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Journal of
Economic Literature (JEL) codes Top JEL G: Financial EconomicsG1: General Financial Markets G10 : General (includes Measurement and Data)G11 : Portfolio Choice; Investment DecisionsG12 : Asset PricingG13 : Contingent Pricing; Futures PricingG14 : Information and Market Efficiency; Event StudiesG15 : International Financial MarketsG17 : Financial ForecastingG18 : Government Policy and RegulationG19 : Other2009 The value of analysts’ recommendations and the organization of financial research by Salva, C. & Sonney, F. [Downloadable!] 2009 Spatial Contagion of Global Financial Crisis by Ari Tjahjawandita & Tito Dimas Pradono & Rullan Rinaldi [Downloadable!] 2009 El Mercado de Valores Chileno: Análisis y Propuesta en el Ámbito Tributario by Claudio Agostini & Carlos Budnevich [Downloadable!] 2009 The Price of Degenerate Art by Kim Oosterlinck [Downloadable!] 2009 Economic Literacy: An International Comparison by Tullio Jappelli [Downloadable!] 2009 Financial Advisors: A Case of Babysitters? by Andreas Hackethal & Michael Haliassos & Tullio Jappelli [Downloadable!] 2009 Financial Literacy and Portfolio Diversification by Luigi Guiso & Tullio Jappelli [Downloadable!] 2009 Errors-in-Variables Estimation with No Instruments by Ramazan Gencay & Nikola Gradojevic [Downloadable!] 2009 Crash of ’87 - Was it Expected? Aggregate Market Fears and Long Range Dependence by Ramazan Gencay & Nikola Gradojevic [Downloadable!] 2009 Asymmetry of Information Flow Between Volatilities Across Time Scales by Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher [Downloadable!] 2009 Profitability in an electronic foreign exchange market: informed trading or differences in valuation? by Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk [Downloadable!] 2009 Informed trading in an electronic foreign exchange market by Ramazan Gencay & Nikola Gradojevic [Downloadable!] 2009 Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy by Franz Fuerst & Gianluca Marcato [Downloadable!] 2009 Regulating the International Audit Market and the removal of barriers to entry: The provision of non audit services by audit firms and the 2006 Statutory Audit Directive by Ojo, Marianne [Downloadable!] 2009 Presentation of fiscal measures taken in present in Romania for economic and number of jobs growth by Chirculescu, Felicia Maria & Dobrota, Gabriela [Downloadable!] 2009 Long term financing decision at the level of companies by Dobrota, Gabriela & Chirculescu, Felicia Maria [Downloadable!] 2009 Bank Competition and International Financial Integration: Evidence using a new Index by Pasricha, Gurnain [Downloadable!] 2009 Short Arbitrage, Return Asymmetry And The Accrual Anomaly by Hirshleifer, David & Teoh, Siew Hong & Yu, Jeff Jiewei [Downloadable!] 2009 Risk Management Framework for Hedge Funds: Role of Funding and Redemption Options on Leverage by Dai, John & Sundaresan, Suresh [Downloadable!] 2009 Predicting the price index for jewelry and jewelry products: 2009 to 2016 by Kitov, Ivan [Downloadable!] 2009 PPI of durable and nondurable goods: 1985-2016 by Kitov, Ivan & Kitov, Oleg [Downloadable!] 2009 Predicting gold ores price by Kitov, Ivan [Downloadable!] 2009 Predicting share price of energy companies: June-September 2009 by Kitov, Ivan & Kitov, Oleg [Downloadable!] 2009 Modelling of selected S&P 500 share prices by Kitov, Ivan & Kitov, Oleg [Downloadable!] 2009 Harnack inequality and no-arbitrage bounds for self-financing portfolios by Carciola, Alessandro & Pascucci, Andrea & Polidoro, Sergio [Downloadable!] 2009 International Trade and Real Transmission Channels of Financial Shocks in Globalized Production Networks by Escaith, Hubert & Gonguet, Fabien [Downloadable!] 2009 Electric Cars and Oil Prices by Azar, Jose [Downloadable!] 2009 ConocoPhillips and Exxon Mobil stock price by Kitov, Ivan [Downloadable!] 2009 Identifying common dynamic features in stock returns by Caiado, Jorge & Crato, Nuno [Downloadable!] 2009 Evaluating the Present State of Japan as An International Financial Center by Shirai, Sayuri [Downloadable!] 2009 Padrões de relacionamento bancário no financiamento às MPE: Uma análise cluster by Miguel Neves Matias & Zélia Serrasqueiro & Carlos Arriaga Costa [Downloadable!] 2009 O relacionamento bancário e o financiamento das PME: Uma revisão da literatura by Miguel Neves Matias [Downloadable!] 2009 Financial Market Stability in the European Union: Enhancing Regulation and Supervision by Jeremy Lawson & Sebastian Barnes & Marte Sollie [Downloadable!] 2009 Financial Crises: Past lessons and Policy Implications by Davide Furceri & Annabelle Mourougane [Downloadable!] 2009 Algorithmic Trading and Information by Terrence Hendershott & Ryan Riordan [Downloadable!] 2009 Financial Choice in a Non-Ricardian Model of Trade by Katheryn N. Russ & Diego Valderrama [Downloadable!] 2009 An Empirical Evaluation of the Long-Run Risks Model for Asset Prices by Ravi Bansal & Dana Kiku & Amir Yaron [Downloadable!] 2009 Art and Money by William N. Goetzmann & Luc Renneboog & Christophe Spaenjers [Downloadable!] 2009 A Preferred-Habitat Model of the Term Structure of Interest Rates by Dimitri Vayanos & Jean-Luc Vila [Downloadable!] 2009 The Chinese Warrants Bubble by Wei Xiong & Jialin Yu [Downloadable!] 2009 Fire Sales in a Model of Complexity by Ricardo J. Caballero & Alp Simsek [Downloadable!] 2009 When Everyone Runs for the Exit by Lasse Heje Pedersen [Downloadable!] 2009 Haircuts by Gary B. Gorton & Andrew Metrick [Downloadable!] 2009 Monetary Policy Shifts and the Term Structure by Andrew Ang & Jean Boivin & Sen Dong & Rudy Loo-Kung [Downloadable!] 2009 Securitized Banking and the Run on Repo by Gary B. Gorton & Andrew Metrick [Downloadable!] 2009 Liquidity and Asset Prices: A Unified Framework by Dimitri Vayanos & Jiang Wang [Downloadable!] 2009 Market Selection by Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield [Downloadable!] 2009 Market Valuation of Accrued Social Security Benefits by John Geanakoplos & Stephen P. Zeldes [Downloadable!] 2009 The Japanese Bubble: A 'Heterogeneous' Approach by Robert B. Barsky [Downloadable!] 2009 Complexity and Financial Panics by Ricardo J. Caballero & Alp Simsek [Downloadable!] 2009 The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover by Gary B. Gorton & Lixin Huang & Qiang Kang [Downloadable!] 2009 U.S. Stock Market Crash Risk, 1926-2006 by David S. Bates [Downloadable!] 2009 Fund Managers, Career Concerns, and Asset Price Volatility by Veronica Guerrieri & Péter Kondor [Downloadable!] 2009 Learning and Asset-Price Jumps by Ravi Bansal & Ivan Shaliastovich [Downloadable!] 2009 What Segments Equity Markets? by Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel [Downloadable!] 2009 Is Monetary Policy Effective During Financial Crises? by Frederic S. Mishkin [Downloadable!] 2009 Momentum traders in the housing market: survey evidence and a search model by Monika Piazzesi & Martin Schneider [Downloadable!] 2009 Who Bears Aggregate Fluctuations and How? by Jonathan A. Parker & Annette Vissing-Jorgensen [Downloadable!] 2009 Information, Liquidity, and the (Ongoing) Panic of 2007 by Gary B. Gorton [Downloadable!] 2009 Martingalized historical approach for option pricing by Christophe Chorro & Dominique Guegan & Florian Ielpo [Downloadable!] 2009 On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting by Julien CHEVALLIER & Benoît SEVI [Downloadable!] 2009 Financial Crisis And New Dimensions Of Liquidity Risk: Rethinking Prudential Regulation And Supervision by Elisabetta Gualandri & Andrea Landi & Valeria Venturelli [Downloadable!] 2009 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality by Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti [Downloadable!] 2009 Return and Volatility Spillovers among the East Asian Equity Markets by Kamil Yilmaz [Downloadable!] 2009 The Financial Crisis and the Systemic Failure of Academic Economics by David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Brigitte Sloth [Downloadable!] 2009 Volatility Forecasting: The Jumps Do Matter by Fulvio Corsi & Davide Pirino & Roberto Reno [Downloadable!] 2009 Financial professionals' overconfidence: Is it experience, job, or attitude? by Gloede, Oliver & Menkhoff, Lukas [Downloadable!] 2009 The Real Effect of Financial Crises in the European Transition Economies by Davide Furceri & Aleksandra Zdzienicka [Downloadable!] 2009 Classical and modified rescaled range analysis: Sampling properties under heavy tails by Ladislav Kristoufek [Downloadable!] 2009 Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan by Wing-Keung Wong & Jun Du & Terence Tai-Leung Chong [Downloadable!] 2009 Observing bailout expectations during a total eclipse of the sun by Oscar Bernal & Kim Oosterlinck & Ariane Szafarz [Downloadable!] 2009 On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting by Julien Chevallier & Benoît Sévi [Downloadable!] 2009 Buying Beauty: On Prices and Returns in the Art Market by Renneboog, L.D.R. & Spaenjers, C. [Downloadable!] 2009 Market Valuation of Accrued Social Security Benefits by John Geanakoplos & Stephen P. Zeldes [Downloadable!] 2009 A nonparametric copula based test for conditional independence with applications to granger causality by Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti [Downloadable!] 2009 Negative Nominal Interest Rates: Three ways to overcome the zero lower bound by Buiter, Willem H [Downloadable!] 2009 Financial Advisors: A Case of Babysitters? by Hackethal, Andreas & Haliassos, Michalis & Jappelli, Tullio [Downloadable!] 2009 Bank Activity and Funding Strategies: The Impact on Risk and Return by Demirguc-Kunt, Asli & Huizinga, Harry [Downloadable!] 2009 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality by Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti [Downloadable!] 2009 The Value of Capital Market Regulation: IPOs versus Reverse Mergers by Cécile Carpentier & Douglas Cumming & Jean-Marc Suret [Downloadable!] 2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci [Downloadable!] 2009 Financial Advisors: A Case of Babysitters? by Andreas Hackethal & Michael Haliassos & Tullio Jappelli [Downloadable!] 2009 Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields by Nikolaus Hautsch & Yangguoyi Ou [Downloadable!] 2009 Quantile Cointegrating Regression by Zhijie Xiao [Downloadable!] 2009 Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission by Silvio Colarossi & Andrea Zaghini [Downloadable!] 2009 Bond risk premia, macroeconomic fundamentals and the exchange rate by Marcello Pericoli & Marco Taboga [Downloadable!] 2009 Financial sector pro-cyclicality: lessons from the crisis by Fabio Panetta & Paolo Angelini & Ugo Albertazzi & Francesco Columba & Wanda Cornacchia & Antonio Di Cesare & Andrea Pilati & Carmelo Salleo & Giovanni Santini [Downloadable!] 2009 Rescuing Banks from the Effects of the Financial Crisis by Michele Fratianni & Francesco Marchionne [Downloadable!] 2009 Efficience informationnelle des marchés de l’or à Paris et à Londres, 1948-2008. Une vérification économétrique de la forme faible by Thi Hong Van Hoang [Downloadable!] 2009 A Challenge to Triumphant Optimists? A New Index for the Paris Stock-Exchange (1854-2007) by David Le Bris & Pierre-Cyrille Hautcoeur [Downloadable!] 2009 The multivariate supOU stochastic volatility model by Ole Eiler Barndorff-Nielsen & Robert Stelzer [Downloadable!] 2009 Stochastic volatility and stochastic leverage by Almut E. D. Veraart & Luitgard A. M. Veraart [Downloadable!] 2009 Does Stock Misvaluation Differentiate the Motives for Takeovers? by Yi-Cheng Shih & Bai-Jia Hsu [Downloadable!] 2009 A Bayesian Monte Carlo Markov Chain Method for Loss Models and Risk Measure Assessments by Ling Hu & Yating Yang [Downloadable!] 2009 Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt? by Ahmed Hachicha & Cheng-Few Lee [Downloadable!] 2009 Cash Holdings, Corporate Governance Structure and Firm Valuation by Kin-Wai Lee & Cheng-Few Lee [Downloadable!] 2009 Managerial Responses to Initial Market Reactions on Share Repurchases by Hung-Kun Chen & Yan-Shing Chen & Chia-Wei Huang & Yanzhi Wang [Downloadable!] 2009 The Impact of Auditors' Opinions, Macroeconomic and Industry Factors on Financial Distress Prediction: An Empirical Investigation by Bi-Huei Tsai & Cheng-Few Lee & Lili Sun [Downloadable!] 2009 The Extended Opening Session of the Futures Market and Stock Price Behavior: Evidence from the Taiwan Stock Exchange by Hsiu-Chuan Lee & Cheng-Yi Chien & Hsiang-Lan Chen & Yen-Sheng Huang [Downloadable!] 2009 Signaling through Accounting Accruals vs. Financial Policy: Evidence from Bank Loan Loss Provisions and Dividend Changes by Dong-Hoon Yang [Downloadable!] 2009 Recap of 16th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management by Cheng-Few Lee & Tim Robinson & Mark Christensen [Downloadable!] 2009 The Relationship between European Convertible Bond Issues and Corporate Governance: A Study of Electronics Companies in Taiwan by Jen-Hung Huang & Hyley Huang & Cheng-Few Lee [Downloadable!] 2009 On the Relationship between Stock Prices and Exchange Rates for India by Paresh Kumar Narayan [Downloadable!] 2009 EVA: Does Size Matter? by Janet Hamilton & Shafiqur Rahman & Alice C. Lee [Downloadable!] 2009 Variation in Stock Return Risks: An International Comparison by Wan-Jiun Paul Chiou & Alice C. Lee & Cheng-Few Lee [Downloadable!] 2009 Institutional Ownership and Income Smoothing by Japanese Banks through Loan Loss Provisions by Wikil Kwak & Ho-Young Lee & Vivek Mande [Downloadable!] 2009 Empirical Performance of the Constant Elasticity Variance Option Pricing Model by Ren-Raw Chen & Cheng-Few Lee & Han-Hsing Lee [Downloadable!] 