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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)
Most recent items first, undated at the end.
  • 2014 Price Limit And Stock Volatility In China During Financial Crises
    by Wing Chan, Derek Wang, Terence Chong
  • 2014 Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
    by Furkan Emirmahmutoglu & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta
  • 2014 « Is the proof of the pudding in the eating? » Comparaison entre l’Alternative Investment Market et Alternext
    by Lagneau-Ymonet, Paul & Rezaee, Amir & Riva, Angelo
  • 2014 The cross-market index for volatility surprise
    by Aboura, Sofiane & Chevallier, Julien
  • 2014 Volatility equicorrelation: A cross-market perspective
    by Chevallier, Julien & Aboura, Sofiane
  • 2014 Banking relationships and syndicated loans during the 2008 financial crisis
    by Alexandre, Hervé & Bouaiss, Karima & Refait-Alexandre, Catherine
  • 2014 Autocorrelation in the global stochastic trend
    by Durdyev, Ruslan & Peresetsky, Anatoly
  • 2014 Investment portfolio risk modelling based on hierarchical copulas
    by Penikas, Henry
  • 2014 Testing the Calendar Anomalies for BIST City Indexes with Symmetric and Asymmetric GARCH Models
    by Öyküm Esra AŞKIN & Ali Hakan BÜYÜKLÜ
  • 2014 The causal linkages between sovereign CDS prices for the BRICS and major European economies
    by Stolbov, Mikhail
  • 2014 Illiquidity transmission from spot to futures markets
    by Korn, Olaf & Krischak, Paolo & Theissen, Erik
  • 2014 Consumption-based asset pricing with rare disaster risk
    by Grammig, Joachim & Sönksen, Jantje
  • 2014 Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing
    by Grammig, Joachim & Schaub, Eva-Maria
  • 2014 Investor fears and risk premia for rare events
    by Schwarz, Claudia
  • 2014 Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory
    by David E. Giles & Qinlu Chen
  • 2014 The simplicity of optimal trading in order book markets
    by Paolo Pellizzari & Dan Ladley
  • 2014 A Monte Carlo Method using PDE Expansions for a Diversifed Equity Index Model
    by David Heath & Eckhard Platen
  • 2014 Precious Metals Under the Microscope: A High-Frequency Analysis
    by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.
  • 2014 A Time-Varying Approach of the US Welfare Cost of Inflation
    by Stephen M. Miller & Luis F. Martins & Rangan Gupta
  • 2014 Performance of Utility Based Hedges
    by John Cotter & Jim Hanly
  • 2014 Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?
    by Gozde Gurgun & Ibrahim Unalmis
  • 2014 The Risk Return Relationship: Evidence from Index Return and Realised Variance Series
    by Minxian Yang
  • 2014 Model uncertainty in panel vector autoregressive models
    by Gary Koop & Dimitris Korobilis
  • 2014 Fact and fictions in FX arbitrage processes
    by Rod Cross & Victor Kozyakin
  • 2014 Fiscal and monetary policies in complex evolving economies
    by Mauro Napoletano & Andrea Roventini & Giovanni Dosi & Giorgio Fagiolo & Tania Treibich
  • 2014 Financial Stress Indicator Variables and Monetary Policy in South Africa
    by Leroi Raputsoane
  • 2014 Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective
    by Yoshino, Naoyuki & Taghizadeh-Hesary, Farhad & Hassanzadeh, Ali & Prasetyo, Ahmad Danu
  • 2014 The impact of information flow and trading activity on gold and oil futures volatility
    by Adam Clements & Neda Todorova
  • 2014 A Time-Varying Approach of the US Welfare Cost of Inflation
    by Stephen M. Miller & Luis F. Martins & Rangan Gupta
  • 2014 Fertility Choice and Financial Development
    by Filoso, Valerio & Papagni, Erasmo
  • 2014 Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy
    by Jackowicz, Krzszof & Kowalewski, Oskar & Kozłowski, Łukasz & Roszkowska, Paulina
  • 2014 Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model
    by Su, EnDer
  • 2014 Model Uncertainty in Panel Vector Autoregressive Models
    by Koop, Gary & Korobilis, Dimitris
  • 2014 Book Review – Rethinking Housing Bubbles
    by Bell, Peter Newton
  • 2014 An Empirical Evidence of Dynamic Interaction between institutional fund flows and Stock Market Returns
    by Naik, Pramod Kumar & Padhi, Puja
  • 2014 Inflation and Financial Sector Performance: The Case Of Nigeria
    by Alimi, R. Santos
  • 2014 Determinants of Currency Depreciation in Pakistan
    by Malik, Saif Ullah
  • 2014 Exploiting of fundamental interest rates inefficiency
    by Ivanov, Sergei
  • 2014 Does Human Capital Risk Explain The Value Premium Puzzle?
