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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

Most recent items first, undated at the end.
  • 2014 Volatility Spillover between Energy and Financial Markets
    by Saban Nazlioglu & Ugur Soytas & Rangan Gupta
  • 2014 A note on market completeness with American put options
    by Campi, Luciano
  • 2014 Efficient allocations and equilibria with short-selling and incomplete preferences
    by Le Van, C. & Dana, Rose-Anne
  • 2014 The impact of long-only index funds on price discovery and market performance in agricultural futures markets
    by Prehn, Sören & Glauben, Thomas & Loy, Jens-Peter & Pies, Ingo & Will, Matthias Georg
  • 2014 The benefits of panel data in consumer expenditure surveys
    by Carroll, Christopher D. & Parker, Jonathan A. & Souleles, Nicholas S.
  • 2014 Capital gains taxes and asset prices: The impact of tax awareness and procrastination
    by Eichfelder, Sebastian & Lau, Mona
  • 2014 A Consistent Framework for Modelling Basis Spreads in Tenor Swaps
    by Yang Chang & Erik Schlogl
  • 2014 Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
    by Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos
  • 2014 Corporate Debt Market in India: Lessons from the South African Experience
    by Anand, Vaibhav & Sengupta, Rajeswari
  • 2014 العوامل المؤثرة على سعر السهم السوقي في بورصة عمّان خلال الفترة 1984-2011
    by Al-Habashneh, Fedel & Shhateet, Mohammad & AL-Bdore, Jaber & Amareen, Zainah
  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2014 Excess reserves, interbank markets and domestic money market intervention
    by Willmott, Bryony
  • 2014 Financial liberalization, Foreign Direct investment (FDI) and Economic Growth: A Panel Dynamic Data Validation
    by SAIEF EDDINE, AYOUNI & FAKHRI, ISSAOUI & SALEM, BRAHIM
  • 2014 Typologie des systèmes financiers des pays émergents et/ou en développement
    by ESSID, ZINA & BOUJELBENE, YOUNES & PLIHON, DOMINIQUE
  • 2014 Benchmarking financial systems in emerging and / or developing countries: financial development index
    by ESSID, ZINA & BOUJELBENE, YOUNES & PLIHON, DOMINIQUE
  • 2014 The Time-Varying Risk and Return Trade Off in Indian Stock Markets
    by Mohanty, Roshni & P, Srinivasan
  • 2014 Systemic Liquidity Crisis with Dynamic Haircuts
    by Sever, Can
  • 2014 Financial Analysis of Industrial Portfolios in Pakistan: A Comparative Analysis of Pre 9/11 and Post 9/11Period
    by Chang, Bisharat & Iqbal, Javed
  • 2014 Editorial for the Special Issue on 'Computational Methods for Russian Economic and Financial Modelling'
    by Fantazzini, Dean
  • 2014 General Equilibrium with Endogenous Trading Constraints
    by Cea-Echenique, Sebastián & Torres-Martínez, Juan Pablo
  • 2014 Modeling Covariance Breakdowns in Multivariate GARCH
    by Jin, Xin & Maheu, John M
  • 2014 Sovereign and bank CDS spreads: two sides of the same coin?
    by Avino, Davide & Cotter, John
  • 2014 Determinants of Currency Depreciation in Pakistan
    by Malik, Saif Ullah
  • 2014 Studying the Validity of the Efficient Market Hypothesis (EMH) in the Egyptian Exchange (EGX) after the 25th of January Revolution
    by Kamal, Mona
  • 2014 A two-year revision: cross comparison and modeling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources
    by Kitov, Ivan
  • 2014 Anticipated vs. Unanticipated House Price Movements and Transaction Volume
    by Arslan, Yavuz & Kanik, Birol & Köksal, Bülent
  • 2014 Volatility Transmission of Overnight Rate along the Yield Curve in Pakistan
    by Mahmood, Asif
  • 2014 Price Limits and Stock Market Volatility in China
    by Wang, Dingyan & Chong, Terence Tai-Leung & Chan, Wing Hong
  • 2014 A Simple and Precise Method for Pricing Convertible Bond with Credit Risk
    by Xiao, Tim
  • 2014 Corporate Debt Market in India: Issues and Challenges
    by Sengupta, Rajeswari & Anand, Vaibhav
  • 2014 Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates
    by Zhu, Ke & Li, Wai Keung & Yu, Philip L.H.
  • 2014 Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2014 The effect of regulatory institutions on macroeconomic growth in Russia
    by Nikiforova, Vera & Valahov, Dmitriy & Nikiforov, Aleksandr
  • 2014 SPACs with focus on China
    by Shachmurove, Yochanan & Vulanovic, Milos
  • 2014 Retour sur la crise et les politiques mises en œuvre : une perspective autrichienne
    by Facchini, François
  • 2014 The Shorting Premium and Asset Pricing Anomalies
    by Itamar Drechsler & Qingyi Freda Drechsler
  • 2014 Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle
    by Francesco Bianchi & Cosmin L. Ilut & Martin Schneider
  • 2014 One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?
    by Yongheng Deng & Xin Liu & Shang-Jin Wei
  • 2014 Rating Agencies
    by Harold L. Cole & Thomas F. Cooley
  • 2014 Foreign Ownership of U.S. Safe Assets: Good or Bad?
    by Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh
  • 2014 Efficient allocations and Equilibria with short-selling and Incomplete Preferences
    by Rose-Anne Dana & Cuong Le Van
  • 2014 Production Flexibility and Hedging
    by Georges Dionne & Marc Santugini
  • 2014 Fund Managers Fees: Estimation and Sensitivity Analysis Using Monte Carlo Simulation
    by Dorra Najar
  • 2014 Predicting the sensitivity of trading intensity to investor sentiments and beliefs: Evidence from the French stock market
    by Stelios Bekiros & Abderrazak Dhaoui & Naceur Khraief
  • 2014 Arbitrage and asset market equilibrium in finite dimensional economies with short-selling and risk-averse expected utilities
    by Thai Ha-Huy & Cuong Le Van
  • 2014 Pareto optima and exchange rates under risk neutrality: A note
    by Stefano Bosi & Patrice Fontaine & Cuong Le Van
  • 2014 Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities
    by Thai Ha-Huy & Cuong Le Van & Manh-Hung Nguyen
  • 2014 Shock and Volatility Transmissions between Bank Stock Returns in Romania: Evidence from a VARGARCH Approach
    by Anissa Chaibi & Maria Ulici
  • 2014 Efficient allocations and Equilibria with short-selling and Incomplete Preferences
    by R.A Dana & Cuong Le Van
  • 2014 Interactions between CNY and CNH Money and Forward Exchange Markets
    by David Leung & John Fu
  • 2014 The over-the-counter theory of the fed funds market: a primer
    by Afonso, Gara M. & Lagos, Ricardo
  • 2014 Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy
    by Chien, YiLi & Cole, Harold L. & Lustig, Hanno
  • 2014 The Social Value of Finance
    by van Dijk, M.A.
  • 2014 Capital Controls and Macroprudential Measures: What Are They Good For?
    by Forbes, Kristin & Fratzscher, Marcel & Straub, Roland
  • 2014 Mercado de Deuda Corporativa en Colombia
    by Karen Juliet Leiton Rodríguez & Juan Sebastián Rassa Robayo & Juan Sebastián Rojas Moreno
  • 2014 Security Issuances in Hot and Cold Markets
    by Min Maung
  • 2014 Conditioned Responses towards Measures Relating to the Capital Cost of Short Sellers: Evidence from Taiwan
    by Chih-Hsiang Chang & Wen-Shan Chiang
  • 2014 Empirical Investigation of the Causal Relationships Among Herding, Stock Market Returns, and Illiquidity: Evidence from Major Asian Markets
    by Zhuo Qiao & Thomas C. Chiang & Lin Tan
  • 2014 Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market
    by Junmao Chiu & Huimin Chung & Keng-Yu Ho
  • 2014 Corporate Bankruptcy, Soft Budget Constraints, and Business Group Affiliation: Evidence from Indian Firms
    by Surenderrao Komera & Jijo Lukose P. J.
  • 2014 Income Structure, Competitiveness, Profitability, and Risk: Evidence from Asian Banks
    by Pornchai Chunhachinda & Li Li
  • 2014 Profitability and Firm Size–Growth Relationship in Construction Companies in Malaysia From 2003 to 2010
    by Devinaga Rasiah & David Yoon Kin Tong & Peong Kwee Kim
  • 2014 Relationship Between Market Orders and Stock Returns: Evidence from Taiwan
    by Chiao Yi Chang & Andy Chien & Ya-Ting Hsu
  • 2014 The Determinants of Bankruptcy for Chinese Firms
    by Jinlan Ni & Wikil Kwak & Xiaoyan Cheng & Guan Gong
  • 2014 Applying DEA on Operating Performance Analysis: Comparison Between Urban and Rural Operating Areas of a Case Telecom Company
    by Chia-Jung Tu & Wen-Ling Chen & Tyrone T. Lin
  • 2014 Cross-Sectional Return Predictability in Taiwan Stock Exchange: An Empirical Investigation
    by Nusret Cakici & Kudret Topyan & Chia-Jane Wang
  • 2014 Institutional Investment Horizons and the Stock Performance of Private Equity Placements: Evidence from the Taiwanese Listed Firms
    by Lee-Young Cheng & Ming-Chang Wang & Kung-Chi Chen
  • 2014 Disclosure-Derived Financial Statement Adjustments in Equity Valuation
    by George Batta & Ananda Ganguly & Joshua George Rosett
  • 2014 A Comparison of China's Main Board and Growth Enterprise Market Board — Market Microstructure Approach
    by William Cheung & Kejing Liu
  • 2014 Recap of the 21st Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
    by Cheng-Few Lee & Michael Chng & Ed Lin
  • 2014 The Relationship Between Competition and the Fraction of Firms Using Stock-Based Compensation in an Industry
    by Hsing-Hua Huang & Chia-Fan Lin
  • 2014 Distinctive Features of BBB- and BB-Graded Firms Using Earnings Management and Conservatism: Evidence from the Korean Market
    by Youngtae Yoo & Jaehong Lee & Jinho Chang
  • 2014 Effect of Leverage on Firm Market Value and How Contextual Variables Influence this Relationship
    by Ming-Chang Cheng & Zuwei-Ching Tzeng
  • 2014 Institutional Trading and Stock Returns: Evidence from China
    by Bart Frijns & Qiang Lai & Alireza Tourani-Rad
  • 2014 On the Determinants of Basis Spread for Taiwan Index Futures and the Role of Speculators
    by Charles Chang & Emily Lin
  • 2014 Australia's Bond Home Bias
    by Anil V. Mishra & Umaru B. Conteh
  • 2014 Long-Term Finance in EMEs: Navigating between Risks and Policy Choices
    by Canuto, Otaviano & Silva, Anderson Caputo & Garcia-Kilroy, Catalina
  • 2014 The Applicability Of The Option Exchange Markets In The Central Bank Foreign Exchange Policies: The Colombia Application
    by BULENT DICLEHAN CADIRCI & MEVLUDIYE SIMSEK
  • 2014 Terrorism and the Stock Market: A Case Study for Turkey Using STR Models
    by Aysegül Çorakçi Eruygur & Tolga Omay
  • 2014 Model Risk in Portfolio Optimization
    by David Stefanovits & Urs Schubiger & Mario V. Wüthrich
  • 2014 Joint Asymptotic Distributions of Smallest and Largest Insurance Claims
    by Hansjörg Albrecher & Christian Y. Robert & Jef L. Teugels
  • 2014 Random Shifting and Scaling of Insurance Risks
    by Enkelejd Hashorva & Lanpeng Ji
  • 2014 The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio
    by Marc Busse & Michel Dacorogna & Marie Kratz
  • 2014 Elementary Bounds on the Ruin Capital in a Diffusion Model of Risk
    by Vsevolod K. Malinovskii
  • 2014 Initial Investigations of Intra-Day News Flow of S&P500 Constituents
    by Jim Kyung-Soo Liew & Zhechao Zhou
  • 2014 Demand of Insurance under the Cost-of-Capital Premium Calculation Principle
    by Michael Merz & Mario V. Wüthrich
  • 2014 When the U.S. Stock Market Becomes Extreme?