2009 Alternative Formulas to Compute Implied Standard Deviation by James S. Ang & Gwoduan David Jou & Tsong-Yue Lai [Downloadable!] 2009 Corporate Asset Sales in Taiwan by Meijui Sun & K. C. Chen [Downloadable!] 2009 Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market by Weihua Shi & Larry Eisenberg & Cheng-few Lee [Downloadable!] 2009 Balanced Performance Index and Its Implications: Evidence from Taiwan's Commercial Banks by Dar-Yeh Hwang & Alice C. Lee & Chi-Chun Liu & Lishu Ouyang [Downloadable!] 2009 Real Exchange Rate Behavior under Peg: Evidence from the Chinese RMB and Malaysian MYR by Yongjian E & Anthony Yanxiang Gu & Chau-Chen Yang [Downloadable!] 2009 Extending the Maturity of a Defaulting Debt â The Longstaff Model Revisited by Shyan Yuan Lee & Yi Fang Chung [Downloadable!] 2009 Analysis of Unsolicited Credit Ratings in Japan: New Evidence from Moody's by Lisa M. Fairchild & Susan M. V. Flaherty & Yoon S. Shin [Downloadable!] 2009 Earnings Management by Japanese Bank Managers Using Discretionary Loan Loss Provisions by Wikil Kwak & Ho-Young Lee & Susan W. Eldridge [Downloadable!] 2009 Market Liquidity Risk And Its Incorporation Into Value At Risk by Petr Strnad [Downloadable!] 2009 Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data by Vít Bubák & Filip Žikeš [Downloadable!] 2009 The Impact of the US Subprime Mortgage Crisis on the World and East Asia: Through Analyses of Cross-border Capital Movements by Sayuri SHIRAI [Downloadable!] 2009 Futures Contracts as an Instrument for Increasing the Portfolio Performances by Odzaklieska Dragica [Downloadable!] 2009 Increasing the efficiency of bond covenants: a proposal for the Italian market by Flavio Bazzana & Marco Palmieri [Downloadable!] 2009 Financial crisis and new dimensions of liquidity risk: rethinking prudential regulation and supervision by Elisabetta Gualandri & Andrea Landi & Valeria Venturelli [Downloadable!] 2008 The price of liquidity: bank characteristics and market conditions by Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg [Downloadable!] 2008 International portfolios, capital accumulation and foreign assets dynamics by Coeurdacier, Nicolas & Kollmann, Robert Miguel W. K. & Martin, Philippe J. [Downloadable!] 2008 Extreme Returns without News: A Microstructural Explanation by Carol Osler & Tanseli Savaser [Downloadable!] 2008 Illiquidity and Under-Valuation of Firms by Douglas Gale & Piero Gottardi [Downloadable!] 2008 Volatility forecasting: the jumps do matter by Fulvio Corsi & Davide Pirino & Roberto Renò [Downloadable!] 2008 Trader personality and trading performance. A framework and financial market experiment by Arjen van Witteloostuijn & Katrin Muehlfeld [Downloadable!] 2008 Measuring Public Announcements’ Disclosure Quality on Tallinn, Riga and Vilnius Stock Exchanges by Laivi Laidroo [Downloadable!] 2008 Do high-frequency measures of volatility improve forecasts of return distributions? by John M Maheu & Thomas H McCurdy [Downloadable!] 2008 Observing bailout expectations during a total eclipse of the sun by Oscar Bernal & Kim Oosterlinck & Ariane Szafarz [Downloadable!] 2008 The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2008 Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns by Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen [Downloadable!] 2008 Garch Parameter Estimation Using High-Frequency Data by Visser, Marcel P. [Downloadable!] 2008 Modeling International Financial Returns with a Multivariate Regime Switching Copula by Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso [Downloadable!] 2008 Modelling The World Exchange Rates:Dynamics, Volatility And Forecasting by Nwaobi, Godwin [Downloadable!] 2008 Long-term linear trends in consumer price indices by Kitov, Ivan & Kitov, Oleg [Downloadable!] 2008 Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models by Visser, Marcel P. [Downloadable!] 2008 Structural Change and the Efficiency of Banking In Turkey: Does Ownership Matter? by Aysan, Ahmet Faruk & Ceyhan, Sanli Pinar [Downloadable!] 2008 Bank Efficiency and Share Prices in China: Empirical Evidence from a Three-Stage Banking Model by Abdul Majid, Muhamed Zulkhibri & Sufian, Fadzlan [Downloadable!] 2008 The Quality of Institutions and Financial Development by Law, Siong Hook & Azman-Saini, W.N.W. [Downloadable!] 2008 Treasury cash flows in the enterprise by Caruntu, Genu Alexandru & Romanescu, Marcel Laurentiu [Downloadable!] 2008 Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection by Herwany, Aldrin & Febrian, Erie [Downloadable!] 2008 Stress Testing Linkages between Banks in the Netherlands by van Lelyveld, Iman & Liedorp, Franka & Pröpper, Marc [Downloadable!] 2008 Macroeconomic Volatility and Stock Market Volatility, World-Wide by Francis X. Diebold & Kamil Yilmaz [Downloadable!] 2008 An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model by Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch [Downloadable!] 2008 Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise by S. Sanfelici & M. E. Mancino [Downloadable!] 2008 Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole by Miguel A. Ferreira & Pedro Santa-Clara [Downloadable!] 2008 Impossible Frontiers by Thomas J. Brennan & Andrew W. Lo [Downloadable!] 2008 An Institutional Theory of Momentum and Reversal by Dimitri Vayanos & Paul Woolley [Downloadable!] 2008 Price Momentum In Stocks: Insights From Victorian Age Data by Benjamin Chabot & Eric Ghysels & Ravi Jagannathan [Downloadable!] 2008 An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model by Jens H.E. Christensen & Francis X. Diebold & Glenn D. Rudebusch [Downloadable!] 2008 Can a Lender of Last Resort Stabilize Financial Markets? Lessons from the Founding of the Fed by Asaf Bernstein & Eric Hughson & Marc D. Weidenmier [Downloadable!] 2008 The Subprime Panic by Gary B. Gorton [Downloadable!] 2008 Intermediated Quantities and Returns by Rajnish Mehra & Facundo Piguillem & Edward C. Prescott [Downloadable!] 2008 Power Laws in Economics and Finance by Xavier Gabaix [Downloadable!] 2008 Macroeconomic Volatility and Stock Market Volatility, Worldwide by Francis X. Diebold & Kamil Yilmaz [Downloadable!] 2008 Modeling the Long Run: Valuation in Dynamic Stochastic Economies by Lars Peter Hansen [Downloadable!] 2008 Long Term Insurance (LTI) for Addressing Catastrophe Risk by Dwight Jaffee & Howard Kunreuther & Erwann Michel-Kerjan [Downloadable!] 2008 Real Effects of the Subprime Mortgage Crisis: Is it a Demand or a Finance Shock? by Hui Tong & Shang-Jin Wei [Downloadable!] 2008 Housing Wealth Isn't Wealth by Willem H. Buiter [Downloadable!] 2008 Crashes and Recoveries in Illiquid Markets by Ricardo Lagos & Guillaume Rocheteau & Pierre-Olivier Weill [Downloadable!] 2008 Life-cycle Investing and Leverage: Buying Stock on Margin Can Reduce Retirement Risk by Ian Ayres & Barry J. Nalebuff [Downloadable!] 2008 Subprime Mortgages: What, Where, and to Whom? by Christopher J. Mayer & Karen Pence [Downloadable!] 2008 Why do Foreigners Invest in the United States? by Kristin J. Forbes [Downloadable!] 2008 Arbitrage-free Limit Order Books and the Pricing of Order Flow Risk by Bruce Lehmann [Downloadable!] 2008 Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets by Francis X. Diebold & Kamil Yilmaz [Downloadable!] 2008 Bond Supply and Excess Bond Returns by Robin Greenwood & Dimitri Vayanos [Downloadable!] 2008 Predictive Systems: Living with Imperfect Predictors by Lubos Pastor & Robert F. Stambaugh [Downloadable!] 2008 Cross-Border Returns Differentials by Stephanie E. Curcuru & Tomas Dvorak & Francis E. Warnock [Downloadable!] 2008 How Does Corporate Governance Risk at Home Affect Investment Choices Abroad? by Woochan Kim & Taeyoon Sung & Shang-Jin Wei [Downloadable!] 2008 No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity by Rose-Anne Dana & Cuong Le Van [Downloadable!] 2008 Volatility transmission and volatility impulse response functions in European electricity forward markets by Yannick LE PEN & Benoît SEVI [Downloadable!] 2008 Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield by Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien [Downloadable!] 2008 Un portrait de l?investisseur individuel français by Shaneera Boolell-Gunesh [Downloadable!] 2008 What Broke the Bubble? by William Barnett [Downloadable!] 2008 Do Futures Benefit Farmers? by Lence, Sergio H. 2008 Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland under Hay and Pasture by Xiaodong Du & David A. Hennessy & William M. Edwards [Downloadable!] 2008 Planting Real Option in Cash Rent Valuation, The by Xiaodong Du & David A. Hennessy [Downloadable!] 2008 Yield Curve Factors, Term Structure Volatility, and Bond Risk Premia by Nikolaus Hautsch & Yangguoyi Ou [Downloadable!] 2008 Are all professional investors sophisticated? by Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich [Downloadable!] 2008 Financial Literacy and Portfolio Diversification by Luigi Guiso & Tullio Jappelli [Downloadable!] 2008 Asset prices and exchange rates: a time dependent approach by Giulia PICCILLO [Downloadable!] 2008 The Benefits of a Financial Transactions Tax by Dean Baker [Downloadable!] 2008 Liquidity-Induced Dynamics in Futures Markets by Stephen Fagan & Ramazan Gencay [Downloadable!] 2008 No arbitrage condition and existence of equilibrium in infinite or finite dimension with expected risk averse utilities by Thai Ha Huy & Cuong Le Van & Manh Hung Nguyen [Downloadable!] 2008 Towards a Network Description of Interbank Payment Flows by Marc Pröpper & Iman van Lelyveld & Ronald Heijmans [Downloadable!] 2008 The Virtues and Vices of Equilibrium and the Future of Financial Economics by J. Doyne Farmer & John Geanakoplos [Downloadable!] 2008 Testing Downside Risk Efficiency Under Market Distress by Jesus Gonzalo & Jose Olmo [Downloadable!] 2008 Testing downside risk efficiency under market distress by Jesus Gonzalo & Jose Olmo [Downloadable!] 2008 An Institutional Theory of Momentum and Reversal by Vayanos, Dimitri & Woolley, Paul [Downloadable!] 2008 Housing Wealth isn't Wealth by Buiter, Willem H [Downloadable!] 2008 Does Idiosyncratic Business Risk Matter? by Michelacci, Claudio & Schivardi, Fabiano [Downloadable!] 2008 International Portfolios, Capital Accumulation and Foreign Assets Dynamics by Coeurdacier, Nicolas & Kollmann, Robert & Martin, Philippe [Downloadable!] 2008 Bond Supply and Excess Bond Returns by Greenwood, Robin & Vayanos, Dimitri [Downloadable!] 2008 Higher Order Expectations in Asset Pricing by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!] 2008 Optimal External Debt and Default by Bernardo Guimaraes [Downloadable!] 2008 The Credit Risk Premium in a Disaster-Prone World by Zhu, Yanhui & Copeland, Laurence [Downloadable!] 2008 Stock Markets in Low and Middle Income Countries by Ajit Singh [Downloadable!] 2008 Optimal Asset Allocation with Factor Models for Large Portfolios by Pesaran, M.H. & Zaffaroni, P. [Downloadable!] 2008 Banking in Turkey: History and Evolution by Yuksel Gormez [Downloadable!] 2008 An Affine Factor Model of the Greek Term Structure by Hiona Balfoussia [Downloadable!] 2008 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2008 A Study on Stock-Selection and Market-Timing Performance: Evidence from Hong Kong Mandatory Provident Funds (MPF) by Patrick Kuok-kun Chu & Michael McKenzie [Downloadable!] 2008 Impact of Tick-Size Reduction on the Market Liquidity â Evidence from the Emerging Order-Driven Market by Tzung-Yuan Hsieh & Shaung-Shii Chuang & Ching-Chung Lin [Downloadable!] 2008 Perceptions of Non-Accounting Business Majors about the Managerial Accounting Course by Mahmud Hossain & Cynthia D. Heagy & Santanu Mitra [Downloadable!] 2008 Agency Theory and Flotation Methods in Seasoned Equity Offerings: The Case in Taiwan by Kehluh Wang & Yi-Hsuan Chen & Szu-Wei Huang [Downloadable!] 2008 Does Information Content Necessarily Increase with Greater Pre-Trade Transparency? by Yaling Lin & Tai Ma & Hsiu-Kuei Chen [Downloadable!] 2008 Volatility Persistence of High-Frequency Returns in the Japanese Government Bond Futures Market by Weihua Shi & Cheng-Few Lee [Downloadable!] 2008 Exploring the Root-Leaf Relationship between the Manufacturing and Financial Services Industry in Taiwan by Chin-Chen Chien & Cheng-Few Lee & Ya-Yun Cheng [Downloadable!] 2008 Subprime Mortgages, Market Impact, and Safety Nets by Ronald D. Watson [Downloadable!] 2008 Valuing IPOs Using Price-Earnings Multiples Disclosed by IPO Firms in an Emerging Capital Market by Michael Firth & Yue Li & Steven Shuye Wang [Downloadable!] 2008 Investment and Capital Market Imperfections: Some Evidence from a Developing Economy, India by Saumitra N. Bhaduri [Downloadable!] 2008 An Empirical Study on the Long-Run Determinants of Exchange Rate by I-Ming Chiu [Downloadable!] 2008 Thailand Capital Flight through Trade with the US During Times of Political and Economic Instability by Pornchai Chunhachinda & Maria E. de Boyrie & Simon J. Pak [Downloadable!] 2008 What Drives the Cash Dividend Policy of the Poorly Performing Firms in Hong Kong? by Louis T. W. Cheng & Hung-Gay Fung & T. Y. Leung [Downloadable!] 2008 Performance and Investments in China from Industrial Perspectives: Evidence from Taiwan Firms by Yi-Chein Chiang & Tung Liang Liao & Yu-Ling Liu [Downloadable!] 2008 Efficient Market Hypothesis (EMH): Past, Present and Future by Gili Yen & Cheng-few Lee [Downloadable!] 2008 The Impact of Non-Performing Loans on Bank's Operating Efficiency for Taiwan Banking Industry by Chiung-Ju Liang & Ming-Li Yao & Dar-Yeh Hwang & Wei-Hsiung Wu [Downloadable!] 2008 Competition and Survival of Stock Exchanges: Lessons from Canada by Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret [Downloadable!] 