    by Sylvain, Serginio
  • 2014 A non parametric ACD model
    by Cosma, Antonio & Galli, Fausto
  • 2014 Un modelo TGARCH con una distribución t de Student asimétrica y las hipotesis de racionalidad de los inversionistas bursátiles en Latinoamérica
    by Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio
  • 2014 Retour sur la crise et les politiques mises en œuvre : une perspective autrichienne
    by Facchini, François
  • 2014 Effect of Credit Rating on Firm Performance and Stock Return; Evidence form KSE Listed Firms
    by Rubina Shaheen & Attiya Yasmin Javid
  • 2014 Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market
    by Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama
  • 2014 US Long Term Interest Rates and Capital Flows to Emerging Economies
    by Eduardo Olaberria
  • 2014 Assessing Asset Pricing Models Using Revealed Preference
    by Jonathan B. Berk & Jules H. van Binsbergen
  • 2014 Equilibrium Corporate Finance and Intermediation
    by Alberto Bisin & Piero Gottardi & Guido Ruta
  • 2014 Investment Noise and Trends
    by Robert F. Stambaugh
  • 2014 Scale and Skill in Active Management
    by Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor
  • 2014 Does Local Governments' Budget Deficit Push Up Housing Prices in China?
    by Guiying Laura WU & Qu FENG & Pei LI
  • 2014 Intertemporal equilibrium with production: bubbles and efficiency
    by Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham
  • 2014 On existence and bubbles of Ramsey equilibrium with borrowing constraints
    by Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller
  • 2014 Why prediction markets work : The role of information acquisition and endogenous weighting
    by Siemroth, Christoph
  • 2014 Examining real interest parity: which component reverts quickest and in which regime?
    by Kavita Sirichand & Andrew Vivian & Mark E.Wohar
  • 2014 Building reputation on the syndicated lending market: A participant bank perspective
    by Marie-Hélène Broihanne & Christophe Godlewski
  • 2014 The change of correlation structure across industries:an analysis in the regime-switching framework
    by Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai
  • 2014 Policy Duration Effects, Quantitative Monetary Easing Policy, and Economic Growth: Evidence from Japanese Time Series Data
    by Masafumi Kozuka
  • 2014 The Extent and Cyclicality of Career Changes: Evidence for the U.K
    by Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo
  • 2014 Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations
    by Schwandt, Hannes
  • 2014 Market vs. Residence Principle: Experimental Evidence on the Effects of a Financial Transaction Tax
    by Huber, Jürgen & Kirchler, Michael & Kleinlercher, Daniel & Sutter, Matthias
  • 2014 EU Finance Ministers, Capital Markets and Fiscal Outcomes
    by António Afonso & Maria João Guedes
  • 2014 Testing for asymmetric causality from U.S. equity returns to commodity futures returns
    by Duc Khuong Nguyen & Ricardo M. Sousa & Gazi Salah Uddin
  • 2014 A Time-Varying Approach of the US Welfare Cost of Inflation
    by Stephen M. Miller & Luis Filipe Martins & Rangan Gupta
  • 2014 Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
    by Furkan Emirmahmutoglu & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta
  • 2014 Evolution of Monetary Policy in the US: The Role of Asset Prices
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta
  • 2014 A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates
    by Jean-Michel Sahut
  • 2014 Intertemporal equilibrium with production: bubbles and efficiency
    by Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham
  • 2014 Investor Following and Volatility: A GARCH Approach
    by Amal Aouadi & Mohamed Arouri & Frédéric Teulon
  • 2014 Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis
    by Fredj Jawadi & Nabila Jawadi & Waël Louhichi
  • 2014 Stock returns and Inflation in Pakistan
    by Mohamed Arouri & Aviral Kumar Tiwari & Arif Billah Dar & Niyati Bhanja & FrédéricTeulon
  • 2014 On existence and bubbles of Ramsey equilibrium with borrowing constraints
    by Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller
  • 2014 The “Inflow-Effect” – Trader Inflow and Bubble Formation in Asset Markets
    by Michael Kirchler & Caroline Bonn & Jürgen Huber & Michael Razen
  • 2014 Nonparametric Test for a Constant Beta over a Fixed Time Interval
    by Markus Reiß & Viktor Todorov & George Tauchen &
  • 2014 Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange
    by Jørgensen, Kjell & Skjeltorp, Johannes Atle & Ødegaard, Bernt Arne
  • 2014 Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2013
    by Odegaard, Bernt Arne
  • 2014 A Leverage-Based Measure of Financial Instability
    by Tepper, Alexander & Borowiecki, Karol Jan
  • 2014 Recursive utility and jump-diffusions
    by Aase, Knut K.
  • 2014 Heterogeniety and limited stock market Participation
    by Aase, Knut K.
  • 2014 Recursive utility with dependence on past consumption; the continuous-time model
    by Aase, Knut K.
  • 2014 Descriptive analysis of the Finnish stock market: Part II
    by Nyberg, Peter & Vaihekoski, Mika
  • 2014 Financial development and patterns of industrial specialization: Regional evidence from China
    by He , Qing & Xue, Chang & Zhu, Chenqi
  • 2014 Politically connected firms in Poland and their access to bank financing
    by Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski , Oskar & Kozlowski , Lukasz
  • 2014 Herding Behavior in the Stock Market: An Empirical Analysis of the Egyptian Exchange
    by Dalia El-Shiaty & Ahmed Abdelmotelib Badawi
  • 2014 A leverage-based measure of financial instability
    by Tepper, Alexander & Borowiecki, Karol Jan
  • 2014 Understanding mortgage spreads
    by Boyarchenko, Nina & Fuster, Andreas & Lucca, David O.
  • 2014 Arbitrage-free affine models of the forward price of foreign currency
    by Durham, J. Benson
  • 2014 The Over-the-Counter Theory of the Fed Funds Market: A Primer
    by Afonso, Gara M. & Lagos, Ricardo
  • 2014 Trade Dynamics in the Market for Federal Funds
    by Afonso, Gara M. & Lagos, Ricardo
  • 2014 Estimating U.S. Cross-Border Securities Positions: New Data and New Methods
    by Bertaut, Carol C. & Judson, Ruth
  • 2014 The extent and cyclicality of career changes: evidence for the U.K
    by Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo
  • 2014 Housing Provision, Finance, and Well-Being in Europe
    by Mary Robertson
  • 2014 Risk Allocation under Liquidity Constraints
    by Péter Csóka & P. Jean-Jacques Herings
  • 2014 Market vs. residence principle : experimental evidence on the effects of a financial transaction tax
    by Jürgen Huber & Michael Kirchler & Daniel Kleinlercher & Matthias Sutter
  • 2014 The Extent and Cyclicality of Career Changes: Evidence for the UK
    by Carlos Carillo-Tudela (University of Essex, CESifo and IZA ), Bart Hobijn (Federal Reserve Bank of San Francisco), Powen She (University of Essex) and Ludo Visschers (The University of Edinburgh, Universidad Carlos III and CESifo)
  • 2014 A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion
    by Bertrand Caudelon & Sessi Tokpavi
  • 2014 Asymmetric Information and Roll-Over Risk
    by Philipp König & David Pothier
  • 2014 Properties of risk capital allocation methods: Core Compatibility, Equal Treatment Property and Strong Monotonicity
    by Balog, Dóra & Bátyi, Tamás László & Csóka, Péter & Pintér, Miklós
  • 2014 On the impossibility of fair risk allocation
    by Csóka, Péter & Pintér, Miklós
  • 2014 Toxic Arbitrage
    by Foucault, Thierry & Kozhan, Roman & Tham, Wing Wah
  • 2014 Asset Prices in a Lifecycle Economy
    by Farmer, Roger E A