    by Sofiane Aboura
  • 2014 Neumann Series on the Recursive Moments of Copula-Dependent Aggregate Discounted Claims
    by Siti Norafidah Mohd Ramli & Jiwook Jang
  • 2014 Optimal Consumption and Investment with Labor Income and European/American Capital Guarantee
    by Morten Tolver Kronborg
  • 2014 Attracting Health Insurance Buyers through Selective Contracting: Results of a Discrete-Choice Experiment among Users of Hospital Services in the Netherlands
    by Evelien Bergrath & Milena Pavlova & Wim Groot
  • 2014 Effectively Tackling Reinsurance Problems by Using Evolutionary and Swarm Intelligence Algorithms
    by Sancho Salcedo-Sanz & Leo Carro-Calvo & Mercè Claramunt & Ana Castañer & Maite Mármol
  • 2014 1980–2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future
    by Didier Sornette & Peter Cauwels
  • 2014 Modeling Cycle Dependence in Credit Insurance
    by Anisa Caja & Frédéric Planchet
  • 2014 Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction
    by Søren Asmussen
  • 2014 Catastrophe Insurance Modeled by Shot-Noise Processes
    by Thorsten Schmidt
  • 2014 An Academic Response to Basel 3.5
    by Paul Embrechts & Giovanni Puccetti & Ludger Rüschendorf & Ruodu Wang & Antonela Beleraj
  • 2014 Publishing Risks
    by Mogens Steffensen
  • 2014 Review of Family Business Definitions: Cluster Approach and Implications of Heterogeneous Application for Family Business Research
    by Henrik Harms
  • 2014 Capital Asset Pricing Model Testing at Warsaw Stock Exchange: Are Family Businesses the Remedy for Economic Recessions?
    by Jacek Lipiec
  • 2014 The Corporate Social Responsibility of Family Businesses: An International Approach
    by Gérard Hirigoyen & Thierry Poulain-Rehm
  • 2014 Socio Emotional Wealth Preservation in the REIT Industry: An Exploratory Study
    by Magdy Noguera & Erick Paulo Cesar Chang
  • 2014 Does Trading by Small Investors Improve or Deteriorate Price Efficiency? Evidence from the Minimum Trade Unit Changes on the Korea Exchange
    by Hee-Joon Ahn
  • 2014 Market Efficiency and Behavioral Biases in the WNBA Betting Market
    by Rodney J. Paul & Andrew P. Weinbach
  • 2014 The Effects of the Clock and Kickoff Rule Changes on Actual and Market-Based Expected Scoring in NCAA Football
    by Kenneth Linna & Evan Moore & Rodney Paul & Andrew Weinbach
  • 2014 Financial Stability Board: Mandate and Implementation of Its Systemic Risks Standards
    by Rolf H. Weber & Dominic N. Staiger
  • 2014 The Long-Term Game: An Analysis of the Life Expectancy of National Football League Players
    by Ruud Koning & Victor Matheson & Anil Nathan & James Pantano
  • 2014 Credibility and Crisis Stress Testing
    by Li Lian Ong & Ceyla Pazarbasioglu
  • 2014 Sovereign Credit Risk and Stock Markets–Does the Markets’ Dependency Increase with Financial Distress?
    by Paulo Pereira da Silva
  • 2014 Acknowledgement to Reviewers of the International Journal of Financial Studies in 2013
    by IJFS Editorial Office
  • 2014 Bank Credit Risk Management and Rating Migration Analysis on the Business Cycle
    by Dimitris Gavalas & Theodore Syriopoulos
  • 2014 Family-Concentrated Ownership in Chinese PLCs: Does Ownership Concentration Always Enhance Corporate Value?
    by Jin-Hui Luo & Heng Liu
  • 2014 Dilemmas and Challenges in the Marketing of Hybrid Organizations: A Theoretical Exploration of Dutch Sheltered Work Companies
    by Lieske van der Torre & Menno Fenger & Mark van Twist & Daphne Bressers
  • 2014 Финансовые Рынки
    by Никита Андриевский & Елизавета Худько
  • 2014 Финансовые Рынки
    by Никита Андриевский & Елизавета Худько
  • 2014 Финансовые Рынки
    by Никита Андриевский & Елизавета Худько
  • 2014 Финансовые Рынки
    by Никита Андриевский & Елизавета Худько
  • 2014 Финансовые Рынки
    by Никита Андриевский & Елизавета Худько
  • 2014 Финансовые Рынки
    by Никита Андриевский & Елизавета Худько
  • 2014 Financial Markets In June2014
    by Nikita Andrievskiy & Elizaveta Khudko
  • 2014 Financial Markets In May 2014
    by Nikita Andrievskiy & Elizaveta Khudko
  • 2014 FINANCIAL MARKET IN March 2014
    by Nikita Andrievskiy & Elizaveta Khudko
  • 2014 Financial Markets In March 2014
    by Nikita Andrievskiy & Elizaveta Khudko
  • 2014 Financial Markets in Russia in January 2014
    by Nikita Andrievskiy & Elizaveta Khudko
  • 2014 Financial Markets in Russia in February 2013
    by Nikita Andrievskiy & Elizaveta Khudko
  • 2014 Financial Markets in Russia in December 2013
    by Nikita Andrievskiy & Elizaveta Khudko
  • 2014 Stock Market Efficiency and Size of the Firm: Empirical Evidence from Pakistan
    by Ikram ul Haq & Kashif Rashid
  • 2014 Pricing of the currency risk in the Canadian equity market
    by Al-Shboul, Mohammad & Anwar, Sajid
  • 2014 Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence
    by Siougle, Georgia & Spyrou, Spyros I. & Tsekrekos, Andrianos E.
  • 2014 Transmission of pricing information between level III ADRs and their underlying domestic stocks: Empirical evidence from India
    by Bhattacharjee, Kaushik & Bang, Nupur Pavan & Mamidanna, Sravya
  • 2014 Realized volatility spillovers in the non-ferrous metal futures market
    by Todorova, Neda & Worthington, Andrew & Souček, Michael
  • 2014 Does relationship matter? The choice of financial advisors
    by Francis, Bill B. & Hasan, Iftekhar & Sun, Xian
  • 2014 Options-implied variance and future stock returns
    by Guo, Hui & Qiu, Buhui
  • 2014 Is the investment factor a proxy for time-varying investment opportunities? The US and international evidence
    by Huang, Lin & Wang, Zijun
  • 2014 Foreign exchange exposure and multinationality
    by Hutson, Elaine & Laing, Elaine
  • 2014 How important is the credit channel? An empirical study of the US banking crisis
    by Liu, Chunping & Minford, Patrick
  • 2014 Unexpected tails in risk measurement: Some international evidence
    by Tolikas, Konstantinos
  • 2014 Does central bank transparency affect stock market volatility?
    by Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios
  • 2014 The interactions between China and US stock markets: New perspectives
    by Ye, George L.
  • 2014 Effects of regulator's announcements, information asymmetry and ownership changes on private equity placements: Evidence from China
    by Fonseka, M.M. & Colombage, Sisira R.N. & Tian, Gao-Liang
  • 2014 News sentiment and the investor fear gauge
    by Smales, Lee A.
  • 2014 Price discovery for cross-listed firms with foreign IPOs
    by Alhaj-Yaseen, Yaseen S. & Lam, Eddery & Barkoulas, John T.
  • 2014 The timeline of trading frictions in the European carbon market
    by Medina, Vicente & Pardo, Ángel & Pascual, Roberto
  • 2014 Exchange rate fluctuations and international portfolio rebalancing
    by Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip & Chan, Eric
  • 2014 Nonparametric estimation and inference for conditional density based Granger causality measures
    by Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar
  • 2014 Periodically collapsing Evans bubbles and stock-price volatility
    by Rotermann, Benedikt & Wilfling, Bernd
  • 2014 Realized volatility transmission: The role of jumps and leverage effects
    by Souček, Michael & Todorova, Neda
  • 2014 Can gold hedge and preserve value when the US dollar depreciates?
    by Reboredo, Juan C. & Rivera-Castro, Miguel A.
  • 2014 The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
    by Yaya, OlaOluwa S. & Gil-Alana, Luis A.
  • 2014 The conditional equity premium, cross-sectional returns and stochastic volatility
    by Fung, Ka Wai Terence & Lau, Chi Keung Marco & Chan, Kwok Ho
  • 2014 Macroeconomic policy responses to financial crises in emerging European economies
    by Josifidis, Kosta & Allegret, Jean-Pierre & Gimet, Céline & Pucar, Emilija Beker
  • 2014 Financial innovation and bank behavior: Evidence from credit markets
    by Norden, Lars & Silva Buston, Consuelo & Wagner, Wolf
  • 2014 Optimism, pessimism and financial bubbles
    by Wigniolle, B.
  • 2014 Dynamic Correlations and Volatility Spillovers between Crude Oil and Stock Index Returns: The Implications for Optimal Portfolio Construction
    by Yen-Hsien Lee & Ya-Ling Huang & Chun-Yu Wu
  • 2014 Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?
    by Franck Martin & Jiangxingyun Zhang
  • 2014 Information Transmission between Dual Listed Stocks with Non-Overlapping Trading Hours
    by Chih-hsiang Hsu & Ming-sung Kao & Wei-pen Tsai
  • 2014 Operational Performance of Firms Added to the S&P 500 Index
    by Stoyu I. Ivanov & Kenneth Leong & Janis K. Zaima
  • 2014 Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?
    by Amelie Charles & Etienne Redor
  • 2014 The impact of financial transaction taxes: Evidence from Italy
    by Tobias R. Rühl & Michael Stein
  • 2014 Long-Run Validity of Purchasing Power Parity and Cointegration Analysis for Low Income African Countries
    by Ricky Chee Jiun Chia & Shiok Ye Lim & Sheue Li Ong
  • 2014 Spillover Effects of Chinese Stock Markets
    by Ginny ju-ann Yang & Koyin Chang & Yung-Hsiang Ying & Chen-hsun Lee
  • 2014 Hedging demand and the certainty equivalent of wealth
    by Sami Attaoui & Pierre Six
  • 2014 Niedriger Leitzins: eine Chance in der Euro-Schuldenkrise
    by Marius Kokert & Dorothea Schäfer & Andreas Stephan
  • 2014 Low Base Interest Rates: An Opportunity in the Euro Debt Crisis
    by Marius Kokert & Dorothea Schäfer & Andreas Stephan
  • 2014 Measuring relative development level of stock markets: Capacity and effort of countries
    by Nihal Bayraktar
  • 2014 Subjective Nature Of Asset Valuation Yield Method
    by Marian Siminica & Mirela Ganea & Silviu Cârstina
  • 2013 Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach
    by Rangan Gupta & Mampho P. Modise
  • 2013 Leverage vs. Feedback: Which Effect Drives the Oil Market ?
    by Chevallier, Julien & Aboura, Sofiane
  • 2013 The Connexionist Nature of Modern Financial Markets. From a Domination to a Justice Order?
    by Huault, Isabelle & Rainelli, Hélène
  • 2013 The performance of amateur traders on a public internet site: a case of a stock-exchange contest
    by Blanchard, Michel & Bernard, Philippe
  • 2013 Variance risk-premia in CO2markets
    by Chevallier, Julien
  • 2013 A Structural Risk-Neutral Model for Pricing and Hedging Power Derivatives
    by Langrené, Nicolas & Campi, Luciano & Aïd, René
  • 2013 Symposium - Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries
    by Christos Kollias & Stephanos Papadamou & Vangelis Arvanitis
  • 2013 The Slowdown of the Russian Economy
    by B. Zamaraev & A. Kiyutsevskaya & A. Nazarova & E. Sukhanov.