2008 The Dynamics of Trades and Quote Revisions Across Stock, Futures, and Option Markets by Jangkoo Kang & Hyoung-Jin Park [Downloadable!] 2008 Dividend Initiations by High-Tech Firms by Michael Lacina & Zhaohui Zhang [Downloadable!] 2008 Value-at-Risk Efficient Portfolio Selection Using Goal Programming by Hsin-Hung Chen [Downloadable!] 2008 Measuring the Contribution of Intangibles to Productivity Growth: A Disaggregate Analysis of Japanese Firms by Pablo Gonzalo Ramirez & Toyohiko Hachiya [Downloadable!] 2008 China-Concept Factor and Stock Returns in Taiwan by Chau-Chen Yang & Cheng-Few Lee & Yi-Jung Chen & Ling Hu [Downloadable!] 2008 The Second Financial Reform and the Development of Financial Industry in Taiwan by Wei-Hsiung Wu [Downloadable!] 2008 China's Exchange Traded Fund: Is There a Trading Place Bias? by Louis T. W. Cheng & Hung-Gay Fung & Yiuman Tse [Downloadable!] 2008 Modelling Regulatory Change V's Volume, of Trading Effects in HSIF and HSI Volatility by Gerard Gannon & Siu Pang Au-Yeung [Downloadable!] 2008 The Timescale Effects of Corporate Governance Measure on Predicting Financial Distress by Hsin-Hung Chen [Downloadable!] 2008 Recap of the 15th Conference on Pacific Basin Finance, Economics, Accounting, and Management by Cheng-few Lee & Cao Hao Thi [Downloadable!] 2008 A Cross-Country Assessment of Bank Risk-Shifting Behavior by James R. Barth & Mark Bertus & Jiang Hai & Triphon Phumiwasana [Downloadable!] 2008 Romanian Hotel Groups Listed at Bucharest Stock Exchange a Survey by Cornelia Pop & Cristina Curutiu & Partenie Dumbrava [Downloadable!] 2008 Türkiye’de uluslararasılaşma sürecindeki sermayenin üretken ve para sermaye arasındaki zaman yönelimli stratejik tercihi by Derya Gültekin KARAKAŞ & Fuat ERCAN 2008 Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange by Güray Küçükkocaoglu [Downloadable!] 2008 Application of the American Real Flexible Switch Options Methodology A Generalized Approach by Zdeněk Zmeškal [Downloadable!] 2008 Structural Change in the Efficiency of the Japanese Stock Market after the Millennium by Terence Tai-Leung Chong & Sheung Tat Chan [Downloadable!] 2008 The relative efficiency of stockmarkets by Ricardo Giglio & Raul Matsushita & Sergio Da Silva [Downloadable!] 2008 Exploring the driving force and price adjustment of the J-REIT market by Sichong Chen [Downloadable!] 2008 Disclosure of mergers without regulatory restrictions: Insider trading in pre-1914 Germany by Gerhard Kling [Downloadable!] 2008 Is the Brazilian stockmarket efficient? by Caio Guttler & Roberto Meurer & Sergio Da Silva [Downloadable!] 2008 Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange by Guglielmo Maria Caporale & Fotini Economou & Nikolaos Philippas [Downloadable!] 2008 Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market by Shyh-Wei Chen [Downloadable!] 2008 The world is shrinking: Evidence for stock market convergence by Shamila Jayasuriya & William Shambora [Downloadable!] 2008 Forecasting aggregate stock returns using the number of initial public offerings as a predictor by Gueorgui I. Kolev [Downloadable!] 2008 Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach by Chen Li & Ho Tin Yu & Terence Tai-Leung Chong [Downloadable!] 2008 Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach by Chen Li & Ho Tin Yu & Terence Tai-Leung Chong [Downloadable!] 2008 Can earnings forecasts be improved by taking into account the forecast bias? by François DOSSOU & Sandrine LARDIC & Karine MICHALON [Downloadable!] 2008 An empirical analysis of structural changes in emerging market volatility by Duc NGUYEN [Downloadable!] 2008 The rocky ride of break-even inflation rates by Marielle de Jong & Gilbert Cette [Downloadable!] 2008 Explosive and periodically collapsing bubbles in emerging stockmarkets by Mauricio Nunes & Sergio Da Silva [Downloadable!] 2008 Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment by Andrea Morone [Downloadable!] 2008 Demarcating stable and turbulent regimes in Taiwan's stock market by Yu-Lieh Huang & Chia-Wen Ho [Downloadable!] 2008 Rational Bubbles in the Korea Stock Market? 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Frey & Daniel Waldenström [Downloadable!] 2007 Options, Futures, and Other Derivatives in Russia: An Overview by Rotfuß, Waldemar [Downloadable!] 2007 Banking consolidation and small businessfinance : empirical evidence for Germany by Marsch, Katharina & Schmieder, Christian & Forster-van Aerssen, Katrin [Downloadable!] 2007 Financial Development and Technology by Solomon Tadesse & & [Downloadable!] 2007 Innovation, Information and Financial Architecture by Solomon Tadesse & & [Downloadable!] 2007 DEA models for ethical and non ethical mutual funds with negative data by Antonella Basso & Stefania Funari [Downloadable!] 2007 An Application of Extreme Value Theory to U.S. Movie Box Office Returns by Guang Bi & David E. Giles [Downloadable!] 2007 Modeling foreign exchange rates with jumps by John M Maheu & Thomas H McCurdy [Downloadable!] 2007 Global New Turkish Lira Bond Issuances by Yuksel Gormez & Gokhan Yilmaz [Downloadable!] 2007 Determinants of Interest Group Formation by Bonnie Wilson & Dennis Coates & Jac Heckelman [Downloadable!] 2007 Interest Group Activity and Long-Run Stock Market Performance by Bonnie Wilson & Dennis Coates [Downloadable!] 2007 A closed-form solution to the continuous-time consumption model with endogenous labor income by Aihua Zhang [Downloadable!] 2007 Forecasting Oil Price Movements: Exploiting the Information in the Future Market by Andrea Coppola [Downloadable!] 2007 Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange by Febrian, Erie & Herwany, Aldrin [Downloadable!] 2007 Stock Price Manipulation: The Role of Intermediaries by Siddiqi, Hammad [Downloadable!] 2007 Relationship between the Changes in Ownership and Performance of Indian Firms around IPO: A Panel Data Analysis by Mayur, Manas & Kumar, Manoj & Mahakud, Jitendra [Downloadable!] 2007 Regulation versus Competition on European Financial Markets by Horobet , Alexandra & Ilie, Livia [Downloadable!] 2007 Ito Processes with Finitely Many States of Memory by McCauley, Joseph L. 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Stambaugh [Downloadable!] 2007 Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures by Rose-Anne Dana & Cuong Le Van [Downloadable!] 2007 Choosing Between Fixed and Adjustable Rate Mortgages by Paiella, Monica & Pozzolo, Alberto Franco [Downloadable!] 2007 Bond Indebtedness in a Recursive Dynamic CGE Model by André Lemelin [Downloadable!] 2007 Generating Innovations in Economic Variables by Vitor Leone & Lawrence A. Leger [Downloadable!] 2007 Changes in the risk structure of stock returns. Consumer Confidence and the Dotcom Bubble by Lawrence A. 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Baillie & Claudio Morana [Downloadable!] 2007 Modelling Sovereign Bond Yield Curves of the US, Japan and Germany by Chi-sang Tam & Ip-wing Yu [Downloadable!] 2007 Information Acquisition and Portfolio Performance by Luigi Guiso & Tullio Jappelli [Downloadable!] 2007 The Impact of Heavy Tails and Comovements in Downside-Risk Diversification by Jesus Gonzalo & Jose Olmo [Downloadable!] 2007 Using Financial Markets to Analyze History: The Case of the Second World War by Bruno S. Frey & Daniel Waldenstrom [Downloadable!] 2007 Correlated Trading and Returns by Dorn, Daniel & Huberman, Gur & Sengmueller, Paul [Downloadable!] 2007 Currency Crisis Triggers: Sunspots or Thresholds? by Guimarães, Bernardo [Downloadable!] 2007 Institutional Trade Persistence and Long-Term Equity Returns by Dasgupta, Amil & Prat, Andrea & Verardo, Michela [Downloadable!] 2007 Market Liquidity and Funding Liquidity by Brunnermeier, Markus K & Pedersen, Lasse Heje [Downloadable!] 2007 Favouritism or Markets in Capital Allocation? by Giannetti, Mariassunta & Yu, Xiaoyun [Downloadable!] 2007 Random Walk Expectations and the Forward Discount Puzzle by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!] 2007 Slow Moving Capital by Mitchell, Mark & Pedersen, Lasse Heje & Pulvino, Todd [Downloadable!] 2007 The Gambler's and Hot-Hand Fallacies: Theory and Applications by Rabin, Matthew & Vayanos, Dimitri [Downloadable!] 2007 Predictive Systems: Living with Imperfect Predictors by Pástor, Luboš & Stambaugh, Robert F [Downloadable!] 2007 Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability by Pástor, Luboš & Taylor, Lucian & Veronesi, Pietro [Downloadable!] 2007 Political Connections and Preferential Access to Finance: The Role of Campaign Contributions by Claessens, Stijn & Feijen, Erik & Laeven, Luc [Downloadable!] 2007 Optimal external debt and default by Guimarães, Bernardo [Downloadable!] 2007 Gradualism, Transparency and Improved Operational Framework: A Look at the Overnight Volatility Transmission by Silvio Colarossi & Andrea Zaghini [Downloadable!] 2007 Loan and bond finance in Argentina, 1985-2005 by Roque B. 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Andersen & Tim Bollerslev & Francis X. Diebold [Downloadable!] 2007 A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures by Torben G. 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[Downloadable!] 2006 Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital by Pástor, Luboš & Sinha, Meenakshi & Swaminathan, Bhaskaran [Downloadable!] 2006 Consumer Lending When Lenders are More Sophisticated Than Households by Inderst, Roman [Downloadable!] 2006 Hedge Fund Indices for Retail Investors: UCITS Eligible or not Eligible? by François-Serge Lhabitant [Downloadable!] 2006 Dynastic Management by Francesco Caselli & Nicola Gennaioli [Downloadable!] 2006 A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling by Fabio C. Bagliano & Claudio Morana [Downloadable!] 2006 Evaluation of macroeconomic models for financial stability analysis by Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos [Downloadable!] 2006 An equilibrum model of "global imbalances" and low interest rates by Ricardo J Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas [Downloadable!] 2006 Canonical term-structure models with observable factors and the dynamics of bond risk premiums by Marcello Pericoli & Marco Taboga [Downloadable!] 2006 Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective by David Jamieson Bolder [Downloadable!] 2006 The Role of Debt and Equity Finance over the Business Cycle by Francisco Covas & Wouter J. den Haan [Downloadable!] 2006 Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns by Antonio Diez de los Rios & René Garcia [Downloadable!] 2006 Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events by Alejandro García & Ramazan Gençay [Downloadable!] 2006 The Informative Content of the Net-Buy Information of Institutional Investors in the Taiwan Stock Market: A Revisit Using Conditional Analysis by Chaoshin Chiao & David C. Cheng & Yunju Shao [Downloadable!] 2006 Price Expectation and the Pricing of Stock Index Futures: Evidence from Developed and Emerging Markets by Janchung Wang & Hsinan Hsu [Downloadable!] 2006 The Cross Section of Expected Returns and Amortized Spreads by Zhongzhi (Lawrence) He & Lawrence Kryzanowski [Downloadable!] 2006 VolatilityâVolume Relationships Among Types of Traders Considering the Investment Limitation to Foreign Investors by Ching-Mann Huang & Tsai-Yin Lin & Chih-Hsien Yu & Si-Ying Hoe [Downloadable!] 2006 Measuring Firm-Specific Organizational Capital and its Impact on Value and Productivity: Evidence From Japan by Pablo Gonzalo Ramirez & Toyohiko Hachiya [Downloadable!] 2006 Discounted Private Placements in New Zealand: Exploitation or Fair Compensation? by Hamish D. Anderson [Downloadable!] 2006 Post-Takeover Effects on Thai Bidding Firms: Are Takeovers in the Bidder's Interests? by D. E. Allen & A. Soongswang [Downloadable!] 2006 Business Failure Prediction: A Case-Based Reasoning Approach by Angela Y. N. Yip [Downloadable!] 2006 Beta Estimation and Stability in the US-Listed International Transportation Industry by Stephen X. H. Gong & Michael Firth & Kevin Cullinane [Downloadable!] 2006 Canadian REITs and Stock Prices: Fractional Cointegration and Long Memory by Ata Assaf [Downloadable!] 2006 Debt and Equity Market Reaction to Employment Reports by Asim Ghosh & Ronnie Clayton [Downloadable!] 2006 An Application of Self-Organizing Maps to Financial Structure Analysis of Keiretsu versus Non-Keiretsu Firms in Japan by John J. Cheh & Evgeny A. Lapshin & Il-Woon Kim [Downloadable!] 2006 Cost Structure and Efficiency of the Credit Departments of the Farmers' Associations in Taiwan by Cheng-Few Lee & Kehluh Wang & Ya-Hui Peng [Downloadable!] 2006 News and Asian Emerging Markets by Tatsuyoshi Miyakoshi [Downloadable!] 2006 Recap of the Thirteenth Conference on Pacific Basin Finance, Economics, and Accounting by Cheng-Few Lee [Downloadable!] 2006 Financial Distress Prediction in China by Jianguo Chen & Ben R. Marshall & Jenny Zhang & Siva Ganesh [Downloadable!] 2006 Stock Market Linkages Before and After the Asian Financial Crisis: Evidence from Three Greater China Economic Area Stock Markets and the US by Hwahsin Cheng & John L. Glascock [Downloadable!] 2006 Effects of Derivatives on Bank Risk by Dong-Hoon Yang & Inman Song & Junesuh Yi & Young-Hyeon Yoon [Downloadable!] 2006 Incorporating the Time-Varying Tail-Fatness into the Historical Simulation Method for Portfolio Value-at-Risk by Chu-Hsiung Lin & Chang-Cheng Chang Chien & Sunwu Winfred Chen [Downloadable!] 2006 Are There Asymmetries in the Relationship Between Exchange Rate Fluctuations and Stock Market Volatility in Pacific Basin Countries? by Nabil Maghrebi & Mark J. Holmes & Eric J. Pentecost [Downloadable!] 2006 Jardine Matheson Group's Delisting from the Stock Exchange of Hong Kong: Evidence on International Market Integration/Segmentation by Andrew Carverhill & Alex W. H. Chan [Downloadable!] 