  • 2014 Scale and Skill in Active Management
    by Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian
  • 2014 Financial Development and Sustainable Exports: Evidence from Firm-Product Data
    by Melise Jaud & Madina Kukenova & Martin Strieborny
  • 2014 Credit Risk in General Equilibrium
    by Jürgen Eichberger & Klaus Rheinberger & Martin Summer
  • 2014 Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations
    by Hannes Schwandt
  • 2014 An Alternative Way To Track The Hot Money In Turbulent Times
    by Ahmet Sensoy
  • 2014 The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings
    by A. Bernales
  • 2014 An indicator of systemic liquidity risk in the Italian financial markets
    by Eleonora Iachini & Stefano Nobili
  • 2014 Correlations
    by Paul Ehling & Christian Heyerdahl-Larsen
  • 2014 Improving Overnight Loan Identification in Payments Systems
    by Mark Rempel
  • 2014 Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets
    by Giovanni Giusti & Janet Hua Jiang & Yiping Xu
  • 2014 The causal linkages between sovereign CDS prices for the BRICS and major European economies
    by Stolbov, Mikhail
  • 2014 Corporate Governance at the Influence of the Corporate Performance? Empirical Evidence on Companies Listed on Bucharest Stock Exchange
    by Georgeta VINTILA & Florinita DUCA
  • 2014 Interdependence Of International Capital Markets
    by Baresa, Suzana & Bogdan, Sinisa & Ivanovic, Zoran
  • 2014 Testing of Value Relevance of Accounting Measures Based on IFRS in Borsa Istanbul Equity Market
    by Ulusan, Hikmet & Ata, H. Ali
  • 2014 Month Related Seasonality on the Macedonian Stock Market
    by Angelovska, Julijana
  • 2014 Long-run equilibrium relationships in the international stock market factor systems
    by Hyung-Suk Choi
  • 2014 A survey of empirical studies on international risk sharing
    by Eleonora Pierucci
  • 2014 Financial Development and Innovation Activity: Evidence from Selected East Asian Countries
    by Lain-Tze Tee & Soo-Wah Low & Si-Roei Kew & Noor A. Ghazali
  • 2014 Simulating Bivariate Stationary Processes with Scale-Specific Characteristics
    by Milan Bašta
  • 2014 Risk-Bearing Capacity of Households – Linking Micro-Level Data to the Macroprudential Toolkit
    by Nicolas Albacete & Judith Eidenberger & Gerald Krenn & Peter Lindner & Michael Sigmund
  • 2014 Should Banks' Stress Test Results be Disclosed? An Analysis of the Costs and Benefits
    by Goldstein, Itay & Sapra, Haresh
  • 2014 The Efficiency of Foreign Exchange Markets in Pakistan: An Empirical Analysis
    by Rizwana Bashir & Rabia Shakir & Badar Ashfaq & Atif Hassan
  • 2014 Tracking the Evolution of Idiosyncratic Risk and Cross-Sectional Expected Returns for US REITs
    by Nusret Cakici & Isil Erol & Dogan Tirtiroglu
  • 2014 Determinants of non-performing loans in Central and Eastern European countries
    by Bruna Skarica
  • 2014 Real Term Structure and Inflation Compensation in the Euro Area
    by Marcello Pericoli
  • 2014 The Volatility of Market Risk In Viet Nam Listed Public Utilities Company Groups during and after the Financial Crisis 2007-2009
    by Dinh Tran Ngoc Huy
  • 2014 The Halloween Effect Evidence from Romania
    by Dragos Stefan Oprea
  • 2014 The Fisher effect: Evidence from the Romanian Stock Market
    by Dragos Stefan Oprea
  • 2014 Financial Development-Economic Growth Nexus : A Panel Data Analysis Upon Oecd Countries
    by AKINCI, Gテ鋒テ廰 Yテ廚E & AKINCI, MERTER & YILMAZ, テ邦ER
  • 2014 The Interaction of Mutual Fund Flows and Stock Returns: Evidence From The Turkish Capital Market
    by Berna AYDOGAN & Gulin VARDAR & Gokce TUNC
  • 2014 The Effects of Terrorism on Turkish Stock Market
    by Mine AKSOY
  • 2014 Cross-national differences in access to finance: Influence of culture and institutional environments
    by Aggarwal, Raj & Goodell, John W.