  • 2013 The Dow is Killing Me: Risky Health Behaviors and the Stock Market
    by Chad Cotti & Richard A. Dunn & Nathan Tefft
  • 2013 Portfolio balance effects of the SNB's bond purchase program
    by Andreas Kettemann & Signe Krogstrup
  • 2013 Der Einfluss von Long-only-Indexfonds auf die Preisfindung und das Marktergebnis an landwirtschaftlichen Warenterminmärkten
    by Prehn, Sören & Glauben, Thomas & Loy, Jens-Peter & Pies, Ingo & Will, Matthias Georg
  • 2013 Investment in financial literacy, social security and portfolio choice
    by Jappelli, Tullio & Padula, Mario
  • 2013 Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets
    by David E. Giles & Yanan Li
  • 2013 Equilibrium Pricing and Trading Volume under Preference Uncertainty
    by Biais, Bruno & Hombert, Johan & Weill, Pierre-Olivier
  • 2013 Financial Frictions, Investment Delay and Asset Market Interventions
    by Shouyong Shi & Christine Tewfik
  • 2013 Portfolio balance effects of the SNB's bond purchase program
    by Andreas Kettemann & Signe Krogstrup
  • 2013 The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility
    by Renata Karkowska
  • 2013 Investment in Financial Literacy, Social Security and Portfolio Choice
    by Tullio Jappelli & Mario Padula
  • 2013 Consumption Growth, the Interest Rate, and Financial Literacy
    by Tullio Jappelli & Mario Padula
  • 2013 Measuring the Performance of Banks: Theory, Practice, Evidence, and Some Policy Implications
    by Joseph P. Hughes & Loretta J. Mester
  • 2013 Problems of Definition of Residency for Tax Purposes: Prospects for the Development of Russian Legislation Part 1New Approaches to the Taxation of Financial Sector in the Light of the Global Financial Crisis
    by Tatiana Malinina
  • 2013 Testing for Market Integration in the Australian National Electricity Market
    by Rabindra Nepal & John Foster
  • 2013 Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test
    by Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta
  • 2013 Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa
    by Cheteni, Priviledge
  • 2013 Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach
    by Liu, Xiaochun
  • 2013 Markov-Switching Quantile Autoregression
    by Liu, Xiaochun
  • 2013 Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence
    by Kazemi, Hossein S. & Zhai, Weili & He, Jibao & Cai, Jinghan
  • 2013 A Principal Component Approach to Measuring Investor Sentiment in China
    by Chen, Haiqiang & Chong, Terence Tai Leung & She, Yingni
  • 2013 Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market
    by El GHINI, Ahmed & SAIDI, Youssef
  • 2013 Industry Shocks, Operating Risk, and Corporate Financial Policies around the World
    by Makaew, Tanakorn & Maksimovic, Vojislav
  • 2013 The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach
    by Evans, Olaniyi
  • 2013 Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis
    by Jensen, Mark J & Maheu, John M
  • 2013 Inequality, credit expansion and financial crises
    by Perugini, Cristiano & Hölscher, Jens & Collie, Simon
  • 2013 Economic Downturn and Efficient Market Hypothesis: Lessons so Far for Ghana
    by Winful, Ernest C. & (JNR), David Sarpong & Agbodohu, William
  • 2013 The Collective Individual Households or Coin economic theory
    by DE KONING, Kees
  • 2013 Mental Accounting: A Closed-Form Alternative to the Black Scholes Model
    by Siddiqi, Hammad
  • 2013 Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects
    by Scorbureanu, Alexandrina Ioana
  • 2013 Financial development and Economic Growth: The Case of Cape Verde
    by Ogunyiola, Ayorinde
  • 2013 Banking System Resilience and Financial Stability - An Evidence from Indian Banking
    by Swamy, Vighneswara
  • 2013 Oil Price Shocks and Volatility in Australian Stock Returns ‎
    by Ratti, Ronald A. & Hasan, M. Zahid
  • 2013 The Day of the Week effect on stock market returns and volatility: Evidence from Nigeria and South Africa
    by Ndako, Umar Bida
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  • 2012 Bank Capital Structure, Liquidity and Profitability Evidence from the Nigerian Banking System
    by Sebastian Ofumbia Uremadu
  • 2012 House Price Forecasts, Forecaster Herding, and the Recent Crisis
    by Christian Pierdzioch & Jan Christoph Rülke & Georg Stadtmann
  • 2012 Doomsday for the Euro Area: Causes, Variants and Consequences of Breakup
    by Ansgar Belke & Florian Verheyen
  • 2012 Financial Markets
    by Natalia Burkova & Elizaveta Khudko
  • 2012 Financial Markets
    by Natalia Burkova & Elizaveta Khudko
  • 2012 Valuación económica de proyectos energéticos mediante opciones reales: el caso de energía nuclear en México
    by Francisco Álvarez Echeverría & Pablo López Sarabia & Francisco Venegas-Martínez
  • 2012 Bond risk premia, macroeconomic fundamentals and the exchange rate
    by Pericoli, Marcello & Taboga, Marco
  • 2012 Quoted spreads and trade imbalance dynamics in the European Treasury bond market
    by Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo
  • 2012 Stock price synchronicities and speculative trading in emerging markets
    by Hsin, Chin-Wen & Tseng, Po-Wen
  • 2012 Does home owning smooth the variability of future housing consumption?
    by Paciorek, Andrew & Sinai, Todd
  • 2012 The foreclosure discount: Myth or reality?
    by Harding, John P. & Rosenblatt, Eric & Yao, Vincent W.
  • 2012 The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis
    by In, Francis & Cui, Jin & Maharaj, Elizabeth Ann
  • 2012 How costly are debt crises?
    by Furceri, Davide & Zdzienicka, Aleksandra
  • 2012 Risk and the cross section of stock returns
    by Burlacu, Radu & Fontaine, Patrice & Jimenez-Garcès, Sonia & Seasholes, Mark S.
  • 2012 The role of institutional investors in propagating the crisis of 2007–2008
    by Manconi, Alberto & Massa, Massimo & Yasuda, Ayako
  • 2012 CAPM for estimating the cost of equity capital: Interpreting the empirical evidence
    by Da, Zhi & Guo, Re-Jin & Jagannathan, Ravi
  • 2012 Sharing risk and ambiguity
    by Rigotti, Luca & Shannon, Chris
  • 2012 Credit quantity and credit quality: Bank competition and capital accumulation
    by Cetorelli, Nicola & Peretto, Pietro F.
  • 2012 Creating a linchpin for financial data: Toward a universal legal entity identifier
    by Bottega, John A. & Powell, Linda F.
  • 2012 Does the choice of estimator matter when forecasting returns?
    by Westerlund, Joakim & Narayan, Paresh Kumar
  • 2012 Derivatives traders’ reaction to mispricing in the underlying equity
    by Hayunga, Darren K. & Holowczak, Richard D. & Lung, Peter P. & Nishikawa, Takeshi
  • 2012 On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum
    by Bhootra, Ajay & Hur, Jungshik
  • 2012 Uncovering the US term premium: An alternative route
    by Gil-Alana, Luis A. & Moreno, Antonio
  • 2012 Financial advisors: A case of babysitters?
    by Hackethal, Andreas & Haliassos, Michael & Jappelli, Tullio
  • 2012 Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields
    by Hautsch, Nikolaus & Ou, Yangguoyi
  • 2012 Does liquidity risk explain low firm performance following seasoned equity offerings?
    by Bilinski, Pawel & Liu, Weimin & Strong, Norman
  • 2012 The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks
    by Badreddine, Sina & Galariotis, Emilios C. & Holmes, Phil
  • 2012 The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis
    by Wang, Ping & Moore, Tomoe
  • 2012 ABS inflows to the United States and the global financial crisis
    by Bertaut, Carol & DeMarco, Laurie Pounder & Kamin, Steven & Tryon, Ralph
  • 2012 Market reaction to the merger announcements of US banks: A non-parametric X-efficiency framework
    by Al-Khasawneh, Jamal Ali & Essaddam, Naceur
  • 2012 A macro stress test model of credit risk for the Brazilian banking sector
    by Vazquez, Francisco & Tabak, Benjamin M. & Souto, Marcos
  • 2012 Regulating Wall Street: The Dodd–Frank Act and the New Architecture of Global Finance, a review
    by Krainer, Robert E.
  • 2012 Empirical bias in intraday volatility measures
    by Fang, Yan & Ielpo, Florian & Sévi, Benoît
  • 2012 Some curious power properties of long-horizon tests
    by Hjalmarsson, Erik
  • 2012 Comparison of efficiency characteristics between the banking sectors of US and UK during the global financial crisis of 2007–2011
    by Choudhry, Taufiq & Jayasekera, Ranadeva
  • 2012 Mutual fund managers stock preferences in Latin America
    by Piccioni, Joao Luiz & Sheng, Hsia Hua & Lora, Mayra Ivanoff
  • 2012 Biology-induced effects on investor psychology and behavior
    by Murphy, Austin
  • 2012 Wine price risk management: International diversification and derivative instruments
    by Kourtis, Apostolos & Markellos, Raphael N. & Psychoyios, Dimitris
  • 2012 Rating agencies' credit signals: An analysis of sovereign watch and outlook
    by Alsakka, Rasha & ap Gwilym, Owain
  • 2012 Interconnections and market integration in the Irish Single Electricity Market
    by Nepal, Rabindra & Jamasb, Tooraj
  • 2012 On the volatility–volume relationship in energy futures markets using intraday data
    by Chevallier, Julien & Sévi, Benoît
  • 2012 The effect of the financial sector on the evolution of oil prices: Analysis of the contribution of the futures market to the price discovery process in the WTI spot market
    by Silvério, Renan & Szklo, Alexandre
  • 2012 The effect of ethanol listing on corn prices: Evidence from spot and futures markets
    by Demirer, Rıza & Kutan, Ali M. & Shen, Fanglin
  • 2012 Modeling extreme dependence between European electricity markets
    by Lindström, Erik & Regland, Fredrik
  • 2012 Speed of convergence to market efficiency: The role of ECNs
    by Chung, Dennis Y. & Hrazdil, Karel
  • 2012 Equity order flow and exchange rate dynamics
    by Ferreira Filipe, Sara
  • 2012 Assessing misspecified asset pricing models with empirical likelihood estimators
    by Almeida, Caio & Garcia, René
  • 2012 Measuring the economic value of loan advice
    by Taylor, Nicholas
  • 2012 Is it so bad that we cannot recognize black swans?
    by Aleskerov, Fuad & Egorova, Lyudmila
  • 2012 Underperformance by female CEOs: A more powerful test
    by Kolev, Gueorgui I.
  • 2012 Short and long memory in stock returns data
    by Goddard, John & Onali, Enrico
  • 2012 Testing the single-factor model in the presence of persistent regressors
    by Miyanishi, Masako
  • 2012 Price inflation and stock returns
    by Oxman, Jeffrey
  • 2012 Are the Fama–French factors good proxies for latent risk factors? Evidence from the data of SHSE in China
    by Lin, Jianhao & Wang, Meijin & Cai, Lingfeng
  • 2012 Historical financial analogies of the current crisis
    by Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón
  • 2012 Time varying CAPM betas and banking sector risk
    by Caporale, Tony
  • 2012 Central bank independence and stock market returns in emerging economies
    by Förch, Thomas & Sunde, Uwe
  • 2012 Frequency domain analysis of foreign exchange order flows
    by Gradojevic, Nikola
  • 2012 On competition for listings
    by Beladi, Hamid & Oladi, Reza & Tay, Nicholas S.P.
  • 2012 Recreational versus professional bettors: Performance differences and efficiency implications
    by Bruce, A.C. & Johnson, J.E.V. & Peirson, J.
  • 2012 A new measurement method of investor overconfidence
    by Huisman, Ronald & van der Sar, Nico L. & Zwinkels, Remco C.J.
  • 2012 Sources of volatility persistence: A case study of the U.K. pound/U.S. dollar exchange rate returns
    by Beg, A.B.M. Rabiul Alam & Anwar, Sajid
  • 2012 Real estate markets and the macroeconomy: A dynamic coherence framework
    by Bouchouicha, Ranoua & Ftiti, Zied
  • 2012 Natural gas prices and stock prices: Evidence from EU-15 countries
    by Acaravci, Ali & Ozturk, Ilhan & Kandir, Serkan Yilmaz
  • 2012 House price, mortgage premium, and business fluctuations
    by Chen, Nan-Kuang & Cheng, Han-Liang & Mao, Ching-Sheng
  • 2012 ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
    by Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param
  • 2012 Simulating and calibrating diversification against black swans
    by Hyung, Namwon & de Vries, Casper G.