2006 Fundamental Value Hypothesis and Return Behavior: Evidence from Emerging Equity Markets by Benjamas Jirasakuldech & Riza Emekter & Peter Went [Downloadable!] 2006 Financial Structure, Corporate Finance and Growth of Taiwan's Manufacturing Firms by Wan-Chun Liu & Chen-Min Hsu [Downloadable!] 2006 A Model for a Fair Exchange Rate by Morgan Aries & Gianfranco Giromini & Gunter Meissner [Downloadable!] 2006 The Impact of Introduction of QFIIs Trading on the Lead and Volatility Behavior: Evidence for Taiwan Index Futures Market by Wen-Hsiu Kuo & Shih-Ju Chan [Downloadable!] 2006 Recap of the Twelfth Conference on Pacific Basin Finance, Economics, and Accounting by Cheng-Few Lee [Downloadable!] 2006 Recap of the Eleventh Conference on Pacific Basin Finance, Economics, and Accounting by Cheng-Few Lee [Downloadable!] 2006 Transparency â An Empirical Study Using Taiwan Stock Exchange Data by Chiou-Fa Lin [Downloadable!] 2006 Who Leads the Australian Interest Rates in the Short and Long Run? 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Di Matteo & T. Aste & Michel M. Dacorogna [Downloadable!] 2005 National Culture and Financial Systems by Solomon Tadesse & Chuck Kwok & [Downloadable!] 2005 Stock Markets Liquidity, Corporate Governance and Small Firms by Solomon Tadesse & & [Downloadable!] 2005 Financial Development and Technology by Solomon Tadesse [Downloadable!] 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2005 Emotions, Bayesian Inference, and Financial Decision Making by Diego Salzman & Emanuel Trifan [Downloadable!] 2005 Hope springs eternal…French bondholders and the Soviet Repudiation (1915-1919) by John Landon-Lane & Kim Oosterlinck [Downloadable!] 2005 Volatility and realized quadratic variation of differenced returns by Esben Hoeg 2005 HRM and Value Creation by Michel PHILIP & Patrick Micheletti [Downloadable!] 2005 Asset Pricing and Loss Aversion by Willi Semmler & Lars Grüne [Downloadable!] 2005 Do the technical indicators reward chartists? 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Gallmeyer & Burton Hollifield [Downloadable!] 2005 Crises and Prices: Information Aggregation, Multiplicity and Volatility by Ivan Werning & George-Marios Angeletos [Downloadable!] 2005 International Asset Portfolios: A Dynamic General Equilibrium Perspective by Robert Kollmann 2005 Forecasting Exchange Rate Volatility in the Presence of Jumps by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2005 The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices by Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2005 Hurst exponents, Markov processes, and nonlinear diffusion equations by Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L. 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Forbes [Downloadable!] 2005 Asset Float and Speculative Bubbles by Harrison Hong & Jose Scheinkman & Wei Xiong [Downloadable!] 2005 Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia by Jianping Mei & Jose Scheinkman & Wei Xiong [Downloadable!] 2005 Optimism and Economic Choice by Manju Puri & David Robinson [Downloadable!] 2005 Measuring and Interpreting Expectations of Equity Returns by Jeff Dominitz & Charles F. Manski [Downloadable!] 2005 Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega [Downloadable!] 2005 Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches by Mitchell A. Petersen [Downloadable!] 2005 Taylor Rules, McCallum Rules and the Term Structure of Interest Rates by Michael Gallmeyer & Burton Hollifield & Stanley E. Zin [Downloadable!] 2005 Overconfidence vs. Market Efficiency in the National Football League by Cade Massey & Richard Thaler [Downloadable!] 2005 Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income by Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein [Downloadable!] 2005 An Information Approach to International Currencies by Richard K. Lyons & Michael J. Moore [Downloadable!] 2005 Pitfalls of a State-Dominated Financial System: The Case of China by Genevieve Boyreau-Debray & Shang-Jin Wei [Downloadable!] 2005 Attention, Demographics, and the Stock Market by Stefano DellaVigna & Joshua M. Pollet [Downloadable!] 2005 Financial Markets and the Real Economy by John Cochrane [Downloadable!] 2005 Volatility Forecasting by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold [Downloadable!] 2005 Why is Long-Horizon Equity Less Risky? 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Lyons [Downloadable!] 2005 Weak and Semi-Strong Form Stock Return Predictability Revisited by Wayne E. Ferson & Andrea Heuson & Tie Su [Downloadable!] 2005 Mimicking Portfolios with Conditioning Information by Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu [Downloadable!] 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda [Downloadable!] 2005 Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution by Wing-Keung Wong & Guorui Bian [Downloadable!] 2005 La dette obligataire dans un MÉGC dynamique séquentiel by André Lemelin [Downloadable!] 2005 Distribution Risk and Equity Returns by Jean-Pierre Danthine & John B. Donaldson & Paolo Siconolfi [Downloadable!] 2005 The interdealer market and the central bank intervention by Paula Albuquerque [Downloadable!] 2005 The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises by Tanya Araujo & Francisco Louçã [Downloadable!] 2005 Feeding and the Equilibrium Feeder Animal Price-Weight Schedule by David A. Hennessy [Downloadable!] 2005 Optimal Monetary Policy and Asset Price Misalignments by Alexandros Kontonikas & Alberto Montagnoli [Downloadable!] 2005 Distribution Risk and Equity Returns by Jean-Pierre DANTHINE & John B. DONALDSON & Paolo SICONOLFI [Downloadable!] 2005 Rational Inattention: A Solution to the Forward Discount Puzzle by Philippe Bacchetta & Eric van Wincoop [Downloadable!] 2005 Can Information Heterogeneity Explain the Exchange Rate Determination? by Philippe Bacchetta & Eric van Wincoop [Downloadable!] 2005 Deposit Collectors by Nava Ashraf & Dean Karlan & Wesley Yin [Downloadable!] 2005 Monetary policy predictability in the euro area: an international comparison by Bjørn-Roger Wilhelmsen & Andrea Zaghini [Downloadable!] 2005 Security fungibility and the cost of capital - evidence from global bonds by Darius P. Miller & John J. Puthenpurackal [Downloadable!] 2005 Valuation of pension liabilities in incomplete markets by Frank de Jong [Downloadable!] 2005 Convergence of Electricity Wholesale Prices in Europe?: A Kalman Filter Approach by Georg Zachmann [Downloadable!] 2005 Heterogeneous Agent Models in Economics and Finance by Cars H. Hommes [Downloadable!] 2005 Heterogeneous Agent Models: Two Simple Case Studies by Cars Hommes [Downloadable!] 2005 Behavioral Heterogeneity in Stock Prices by Peter Boswijk & Cars H. Hommes & Sebastiano Manzan [Downloadable!] 2005 Technological Revolutions and Stock Prices by Pástor, Luboš & Veronesi, Pietro [Downloadable!] 2005 Distribution Risk and Equity Returns by Danthine, Jean-Pierre & Donaldson, John B & Siconolfi, Paolo [Downloadable!] 2005 What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? by Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman [Downloadable!] 2005 Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability by Lettau, Martin & van Nieuwerburgh, Stijn [Downloadable!] 2005 Rational Inattention: A Solution to the Forward Discount Puzzle by Bacchetta, Philippe & van Wincoop, Eric [Downloadable!] 2005 The (Bad?) Timing of Mutual Fund Investors by Braverman, Oded & Kandel, Shmuel & Wohl, Avi [Downloadable!] 2005 Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2005 Awareness and Stock Market Participation by Luigi Guiso & Tullio Jappelli [Downloadable!] 2005 Volatility Forecasting by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold [Downloadable!] 2005 Modeling Bond Yields in Finance and Macroeconomics by Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch [Downloadable!] 2005 Shareholder value maximisation, stock market and new technology: should the US corporate model be the universal standard by Ajit Singh & Jack Glen & Ann Zammitt & Rafael De Hoyos & Alaka Singh & Bruce Weisse [Downloadable!] 2005 Monetary policy predictability in the euro area: An international comparison by Bjørn-Roger Wilhelmsen & Andrea Zaghini [Downloadable!] 2005 An empirical evaluation of structural credit risk models by Nikola A. Tarashev [Downloadable!] 2005 Ambiguity in Financial Markets: Herding and Contrarian Behaviour by J L Ford, David Kelsey and W Pang [Downloadable!] 2005 Order Submission: The Choice between Limit and Market Orders by Ingrid Lo & Stephen G. Sapp [Downloadable!] 2005 Who do you trust while Shares are on a Roler-Coaster Ride? 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Chiang [Downloadable!] 2005 Corporate Governance, Cash Holdings, and Firm Value: Evidence from Japan by Qi Luo & Toyohiko Hachiya [Downloadable!] 2005 The General Determinants of Share Returns: An Empirical Investigation on the Dhaka Stock Exchange by Asma Mobarek & A. Sabur Mollah [Downloadable!] 2005 Expectations and Equilibrium in High-Grade Australian Bond Markets by Francis In & Jonathan A. Batten [Downloadable!] 2005 Convertible Bonds Issuance Terms, Management Forecasts, and Earnings Management: Evidence from Taiwan Market by Chen-Lung Chin & Tyrone T. Lin & Chia-Chi Lee [Downloadable!] 2005 Comparison of Linear and Nonlinear Models for Panel Data Forecasting: Debt Policy in Taiwan by Hsiao-Tien Pao & Yao-Yu Chih [Downloadable!] 2005 Doubly-Binomial Option Pricing with Application to Insurance Derivatives by Carolyn W. Chang & Jack S. K. Chang [Downloadable!] 2005 An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets by Robert W. Faff & David Hillier & Michael D. McKenzie [Downloadable!] 2005 The Effect of the Degree of Internationalization on Capital Structure for Listed Multinational Corporations in Taiwan during the Asian Financial Crisis by Hsien-Chang Kuo & Lie-Huey Wang [Downloadable!] 2005 Returns and Investor Behavior in Taiwan: Does Overconfidence Explain this Relationship? by Mei-Chen Lin [Downloadable!] 2005 On the Maintenance Costs and Exit Costs of the Peg in Hong Kong by Paul S. L. Yip [Downloadable!] 2005 An Empirical Study of Optimal Bank Corrective Action for Indonesia Employing the Dynamic Contingent Claims Model by Maximilian J. B. Hall & Ganjar Mustika [Downloadable!] 2005 The Determinants and Implications of Matching Maturities by Sang-Gyung Jun & Frank C. Jen [Downloadable!] 2005 Insider Trading Activities Before the Simultaneous Announcements of Earnings and Dividends by Louis T. W. Cheng & Ricky W. F. Szeto & T. Y. Leung [Downloadable!] 2005 The Intra-Industry Effect of Share Repurchase Deregulation: Evidence from Taiwan by Shao-Chi Chang & Jung-Ho Lai & Chen-Hsiang Yu [Downloadable!] 2005 The Effects of High-Tech Companies' Strategic Alliance Announcements on the Stock Prices of the Relevant Companies: A Comparative Analysis of Indirect Benefits for Taiwan's High-Tech Industry Versus Other Industries 1998â2002 by Chiung-Ju Liang & Ming-Li Yao & Jung-Chu Lin [Downloadable!] 2005 Trading Patterns and Performance of Trader Types in Taiwan Futures Market by Chao-Hsien Lin & Hsinan Hsu & Chwan-Yi Chiang [Downloadable!] 2005 The Market Reaction Around Ex-Dates of Stock Splits Before and After Decimalization by Robin K. Chou & Wan-Chen Lee & Sheng-Syan Chen [Downloadable!] 2005 Stock Market Reaction to Mergers and Acquisitions in Anticipation of a Subsequent Related Significant Event: Evidence from the Korean Telecommunications Industry by Changi Nam & Dong-Hoon Yang & Myeong-Cheol Park & Gil-Hwan Oh & Jong-Hyun Park [Downloadable!] 2005 Stock Repurchase in Korea: Market Reactions and Operating Performance by Youngkyu Park & Kooyul Jung [Downloadable!] 2005 Estimating and Explaining Extreme Comovements in Asia-Pacific Equity Markets by Mahendra Chandra [Downloadable!] 2005 Liquidity, Volatility and Stock Price Adjustment: Evidence from Seasoned Equity Offerings in an Emerging Market by Chia-Cheng Ho & Chin-Chuan Lee & Chien-Ting Lin & C. Edward Wang [Downloadable!] 2005 International Mutual Fund Performance and Political Risk by Barrie A. Bailey & Jean L. Heck & Kathryn A. Wilkens [Downloadable!] 2005 Shanghai's Development as an International Financial Center by James Laurenceson & Kam Ki Tang [Downloadable!] 2005 Valuing Individual Mortgage Servicing Contracts: A Comparison between Adjustable Rate Mortgages and Fixed Rate Mortgages by Che-Chun Lin & Lan-Chih Ho [Downloadable!] 2005 Client Firms and Bank Mergers: Positive Wealth Effect of Bank Mergers on Distressed Firms by Kensuke Tetsuya [Downloadable!] 2005 Asset Prices Under Prospect Theory and Habit Formation by Mao-Wei Hung & Jr-Yan Wang [Downloadable!] 2005 What are the Determinants of the Capital Structure? Evidence from Switzerland by Wolfgang Drobetz & Roger Fix [Downloadable!] 2005 Linkage Of Law, Economics And Economy by Lukáš BORTEL [Downloadable!] 2005 Why Are Asset Markets Modeled Successfully, But Not Their Dealers? by Rafael Romeu [Downloadable!] 2005 Why Are Asset Markets Modeled Successfully, But Not Their Dealers? by Rafael Romeu [Downloadable!] 2005 Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective by Ricardo Caballero & Arvind Krishnamurthy [Downloadable!] 2005 Stochastic dominance on optimal portfolio with one risk-less and two risky assets by Jean Fernand Nguema [Downloadable!] 2005 Non-linear Market Behavior: Events Detection in the Malaysian Stock Market by Kian-Ping Lim & Melvin J. Hinich [Downloadable!] 2005 The impact of trading mechanisms and stock characteristics on order processing and information costs: A panel GMM approach by Gerhard Kling [Downloadable!] 2005 Stockmarket comovements revisited by Newton Da Costa, Jr & Silvia Nunes & Paulo Ceretta & Sergio Da Silva [Downloadable!] 