  • 2014 Value versus growth in IPOs: New evidence from Finland
    by Hahl, Teemu & Vähämaa, Sami & Äijö, Janne
  • 2014 Should hedge funds be cautious reporting high returns?
    by Auer, Benjamin R.
  • 2014 Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets
    by Apergis, Nicholas & Payne, James E.
  • 2014 Market liquidity and bank-dominated corporate governance: Evidence from Japan
    by Sakawa, Hideaki & Ubukata, Masato & Watanabel, Naoki
  • 2014 Stock returns with consumption and illiquidity risks
    by Márquez, Elena & Nieto, Belén & Rubio, Gonzalo
  • 2014 Has there been any change in the comovement between the Chinese and US stock markets?
    by Zhang, Bing & Li, Xiao-Ming
  • 2014 Implications of limited investor attention to customer–supplier information transfers
    by Zhu, Hui
  • 2014 The Shariah compliance challenge in Islamic bond markets
    by Azmat, Saad & Skully, Michael & Brown, Kym
  • 2014 IPO firm value and its connection with cornerstone and wider signalling effects
    by McGuinness, Paul B.
  • 2014 False discoveries in the performance of Australian managed funds
    by Kim, Sangbae & In, Francis & Ji, Philip Inyeob & Park, Raphael Jonghyeon
  • 2014 Value investing and technical analysis in Taiwan stock market
    by Ko, Kuan-Cheng & Lin, Shinn-Juh & Su, Hsiang-Ju & Chang, Hsing-Hua
  • 2014 The house money and break-even effects for different types of traders: Evidence from Taiwan futures markets
    by Huang, Yu Chuan & Chan, Shu Hui
  • 2014 Finance, growth and quantile parameter heterogeneity
    by Andini, Monica & Andini, Corrado
  • 2014 Speculators, commodities and cross-market linkages
    by Büyükşahin, Bahattin & Robe, Michel A.
  • 2014 News-driven return reversals: Liquidity provision ahead of earnings announcements
    by So, Eric C. & Wang, Sean
  • 2014 Macroeconomic risk and hedge fund returns
    by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O.
  • 2014 Income hedging and portfolio decisions
    by Bonaparte, Yosef & Korniotis, George M. & Kumar, Alok
  • 2014 Mortgage convexity
    by Hanson, Samuel G.
  • 2014 Trading networks and liquidity provision
    by Cohen-Cole, Ethan & Kirilenko, Andrei & Patacchini, Eleonora
  • 2014 The role of stock ownership by US members of Congress on the market for political favors
    by Tahoun, Ahmed
  • 2014 Overcoming limits of arbitrage: Theory and evidence
    by Hombert, Johan & Thesmar, David
  • 2014 House price dynamics with dispersed information
    by Favara, Giovanni & Song, Zheng
  • 2014 Competitive rational expectations equilibria without apology
    by Kovalenkov, Alexander & Vives, Xavier
  • 2014 Dynamic correlation structure and security risk
    by Vozlyublennaia, Nadia & Meshcheryakov, Artem
  • 2014 The impact of competition and information on intraday trading
    by Malinova, Katya & Park, Andreas
  • 2014 The information content of option ratios
    by Blau, Benjamin M. & Nguyen, Nga & Whitby, Ryan J.
  • 2014 Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents
    by Park, Beum-Jo
  • 2014 Are unsolicited ratings biased? Evidence from long-run stock performance
    by Byoun, Soku & Fulkerson, Jon A. & Han, Seung Hun & Shin, Yoon S.
