international competitiveness: notes for the Notre Dame conference on "strengthening U.S. competitiveness"
    by Singh, Ajit
  • 1993 HDR 1993 - People's Participation
    by UNDP
  • 1992 HDR 1992 - Global Dimensions of Human Development
    by UNDP
  • 1991 Money, Macroeconomics, and Economic Policy: Essays in Honor of James Tobin
    by William C. Brainard & William D. Nordhaus & Harold W. Watts
  • 1991 HDR 1991 - Financing Human Development
    by UNDP
  • 1990 HDR 1990 - Concept and Measurement of Human Development
    by UNDP
  • 1989 Numerical Techniques in Finance
    by Simon Benninga
  • 1986 Rural indebtedness : concept, correlates and consequences: a study of four tribal villages in the North Lakhimpur subdivision, Assam
    by Mitra, MK & Roy, DC & Mishra, SK
  • 1900 Normative Properties Of Stock Market Equilibrium With Moral Hazard
    by Martine Quinzii & Michael Magill
  • Fisher Dynamics in Household Debt: The Case of the U.S. 1929-2011
    by Joshua Mason and Arjun Jayadev
  • Capital Mobility for Developing Countries May Not Be So High
    by Thomas D. Willett & Young Seok Ahn & Manfred W. Keil
  • Relación entre Banca y Empresa: el caso de la Caja Laboral
    by Arrieta, Juan José