2005 Can a Time-to-Plan Model explain the Equity Premium Puzzle by Kevin E. Beaubrun-Diant [Downloadable!] 2005 Cross-temporal universality of non-linear dependencies in Asian stock markets by Kian-Ping Lim & Melvin J. Hinich [Downloadable!] 2005 Dependent background risks and asset prices by Yusuke Osaki [Downloadable!] 2005 Signalling Effects of a Large Player in a Global Game of Creditor Coordination by Tobias Schuele & Manfred Stadler [Downloadable!] 2005 Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model by Min-Hsien Chiang & Chihwa Kao [Downloadable!] 2005 Evaluating Brazilian mutual funds with stochastic frontiers by Andre Santos & Joao Tusi & Newton Da Costa, Jr & Sergio Da Silva [Downloadable!] 2005 Stock selection based on cluster analysis by Newton Da Costa, Jr & Jefferson Cunha & Sergio Da Silva [Downloadable!] 2005 Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns by Farooq Malik & Bradley Ewing & James Payne [Downloadable!] 2005 Comparing Wealth Effects: The Stock Market versus the Housing Market by Karl E. Case & John M. Quigley & Robert J. Shiller [Downloadable!] 2004 Behavioral Factors in Mutual Fund Flows by WILLIAM N. GOETZMANN & MASSIMO MASSA & K. GEERT ROUWENHORST [Downloadable!] 2004 A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability by William N. Goetzmann & ROGER G. IBBOTSON & LIANG PENG [Downloadable!] 2004 Is a transactions tax an effective means to stabilize the foreign exchange market? by Andrea Terzi [Downloadable!] 2004 The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore by CORNELIS A. LOS [Downloadable!] 2004 The Impact of the Internet on Financial Markets by Nicholas Economides [Downloadable!] 2004 Using the Scaling Analysis to Characterize Financial Markets by T. Di Matteo & T. Aste & Michel M. Dacorogna [Downloadable!] 2004 Why Do Investors Still Hope? The Soviet Repudiation Puzzle (1918- 1919) by Oosterlinck Kim [Downloadable!] 2004 Worsening of the Asian Financial Crisis: Who is to Blame? by Ali M. Kutan & Brasukra G. Sudjana [Downloadable!] 2004 Heterogeneity, Adverse Selection and Valuation with Endogenous Labor Supply by Marcelo Bianconi [Downloadable!] 2004 Equity Asset Allocation Model for EUR-based Eastern Europe Pension Funds by Robert Kitt [Downloadable!] 2004 Herding and Contrarian Behavior in Financial Markets - An Internet Experiment by Mathias Drehmann & Jörg Oechssler & Andreas Roider [Downloadable!] 2004 One Asset, Two Prices: The case of the Tsarist Repudiated Bonds by Kim Oosterlinck & Ariane Szafarz [Downloadable!] 2004 Network properties of trading by Ilija I. Zovko 2004 Volatility and the Term Structure: Evidence from Interest Rate Derivatives by Alessandro Beber; Fabio Fornari. [Downloadable!] 2004 Macroeconomic Sources of Risk in the Term Structure by Michael R. Wickens & Chiona Balfoussia [Downloadable!] 2004 Equilibrium in a Dynamic Limit Order Market by Ronald L. Goettler & Christine A. Parlour 2004 Coordination Failures and Asset Prices by Aleh Tsyvinski & Christian Hellwig & Arihit Mukherji 2004 Betting against your neighbor: a quantitative investigation by Finn Kydland & Irasema Alonso 2004 New-Keynesian Macroeconomics and the Term Structure by Antonio Moreno & Geert Bekaert & Seonghoon Cho [Downloadable!] 2004 A Dynamic Theory of Optimal Capital Structure and Executive Compensation by Harold Cole & Andrew Atkeson 2004 Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis by Matteo Iacoviello [Downloadable!] 2004 Using Financial Market Information to Enhance Canadian Fiscal Policy by Huw Lloyd-Ellis & Xiaodong Zhu [Downloadable!] 2004 Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model by Grammig, Joachin & Heinen, Andreas & Rengifo, Erick [Downloadable!] 2004 International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000 by Cotter, John [Downloadable!] 2004 Downside Risk for European Equity Markets by Cotter, John [Downloadable!] 2004 Absolute Return Volatility by Cotter, John [Downloadable!] 2004 The Market for Financial Derivatives: Removing Impediments to Growth by Bacha, Obiyathulla I. [Downloadable!] 2004 Understanding the Stock Market's Response to Monetary Policy Shocks by Johann Scharler [Downloadable!] 2004 Cancellation and Uncertainty Aversion on Limit Order Books by Jeremy Large [Downloadable!] 2004 Crises and Prices: Information Aggregation, Multiplicity and Volatility by George-Marios Angeletos & Ivan Werning [Downloadable!] 2004 PIPE Dreams? The Performance of Companies Issuing Equity Privately by David J. Brophy & Paige P. Ouimet & Clemens Sialm [Downloadable!] 2004 Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns by Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov [Downloadable!] 2004 Theft and Taxes by Mihir A. Desai & Alexander Dyck & Luigi Zingales [Downloadable!] 2004 A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability by Michael W. Brandt & Amit Goyal & Pedro Santa-Clara & Jonathan Storud [Downloadable!] 2004 The Information of Option Volume for Future Stock Prices by Jun Pan & Allen Poteshman [Downloadable!] 2004 Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies by Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov [Downloadable!] 2004 There is a Risk-Return Tradeoff After All by Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov [Downloadable!] 2004 Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options by Pedro Santa-Clara & Shu Yan [Downloadable!] 2004 Over-the-Counter Markets by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen [Downloadable!] 2004 Asset Pricing with Liquidity Risk by Viral V. Acharya & Lasse Heje Pedersen [Downloadable!] 2004 Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility by Pierre Collin-Dufresne & Christopher S. Jones & Robert S. Goldstein [Downloadable!] 2004 Predatory Trading by Markus K. Brunnermeier & Lasse Heje Pedersen [Downloadable!] 2004 Stock Market Trading and Market Conditions by John M. Griffin & Federico Nardari & Rene M. Stulz [Downloadable!] 2004 Weak and Semi-Strong Form Stock Return Predictability, Revisited by Wayne E. Ferson & Andrea Heuson & Tie Su [Downloadable!] 2004 On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing by Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael Roberts [Downloadable!] 2004 The Design of Financial Systems: Towards a Synthesis of Function and Structure by Robert C. Merton & Zvi Bodie [Downloadable!] 2004 The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach by Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba [Downloadable!] 2004 Was There a Nasdaq Bubble in the Late 1990s? by Lubos Pastor & Pietro Veronesi [Downloadable!] 2004 Should We Fear Derivatives? by Rene M. Stulz [Downloadable!] 2004 Futures Prices as Risk-adjusted Forecasts of Monetary Policy by Monika Piazzesi & Eric Swanson [Downloadable!] 2004 Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior by Xiaohong Chen & Sydney C. Ludvigson [Downloadable!] 2004 Consumption-Wealth Comovement of the Wrong Sign by James J. Choi & David Laibson & Brigitte C. Madrian & Andrew Metrick [Downloadable!] 2004 Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities by Francis A. Longstaff [Downloadable!] 2004 Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market by Francis A. Longstaff & Sanjay Mithal & Eric Neis [Downloadable!] 2004 Financial Claustrophobia: Asset Pricing in Illiquid Markets by Francis A. Longstaff [Downloadable!] 2004 Dynamic Portfolio Selection by Augmenting the Asset Space by Michael W. Brandt & Pedro Santa-Clara [Downloadable!] 2004 Flight to Quality, Flight to Liquidity, and the Pricing of Risk by Dimitri Vayanos [Downloadable!] 2004 Investor Behavior in the Option Market by Josef Lakonishok & Inmoo Lee & Allen M. Poteshman [Downloadable!] 2004 A Scapegoat Model of Exchange Rate Fluctuations by Philippe Bacchetta & Eric van Wincoop [Downloadable!] 2004 Employees' Investment Decisions about Company Stock by James J. Choi & David Laibson & Brigitte Madrian & Andrew Metrick [Downloadable!] 2004 The Euro and European Financial Market Integration by Söehnke Bartram & Stephen Taylor & Yaw-Huei Wang [Downloadable!] 2004 Modelling long memory and risk premia in Latin American sovereign bond markets by Alfonso Mendoza [Downloadable!] 2004 A Scapegoat Model of Exchange Rate Fluctuations by Philippe BACCHETTA & Eric VAN WINCOOP [Downloadable!] 2004 Health insurance for the poor in India by Ahuja, Rajeev [Downloadable!] 2004 Economic Development in China and Its Implications for East Asia by Chung H. Lee [Downloadable!] 2004 Real Asset Returns and Components of Inflation: A Structural VAR Analysis by Matthias HAGMANN & Carlos LENZ [Downloadable!] 2004 Is more information always better? 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Pedersen & Markus Brunnermeier [Downloadable!] 2004 Regime Switching for Dynamic Correlations by Denis Pelletier [Downloadable!] 2004 Un Modelo Basico Crediticio: Regulacion Prudencial, Volatilidad Cambiaria y Medicion de Riesgos by Mario Zambrano [Downloadable!] 2004 Optimal Rules under Adjustment Cost and Infrequent Information by Rene Garcia & Marco Bonomo [Downloadable!] 2004 Investor psychology: a behavioural explanation of six finance puzzles by Henriette Prast [Downloadable!] 2004 The Econometrics of Option Pricing by René Garcia & Eric Ghysels & Éric Renault [Downloadable!] 2004 Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega [Downloadable!] 2004 Realized Beta: Persistence and Predictability by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu [Downloadable!] 2004 Forecasting the Term Structure of Government Bond Yields by Francis X. Diebold & Canlin Li [Downloadable!] 2004 Owners, traders and providers of capital: the multiple faces of institutional investors by John Roberts & Paul Sanderson & John Hendry & Richard Barker [Downloadable!] 2004 Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note by Daniella Acker & Nigel W. Duck [Downloadable!] 2004 Forward-Looking Information in VAR Models and the Price Puzzle by Sophocles N. Brissimis & Nicholas S. Magginas [Downloadable!] 2004 Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis by Matteo Iacoviello [Downloadable!] 2004 Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs by Andrew Filardo [Downloadable!] 2004 An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates by David J. Bolder & Grahame Johnson & Adam Metzler [Downloadable!] 2004 Country pair-correlations as a measure of financial integration: the case of the Euro equity markets by Manuela CROCI [Downloadable!] 2004 Real Options and Investment under Uncertainty: Classical Readings and Recent Contributions by 2004 Structural Breaks and the Normality of Stock Returns by Joshua Seungwook Bahng [Downloadable!] 2004 Macroeconomic Factors and Pakistani Equity Market by Mohammed Nishat & Rozina Shaheen [Downloadable!] 2004 The Determinants of Capital Structure of Stock Exchange-listed Non-financial Firms in Pakistan by Attaullah Shah & Tahir Hijazi [Downloadable!] 2004 Finance and the Sources of Growth at Various Stages of Economic Development by Felix Rioja & Neven Valev [Downloadable!] 2004 Return Predictability, Contrarian & Momentum Profits:The Case of the Athens Stock Exchange by T. Mandalis & S. I. Spyrou 2004 Has Monetary Policy Reacted to Asset Price Movements? Evidence from the UK by Alexandros Kontonikas & Alberto Montagnoli 2004 A canonical first passage time model to pricing nature-linked bonds by Victor Vaugirard [Downloadable!] 2004 Does the risk of exchange rate fluctuation really affect international trade flows between countries? by Chongcheul Cheong [Downloadable!] 2004 Does liquidity in the FX market depend on volatility? by Frank Westerhoff & Sebastiano Manzan [Downloadable!] 2004 Risk neutral valuation and uncovered interest rate parity in a stochastic two-country-economy with two goods by Vincenzo Costa [Downloadable!] 2004 Searching for chaos on low frequency by Nicolas Wesner [Downloadable!] 2004 The Long Memory of the Efficient Market by Fabrizio Lillo & J. Doyne Farmer [Downloadable!] 2004 Analyzing Financial Time Series through Robust Estimators by Luigi Grossi [Downloadable!] 2003 Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach by Dufour, Jean-Marie & Beaulieu, Marie-Claude & Khalaf, Lynda [Downloadable!] 2003 A Model of Stochastic Liquidity by Masahiro Watanabe [Downloadable!] 2003 The Impact of Clientele Changes: Evidence from Stock Splits by Ning Zhu & Ravi Dhar & William N. Goetzmann [Downloadable!] 2003 Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias by Massimo Massa [Downloadable!] 2003 Liquidity and Financial Market Runs by Ivo Welch & Antonio Bernardo [Downloadable!] 2003 Stochastics for the worst case: distributions and risk measures for minimal returns by Mihnea-Stefan Mihai [Downloadable!] 2003 International versus Domestic Auditing of Bank Solvency by Andrew Feltenstein & Roger Lagunoff [Downloadable!] 2003 Long Run Relationships between Stock Market Returns and Macroeconomic Performance: Evidence from Turkey by Osman Karamustafa & Yakup Kucukkale [Downloadable!] 2003 Firm-Specific Variation and Openness in Emerging Markets by Kan Li & Randall Morck & Fan Yang & Bernard Yeung [Downloadable!] 2003 Deposit Insurance During EU Accession by Nikolay Nenovsky & Kalina Dimitrova & [Downloadable!] 2003 MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model by Nunzio Cappuccio & Diego Lubian & Davide Raggi [Downloadable!] 2003 Why Do Investors still Hope? 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Tsomocos [Downloadable!] 2003 Equilibrium Analysis, Banking, Contagion and Financial Fragility by Dimitrios Tsomocos [Downloadable!] 2003 The Myth Of The Service Economy by Sergio Parrinello [Downloadable!] 