  • 2014 Clustering of intraday order-sizes by uninformed versus informed traders
    by Garvey, Ryan & Wu, Fei
  • 2014 Investor attention, index performance, and return predictability
    by Vozlyublennaia, Nadia
  • 2014 Does gold offer a better protection against losses in sovereign debt bonds than other metals?
    by Agyei-Ampomah, Sam & Gounopoulos, Dimitrios & Mazouz, Khelifa
  • 2014 Cojumps in stock prices: Empirical evidence
    by Gilder, Dudley & Shackleton, Mark B. & Taylor, Stephen J.
  • 2014 Flexible dependence modeling of operational risk losses and its impact on total capital requirements
    by Brechmann, Eike & Czado, Claudia & Paterlini, Sandra
  • 2014 Speed, algorithmic trading, and market quality around macroeconomic news announcements
    by Scholtus, Martin & van Dijk, Dick & Frijns, Bart
  • 2014 Volatility spreads and earnings announcement returns
    by Atilgan, Yigit
  • 2014 Commitment to social good and insider trading
    by Gao, Feng & Lisic, Ling Lei & Zhang, Ivy Xiying
  • 2014 Does high-quality corporate communication reduce insider trading profitability?
    by Van Geyt, Debby & Van Cauwenberge, Philippe & Vander Bauwhede, Heidi
  • 2014 Political uncertainty and financial market uncertainty in an Australian context
    by Smales, Lee A.
  • 2014 Trading volume, realized volatility and jumps in the Australian stock market
    by Shahzad, Hassan & Duong, Huu Nhan & Kalev, Petko S. & Singh, Harminder
  • 2014 The impact of currency movements on asset value correlations
    by Byström, Hans
  • 2014 Stress-testing macro stress testing: Does it live up to expectations?
    by Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas
  • 2014 Short sales and class-action lawsuits
    by Blau, Benjamin M. & Tew, Philip L.
  • 2014 A comprehensive study of liquidity before and after SEOs and SEO underpricing
    by He, Yan & Wang, Junbo & John Wei, K.C.
  • 2014 The delta- and vega-related information content of near-the-money option market trading activity
    by Rourke, Thomas
  • 2014 The relative contribution of ask and bid quotes to price discovery
    by Pascual, Roberto & Pascual-Fuster, Bartolomé
  • 2014 Delta and vega exposure trading in stock and option markets
    by Maraachlian, Hilda & Rourke, Thomas
  • 2014 VPIN and the Flash Crash: A rejoinder
    by Easley, David & López de Prado, Marcos M. & O'Hara, Maureen
  • 2014 Aggregate short selling, commonality, and stock market returns
    by Lynch, Andrew & Nikolic, Biljana & Yan, Xuemin (Sterling) & Yu, Han
  • 2014 Contagion effect on bond portfolio risk measures in a hybrid credit risk model
    by Boudreault, Mathieu & Gauthier, Geneviève & Thomassin, Tommy
  • 2014 Consumer attitudes, stock market liquidity, and the macro economy: A Canadian perspective
    by Smimou, K.
  • 2014 Textual sentiment in finance: A survey of methods and models
    by Kearney, Colm & Liu, Sha
  • 2014 Oil price risk exposure: The case of the U.S. Travel and Leisure Industry
    by Mohanty, Sunil & Nandha, Mohan & Habis, Essam & Juhabi, Eid
  • 2014 Risk-free rate effects on conditional variances and conditional correlations of stock returns
    by Palandri, Alessandro
  • 2014 Using local Gaussian correlation in a nonlinear re-examination of financial contagion
    by Støve, Bård & Tjøstheim, Dag & Hufthammer, Karl Ove
  • 2014 Market impacts of trades for stocks listed on the Borsa Istanbul
    by Aktas, Osman Ulas & Kryzanowski, Lawrence
  • 2014 Does the decision to issue public debt affect firm valuation? Russian evidence
    by Davydov, Denis & Nikkinen, Jussi & Vähämaa, Sami
  • 2014 The impact of different incentive schemes on asset prices
    by Kleinlercher, Daniel & Huber, Jürgen & Kirchler, Michael
  • 2014 Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan
    by Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan
  • 2014 Enhanced index tracking with multiple time-scale analysis
    by Li, Qian & Bao, Liang
  • 2014 Are Dow Jones Islamic equity indices exposed to interest rate risk?