  • 2012 Financial markets are markets in stories: Some possible advantages of using interviews to supplement existing economic data sources
    by Tuckett, David
  • 2012 Predicting the U.S. bear stock market using the consumption-wealth ratio
    by Shue-Jen Wu & Wei-Ming Lee
  • 2012 A new stochastic dominance approach to enhanced index tracking problems
    by Renato Bruni & Francesco Cesarone & Andrea Scozzari & Fabio Tardella
  • 2012 Market Structure and Bank Profitability: Emerging versus Advanced Economies
    by Ali Mirzaei & Guy Liu & John Beirne
  • 2012 Copula based Dynamic Hedging Strategy with Futures
    by Marcelo Brutti Righi & Paulo Sergio Ceretta
  • 2012 Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors
    by Carmine Trecroci
  • 2012 Estimation of value at risk for financial returns of pakistan using archimedean copula
    by Faisal Nawaz & Abdul Qayyum
  • 2012 Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?
    by Hideaki Sakawa & Masato Ubukata
  • 2012 Analysis of Firm Risk around S&P 500 Index Changes
    by Stoyu I. Ivanov
  • 2012 Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market
    by João Caldeira & Guilherme Moura & André A.P. Santos
  • 2012 More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility
    by Aymen Belgacem & Amine Lahiani
  • 2012 Foreign exchange intervention in a small open economy with a long term peg
    by Mahalia Jackman
  • 2012 Financial Development and Rural-Urban Inequality: Evidence from China
    by Xuelong Wang
  • 2012 Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test
    by Robert Czudaj & Joscha Beckmann
  • 2012 Is currency risk priced for emerging stock markets?
    by Walid Chkili
  • 2012 The bias in a standard measure of herding
    by Raphaëlle Bellando
  • 2012 Autoregressive conditional beta
    by Yunmi Kim
  • 2012 Executive compensation based on asset values
    by Hans Bystrom
  • 2012 Use of the Pearson System of Frequency Curves for the Analysis of Stock Return Distributions: Evidence and Implications for the Italian Market
    by Fabio Pizzutilo
  • 2012 A reassessment of the risk-return tradeoff at the daily horizon
    by Benoît Sévi & César Baena
  • 2012 The finance-growth nexus in ceec: new evidence from a survey-based indicator of external financial dependence
    by Elena D'alfonso & Luigi Moretti
  • 2012 Exploring the dynamic interdependence between gold and other financial markets
    by Takashi Miyazaki & Yuki Toyoshima & Shigeyuki Hamori
  • 2012 Protect and survive? Did capital controls help shield emerging markets from the crisis?
    by Makram El-Shagi
  • 2012 Existence of speculative bubbles when time-horizons are finite
    by Shaheen Seedat & Alexander Zimper
  • 2012 Stock return predictability and stationarity of dividend yield
    by Kuang-Liang Chang
  • 2012 An empirical case against the use of genetic-based learning classifier systems as forecasting devices
    by Jaqueson K. Galimberti & Sergio da Silva
  • 2012 Long-run stock price-house price relation: evidence from an ESTR model
    by David G McMillan
  • 2012 What is the linkage between real growth in the Euro area and global financial market conditions?
    by Jean-michel Sahut & Medhi Mili & Frédéric Teulon
  • 2012 Are the emerging bric stock markets efficient?
    by Suresh K. G. & Aviral Kumar Tiwari & Anto Joseph
  • 2012 Riester-Rente - Reformen und ein staatliches Basisprodukt sind dringend erforderlich
    by Annabel Oelmann & Ralf Scherfling
  • 2012 Enfoque de opciones reales para la valoración financiera de marcas
    by Yessica González Londoño & Mauricio Zuluaga Carmona & Cecilia Maya Ochoa
  • 2012 Validación empírica del modelo CAPM para Colombia 2003-2010
    by Andrés Ramírez Hassan & Maribel Serna Rodriguez
  • 2012 Quality strategies in the market process
    by Dragan Cristian
  • 2012 Business cycles and economic distortions
    by Raicu Gabriel & Stanca Costel & Raicu Alexandra
  • 2012 Oil Price Shocks and Gold Returns
    by Thai-Ha Le & Youngho Chang
  • 2012 Reducing the Potential for Future Financial Crises: A Framework for Macro-Prudential Policy in Canada
    by Paul Jenkins & Gordon Thiessen
  • 2012 Reducing the Potential for Future Financial Crises: A Framework for Macro-Prudential Policy in Canada
    by Paul Jenkins & Gordon Thiessen
  • 2012 L'Eurosystème : un mécanisme de transferts en faveur des pays déficitaires ?. Le débat
    by André Grjebine
  • 2012 La volatilité des actions françaises sur le long terme
    by David Le Bris
  • 2012 An Analysis of Manipulation Strategies in Stock Markets
    by Rasim Ozcan
  • 2012 Testing for asymmetries in price reactions to quarterly earnings announcements on Tallinn, Riga and Vilnius Stock Exchanges during 2000-2009
    by Laivi Laidroo & Zana Grigaliuniene
  • 2012 New housing loans to households: recent trends
    by F. Delamarre.
  • 2012 Rare Macroeconomic Disasters
    by Robert J. Barro & José F. Ursúa
  • 2012 Consumption-Based Asset Pricing Models
    by Rajnish Mehra
  • 2012 Study On The Dividend Policy Analysis At Financial Invesment Companies
    by Dorel Berceanu & Nicolae Sichigea & Daniel Militaru
  • 2012 The Impact of a Sovereign Default within the Euro Zone on the Exchange Rate
    by Arne Breuer & Oliver Sauter
  • 2011 Financing Future Growth : the Need for Financial Innovations
    by Bodie, Zvi & Brière, Marie
  • 2011 Dynamique et comportements collectifs dans les systèmes complexes: des marchés financiers aux vols d'étourneaux
    by Raynaud, Franck
  • 2011 Dynamic Feedback Hedging by a Large Player: from Theory to Practical Implementation
    by Tan, Xiaolu & Wang, Lihang & Kalife, Aymeric
  • 2011 A propos du trading haute fréquence
    by Le Fol, Gaëlle
  • 2011 Les marchés financiers français : une perspective historique
    by Riva, Angelo & Hautcoeur, Pierre-Cyrille & Lagneau-Ymonet, Paul
  • 2011 Bilinear Term Structure Model
    by Monfort, Alain & Gouriéroux, Christian
  • 2011 Comonotonicity, Efficient Risk-Sharing and Equilibria in Markets with Short-Selling for Concave Law-Invariant Utilities
    by Dana, Rose-Anne
  • 2011 Les 100 mots des marchés dérivés
    by Lautier, Delphine & Simon, Yves
  • 2011 Principal regression analysis and the index leverage effect
    by Reigneron, Pierre-Alain & Allez, Romain & Bouchaud, Jean-Philippe
  • 2011 Individual and collective stock dynamics: intra-day seasonalities
    by Allez, Romain & Bouchaud, Jean-Philippe
  • 2011 Sectoral Bubbles and Endogenous Growth
    by Jianjun Miao & PENGFEI WANG
  • 2011 The Violence of Financial Capitalism
    by Christian Marazzi
  • 2011 An Experimental Investigation of Asset Pricing in Segmented Markets
    by Lucy F. Ackert & Stefano Mazzotta & Li Qi
  • 2011 Investment in financial literacy and saving decisions
    by Jappelli, Tullio & Padula, Mario
  • 2011 I "vincitori in etica": valutazione multicriteriale di fondi socialmente responsabili
    by Stefania Funari
  • 2011 Ownership structure and control in incomplete market economies with transferable utility
    by Egbert Dierker & Hildegard Dierker
  • 2011 Paradigm shift? A critique of the IMF’s new approach to capital controls
    by Daniela Gabor
  • 2011 Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
    by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer
  • 2011 Risk Management of Precious Metals
    by Shawkat Hammoudeh & Farooq Malik & Michael McAleer
  • 2011 Intra-Day Seasonality in Foreign Market Transactions
    by John Cotter & Kevin Dowd
  • 2011 Intra-Day Seasonality in Foreign Market Transactions
    by John Cotter & Kevin Dowd
  • 2011 Varying the VaR for Unconditional and Conditional Environments
    by John Cotter
  • 2011 Liquidity, Assets and Business Cycles
    by Shouyong Shi
  • 2011 On the Properties of Regression Tests of Asset Return Predictability
    by Seongman Moon & Carlos Velasco
  • 2011 Investment in Financial Literacy and Saving Decisions
    by Tullio Jappelli & Mario Padula
  • 2011 Volatility Spillovers across South African Asset Classes during Domestic and Foreign
    by Andrew S. Duncan & Alain Kabundi
  • 2011 Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence
    by Huyn Hak Kim & Norman R. Swanson
  • 2011 Household Portfolio Choices, Health status and Health Care Systems A Cross-Country Analysis Based on SHARE
    by Vincenzo Atella & Marianna Brunetti & Nicole Maestas
  • 2011 Liquidity Provision, Ambiguous Asset Returns and the Financial Crisis
    by Willem Spanjers
  • 2011 Generalized Beta-Generated Distributions
    by Carol Alexander & Gauss M. Cordeiro & Edwin M. M. Ortega & José María Sarabia
  • 2011 Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery
    by Jonathan Chiu & Thorsten Koeppl
  • 2011 Prospective Demand for an Index-Based Microinsurance in Sri Lanka
    by Heenkenda, Shirantha
  • 2011 A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange
    by Benbachir, Saâd & El Alaoui, Marwane
  • 2011 Testing Long Memory in Stock Returns of Emerging Markets: Some Further Evidence
    by Hiremath, Gourishankar S & Bandi, Kamaiah
  • 2011 Restructuring the Banking System to Improve Safety and Soundness
    by Morris, Charles & Hoenig, Thomas
  • 2011 Global imbalances, under-consumption and overborrowing: the state of the world economy & future policies
    by Cripps, Francis & Izurieta, Alex & Singh, Ajit
  • 2011 Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates
    by Rossi, Francesco
  • 2011 Housing prices and transaction volume
    by Arslan, Yavuz & Akkoyun, H. Cagri & Kanik, Birol
  • 2011 Effect of Mergers and Acquisitions on Market Concentration and Interest Spread
    by Khan, Mehwish Aziz & Kayani, Ferheen & Javid, Attiya Yasmin
  • 2011 Is culture a determinant of financial development?
    by Dutta, Nabamita & Mukherjee, Deepraj
  • 2011 Measuring market liquidity: an introductory survey
    by Gabrielsen, Alexandros & Marzo, Massimiliano & Zagaglia, Paolo
  • 2011 Reference dependent ambiguity aversion: theory and experiment
    by Qiu, Jianying & Weitzel, Utz
  • 2011 The instability of the correlation structure of the S&P 500
    by Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard
  • 2011 Investible benchmarks & hedge fund liquidity
    by Freed, Marc S & McMillan, Ben
  • 2011 Agglomeration Economies and Local Comovement of Stock Returns
    by Fu, Shihe & Shan, Liwei
  • 2011 Pricing, liquidity and the control of dynamic systems in finance and economics
    by Willis, Geoff
  • 2011 Reviewing Excess Liquidity Measures - A Comparison for Asset Markets
    by Drescher, Christian
  • 2011 Theory of financial risk
    by Estrada, Fernando
  • 2011 Financial Risk Measurement for Financial Risk Management
    by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold
  • 2011 Surveillance by International Institutions: Lessons from the Global Financial and Economic Crisis
    by Kumiharu Shigehara & Paul Atkinson
  • 2011 La ville négociée : entre financiarisation et durabilité
    by Thierry Theurillat
  • 2011 Speculation and Risk Sharing with New Financial Assets
    by Alp Simsek
  • 2011 Liquidity and the Threat of Fraudulent Assets
    by Yiting Li & Guillaume Rocheteau & Pierre-Olivier Weill
  • 2011 On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios
    by Claudio Raddatz & Sergio L. Schmukler
  • 2011 ABS Inflows to the United States and the Global Financial Crisis
    by Carol Bertaut & Laurie Pounder DeMarco & Steven B. Kamin & Ralph W. Tryon
  • 2011 Implicit Guarantees and Risk Taking: Evidence from Money Market Funds
    by Marcin Kacperczyk & Philipp Schnabl
  • 2011 The Social Cost of Near-Rational Investment
    by Tarek A. Hassan & Thomas M. Mertens
  • 2011 A Sparsity-Based Model of Bounded Rationality
    by Xavier Gabaix
  • 2011 Wealth Effects Revisited 1978-2009
    by Karl E. Case & John M. Quigley & Robert J. Shiller
  • 2011 Advances in Consumption-Based Asset Pricing: Empirical Tests
    by Sydney C. Ludvigson
  • 2011 Cream Skimming in Financial Markets
    by Patrick Bolton & Tano Santos & Jose A. Scheinkman
  • 2011 Hedge Fund Leverage
    by Andrew Ang & Sergiy Gorovyy & Gregory B. van Inwegen
  • 2011 Speculators and Middlemen: The Role of Intermediaries in the Housing Market
    by Patrick Bayer & Christopher Geissler & James W. Roberts
  • 2011 On the rank of payoff matrices with long-term assets
    by Jean-Marc Bonnisseau & Achis Chery
  • 2011 Option pricing with discrete time jump processes
    by Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison
  • 2011 Option pricing with discrete time jump processes
    by Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison
  • 2011 Detrending Persistent Predictors
    by Christophe Boucher & Bertrand Maillet
  • 2011 Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
    by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer
  • 2011 Risk Management of Precious Metals
    by Shawkat Hammoudeh & Farooq Malik & Michael McAleer
  • 2011 Robust Global Stock Market Interdependencies
    by Brian M Lucey & Cal Muckley
  • 2011 Simultaneous determination of market value and risk premium in the valuation of firms
    by Stefan Lutz
  • 2011 We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can cause drastic market reactions (“market impact”) in the end leading to higher transaction costs. On the other hand the Iceberg trader faces a loss-in-priority when he hides his intentions, as most electronic limit order books penalize the usage of hidden liquidity. Thus the Iceberg-trader is faced with the problem to find the right trade-off. Our model provides optimal exposure strategies for Iceberg traders in limit order book markets. In particular, we provide a range of analytical statements that are in line with recent empirical findings on the determinants of trader’s exposure strategies. In this framework, we also study the market impact also market impact of limit orders. We provide optimal exposure profiles for a range of hightech stocks from the US S&P500 and how they scale with the state-of-the-book. We finally test the Iceberg’s performance against the limit orders and find that Iceberg orders can significantly enhance trade performance by up to 60%
    by Gökhan Cebiro˜glu & Ulrich Horst
  • 2011 House Price, Mortgage Premium, and Business Fluctuations
    by Nan-Kuang Chen & Han-Liang Cheng & Ching-Sheng Mao
  • 2011 Asset Price and Monetary Policy - The Effect of Expectation Formation
    by Nan-Kuang Chen & Han-Liang Cheng
  • 2011 Financial professionals' overconfidence:Is it experience, function, or attitude?
    by Gloede, Oliver & Menkhoff, Lukas
  • 2011 Estimating Correlated Jumps and Stochastic Volatilities
    by Jiří Witzany
  • 2011 The Deficit-Reducing Potential of a Financial Speculation Tax
    by Dean Baker
  • 2011 Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
    by Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J.