2003 Long-term Information, Short-lived Securities by Dan Bernhardt & Ryan J. Davies & John Spicer [Downloadable!] 2003 Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model by Heinen, Andreas [Downloadable!] 2003 Issuing Policies In Currencies Denominated In Euros And Eurocents by Novak, Branko & Matić, Branko & Stjepanović, Slobodanka [Downloadable!] 2003 Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega [Downloadable!] 2003 Realized Beta: Persistence and Predictability by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu [Downloadable!] 2003 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold [Downloadable!] 2003 The Macroeconomy and the Yield Curve: A Nonstructural Analysis by Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba [Downloadable!] 2003 Financial Markets of the Middle East and North Africa: The Past and Present by Yochanan Shachmurove [Downloadable!] 2003 Markov Switching Garch Models of Currency Crises in Southeast Asia by Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan [Downloadable!] 2003 Heterogeneous Yield Curves and Basis Swaps by Keiichi Tanaka [Downloadable!] 2003 Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective by Hanno Lustig & Stijn Van Nieuwerburgh [Downloadable!] 2003 Capital Investments and Stock Returns by Sheridan Titman & K.C. John Wei & Feixue Xie [Downloadable!] 2003 Uncovering the Risk-Return Relation in the Stock Market by Hui Guo & Robert F. Whitelaw [Downloadable!] 2003 The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market by Alessandro Beber & Michael W. Brandt [Downloadable!] 2003 Transparency, Risk Management and International Financial Fragility by Mario Draghi & Francesco Giavazzi & Robert C. Merton [Downloadable!] 2003 Household Risk Management and Optimal Mortgage Choice by John Y. Campbell & Joao F. Cocco [Downloadable!] 2003 Market Reactions to Tangible and Intangible Information by Kent Daniel & Sheridan Titman [Downloadable!] 2003 A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations by Michael W. Brandt & Francis X. Diebold [Downloadable!] 2003 What Do Financial Markets Think of War in Iraq? by Andrew Leigh & Justin Wolfers & Eric Zitzewitz [Downloadable!] 2003 Initial Public Offering and Corporate Governance in China's Transitional Economy by Chen-Chien Hsun & Shih Hui-Tzu [Downloadable!] 2003 Knife Edge of Plateau: When Do Market Models Tip? by Glenn Ellison & Drew Fudenberg [Downloadable!] 2003 Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market by Jacob Boudoukh & Matthew Richardson & YuQing Shen & Robert F. Whitelaw [Downloadable!] 2003 Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias by William N. Goetzmann & Massimo Massa [Downloadable!] 2003 Fees on Fees in Funds of Funds by Stephen J. Brown & William N. Goetzmann & Bing Liang [Downloadable!] 2003 Diversification and the Optimal Construction of Basis Portfolios by Bruce N. Lehmann & David M. Modest [Downloadable!] 2003 The Price Impact and Survival of Irrational Traders by Leonid Kogan & Stephen Ross & Jiang Wang & Mark Westerfield [Downloadable!] 2003 Weather Forecasting for Weather Derivatives by Sean D. Campbell & Francis X. Diebold [Downloadable!] 2003 Generalized Disappointment Aversion and Asset Prices by Bryan R. Routledge & Stanley E. Zin [Downloadable!] 2003 Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors by Antonios Sangvinatsos & Jessica A. Wachter [Downloadable!] 2003 Corporate Earnings and the Equity Premium by Francis Longstaff & Monika Piazzesi [Downloadable!] 2003 Forecasting the Term Structure of Government Bond Yields by Francis X. Diebold & Canlin Li [Downloadable!] 2003 Efficient Tests of Stock Return Predictability by John Y. Campbell & Motohiro Yogo [Downloadable!] 2003 Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics by Peter F. Christoffersen & Francis X. Diebold [Downloadable!] 2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude [Downloadable!] 2003 Risk Aversion and Herd Behavior in Financial Markets by Décamps, Jean-Paul & Lovo, Stefano [Downloadable!] 2003 Market Informational Inefficiency, Risk Aversion and Quantity Grid by Décamps, Jean-Paul & Lovo, Stefano [Downloadable!] 2003 Lending Technologies, Competition, and Consolidation in the Market for Microfinance in Bolivia by Jonathan Conning & Sergio Navajas & Claudio Gonzalez-Vega [Downloadable!] 2003 Testing for Contagion in International Financial Markets: Which Way to Go? by Sébastien WÄLTI [Downloadable!] 2003 Behavioral finance: the role of psychology in financial markets (Dutch title: Gedragseconomie: de rol van psychologie op financiële markten) by Henriette Prast 2003 Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS by Cees Diks & Roy van der Weide [Downloadable!] 2003 Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence by Albert J. Menkveld & Siem Jan Koopman & André Lucas [Downloadable!] 2003 Country and consumer segmentation : multi-level latent class analysis of financial product ownership by Bijmolt, T.H.A. & Paas, L.J. & Vermunt, J.K. [Downloadable!] 2003 A Double Auction Market: Teaching, Experiment and Theory by Martin Shubik [Downloadable!] 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu [Downloadable!] 2003 Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu [Downloadable!] 2003 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, [Downloadable!] 2003 The Macroeconomy and the Yield Curve: A Nonstructural Analysis by Francis X. Diebold, & Glenn D. Rudebusch & S. Boragan Aruoba [Downloadable!] 2003 Demographic Change and the UK Savings Rate by David Demery & Nigel Duck [Downloadable!] 2003 Measuring Interest Rate Expectations in Canada by Grahame Johnson [Downloadable!] 2003 An optimal consumption model with stochastic volatility by Wendell H. Fleming & Daniel Hernández-Hernández [Downloadable!] 2003 Liquidity and Financial Markets - Introduction by Felipe Zurita [Downloadable!] 2003 Long memory in a small stock market by Jussi Tolvi [Downloadable!] 2003 Credit bubble and stagnation in Colombia, 1990-2001 by Fernando Tenjo & Enrique Lopez [Downloadable!] 2003 Time-Varying Betas Help in Asset Pricing: The Threshold CAPM by Levent Akdeniz & Aslihan Altay-Salih & Mehmet Caner [Downloadable!] 2002 Sharpening Sharpe Ratios by William N. Goetzmann & Jonathan E. Ingersoll, Jr. & Matthew I. Spiegel & Ivo Welch [Downloadable!] 2002 Sharpening Sharpe Ratios by William N. Goetzmann & Jonathan E. Ingersoll Jr. & Matthew I. Spiegel & Ivo Welch [Downloadable!] 2002 How to work in the uncertain market conditions by Dmitry Baryshevsky [Downloadable!] 2002 An Analysis of Hedge Fund Performance by Daniel Capocci [Downloadable!] 2002 Trading system evaluation based on past performance: Random Signals Test by Alex Strashny [Downloadable!] 2002 Are Incomlete Markets Able to Achieve Minimal Efficiency? by Egbert Dierker & Hildegard Dierker & Birgit Grodal [Downloadable!] 2002 Credit Derivatives in Emerging Markets by Romain Rancière [Downloadable!] 2002 The Effect of the Asian Financial Crisis on the Performance of Korean Nationwide Banks by Yongil Jeon & Stephen M. Miller [Downloadable!] 2002 An introduction to statistical finance by Jean-Philippe Bouchaud [Downloadable!] 2002 An introduction to statistical finance by Jean-Philippe Bouchaud [Downloadable!] 2002 Reply to Johansen's comment by Laurent Laloux & Marc Potters & Jean-Pierre Aguilar & Jean-Philippe Bouchaud [Downloadable!] 2002 Reply to Johansen's comment by Laurent Laloux & Marc Potters & Jean-Pierre Aguilar & Jean-Philippe Bouchaud [Downloadable!] 2002 The skewed multifractal random walk with applications to option smiles by Benoit Pochard & Jean-Philippe Bouchaud [Downloadable!] 2002 The skewed multifractal random walk with applications to option smiles by Benoit Pochard & Jean-Philippe Bouchaud [Downloadable!] 2002 A simple microstructure model of double auction markets by Giulia Iori & Carl Chiarella 2002 A Heuristic Technique for Model Selection Problems by Manfred Gilli & Nicolas Roth 2002 Switching Regime Models: applications to trading rules by Nuno Almeida & Pedro Valls Pereira 2002 Financial Market in the Laboratory by Andrea Morone 2002 SuperMontage in the American Securities Markets Context by Senn, Myriam [Downloadable!] 2002 دور سوق الأوراق المالية فى تنمية الادخار فى مصر by Alasrag, Hussien [Downloadable!] 2002 Judging Fund Managers by the Company They Keep by Randolph Cohen & Joshua Coval & Lubos Pastor [Downloadable!] 2002 Debt Policy, Corporate Taxes, and Discount Rates by Mark Grinblatt & Jun Liu [Downloadable!] 2002 Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium by Clemens Sialm [Downloadable!] 2002 Financial Market Runs by Antonio E. Bernardo & Ivo Welch [Downloadable!] 2002 The Time Series of the Cross Section of Asset Prices by Lior Menzly & Tano Santos & Pietro Veronesi [Downloadable!] 2002 Bond Risk Premia by John H. Cochrane & Monika Piazzesi [Downloadable!] 2002 Sharpening Sharpe Ratios by William Goetzmann & Jonathan Ingersoll & Matthew I. Spiegel & Ivo Welch [Downloadable!] 2002 Dynamic Asset Allocation With Event Risk by Jun Liu & Francis A. Longstaff & Jun Pan [Downloadable!] 2002 Child Labor: The Role of Income Variability and Access to Credit Across Countries by Rajeev Dehejia & Roberta Gatti [Downloadable!] 2002 Stocks as Money: Convenience Yield and the Tech-Stock Bubble by John H. Cochrane [Downloadable!] 2002 Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega [Downloadable!] 2002 Limited Asset Market Participation and the Elasticity of Intertemporal Substitution by Annette Vissing-Jorgensen [Downloadable!] 2002 Rational Asset Prices by George M. Constantinides [Downloadable!] 2002 The New Systems Competition by Hans-Werner Sinn [Downloadable!] 2002 Information Aggregation, Security Design and Currency Swaps by Bhagwan Chowdhry & Mark Grinblatt & David Levine [Downloadable!] 2002 Tax-Loss Trading and Wash Sales by Mark Grinblatt & Matti Keloharju [Downloadable!] 2002 What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns? by Mark Grinblatt & Tobias J. Moskowitz [Downloadable!] 2002 The Disposition Effect and Momentum by Mark Grinblatt & Bing Han [Downloadable!] 2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach by BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda. [Downloadable!] 2002 Are Incomplete Markets Able to Achieve Minimal Efficiency? by Egbert Dierker & Hildegard Dierker & Birgit Grodal [Downloadable!] 2002 Transaction Costs and the Present Value by Fontnouvelle, P. de & Lence, Sergio 2002 Symmetry and Order in the Portfolio Allocation Problem by Lapan, Harvey & Hennessy, David A. 2002 Farmland Prices in the Presence of Transaction Costs: Reply by Lence, Sergio H. 2002 Reflections on New Financial System in Japan: Participation Costs, Wealth Distribution,and Security Market-Based Intermediation by Kitamura, Yukinobu & Suto, Megumi & Teranishi, Juro [Downloadable!] 2002 The Eastward Enlargement of the Eurozone: The Shaping of Capital Markets by Thomas Meyer [Downloadable!] 2002 How accurate do markets predict the outcome of an event? The Euro 2000 soccer championships experiment by Carsten Schmidt & Axel Werwatz [Downloadable!] 2002 Modelizacion econometrica de la rentabilidad en los mercados de valores by Escudero, E. [Downloadable!] 2002 International Asset Allocation with Time-Varying Investment Opportunities by Blake, David & Timmermann, Allan G [Downloadable!] 2002 Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2002 Macro Surprises And Short-Term Behaviour In Bond Futures by Eugene Durenard & David Veredas [Downloadable!] 2002 Hedging Housing Risk in London by Matteo Iacoviello & Francois Ortalo-Magne [Downloadable!] 2002 Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada by David Jamieson Bolder & Scott Gusba [Downloadable!] 2002 Asset Allocation Using Extreme Value Theory by Younes Bensalah [Downloadable!] 2002 Corporate Bond Spreads and the Business Cycle by Zhiwei Zhang [Downloadable!] 2002 Theory of Incomplete Markets, Volume 1 by Michael Magill & Martine Quinzii 2002 research articles : Symmetry and order in the portfolio allocation problem by Harvey E. Lapan & David A. Hennessy [Downloadable!] 2002 Fads or bubbles? by Simon van Norden & Huntley Schaller [Downloadable!] 2002 Scaling power laws in the Sao Paulo Stock Exchange by Iram Gleria & Raul Matsushita & Sergio Da Silva [Downloadable!] 2002 The Impact of Foreign Banks on Market Concentration: The Case of India by Sathye, M [Downloadable!] 2002 The capital market in Bulgaria by Stefan Petranov [Downloadable!] 2001 Price Impact Costs and the Limit of Arbitrage by Werner Stanzl & Zhiwu Chen & Masahiro Watanabe [Downloadable!] 2001 Interest Rates and the Durability of Consumption Goods by Harry Mamaysky [Downloadable!] 2001 Financial Super-Markets: Size Matters for Asset Trade by Philippe Martin & H=E9l=E8ne Rey= [Downloadable!] 2001 Financial Architecture and Economic Performance: International Evidence by Solomon Tadesse [Downloadable!] 2001 Globalization and Firms' Financing Choices: Evidence from Emerging Economies by Sergio Schmukler & Esteban Vesperoni [Downloadable!] 2001 Nonexistence of constrained Efficient Equilibria when Markets are Incomplete by Egbert Dierker & Hildegard Dierker & Birgit Grodal [Downloadable!] 2001 How Big is the Speculative Component in Australian Share Prices? by Angela Black & Patricia Fraser & Nicolaas Groenewold [Downloadable!] 2001 US Stock Prices and Macroeconomic Fundamentals by Angela Black & Patricia Fraser & Nicolaas Groenewold [Downloadable!] 2001 Demand for Private Health Insurance: Is there a Quality Gap? by Joan Costa & Jaume Garcia [Downloadable!] 2001 Demand for Private Health Insurance: Is there a Quality Gap? by Joan Costa & Jaume Garcia [Downloadable!] 2001 The Origins of the Modern Financial Revolution: Responses to Impediments from Church and State in Western Europe, 1200 - 1600 by John H. Munro [Downloadable!] 2001 More stylized facts of financial markets: leverage effect and downside correlations by Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 2001 More stylized facts of financial markets: leverage effect and downside correlations by Jean-Philippe Bouchaud & Marc Potters [Downloadable!] 2001 Introducing Variety in Risk Management by Fabrizio Lillo & Rosario N. Mantegna & Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 2001 Introducing Variety in Risk Management by Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters [Downloadable!] 2001 The leverage effect in financial markets: retarded volatility and market panic by Jean-Philippe Bouchaud & Andrew Matacz & Marc Potters [Downloadable!] 2001 The leverage effect in financial markets: retarded volatility and market panic by Jean-Philippe Bouchaud & Andrew Matacz & Marc Potters [Downloadable!] 2001 Adaptive Learning and Emergent Coordination in Minority Games by Giulio Bottazzi, Giovanna Devetag, Giovanni Dosi 2001 An Interacting-Agents Approach to International Financial Contagion by Taisei Kaizoji 2001 The Compound Option Approach to American Options on Jump-Diffusions by Chandrasekhar Reddy Gukhal 2001 Heterogeneous Interacting Agent Models and the Stylized Facts by Taisei Kaizoji 2001 Studying Real Options with Genetic Algorithms by Alfons Balmann, Oliver Musshoff 2001 Has Futures Trading Affected the Volatility of Aluminium Transactions Prices? by Isabel Figuerola-Ferretti & Christopher L. Gilbert [Downloadable!] 2001 Price Variability and Marketing Method in the Non-Ferrous Metals Industry by Isabel Figuerola-Ferretti & Christopher L. Gilbert [Downloadable!] 2001 Investor Psychology and Asset Pricing by Hirshleifer, David [Downloadable!] 2001 Herd Behavior and Cascading in Capital Markets: A Review and Synthesis by Hirshleifer, David & Teoh, Siew Hong [Downloadable!] 2001 The Stock Market and the Economy in Pakistan by Husain, Fazal & Mahmood, Tariq [Downloadable!] 2001 The Stock Market and the Economy in Pakistan by Hsain, Fazal & Mahmood, Tariq [Downloadable!] 2001 Portfolio Analysis of Financial Market Risks by Random Set Tools by Vorobyev, Oleg Yu. & Novosyolov, Arcady A. & Simonov, Konstantin V. & Fomin, Andrew [Downloadable!] 2001 Financing New Zealand Superannuation by Brian McCulloch & Jane Frances [Downloadable!] 2001 Equity Portfolio Diversification by William N. Goetzmann & Alok Kumar [Downloadable!] 2001 Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective by John R. Graham & Campbell R. Harvey [Downloadable!] 2001 Long-Term Global Market Correlations by William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst [Downloadable!] 2001 Comparing Wealth Effects: The Stock Market Versus the Housing Market by Karl E. Case & Robert J. Shiller & John M. Quigley [Downloadable!] 2001 Financial Structure, Macroeconomic Stability and Monetary Policy by Stephen G. Cecchetti & Stefan Krause [Downloadable!] 2001 Taxation, Risk-Taking, and Household Portfolio Behavior by James M. Poterba [Downloadable!] 2001 Dynamic Volume-Return Relation of Individual Stocks by Guillermo Llorente & Roni Michaely & Gideon Saar & Jiang Wang [Downloadable!] 2001 Asset Prices and Trading Volume Under Fixed Transactions Costs by Andrew W. Lo & Harry Mamaysky & Jiang Wang [Downloadable!] 2001 Labor Income and Predictable Stock Returns by Tano Santos & Pietro Veronesi [Downloadable!] 2001 High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models by Sassan Alizadeh & Michael W. Brandt & Francis X. Diebold [Downloadable!] 2001 Modeling and Forecasting Realized Volatility by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys [Downloadable!] 2001 The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks by John H. Boyd & Ravi Jagannathan & Jian Hu [Downloadable!] 2001 Small Income Effects Destroy the Constrained Efficiency of All Equilibria in Finance Economies with Production by Egbert Dierker & Hildegard Dierker & Birgit Grodal [Downloadable!] 2001 On the Pitfalls of Multi-Year Rollover Hedges: The Case of Hedge-to-Arrive Contracts by Lence, Sergio H. & Hayenga, Marvin L. 2001 Financial Markets, Credit Constraints, and Investment in Rural Romania by Chaves, R.A. & Sanchez, S. & Schor, S. & Tesliuc, E. 2001 Asset Market Linkages in Crisis Periods by Hartmann, P. & Straetmans, S. & De Vries, C.G. 2001 The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management by Zheng, H. & Thomas, L.C. & Allen, D.E. 2001 Splitting Orders in Fragmented Markets by Bert Menkveld [Downloadable!] 2001 Splitting orders in fragmented markets - evidence from cross-listed stocks by A.J. Menkveld [Downloadable!] 2001 Comparing Wealth Effects: The Stock Market versus the Housing Market by Karl E. Case & John M. Quigley & Robert J. Shiller [Downloadable!] 2001 Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002) by René Garcia & Richard Luger & Éric Renault [Downloadable!] 2001 Asymmetric Smiles, Leverage Effects and Structural Parameters by René Garcia & Richard Luger & Éric Renault [Downloadable!] 2001 Overnight Borrowing, Interest Rates and Extreme Value Theory by Faruk Selcuk & Ramazan Gencay [Downloadable!] 2001 A solution approach to valuation with unhedgeable risks by Thaleia Zariphopoulou [Downloadable!] 2001 A Wavelet Exploration Of The Bvl Index by Paulo Brito 2001 Recapitalizing Banks with Public Funds by By Charles Enoch & Gillian Garcia & V. Sundararajan [Downloadable!] 2001 Herd Behavior in Financial Markets by Sushil Bikhchandani & Sunil Sharma [Downloadable!] 2001 How Unique are US-Banks? The Role of Banks in Five Major Financial Systems by Andreas Hackethal [Downloadable!] 2001 Recapitalizing Banks with Public Funds by By Charles Enoch & Gillian Garcia & V. Sundararajan [Downloadable!] 2001 Herd Behavior in Financial Markets by Sushil Bikhchandani & Sunil Sharma [Downloadable!] 2001 Insiders and International finance: Evidence From Complementary Markets Patterns in Neighboring Areas by Leighton Vaughan Williams 2001 Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid by João Amaro de Matos & Paula Antão [Downloadable!] 2000 A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability by William N. Goetzmann & Roger G. Ibbotson & Liang Peng [Downloadable!] 2000 Does Arbitrage Flatten Demand Curves for Stocks? by Jeffrey A. Wurgler & Ekaterina V. Zhuravskaya [Downloadable!] 2000 Behavioral Factors in Mutual Fund Flows by William N. Goetzmann & Massimo Massa & K. Geert Rouwenhorst [Downloadable!] 2000 Retail Banking in Hungary: A Foreign Affair? by John P. Bonin & Istvan Abel [Downloadable!] 2000 Financial Development and the Sensitivity of Stock Markets to External Influences by Harris Dellas & Martin K. Hess [Downloadable!] 2000 The Vietnamese Corporate Bond Market An Early Exploration into the 1992-1999 Period by Quan-Hoang Vuong [Downloadable!] 2000 Correlation structure of extreme stock returns by Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 2000 Correlation structure of extreme stock returns by Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 2000 Household Portfolios in Italy by Luigi Guiso & Tullio Jappelli [Downloadable!] 2000 Should ECNs be SOES-able? by Bruce Mizrach & Yijie Zhang [Downloadable!] 2000 Long-term information, short-lived derivative securities by Dan Bernhardt & Ryan Davies & John Spicer [Downloadable!] 2000 The mirage of floating exchange rates by Reinhart, Carmen [Downloadable!] 2000 Bond financing and debt stability: theoretical issues and empirical analysis for India by Moorthy , Vivek & Singh, Bhupal & Dhal, Sarat Chandra [Downloadable!] 2000 New Issues in Public Debt Management: Government Surpluses in Several OECD Countries, the Common Currency in Europe and Rapidly Rising Debt in Japan by Paul Mylonas & Sebastian Schich & Thorsteinn Thorgeirsson & Gert Wehinger [Downloadable!] 2000 Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets by Graciela Kaminsky & Richard K. Lyons & Sergio Schmukler [Downloadable!] 2000 Rebels, Conformists, Contrarians and Momentum Traders by Evan Gatev & Stephen A. Ross [Downloadable!] 2000 Covariance Risk, Mispricing, and the Cross Section of Security Returns by Kent D. Daniel & David Hirshleifer & Avanidhar Subrahmanyam [Downloadable!] 2000 Market Efficiency in an Irrational World by Kent Daniel & Sheridan Titman [Downloadable!] 2000 Explaining European Short-term Interest Rate Differentials: An Application of Tobin's Portfolio Theory by Thomas J. Flavin & Michele G. Limosani [Downloadable!] 2000 Nonexistence of Constrained Efficient Equilibria when Markets are Incomplete by Egbert Dierker & Hildegard Dierker & Birgit Grodal 2000 Temporary Bubbles in an Economy with Under-Accumulation by Michel, P. & Wigniolle, B. 2000 Does the Free-rider Problem Occur in Corporate Takeovers? Evidence from Laboratory Markets by Hirota, S. & Saijo, T. & Hamaguchi, Y. & Kawagoe, T. 2000 Does the Free-rider Problem Occur in Corporate Takeovers? Evidence from Laboratory Markets by Hirota, S. & Saijo, T. & Hamaguchi, Y. & Kawagoe, T. 2000 Temporary Bubbles in an Economy with Under-Accumulation by Michel, P. & Wigniolle, B. 2000 Sunspot Equilibria in a Monetary Economy with Capital Accumulation by Bloise, G. & Magris, F. 2000 Asymmetric Smiles, Leverage Effects and Structural Parameters by Garcia, R. & Luger, R. & Renault, E. 2000 Latent Variable Models for Stochastic Discount Factors by Garcia, R. & Renault, E. 2000 On the Informational Content of Changing Risk for Dynamic Asset Allocation by Giovanni BARONE-ADESI & Patrick GAGLIARDINI & Fabio TROJANI [Downloadable!] 2000 Economic Factors Influence on the Russian Capital Market Behavior by Dorofeev Evgeny [Downloadable!] 2000 Share price reactions to sporty performance of soccer clubs listed on the London stock exchange and the AIM by Renneboog, L.D.R. & Vanbrabant, P. [Downloadable!] 2000 Habit Formation with Recursive Preferences by Aylin Seckin [Downloadable!] 2000 Steps in Applying Extreme Value Theory to Finance: A Review by Younes Bensalah [Downloadable!] 2000 Crises, Contagion, and the Closed-End Country Fund Puzzle by Eduardo Levy-Yeyati & Angel Ubide [Downloadable!] 2000 La hipótesis de eficiencia en los mercados de acciones. El caso del Mercado de Valores de Buenos Aires by Martín A. Rossi [Downloadable!] 2000 Crises, Contagion, and the Closed-End Country Fund Puzzle by Eduardo Levy-Yeyati & Angel Ubide [Downloadable!] 2000 Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange by Pierluigi Bologna 2000 The expectations hypothesis, term premia, and the Canadian term structure of interest rates by Walid Hejazi & Huiwen Lai & Xian Yang [Downloadable!] 1999 Index Funds and Stock Market Growth by Massimo Massa & William N. Goetzmann [Downloadable!] 1999 Housing Return And Construction Cycles by Matthew I. Spiegel [Downloadable!] 1999 Financial Fragility with Rational and Irrational Exuberance by Roger Lagunoff & Stacey L. Schreft [Downloadable!] 1999 What Do Financial Intermediaries Do? by Franklin Allen & Anthony M. Santomero [Downloadable!] 1999 Characteristics and Behaviour of African Factor Markets and Market Institutions and Their Consequences for Economic Growth by Adeola F. Adenikinju & Olugboyega Oyeranti [Downloadable!] 1999 Worst fluctuation method for fast value-at-risk estimates by Jean-Philippe Bouchaud & Marc Potters [Downloadable!] 1999 Worst fluctuation method for fast value-at-risk estimates by Jean-Philippe Bouchaud & Marc Potters [Downloadable!] 1999 Apparent multifractality in financial time series by Jean-Philippe Bouchaud & Marc Potters & Martin Meyer [Downloadable!] 1999 Apparent multifractality in financial time series by Jean-Philippe Bouchaud & Marc Potters & Martin Meyer [Downloadable!] 1999 Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market by Bacha, Obiyathulla I. & Abdul, Jalil O. & Othman, Khairudin [Downloadable!] 1999 Japan's Big Bang and the Transformation of Financial Markets by Takatoshi Ito & Michael Melvin [Downloadable!] 1999 Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? by Kent Daniel & Sheridan Titman & K.C. John Wei [Downloadable!] 1999 The Dynamics of Emerging Market Equity Flows by Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine [Downloadable!] 1999 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection by A. Craig MacKinlay & Lubos Pastor [Downloadable!] 1999 Transform Analysis and Asset Pricing for Affine Jump-Diffusions by Darrell Duffie & Jun Pan & Kenneth Singleton [Downloadable!] 1999 Conditioning Variables and the Cross-Section of Stock Returns by Wayne E. Ferson & Campbell R. Harvey [Downloadable!] 1999 The IT Revolution and the Stock Market by Jeremy Greenwood & Boyan Jovanovic [Downloadable!] 1999 Die Anlageentscheidungen deutscher Investoren — Der empirische Befund by Susanne Lapp [Downloadable!] 1999 Zu den Anlageentscheidungen für deutsche Investoren — Eine portfoliotheoretische Analyse by Susanne Lapp [Downloadable!] 1999 The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings by Hawawini, G. & Keim, D.B. 1999 Is the Abnormal Return Following Equity Issuances Anormalous? by Brav, A. & Geczy, C. & Gompers, P.A. 1999 Interest Rate Liberalisation and Equity Market Volatility: the Case of Malaysia and Thailand by Spyrou, S. & Vougas, D. 1999 The monetary appreciation of paintings : from realism to Magritte by Renneboog, L.D.R. & Houte, T. van [Downloadable!] 1999 The IT Revolution and the Stock Market by Greenwood, J. & Jovanovic, B. [Downloadable!] 1999 Financial Integration and Asset Returns by Martin, Philippe & Rey, Hélène [Downloadable!] 1999 Privatization, Political Risk and Stock Market Development by Perotti, Enrico C & van Oijen, Pieter [Downloadable!] 