  • 2011 Monetary union, fiscal crisis and the preemption of democracy
    by Fritz W. Scharpf
  • 2011 Balance sheet capacity and endogenous risk
    by Jon Danielsson & Hyun Song Shin & Jean-Pierre Zigrand
  • 2011 Fertility Choice and Financial Development
    by Valerio Filoso & Erasmo Papagni
  • 2011 On the volatility-volume relationship in energy futures markets using intraday data
    by Julien Chevallier & Benoît Sévi
  • 2011 In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence
    by Helmut Herwartz & Konstantin A. Kholodilin
  • 2011 Volatility Patterns of CDS, Bond and Stock Markets before and during the Financial Crisis: Evidence from Major Financial Institutions
    by Ansgar Belke & Christian Gokus
  • 2011 The Role of Finance in Economic Development: Benefits, Risks, and Politics
    by Beck, T.H.L.
  • 2011 Dealing with the Inventory Risk
    by Guéant, Olivier & Lehalle, Charles-Albert & Tapia, Joaquin Fernandez
  • 2011 Do jumps help in forecasting the density of returns?
    by Chevallier, Julien & Ielpo, Florian & Sévi, Benoît
  • 2011 Inside the Black Box: Why are Order Flows Models of Exchange Rate more competitive than Traditional Models of Exchange Rate?
    by Di Filippo, Gabriele
  • 2011 Statistical properties of derivatives: a journey in term structures
    by Raynaud, Franck & Lautier, Delphine
  • 2011 Detecting instability in the volatility of carbon prices
    by Chevallier, Julien
  • 2011 On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
    by Sévi, Benoît & Chevallier, Julien
  • 2011 The Impact of Overconfidence Bias and Disposition Effect on the Volume of Transaction and the Volatility of the French Stock Market
    by Siwar, Ellouz
  • 2011 Wealth Effects Revisited 1978-2009
    by Karl E. Case & John M. Quigley & Robert J. Shiller
  • 2011 Fiscal Federalism, Public Capital Formation, and Endogenous Growth
    by Liutang Gong & Heng-fu Zou
  • 2011 Asset pricing and the Modigliani-Miller theorem with the spirit of capitalism
    by Jizheng Huang & Heng-fu Zou
  • 2011 The 1980s Price Bubble on (Post) Impressionism
    by Fabian Bocart & Ken Bastiaensen & Peter Cauwels
  • 2011 Fund Managers, Career Concerns, and Asset Price Volatility
    by Guerrieri, Veronica & Kondor, Péter
  • 2011 Desarrollo del mercado accionario y crecimiento económico. Alguna evidencia para la Argentina
    by Luis N. Lanteri
  • 2011 The risk neutral valuation paradox
    by A. Fiori Maccioni
  • 2011 Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
    by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti
  • 2011 An overview of CO2 cost pass-through to electricity prices in Europe
    by Boris Solier & Pierre-André Jouvet
  • 2011 Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
    by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer
  • 2011 Global Imbalances, Under-Consumption and Over-Borrowing: The State of the World Economy and Future Policies
    by Cripps, F. & Izurieta, A. & Singh, A.
  • 2011 Market Integration, Efficiency, and Interconnectors: The Irish Single Electricity Market
    by Nepal, R. & Jamasb, T.
  • 2011 Measuring market liquidity: An introductory survey
    by A. Gabrielsen & M. Marzo & P. Zagaglia
  • 2011 Micro approaches to foreign exchange determination
    by Martin D. D. Evans & Dagfinn Rime
  • 2011 Financial inclusion - G20 initiatives and the role of the Bank of Italy
    by Giorgio Gomel & Fabio Bernasconi & Margherita Laura Cartechini & Veronica Fucile & Riccardo Settimo & Roberto Staiano
  • 2011 The tax system and the financial crisis
    by Vieri Ceriani & Stefano Manestra & Giacomo Ricotti & Alessandra Sanelli & Ernesto Zangari
  • 2011 International financial flows, real exchange rates and cross-border insurance
    by Francesca Viani
  • 2011 Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools
    by Xisong Jin & Francisco Nadal de Simone
  • 2011 Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market
    by Ingrid Lo & Stephen Sapp
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  • 2010 Financial Sector Regulation and Reforms in Emerging Markets: An Overview
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  • 2010 Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices
    by Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo
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    by Davide Furceri & Aleksandra Zdzienicka
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    by Davide Furceri & Aleksandra Zdzienicka
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    by Touati, Myriam & Diday, Edwin & Goupil-Testu, Françoise
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    by T. Mandalis & S. I. Spyrou
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    by Alexandros Kontonikas & Alberto Montagnoli
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    by Nell, Martin & Richter, Andreas
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    by Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Vega, Clara
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    by Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Wu, Jin
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    by CORNELIS A. LOS
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    by Nicholas Economides
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    by T. Di Matteo & T. Aste & Michel M. Dacorogna
  • 2004 Why Do Investors Still Hope? The Soviet Repudiation Puzzle (1918- 1919)
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    by Ali M. Kutan & Brasukra G. Sudjana
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    by Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas
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    by Alessandro Beber; Fabio Fornari.
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    by Michael R. Wickens & Chiona Balfoussia
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    by Antonio Moreno & Geert Bekaert & Seonghoon Cho
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    by Matteo Iacoviello
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    by Huw Lloyd-Ellis & Xiaodong Zhu
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    by Grammig, Joachin & Heinen, Andreas & Rengifo, Erick
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    by Cotter, John
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    by Cotter, John
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    by Cotter, John
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    by Bacha, Obiyathulla I.
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    by Johann Scharler
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    by Jeremy Large
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    by George-Marios Angeletos & Ivan Werning
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    by David J. Brophy & Paige P. Ouimet & Clemens Sialm
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    by Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov
  • 2004 Theft and Taxes
    by Mihir A. Desai & Alexander Dyck & Luigi Zingales
  • 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
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    by Jun Pan & Allen Poteshman
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    by Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov
  • 2004 There is a Risk-Return Tradeoff After All
    by Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov
  • 2004 Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options
    by Pedro Santa-Clara & Shu Yan
  • 2004 Over-the-Counter Markets
    by Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen
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    by Viral V. Acharya & Lasse Heje Pedersen
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    by Pierre Collin-Dufresne & Christopher S. Jones & Robert S. Goldstein
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    by Markus K. Brunnermeier & Lasse Heje Pedersen
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    by John M. Griffin & Federico Nardari & Rene M. Stulz
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    by Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael Roberts
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    by Robert C. Merton & Zvi Bodie
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    by Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba
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    by Lubos Pastor & Pietro Veronesi
  • 2004 Should We Fear Derivatives?
    by Rene M. Stulz
  • 2004 Futures Prices as Risk-adjusted Forecasts of Monetary Policy
    by Monika Piazzesi & Eric Swanson
  • 2004 Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior
    by Xiaohong Chen & Sydney C. Ludvigson
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    by James J. Choi & David Laibson & Brigitte C. Madrian & Andrew Metrick
  • 2004 Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities
    by Francis A. Longstaff
  • 2004 Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
    by Francis A. Longstaff & Sanjay Mithal & Eric Neis
  • 2004 Financial Claustrophobia: Asset Pricing in Illiquid Markets
    by Francis A. Longstaff
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    by Michael W. Brandt & Pedro Santa-Clara
  • 2004 Flight to Quality, Flight to Liquidity, and the Pricing of Risk
    by Dimitri Vayanos
  • 2004 Investor Behavior in the Option Market
    by Josef Lakonishok & Inmoo Lee & Allen M. Poteshman
  • 2004 A Scapegoat Model of Exchange Rate Fluctuations
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  • 2004 Employees' Investment Decisions about Company Stock
    by James J. Choi & David Laibson & Brigitte Madrian & Andrew Metrick
  • 2004 The Euro and European Financial Market Integration
    by Söehnke Bartram & Stephen Taylor & Yaw-Huei Wang
  • 2004 Modelling long memory and risk premia in Latin American sovereign bond markets
    by Alfonso Mendoza
  • 2004 A Scapegoat Model of Exchange Rate Fluctuations
    by Philippe BACCHETTA & Eric VAN WINCOOP
  • 2004 Health insurance for the poor in India
    by Ahuja, Rajeev
  • 2004 Health insurance for the poor in India
    by Ahuja, Rajeev
  • 2004 Health insurance for the poor in India
    by Ahuja, Rajeev
  • 2004 Economic Development in China and Its Implications for East Asia
    by Chung H. Lee
  • 2004 Real Asset Returns and Components of Inflation: A Structural VAR Analysis
    by Matthias HAGMANN & Carlos LENZ
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    by Jürgen Huber & Matthias Sutter & Michael Kirchler
  • 2004 Opening and closing the market: evidence from the London Stock Exchange
    by Andrew Ellul & Hyun Song Shin & Ian Tonks
  • 2004 A model to analyse financial fragility: applications
    by Charles Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos
  • 2004 Optimal time-consistent taxes, money supply, internal and external borrowing in the Sidrausky model
    by Sotskov Alexander
  • 2004 Asymmetry of Information Flow Between Volatilities Across Time Scales
    by Ramazan Gencay & Faruk Selcuk
  • 2004 Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?
    by Feng Zhao & Robert Jarrow & Haitao Li
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    by Jonathan A. Parker & Markus K. Brunnermeier
  • 2004 Predatory Trading
    by Lasse H. Pedersen & Markus Brunnermeier
  • 2004 Regime Switching for Dynamic Correlations
    by Denis Pelletier
  • 2004 Un Modelo Basico Crediticio: Regulacion Prudencial, Volatilidad Cambiaria y Medicion de Riesgos
    by Mario Zambrano
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    by Rene Garcia & Marco Bonomo
  • 2004 Investor psychology: a behavioural explanation of six finance puzzles
    by Henriette Prast
  • 2004 L'identification de facteurs communs de la liquidité sur le marché parisien des actions
    by Fournier-Emonet, Caroline
  • 2004 Portfolio Insurance Strategies by a Large Player
    by Kalife, Aymeric
  • 2004 The Econometrics of Option Pricing
    by René Garcia & Eric Ghysels & Éric Renault
  • 2004 Why Do Institutional Plan Sponsors Hire and Fire their Investment Managers?
    by Christopher Knittel & Jeffrey Heisler & John J. Neumann & Scott Stewart
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    by John Roberts & Paul Sanderson & John Hendry & Richard Barker
  • 2004 Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note
    by Daniella Acker & Nigel W. Duck
  • 2004 Forward-Looking Information in VAR Models and the Price Puzzle
    by Sophocles N. Brissimis & Nicholas S. Magginas
  • 2004 Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis
    by Matteo Iacoviello
  • 2004 Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs
    by Andrew Filardo
  • 2004 An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates
    by David J. Bolder & Grahame Johnson & Adam Metzler
  • 2004 Country pair-correlations as a measure of financial integration: the case of the Euro equity markets
    by Manuela CROCI
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    by Déjean, Frédérique
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    by Joshua Seungwook Bahng
  • 2004 Macroeconomic Factors and Pakistani Equity Market
    by Mohammed Nishat & Rozina Shaheen
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    by Attaullah Shah & Tahir Hijazi
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    by Felix Rioja & Neven Valev
  • 2004 An Empirical Examination of Traditional Equity Valuation Models: The case of the Athens Stock Exchange
    by G. A. Karathanassis & S. N. Spilioti
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    by Victor Vaugirard
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    by Frank Westerhoff & Sebastiano Manzan
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    by Chongcheul Cheong
  • 2004 Risk neutral valuation and uncovered interest rate parity in a stochastic two-country-economy with two goods
    by Vincenzo Costa
  • 2004 The Effects Of Market And Industry Factors On The Returns Of Common Stocks Traded On The Istanbul Stock Exchange
    by Songul Kakilli Acaravci & Hatice Dogukanli
  • 2004 Searching for chaos on low frequency
    by Nicolas Wesner
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    by Andrei Kirilenko
  • 2003 The great influence of less risk averse agents
    by Frank Niehaus
  • 2003 Equilibrium Analysis, Banking, Contagion and Financial Fragility
    by David Vines
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    by Henriette Prast
  • 2003 Options, contrats à terme et gestion des risques : analyse, évaluation, stratégies
    by Bellalah, Mondher & Simon, Yves
  • 2003 Dependance Structure and Risk Measure
    by Kharoubi, Cécile & Ané, Thierry
  • 2003 Forecasting the term structure of government bond yields
    by Diebold, Francis X. & Li, Canlin
  • 2003 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility
    by Andersen, Torben G. & Bollerslev, Tim & Francis X. Diebold,
  • 2003 The Macroeconomy and the Yield Curve: A Nonstructural Analysis
    by Francis X. Diebold, & Rudebusch, Glenn D. & Aruoba, S. Boragan
  • 2003 Managing investment risks of institutional private equity investors: The challenge of illiquidity
    by Kaserer, Christoph & Wagner, Niklas & Achleitner, Ann-Kristin
  • 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
  • 2003 Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias
    by Massimo Massa
  • 2003 Stochastics for the worst case: distributions and risk measures for minimal returns
    by Mihnea-Stefan Mihai
  • 2003 International versus Domestic Auditing of Bank Solvency
    by Andrew Feltenstein & Roger Lagunoff
  • 2003 Long Run Relationships between Stock Market Returns and Macroeconomic Performance: Evidence from Turkey
    by Osman Karamustafa & Yakup Kucukkale
  • 2003 Firm-Specific Variation and Openness in Emerging Markets
    by Kan Li & Randall Morck & Fan Yang & Bernard Yeung
  • 2003 Deposit Insurance During EU Accession
    by Nikolay Nenovsky & Kalina Dimitrova &
  • 2003 MCMC Bayesian Estimation of a Skew-GED Stochastic Volatily Model
    by Nunzio Cappuccio & Diego Lubian & Davide Raggi
  • 2003 IPO underpricing and after-market liquidity
    by Andrew Ellul & Marco Pagano
  • 2003 Awareness and Stock Market Participation
    by Luigi Guiso & Tullio Jappelli
  • 2003 The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply
    by Marcelo Bianconi & Stephen J. Turnovsky
  • 2003 Wavelet Estimation of Integrated Volatility
    by Asger Lunde & Esben Hoeg
  • 2003 Equilibrium Analysis, Banking and Financial Instability
    by Dimitrios P. Tsomocos
  • 2003 Equilibrium Analysis, Banking, Contagion and Financial Fragility
    by Dimitrios Tsomocos
  • 2003 Long-term Information, Short-lived Securities
    by Dan Bernhardt & Ryan J. Davies & John Spicer
  • 2003 Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model
    by Heinen, Andreas
  • 2003 Issuing Policies In Currencies Denominated In Euros And Eurocents
    by Novak, Branko & Matić, Branko & Stjepanović, Slobodanka
  • 2003 The Impact of the Federal Budget Deficit on the Nominal Interest Rate Yield on US Treasury Notes, 1979-2001
    by Cebula, Richard
  • 2003 Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
    by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega
  • 2003 Realized Beta: Persistence and Predictability
    by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu
  • 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
  • 2003 The Macroeconomy and the Yield Curve: A Nonstructural Analysis
    by Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba
  • 2003 Financial Markets of the Middle East and North Africa: The Past and Present
    by Yochanan Shachmurove
  • 2003 Markov Switching Garch Models of Currency Crises in Southeast Asia
    by Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan
  • 2003 Heterogeneous Yield Curves and Basis Swaps
    by Keiichi Tanaka
  • 2003 Housing Collateral, Consumption Insurance and Risk Premia: An Empirical Perpective
    by Hanno Lustig & Stijn Van Nieuwerburgh
  • 2003 Capital Investments and Stock Returns
    by Sheridan Titman & K.C. John Wei & Feixue Xie
  • 2003 Uncovering the Risk-Return Relation in the Stock Market
    by Hui Guo & Robert F. Whitelaw
  • 2003 The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market
    by Alessandro Beber & Michael W. Brandt
  • 2003 Transparency, Risk Management and International Financial Fragility
    by Mario Draghi & Francesco Giavazzi & Robert C. Merton
  • 2003 Household Risk Management and Optimal Mortgage Choice
    by John Y. Campbell & Joao F. Cocco
  • 2003 Market Reactions to Tangible and Intangible Information
    by Kent Daniel & Sheridan Titman
  • 2003 A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
    by Michael W. Brandt & Francis X. Diebold
  • 2003 What Do Financial Markets Think of War in Iraq?
    by Andrew Leigh & Justin Wolfers & Eric Zitzewitz
  • 2003 Initial Public Offering and Corporate Governance in China's Transitional Economy
    by Chen-Chien Hsun & Shih Hui-Tzu
  • 2003 Knife Edge of Plateau: When Do Market Models Tip?
    by Glenn Ellison & Drew Fudenberg
  • 2003 Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market
    by Jacob Boudoukh & Matthew Richardson & YuQing Shen & Robert F. Whitelaw
  • 2003 Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias
    by William N. Goetzmann & Massimo Massa
  • 2003 Fees on Fees in Funds of Funds
    by Stephen J. Brown & William N. Goetzmann & Bing Liang
  • 2003 Diversification and the Optimal Construction of Basis Portfolios
    by Bruce N. Lehmann & David M. Modest
  • 2003 The Price Impact and Survival of Irrational Traders
    by Leonid Kogan & Stephen Ross & Jiang Wang & Mark Westerfield
  • 2003 Weather Forecasting for Weather Derivatives
    by Sean D. Campbell & Francis X. Diebold
  • 2003 Generalized Disappointment Aversion and Asset Prices
    by Bryan R. Routledge & Stanley E. Zin
  • 2003 Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors
    by Antonios Sangvinatsos & Jessica A. Wachter
  • 2003 Corporate Earnings and the Equity Premium
    by Francis Longstaff & Monika Piazzesi
  • 2003 Forecasting the Term Structure of Government Bond Yields
    by Francis X. Diebold & Canlin Li
  • 2003 Efficient Tests of Stock Return Predictability
    by John Y. Campbell & Motohiro Yogo
  • 2003 Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
    by Peter F. Christoffersen & Francis X. Diebold
  • 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
  • 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
    by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude
  • 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
  • 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
    by DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude
  • 2003 Risk Aversion and Herd Behavior in Financial Markets
    by Décamps, Jean-Paul & Lovo, Stefano
  • 2003 Market Informational Inefficiency, Risk Aversion and Quantity Grid
    by Décamps, Jean-Paul & Lovo, Stefano
  • 2003 Imperfect Competition in Financial Markets: ISLAND versus NASDAQ
    by Biais, Bruno & Bisière, Christophe & Spatt, Chester
  • 2003 Lending Technologies, Competition, and Consolidation in the Market for Microfinance in Bolivia
    by Jonathan Conning & Sergio Navajas & Claudio Gonzalez-Vega
  • 2003 International versus Domestic Auditing of Bank Solvency
    by Andrew Feltenstein & Roger Lagunoff
  • 2003 Testing for Contagion in International Financial Markets: Which Way to Go?
    by Sébastien WÄLTI
  • 2003 Striking Oil: Another Puzzle
    by Driesprong, G. & Jacobsen, B. & Maat, B.
  • 2003 Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis
    by Jon Danielsson & Burak Saltoglu
  • 2003 Equilibrium analysis, banking, contagion and financial fragility
    by Dimitrios P. Tsomocos
  • 2003 Stock markets and industry growth: an eastern European perspective
    by Zbigniew Kominek
  • 2003 Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS
    by Cees Diks & Roy van der Weide
  • 2003 Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence
    by Albert J. Menkveld & Siem Jan Koopman & Andr� Lucas
  • 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.
  • 2003 A Double Auction Market: Teaching, Experiment and Theory
    by Martin Shubik
  • 2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
    by Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu
  • 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
  • 2003 The Influence of Domestic and International Interest Rates on the ISEQ
    by Bredin, Don & Gavin, Caroline & O'Reilly, Gerard
  • 2003 International Policy Rate Changes and Dublin Interbank Offer Rates
    by Bredin, Don & Gavin, Caroline & O'Reilly, Gerard
  • 2003 Demographic Change and the UK Savings Rate
    by David Demery & Nigel Duck
  • 2003 Measuring Interest Rate Expectations in Canada
    by Grahame Johnson
  • 2003 An optimal consumption model with stochastic volatility
    by Wendell H. Fleming & Daniel Hernández-Hernández
  • 2003 Liquidity and Financial Markets - Introduction
    by Felipe Zurita
  • 2003 The Conditional Capm And Cross-Sectional Evidence Of Return And Beta For Islamic Unit Trusts In Malaysia
    by Abd. Ghafar Ismail and Mohd. Saharudin Shakrani
  • 2003 Scaling, self-similarity and multifractality in FX markets
    by Xu, Zhaoxia & Gençay, Ramazan
  • 2003 Long memory in a small stock market
    by Jussi Tolvi
  • 2003 What does the risk-appetite index measure?
    by Miroslav Misina
  • 2003 Fiscal Federalism, Public Capital Formation, and Endogenous Growth
    by Liutang Gong & Heng-fu Zou
  • 2003 Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures
    by Ramazan Gencay & Aslihan Salih
  • 2003 A Time Series Analysis of the Shanghai and New York Stock Price Indices
    by Gregory C. Chow & Caroline C. Lawler
  • 2003 Credit bubble and stagnation in Colombia, 1990-2001
    by Fernando Tenjo & Enrique Lopez
  • 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 Mathematical Finance - Bachelier Congress 2000: Selected Papers from the First World Congress of the Bachelier Finance Society, Paris, June 29-July 1, 2000
    by Geman, Hélyette & Madan, Dilip B. & Pliska, Syanley R.
  • 2002 Le temps des grandes fusions est-il aujourd'hui révolu ?
    by Lorenzi, Jean-Hervé
  • 2002 Le temps des gourous est-il révolu ?
    by Lorenzi, Jean-Hervé
  • 2002 Theory of Incomplete Markets, Volume 1
    by Michael Magill & Martine Quinzii
  • 2002 How accurate do markets predict the outcome of an event? The Euro 2000 soccer championships experiment
    by Schmidt, Carsten & Werwatz, Axel
  • 2002 Return and volatility spillovers to industry returns: Does EMU play a role?
    by Kaltenhäuser, Bernd
  • 2002 Sharpening Sharpe Ratios
    by William N. Goetzmann & Jonathan E. Ingersoll, Jr. & Matthew I. Spiegel & Ivo Welch
  • 2002 Sharpening Sharpe Ratios
    by William N. Goetzmann & Jonathan E. Ingersoll Jr. & Matthew I. Spiegel & Ivo Welch
  • 2002 Price Impact Costs and the Limit of Arbitrage
    by Zhiwu Chen & Werner Stanzl & Masahiro Watanabe
  • 2002 How to work in the uncertain market conditions
    by Dmitry Baryshevsky
  • 2002 An Analysis of Hedge Fund Performance
    by Daniel Capocci
  • 2002 Trading system evaluation based on past performance: Random Signals Test
    by Alex Strashny
  • 2002 Are Incomlete Markets Able to Achieve Minimal Efficiency?
    by Egbert Dierker & Hildegard Dierker & Birgit Grodal
  • 2002 Credit derivatives in emerging markets
    by Romain Rancière
  • 2002 The Effect of the Asian Financial Crisis on the Performance of Korean Nationwide Banks
    by Yongil Jeon & Stephen M. Miller
  • 2002 An introduction to statistical finance
    by Jean-Philippe Bouchaud
  • 2002 Reply to Johansen's comment
    by Laurent Laloux & Marc Potters & Jean-Pierre Aguilar & Jean-Philippe Bouchaud
  • 2002 The skewed multifractal random walk with applications to option smiles
    by Benoit Pochard & Jean-Philippe Bouchaud
  • 2002 The myth of the service economy
    by Sergio Parrinello
  • 2002 SuperMontage in the American Securities Markets Context
    by Senn, Myriam
  • 2002 دور سوق الأوراق المالية فى تنمية الادخار فى مصر
    by Alasrag, Hussien
  • 2002 Judging Fund Managers by the Company They Keep
    by Randolph Cohen & Joshua Coval & Lubos Pastor
  • 2002 Debt Policy, Corporate Taxes, and Discount Rates
    by Mark Grinblatt & Jun Liu
  • 2002 Stochastic Taxation and Asset Pricing in Dynamic General Equilibrium
    by Clemens Sialm
  • 2002 Financial Market Runs
    by Antonio E. Bernardo & Ivo Welch
  • 2002 The Time Series of the Cross Section of Asset Prices
    by Lior Menzly & Tano Santos & Pietro Veronesi
  • 2002 Bond Risk Premia
    by John H. Cochrane & Monika Piazzesi
  • 2002 Sharpening Sharpe Ratios
    by William Goetzmann & Jonathan Ingersoll & Matthew I. Spiegel & Ivo Welch
  • 2002 Dynamic Asset Allocation With Event Risk
    by Jun Liu & Francis A. Longstaff & Jun Pan
  • 2002 Child Labor: The Role of Income Variability and Access to Credit Across Countries
    by Rajeev Dehejia & Roberta Gatti
  • 2002 Stocks as Money: Convenience Yield and the Tech-Stock Bubble
    by John H. Cochrane
  • 2002 Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
    by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega
  • 2002 Limited Asset Market Participation and the Elasticity of Intertemporal Substitution
    by Annette Vissing-Jorgensen
  • 2002 Rational Asset Prices
    by George M. Constantinides
  • 2002 The New Systems Competition
    by Hans-Werner Sinn
  • 2002 Information Aggregation, Security Design and Currency Swaps
    by Bhagwan Chowdhry & Mark Grinblatt & David Levine
  • 2002 Tax-Loss Trading and Wash Sales
    by Mark Grinblatt & Matti Keloharju
  • 2002 What Do We Really Know About the Cross-Sectional Relation Between Past and Expected Returns?
    by Mark Grinblatt & Tobias J. Moskowitz
  • 2002 The Disposition Effect and Momentum
    by Mark Grinblatt & Bing Han
  • 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.