1999 Financial Super-Markets: Size Matters for Asset Trade by Martin, Philippe & Rey, Hélène [Downloadable!] 1999 The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence by Sarno, Lucio & Taylor, Mark P [Downloadable!] 1999 EMU and the External Value of the Euro by Demertzis, Maria & Hughes Hallett, Andrew [Downloadable!] 1999 Latent Variable Models for Stochastic Discount Factors by René Garcia & Éric Renault [Downloadable!] 1999 Testing the Option Value Theory of Irreversible Investment by Tarek M. Harchaoui & Pierre Lasserre [Downloadable!] 1999 Stochastic Volatility: Univariate and Multivariate Extensions by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi [Downloadable!] 1999 Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market by Gravelle, Toni [Downloadable!] 1999 Investments, Vol. II: Securities Prices and Performance by Edwin J. Elton & Martin J. Gruber 1999 Investments, Vol. I: Portfolio Theory and Asset Pricing by Edwin J. Elton & Martin J. Gruber 1999 Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences by (*), Thaleia Zariphopoulou & George M. Constantinides [Downloadable!] 1999 Turnpike behavior of long-term investments by Chi-fu Huang & Thaleia Zariphopoulou [Downloadable!] 1999 "Overreaction" of Asset Prices in General Equilibrium by S. Rao Aiyagari & Mark Gertler [Downloadable!] 1998 Index Funds and Stock Market Growth by Massimo Massa & William N. Goetzmann [Downloadable!] 1998 Monthly Measurement of Daily Timers by William N. Goetzmann & Jonathan E. Ingersoll Jr. & Zoran Ivkovich [Downloadable!] 1998 Positive Portfolio Factors by William N. Goetzmann & Stephen J. Brown & Mark Grinblatt [Downloadable!] 1998 Two Decades Of Commercial Property Returns: A NCREIF Index Using Independent Appraisals by David Geltner & William N. Goetzmann [Downloadable!] 1998 Closed-End Fund Discounts in a Rational Agent Economy by Matthew I. Spiegel [Downloadable!] 1998 Mutual Fund Styles by William N. Goetzmann & Stephen J. Brown [Downloadable!] 1998 Pairs Trading: Performance of a Relative Value Arbitrage Rule by William Goetzmann & Evan g. Gatev & K. Geert Rouwenhorst [Downloadable!] 1998 Pairs Trading: Performance of a Relative Value Arbitrage Rule by Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst [Downloadable!] 1998 Pairs Trading: Performance of a Relative Value Arbitrage Rule by William N. Goetzmann & Evan Geov Gatev & K. Geert Rouwenhorst [Downloadable!] 1998 Institutional Investors, StockMarkets and Firms' Information Disclosure by Impavido, G. 1998 Is the Malaysian Foreign Exchange Market Efficient? by Omar Marashdeh [Downloadable!] 1998 Is the Short Rate Drift Actually Nonlinear? by David A. Chapman & Neil D. Pearson [Downloadable!] 1998 Using Proxies for the Short Rate: When are Three Months Like an Instant? by David A. Chapman & John B. Long Jr. & Neil D. Pearson [Downloadable!] 1998 Imperfect Information Leads to Complete Markets if Dividends are Diffusions by Frank Riedel [Downloadable!] 1998 Beyond implied volatility: extracting information from option prices by Rama CONT [Downloadable!] 1998 Are financial crashes predictable? by Laurent Laloux & Marc Potters & Rama Cont & Jean-Pierre Aguilar & Jean-Philippe Bouchaud [Downloadable!] 1998 Are financial crashes predictable? by Laurent Laloux & Marc Potters & Rama Cont & Jean-Pierre Aguilar & Jean-Philippe Bouchaud [Downloadable!] 1998 The Application of Principal-Agent Methods to Investor-Investee Relations in the UK Venture Capital Industry by Gavin C Reid [Downloadable!] 1998 Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange by Francis X. Diebold & Jinyong Hahn & Anthony S. Tay [Downloadable!] 1998 How Relevant is Volatility Forecasting for Financial Risk Management? by Peter F. Christoffersen & Francis X. Diebold [Downloadable!] 1998 "Overreaction" of Asset Prices in General Equilibrium by S. Rao Aiyagari & Mark Gertler [Downloadable!] 1998 Owner-Occupied Housing and the Composition of the Household Portfolio Over the Life-Cycle by Marjorie Flavin & Takashi Yamashita [Downloadable!] 1998 : A Risk Management Approach to Optimal Asset Allocation by Thomas J. Flavin & Michael R. Wickens [Downloadable!] 1998 Optimal International Asset Allocation and Home Bias by Thomas J. Flavin & Michael R. Wickens [Downloadable!] 1998 Non-Performing Assets of Banks and Financial Intermediation: Experiences of Japan in the Inter-War Period by Kasuya, M. 1998 Non-Performing Assets of Banks and Financial Intermediation: Experiences of Japan in the Inter-War Period by Kasuya, M. 1998 Temps Aleatoire et dynamique du carnet d'ordres by Boyer, C. & Le Fol, G. 1998 Risk Aversion, Intertemporal Substitution, and Option Pricing by Garcia, R. & Renault, E. 1998 Procurement Contracts under Limited Liability by Parlane, S. 1998 Immigrants, Savers and Runners: The Emigrant Industrial Savings Bank in 1850's by O Grada, C. 1998 Diversity of Opinion and Financing of New Technologies by Allen, Franklin & Gale, Douglas [Downloadable!] 1998 "Overreaction" of Asset Prices in General Equilibrium by Aiyagari, S.R. & Gertler, M. [Downloadable!] 1998 Risk Aversion, Intertemporal Substitution, and Option Pricing by René Garcia & Éric Renault [Downloadable!] 1998 Buying Back Government Bonds: Mechanics and Other Considerations by Gravelle, Toni [Downloadable!] 1998 Easing Restrictions on the Stripping and Reconstitution of Government of Canada Bonds by Bolder, David & Boisvert, Serge [Downloadable!] 1998 Evidence in Support of the CAPM from Three South East Asian Stock Markets by Andrew Clare & Richard Priestly 1998 Return Predictability in Emerging Equity Markets by Ian Garrett & Spyros Spryrou 1997 New Result in Theory of Consumption: Changes in Savings and Income Growth by Cheng K. Wu [Downloadable!] 1997 Closed-End Fund Discounts in a Rational Agent Economy by Matthew Spiegel [Downloadable!] 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 & . [Downloadable!] 1997 The Random Yield Curve and Interest Rate Options by Meifang Chu [Downloadable!] 1997 Noise Traders, Market Sentiment, and Futures Price Behavior by Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold [Downloadable!] 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 & . [Downloadable!] 1997 Risk Management by Insurers: An Analysis of the Process by David F. Babbel & Anthony M. Santomero [Downloadable!] 1997 Commercial Bank Risk Management: An Analysis of the Process by Anthony M. Santomero [Downloadable!] 1997 Scaling in stock market data: stable laws and beyond by Rama Cont & Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 1997 Scaling in stock market data: stable laws and beyond by Rama Cont & Marc Potters & Jean-Philippe Bouchaud [Downloadable!] 1997 Gradual Incorporation of Information into Stock Prices: Empirical Strategies by Sara Fisher Ellison & Wallace P. Mullin [Downloadable!] 1997 "Peso Problem" Explanations for Term Structure Anomalies by Geert Bekaert & Robert J. Hodrick & David A. Marshall [Downloadable!] 1997 Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations by John R. Graham & Campbell R. Harvey [Downloadable!] 1997 Immigrants, Savers, and Runners: The Emigrant Industrial Savings Bank in the 1850s by Cormac Ó. Gráda 1997 Welfare Effects of Income Taxation in a Model of Stochastic Growth by Clemens, Christiane & Soretz, Susanne [Downloadable!] 1997 The Cross Section of Common Stock Returns : A Review of the Evidence and Some New Findings by Hawawini, G & Keim, D-B 1997 An Equilibrium Model with Restricted Stock Market Participation by Basak, S & Cuoco, D 1997 Viability and Equilibrium in Securities Markets with Frictions by Jouini, E & Kallal, H 1997 Allocation of Economic Competence in Teams : A Comparative Institutional Analysis by Pelikan, P 1997 The Emergence of the Euro as an International Currency by Alogoskoufis, G. & Portes, R. & Rey, H. 1997 The Emergence of the Euro as an International Currency by Alogoskoufis, G. & Portes, R. & Rey, H. 1997 The Emergence of the Euro as an International Currency by Alogoskoufis, George & Portes, Richard & Rey, Hélène [Downloadable!] 1997 Liberalization, Political Risk and Stock Market Returns in Emerging Markets by Jean-François L'Her & Jean-Marc Suret [Downloadable!] 1997 A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models by René Garcia & Éric Renault [Downloadable!] 1997 GARCH for Irregularly Spaced Data: The ACD-GARCH Model by Eric Ghysels & Joanna Jasiak [Downloadable!] 1997 Explaining the Persistence of Commodity Prices by Serena Ng & Francisco Ruge-Murcia [Downloadable!] 1997 Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators by Alexander Michaelides & Serena Ng [Downloadable!] 1997 The Regional Demand for Building Society Mortgage Finance by Mark J. Holmes & Kul B. Luintel 1996 Analytic Representations and Approximations to American Option Pricing by B. S. Balakrishna [Downloadable!] 1996 The CAPM-Extended Divisia Monetary Aggregate with Exact Tracking under Risk by William A. Barnett & Yi Liu [Downloadable!] 1996 Comment on "Turbulent cascades in foreign exchange markets" by Alain Arneodo & Jean-Philippe Bouchaud & Rama Cont & Jean-Francois Muzy & Marc Potters & Didier Sornette [Downloadable!] 1996 Comment on "Turbulent cascades in foreign exchange markets" by Alain Arneodo & Jean-Philippe Bouchaud & Rama Cont & Jean-Francois Muzy & Marc Potters & Didier Sornette [Downloadable!] 1996 The Existence of Equilibrium in a Financial Market with General Personal and Corporate Tax Structures by Frank Milne & Xing Jin 1996 Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance by Jon A. Christopherson & Wayne E. Ferson & Debra A. Glassman [Downloadable!] 1996 Turning Points in the Civil War: Views from the Greenback Market by Kristen L. Willard & Timothy W. Guinnane & Harvey S. Rosen [Downloadable!] 1996 Economic Implications of Changing Share Ownership by Benjamin M. Friedman [Downloadable!] 1996 Financial Markets, Intermediairies, and Intertemporal Smoothing by Allen, F & Gale, D 1996 Weekends in Malaysia by Davidson, S. & Peker, A. 1996 The Myth of the Patient Japanese : Corporate Myopia and Financial Ditress in Japan and the US by Hall, B-J & Weinstein, D-E 1996 Pension Reform, The Stock Market, Capital Formation and Economic Growth: A Critical Commentary on the World Bank's Proposals by Ajit Singh [Downloadable!] 1995 Equity Trading Practices and Market Structure: Assessing Asset Managers' Demand for Immediacy by Nicholas Economides & Robert A. Schwartz [Downloadable!] 1995 Corporate Finance in Developing Countries: New Evidence for India by David Cobham & Ramesh Subramaniam 1995 Explaining Asset Bubbles in Japan by Takatoshi Ito & Tokuo Iwaisako [Downloadable!] 1995 World Income Components: Measuring and Exploiting International Risk Sharing Opportunities by Robert J. Shiller & Stefano Athanasoulis [Downloadable!] 1995 The Decline of Traditional Banking: Implications for Financial Stabilityand Regulatory Policy by Franklin R. Edwards & Frederic S. Mishkin [Downloadable!] 1995 American Options Exercise Boundary when the Volatility Changes Randomly by Touzi, N. 1995 A Survey of Corporate Governance by Shleifer, A. & Vishny, R.W. 1995 Testing the Option Vakue Theory of Irreversible Investment by Harchaoui, T. & Lasserre, P. 1995 Financial Markets and Monetary Policy by Jeffrey A. Frankel 1995 A Direct Translog Model of India's Household Sector Financial Portfolios by Ganti Subrahmanyam & Sooraj B. Swami 1994 Are there Psychological Barriers in the Dow-Jones Index? by Eduardo Ley & Hal R. Varian [Downloadable!] 1994 The Impact of the Federal Reserve Bank's Open Market Operations by Campbell R. Harvey & Roger D. Huang [Downloadable!] 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 [Downloadable!] 1994 Financial Systems in Transition: Is there a Case for a Bank Based System? by Grosfeld, Irena [Downloadable!] 1993 An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns by Wayne E. Ferson & Campbell R. Harvey [Downloadable!] 1988 Implications of the Illinois Reemployment Bonus Experiments for Theories of Unemployment and Policy Design by Bruce Meyer [Downloadable!] 1986 Collateral in Banking Policy and Adverse Selection by Gilroy, Bernard Michael & Broll, Udo [Downloadable!] A dynamic model of the financial–real interaction as a model selection criterion for nonparametric stock market prediction by Peter Woehrmann [Downloadable!] Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models by Peter Woehrmann & Willi Semmler & Martin Lettau [Downloadable!] History as Reflected in Capital Markets: The Case of World War II by Bruno S. Frey & Marcel Kucher [Downloadable!] Macroeconmic Sources of FOREX Risk by Mike R Wickens & Peter N Smith [Downloadable!] Time series behavior of the short-term real interest rates in industrial countries by Su Zhou [Downloadable!] Is Trading Imbalance a Better Explanatory Factor in the Volatility Process? Intraday and Daily Evidence from E-mini S&P 500 Index Futures and Information-Based Hypotheses by An-Sing Chen & Hui-Jyuan Gao & Mark Leung [Downloadable!] Option Exercise by CEO's:overconfidence vs. market timing by Lalatendu Misra & Yilun Shi [Downloadable!] What Constrains Indian Manufacturing? by Poonam Gupta & Rana Hasan & Utsav Kumar [Downloadable!] International versus Domestic Auditing of Bank Solvency by Andrew Feltenstein & Roger Lagunoff [Downloadable!] Systemic Risk: Simulating Local Shocks To A Global System by Scot A. C. Gould & Sarkis J. Khoury [Downloadable!] Vanishing Liquidity, Market Runs,and the Welfare Impact of TARP by Christian EWERHART [Downloadable!] On the existence of equivalent submartingale measures by Schuerger,Klaus The Political Economy of Japan's Big Bang by Takatoshi Ito & Michael Melvin [Downloadable!]
This page was last updated on 2009-11-22.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