  • 2002 Are Incomplete Markets Able to Achieve Minimal Efficiency?
    by Egbert Dierker & Hildegard Dierker & Birgit Grodal
  • 2002 Reflections on New Financial System in Japan: Participation Costs, Wealth Distribution,and Security Market-Based Intermediation
    by Kitamura, Yukinobu & Suto, Megumi & Teranishi, Juro
  • 2002 The Eastward Enlargement of the Eurozone: The Shaping of Capital Markets
    by Thomas Meyer
  • 2002 How accurate do markets predict the outcome of an event? The Euro 2000 soccer championships experiment
    by Carsten Schmidt & Axel Werwatz
  • 2002 Daily closing inside spreads and trading volumes around earnings announcements
    by Daniella Acker & Mathew Stalker & Ian Tonks
  • 2002 Modelizacion econometrica de la rentabilidad en los mercados de valores
    by Escudero, E.
  • 2002 International Asset Allocation with Time-Varying Investment Opportunities
    by Blake, David & Timmermann, Allan G
  • 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
  • 2002 Macro Surprises And Short-Term Behaviour In Bond Futures
    by Eugene Durenard & David Veredas
  • 2002 Hedging Housing Risk in London
    by Matteo Iacoviello & Francois Ortalo-Magne
  • 2002 Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada
    by David Jamieson Bolder & Scott Gusba
  • 2002 Asset Allocation Using Extreme Value Theory
    by Younes Bensalah
  • 2002 Corporate Bond Spreads and the Business Cycle
    by Zhiwei Zhang
  • 2002 Symmetry and order in the portfolio allocation problem
    by Harvey E. Lapan & David A. Hennessy
  • 2002 Fads or bubbles?
    by Simon van Norden & Huntley Schaller
  • 2002 La formación de la curva de rendimientos en nuevos soles en el Peru
    by Augusto Rodríguez & Julio Villavicencio
  • 2002 Asset Price Channel and Financial Markets
    by Reinhold Kosfeld
  • 2002 Porovnání pøežívajících a zanikajících podnikù v èeské ekonomice na konci 90. let
    by Jiøí Hlaváèek & Michal Hlaváèek
  • 2002 Scaling power laws in the Sao Paulo Stock Exchange
    by Sergio Da Silva & Raul Matsushita & Iram Gleria
  • 2002 The Impact of Foreign Banks on Market Concentration: The Case of India
    by Sathye, M
  • 2002 The capital market in Bulgaria
    by Stefan Petranov
  • 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 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 A Wavelet Exploration Of The Bvl Index
    by Paulo Brito
  • 2001 Insiders and International finance: Evidence From Complementary Markets Patterns in Neighboring Areas
    by Leighton Vaughan Williams
  • 2001 Predictive accuracy of political stock markets: Empirical evidence from an European perspective
    by Berlemann, Michael & Schmidt, Carsten
  • 2001 Manipulation in political stock markets: Preconditions and evidence
    by Hansen, Jan & Schmidt, Carsten & Strobel, Martin
  • 2001 Predictive accuracy of political stock markets: Empirical evidence from a European perspective
    by Berlemann, Michael & Schmidt, Carsten
  • 2001 Financial Super-Markets: Size Matters for Asset Trade
    by Philippe Martin & H=E9l=E8ne Rey=
  • 2001 Financial Architecture and Economic Performance: International Evidence
    by Solomon Tadesse
  • 2001 Globalization and Firms' Financing Choices: Evidence from Emerging Economies
    by Sergio Schmukler & Esteban Vesperoni
  • 2001 Nonexistence of constrained Efficient Equilibria when Markets are Incomplete
    by Egbert Dierker & Hildegard Dierker & Birgit Grodal
  • 2001 How Big is the Speculative Component in Australian Share Prices?
    by Angela Black & Patricia Fraser & Nicolaas Groenewold
  • 2001 US Stock Prices and Macroeconomic Fundamentals
    by Angela Black & Patricia Fraser & Nicolaas Groenewold
  • 2001 Demand for private health insurance: Is there a quality gap?
    by Joan Costa & Jaume Garcia
  • 2001 Demand for private health insurance: Is there a quality gap?
    by Joan Costa & Jaume Garcia
  • 2001 The Origins of the Modern Financial Revolution: Responses to Impediments from Church and State in Western Europe, 1200 - 1600
    by John H. Munro
  • 2001 More stylized facts of financial markets: leverage effect and downside correlations
    by Marc Potters & Jean-Philippe Bouchaud
  • 2001 Introducing Variety in Risk Management
    by Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters
  • 2001 The leverage effect in financial markets: retarded volatility and market panic
    by Jean-Philippe Bouchaud & Andrew Matacz & Marc Potters
  • 2001 Has Futures Trading Affected the Volatility of Aluminium Transactions Prices?
    by Isabel Figuerola-Ferretti & Christopher L. Gilbert
  • 2001 Price Variability and Marketing Method in the Non-Ferrous Metals Industry
    by Isabel Figuerola-Ferretti & Christopher L. Gilbert
  • 2001 Corporate financing patterns in emerging markets in the 1980s and the 1990s
    by Singh, Ajit
  • 2001 Investor Psychology and Asset Pricing
    by Hirshleifer, David
  • 2001 Herd Behavior and Cascading in Capital Markets: A Review and Synthesis
    by Hirshleifer, David & Teoh, Siew Hong
  • 2001 The Stock Market and the Economy in Pakistan
    by Husain, Fazal & Mahmood, Tariq
  • 2001 The Stock Market and the Economy in Pakistan
    by Hsain, Fazal & Mahmood, Tariq
  • 2001 Investment Basics XLIV: Review of African stock markets
    by Mlambo, Chipo & Biekpe, Nicholas
  • 2001 Portfolio Analysis of Financial Market Risks by Random Set Tools
    by Vorobyev, Oleg Yu. & Novosyolov, Arcady A. & Simonov, Konstantin V. & Fomin, Andrew
  • 2001 Financing New Zealand Superannuation
    by Brian McCulloch & Jane Frances
  • 2001 Equity Portfolio Diversification
    by William N. Goetzmann & Alok Kumar
  • 2001 Expectations of Equity Risk Premia, Volatility and Asymmetry from a Corporate Finance Perspective
    by John R. Graham & Campbell R. Harvey
  • 2001 Long-Term Global Market Correlations
    by William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst
  • 2001 Comparing Wealth Effects: The Stock Market Versus the Housing Market
    by Karl E. Case & Robert J. Shiller & John M. Quigley
  • 2001 Financial Structure, Macroeconomic Stability and Monetary Policy
    by Stephen G. Cecchetti & Stefan Krause
  • 2001 Taxation, Risk-Taking, and Household Portfolio Behavior
    by James M. Poterba
  • 2001 Dynamic Volume-Return Relation of Individual Stocks
    by Guillermo Llorente & Roni Michaely & Gideon Saar & Jiang Wang
  • 2001 Asset Prices and Trading Volume Under Fixed Transactions Costs
    by Andrew W. Lo & Harry Mamaysky & Jiang Wang
  • 2001 Labor Income and Predictable Stock Returns
    by Tano Santos & Pietro Veronesi
  • 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
  • 2001 Modeling and Forecasting Realized Volatility
    by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys
  • 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
  • 2001 Small Income Effects Destroy the Constrained Efficiency of All Equilibria in Finance Economies with Production
    by Egbert Dierker & Hildegard Dierker & Birgit Grodal
  • 2001 Splitting Orders in Fragmented Markets; evidence from cross-listed stocks
    by Menkveld, A.J.
  • 2001 Asset Market Linkages in Crisis Periods
    by P. Hartmann & S. Straetmans & C.G. de Vries
  • 2001 Splitting Orders in Fragmented Markets
    by Bert Menkveld
  • 2001 Existence of price functionals with bid-ask spreads on the space of all integrable contingent claims
    by Bosi, Gianni & Zuanon, Magali
  • 2001 Efficient Trading Strategies in the Presence of Market Frictions
    by Kallal, Hedi & Jouini, Elyès
  • 2001 Comparing Wealth Effects: The Stock Market versus the Housing Market
    by Karl E. Case & John M. Quigley & Robert J. Shiller
  • 2001 Direct preferences for wealth, the risk premium puzzle, growth, and policy effectiveness
    by Liutang Gong & Heng-fu Zou
  • 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
  • 2001 Asymmetric Smiles, Leverage Effects and Structural Parameters
    by René Garcia & Richard Luger & Éric Renault
  • 2001 Overnight Borrowing, Interest Rates and Extreme Value Theory
    by Faruk Selcuk & Ramazan Gencay
  • 2001 A solution approach to valuation with unhedgeable risks
    by Thaleia Zariphopoulou
  • 2001 Recapitalizing Banks with Public Funds
    by By Charles Enoch & Gillian Garcia & V. Sundararajan
  • 2001 Herd Behavior in Financial Markets
    by Sushil Bikhchandani & Sunil Sharma
  • 2001 How Unique are US-Banks? The Role of Banks in Five Major Financial Systems
    by Andreas Hackethal
  • 2001 Credit Risk on the Bond Market
    by Radek Pluhaø
  • 2001 Volatility in the Emerging Stock Markets in Central and Eastern Europe: Evidence on Croatia, Czech Republic, Hungary, Poland, Russia and Slovakia
    by Murinde V. & Poshakwala S.
  • 2001 Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid
    by João Amaro de Matos & Paula Antão
  • 2000 Equilibrium Analysis, Banking and Financial Instability
    by Dimitrios P Tsomocos
  • 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 The Information Content of the Paper-Bill Spread: The Case of Canada
    by Bradley T. Ewing & Farooq Malik
  • 2000 Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange
    by Pierluigi Bologna
  • 2000 Risk diversification and tax competition : the influence of risk correlations and tax provisions on tax competition
    by Berndt, Markus & Reichl, Bettina
  • 2000 A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability
    by William N. Goetzmann & Roger G. Ibbotson & Liang Peng
  • 2000 Behavioral Factors in Mutual Fund Flows
    by William N. Goetzmann & Massimo Massa & K. Geert Rouwenhorst
  • 2000 Retail Banking in Hungary: A Foreign Affair?
    by John P. Bonin & Istvan Abel
  • 2000 Financial Development and the Sensitivity of Stock Markets to External Influences
    by Harris Dellas & Martin K. Hess
  • 2000 Correlation structure of extreme stock returns
    by Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud
  • 2000 Household Portfolios in Italy
    by Luigi Guiso & Tullio Jappelli
  • 2000 Should ECNs be SOES-able?
    by Bruce Mizrach & Yijie Zhang
  • 2000 Long-term information, short-lived derivative securities
    by Dan Bernhardt & Ryan Davies & John Spicer
  • 2000 The Philippines in the Asian Financial Crisis: How the Sick Man Avoided Pneumonia
    by Noland, Marcus
  • 2000 Information technology, venture capital and the stock market
    by Singh, Ajit & Singh, Alaka & Wiesse, Bruce
  • 2000 Nonstationary Optimization Approach for Finding Universal Portfolios
    by Gaivoronski, A & Stella, F
  • 2000 The mirage of floating exchange rates
    by Reinhart, Carmen
  • 2000 Bond financing and debt stability: theoretical issues and empirical analysis for India
    by Moorthy, Vivek & Singh, Bhupal & Dhal, Sarat Chandra
  • 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
  • 2000 Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets
    by Graciela Kaminsky & Richard K. Lyons & Sergio Schmukler
  • 2000 Rebels, Conformists, Contrarians and Momentum Traders
    by Evan Gatev & Stephen A. Ross
  • 2000 Covariance Risk, Mispricing, and the Cross Section of Security Returns
    by Kent D. Daniel & David Hirshleifer & Avanidhar Subrahmanyam
  • 2000 Market Efficiency in an Irrational World
    by Kent Daniel & Sheridan Titman
  • 2000 Explaining European Short-term Interest Rate Differentials: An Application of Tobin's Portfolio Theory
    by Thomas J. Flavin & Michele G. Limosani
  • 2000 Explaining European Short-term Interest Rate Differentials: An Application of Tobin's Portfolio Theory
    by Thomas J. Flavin & Michele G. Limosani
  • 2000 On the Informational Content of Changing Risk for Dynamic Asset Allocation
    by Giovanni BARONE-ADESI & Patrick GAGLIARDINI & Fabio TROJANI
  • 2000 Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators
    by Alexander Michaelides & Serena Ng
  • 2000 Does the Free-rider Problem Occur in Corporate Takeovers? Evidence from Laboratory Markets
    by Hirota, S. & Saijo, T. & Hamaguchi, Y. & Kawagoe, T.
  • 2000 Share Price Reactions to Sporty Performances of Soccer Clubs listed on the London Stock Exchange and the AIM
    by Renneboog, L.D.R. & Vanbrabant, P.
  • 2000 Financial markets survey written for encyclopedia EOLSS
    by Jeanblanc, Monique & Dana, Rose-Anne
  • 2000 Temporary bubbles in an economy with under-accumulation
    by MICHEL, Philippe & WIGNIOLLE, Bertrand
  • 2000 Habit Formation with Recursive Preferences
    by Aylin Seckin
  • 2000 Steps in Applying Extreme Value Theory to Finance: A Review
    by Younes Bensalah
  • 2000 Crises, Contagion, and the Closed-End Country Fund Puzzle
    by Eduardo Levy-Yeyati & Angel Ubide
  • 2000 La hipótesis de eficiencia en los mercados de acciones. El caso del Mercado de Valores de Buenos Aires
    by Martín A. Rossi
  • 2000 The Impact of the Introduction of the Euro on the Structure and the Trade Volume of the European Derivatives Exchanges
    by Jan Hájek
  • 2000 Dividends in the Czech Capital Market and an Optimal Investment Strategy
    by Miloš Filip
  • 2000 Chaos Theory
    by Martin Èihák
  • 2000 Optimal Portfolios in an Incomplete Market
    by Jiongmin Yong
  • 2000 The expectations hypothesis, term premia, and the Canadian term structure of interest rates
    by Walid Hejazi & Huiwen Lai & Xian Yang
  • 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 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 Index Funds and Stock Market Growth
    by Massimo Massa & William N. Goetzmann
  • 1999 Financial Fragility with Rational and Irrational Exuberance
    by Roger Lagunoff & Stacey L. Schreft
  • 1999 What Do Financial Intermediaries Do?
    by Franklin Allen & Anthony M. Santomero
  • 1999 Characteristics and Behaviour of African Factor Markets and Market Institutions and Their Consequences for Economic Growth
    by Adeola F. Adenikinju & Olugboyega Oyeranti
  • 1999 Worst fluctuation method for fast value-at-risk estimates
    by Jean-Philippe Bouchaud & Marc Potters
  • 1999 Apparent multifractality in financial time series
    by Jean-Philippe Bouchaud & Marc Potters & Martin Meyer
  • 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
  • 1999 Japan's Big Bang and the Transformation of Financial Markets
    by Takatoshi Ito & Michael Melvin
  • 1999 Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?
    by Kent Daniel & Sheridan Titman & K.C. John Wei
  • 1999 The Dynamics of Emerging Market Equity Flows
    by Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine
  • 1999 Asset Pricing Models: Implications for Expected Returns and Portfolio Selection
    by A. Craig MacKinlay & Lubos Pastor
  • 1999 Transform Analysis and Asset Pricing for Affine Jump-Diffusions
    by Darrell Duffie & Jun Pan & Kenneth Singleton
  • 1999 Conditioning Variables and the Cross-Section of Stock Returns
    by Wayne E. Ferson & Campbell R. Harvey
  • 1999 The IT Revolution and the Stock Market
    by Jeremy Greenwood & Boyan Jovanovic
  • 1999 Die Anlageentscheidungen deutscher Investoren � Der empirische Befund
    by Susanne Lapp
  • 1999 Zu den Anlageentscheidungen für deutsche Investoren � Eine portfoliotheoretische Analyse
    by Susanne Lapp
  • 1999 The Monetary Appreciation of Paintings: From Realism to Magritte
    by Renneboog, L.D.R. & Houte, T. van
  • 1999 The IT Revolution and the Stock Market
    by Greenwood, J. & Jovanovic, B.
  • 1999 Testing the Option Value Theory of Irreversible Investment
    by Tarek M. Harchaoui & Pierre Lasserre
  • 1999 Financial Integration and Asset Returns
    by Martin, Philippe & Rey, Hélène
  • 1999 Privatization, Political Risk and Stock Market Development
    by Perotti, Enrico C & van Oijen, Pieter
  • 1999 Financial Super-Markets: Size Matters for Asset Trade
    by Martin, Philippe & Rey, Hélène
  • 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
  • 1999 EMU and the External Value of the Euro
    by Demertzis, Maria & Hughes Hallett, Andrew
  • 1999 Latent Variable Models for Stochastic Discount Factors
    by René Garcia & Éric Renault
  • 1999 Testing the Option Value Theory of Irreversible Investment
    by Tarek M. Harchaoui & Pierre Lasserre
  • 1999 Stochastic Volatility: Univariate and Multivariate Extensions
    by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi
  • 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
  • 1999 Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
    by (*), Thaleia Zariphopoulou & George M. Constantinides
  • 1999 Turnpike behavior of long-term investments
    by Chi-fu Huang & Thaleia Zariphopoulou
  • 1999 "Overreaction" of Asset Prices in General Equilibrium
    by S. Rao Aiyagari & Mark Gertler
  • 1999 Analyst's recommendations- are they worth anything?
    by Miloš Filip
  • 1998 Institutional Investors, StockMarkets and Firms' Information Disclosure
    by Impavido, G.
  • 1998 Non-Performing Assets of Banks and Financial Intermediation: Experiences of Japan in the Inter-War Period
    by Munehisa Kasuya
  • 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 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
  • 1998 Volatility estimates of the short term interest rate with an application to German data
    by Dankenbring, Henning
  • 1998 Index Funds and Stock Market Growth
    by Massimo Massa & William N. Goetzmann
  • 1998 Mutual Fund Styles
    by William N. Goetzmann & Stephen J. Brown
  • 1998 Pairs Trading: Performance of a Relative Value Arbitrage Rule
    by William Goetzmann & Evan g. Gatev & K. Geert Rouwenhorst
  • 1998 Pairs Trading: Performance of a Relative Value Arbitrage Rule
    by Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst
  • 1998 Pairs Trading: Performance of a Relative Value Arbitrage Rule
    by William N. Goetzmann & Evan Geov Gatev & K. Geert Rouwenhorst
  • 1998 Is the Malaysian Foreign Exchange Market Efficient?
    by Omar Marashdeh
  • 1998 Is the Short Rate Drift Actually Nonlinear?
    by David A. Chapman & Neil D. Pearson
  • 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
  • 1998 Imperfect Information Leads to Complete Markets if Dividends are Diffusions
    by Frank Riedel
  • 1998 Beyond implied volatility: extracting information from option prices
    by Rama CONT
  • 1998 Are financial crashes predictable?
    by Laurent Laloux & Marc Potters & Rama Cont & Jean-Pierre Aguilar & Jean-Philippe Bouchaud
  • 1998 The Application of Principal-Agent Methods to Investor-Investee Relations in the UK Venture Capital Industry
    by Gavin C Reid
  • 1998 Should Africa Promote Stock Market Capitalism?
    by Singh, Ajit
  • 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
  • 1998 How Relevant is Volatility Forecasting for Financial Risk Management?
    by Peter F. Christoffersen & Francis X. Diebold
  • 1998 "Overreaction" of Asset Prices in General Equilibrium
    by S. Rao Aiyagari & Mark Gertler
  • 1998 Owner-Occupied Housing and the Composition of the Household Portfolio Over the Life-Cycle
    by Marjorie Flavin & Takashi Yamashita
  • 1998 : A Risk Management Approach to Optimal Asset Allocation
    by Thomas J. Flavin & Michael R. Wickens
  • 1998 : A Risk Management Approach to Optimal Asset Allocation
    by Thomas J. Flavin & Michael R. Wickens
  • 1998 Optimal International Asset Allocation and Home Bias
    by Thomas J. Flavin & Michael R. Wickens
  • 1998 Optimal International Asset Allocation and Home Bias
    by Thomas J. Flavin & Michael R. Wickens
  • 1998 Diversity of Opinion and Financing of New Technologies
    by Allen, Franklin & Gale, Douglas
  • 1998 "Overreaction" of Asset Prices in General Equilibrium
    by Aiyagari, S.R. & Gertler, M.
  • 1998 Linear bonds valuation with interest rate models : does it work?
    by Rudy DE WINNE
  • 1998 Risk Aversion, Intertemporal Substitution, and Option Pricing
    by René Garcia & Éric Renault
  • 1998 Buying Back Government Bonds: Mechanics and Other Considerations
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  • 1998 Easing Restrictions on the Stripping and Reconstitution of Government of Canada Bonds
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  • 1997 The Cross Section of Common Stock Returns : A Review of the Evidence and Some New Findings
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  • 1997 An Equilibrium Model with Restricted Stock Market Participation
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  • 1997 Allocation of Economic Competence in Teams : A Comparative Institutional Analysis
    by Pelikan, P
  • 1997 The Emergence of the Euro as an International Currency
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  • 1997 Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations
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  • 1997 Welfare Effects of Income Taxation in a Model of Stochastic Growth
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  • 1997 The Emergence of the Euro as an International Currency
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  • 1997 GARCH for Irregularly Spaced Data: The ACD-GARCH Model
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  • 1996 Financial Markets, Intermediairies, and Intertemporal Smoothing
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  • 1996 Weekends in Malaysia
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  • 1996 Analytic Representations and Approximations to American Option Pricing
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  • 1996 Pension reform, the stock market, capital formation and economic growth: a critical commentary on the World Bank's proposals
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  • 1996 Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance
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  • 1996 Pension Reform, The Stock Market, Capital Formation and Economic Growth: A Critical Commentary on the World Bank's Proposals
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  • 1996 The Spirit of Capitalism and Stock-Market Prices
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  • 1995 Corporate Finance in Developing Countries: New Evidence for India
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  • 1995 Testing the Option Vakue Theory of Irreversible Investment
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  • 1995 Financial Markets and Monetary Policy
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  • 1995 A Direct Translog Model of India's Household Sector Financial Portfolios
    by Ganti Subrahmanyam & Sooraj B. Swami
  • 1995 A Direct Translog Model of India's Household Sector Financial Portfolios
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  • 1995 Equity Trading Practices and Market Structure: Assessing Asset Managers' Demand for Immediacy
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  • 1995 Turning Points in the Civil War: Views from the Greenback Market
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  • 1995 Explaining Asset Bubbles in Japan
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  • 1995 Economic Implications of Changing Share Ownership
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  • 1995 World Income Components: Measuring and Exploiting International Risk Sharing Opportunities
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  • 1995 The Decline of Traditional Banking: Implications for Financial Stabilityand Regulatory Policy
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  • 1994 Are there Psychological Barriers in the Dow-Jones Index?
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  • 1994 The Impact of the Federal Reserve Bank's Open Market Operations
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  • 1994 Does Firm Size Matter? Evidence on the Impacts of Liquidity Constraints on Firm Investment Behaviour in Germany
    by Audretsch, David B & Elston, Julie Ann
  • 1994 Financial Systems in Transition: Is there a Case for a Bank Based System?
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  • 1993 An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns
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  • 1993 Market Discipline
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  • 1993 Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors
    by Guillermo A. Calvo & Leonardo Leiderman & Carmen M. Reinhart
  • 1991 The stock market and economic development: should developing countries encourage stock markets?
    by Singh, Ajit
  • 1991 The stock market and economic development: Should developing countries encourage stock markets?
    by Singh, Ajit
  • 1989 Literature trends on the relationship between finance and economic growth
    by Luis E. Rivero M.
  • 1988 Implications of the Illinois Reemployment Bonus Experiments for Theories of Unemployment and Policy Design
    by Bruce Meyer
  • 1986 Collateral in Banking Policy and Adverse Selection
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  • 1981 Brownian motion in the treasury bill futures market
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  • 1900 Normative Properties Of Stock Market Equilibrium With Moral Hazard
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  • OTC Derivatives Market in India: Recent Regulatory Initiatives and Open Issues for Market Stability and Development
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  • A Random Coefficient Approach to the Predictability of Stock Returns in Panels
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