    by Shamsuddin, Abul
  • 2014 Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market
    by Al-Shboul, Mohammad & Anwar, Sajid
  • 2014 Calendar anomalies in cash and stock index futures: International evidence
    by Floros, Christos & Salvador, Enrique
  • 2014 How beneficial was the Great Moderation after all?
    by Pancrazi, Roberto
  • 2014 Heterogeneous beliefs in over-the-counter markets
    by De Kamps, Marc & Ladley, Daniel & Simaitis, Aistis
  • 2014 Do option-like incentives induce overvaluation? Evidence from experimental asset markets
    by Holmen, Martin & Kirchler, Michael & Kleinlercher, Daniel
  • 2014 Capital, credit constraints and the comovement between consumer durables and nondurables
    by Chen, Been-Lon & Liao, Shian-Yu
  • 2014 Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models
    by Serpil TURKYILMAZ & Mesut BALIBEY
  • 2014 Long Memory Analysis: An Empirical Investigation
    by Rafik Nazarian & Esmaeil Naderi & Nadiya G. Alikhani & Ashkan Amiri
  • 2014 Hedging Strategy Using Copula and Nonparametric Methods: Evidence from China Securities Index Futures
    by Zhiyuan Pan & Xianchao Sun
  • 2014 Cotización bursátil y creación de empleo: un análisis empírico para el mercado de valores español
    by Susana Álvarez Otero
  • 2014 Modelos de cálculo de las betas a aplicar en el Capital Asset Pricing Model: el caso de Argentina
    by Carlos E. Martínez & Juan S. Ledesma & Alfredo O. Russo
  • 2014 Influencia del gobierno corporativo en el costo de capital proveniente de la emisión de deuda
    by Diógenes Lagos Cortés & Carlos Enrique Vecino Arenas
  • 2014 Crédito privado, crédito bancario y producto interno bruto: evidencia para una muestra suramericana
    by Víctor Alexánder Díaz España
  • 2014 The Impact Of Auditor`S Opinion On Earnings Management: Evidence From Romania
    by Andra GAJEVSZKY
  • 2014 Conventional and Islamic stock price performance: An empirical investigation
    by Fredj Jawadi & Nabila Jawadi & Waël Louhichi
  • 2014 The dynamics of European banking union: the process of its making and its role in future financial and economic integration
    by Michael Clauss
  • 2014 What determines return risks for bank equities in Turkey?
    by Emre Ozsoz & Erick W. Rengifo & Mustapha A. Akinkunmi
  • 2014 Financial structure and growth
    by Leonardo Gambacorta & Jing Yang & Kostas Tsatsaronis
  • 2014 Prevention, monitoring and control irregularities in obtaining and use of European non-reimbursable funds
    by Daciana Ionela NEAMÞIU
  • 2014(XXIV) Analyzing The Relationship Between Eonia And Eoniaswap Rates. A Cointegration Approach
    by Codruta Maria FAT & Simona MUTU
  • 2013 Pruebas de Tensión al Sistema Bancario Boliviano
    by Garrón Vedia, Ignacio & Aliaga Lordemann, Javier
  • 2013 Time-Varying Effects of Housing and Stock Prices on U.S. Consumption
    by Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye
  • 2013 Recursive utility and disappearing puzzles for discrete-time models
    by Aase, Knut K.
  • 2013 Recursive utility and disappearing puzzles for continuous-time models
    by Aase, Knut K.
  • 2013 Identifying Cross-Sided Liquidity Externalities
    by Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham
  • 2013 CRRA Utility Maximization under Risk Constraints
    by Moreno-Bromberg, Santiago & Pirvu, Traian A. & Réveillac, Anthony
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  • 2012 From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks
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    by C. Liberati & M. Marzo & P. Zagaglia & P. Zappa
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    by Marcello Pericoli
  • 2012 Real term structure and inflation compensation in the euro area
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    by Galo Nuño & Carlos Thomas
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    by Jianfeng Yu
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    by Niyati Bhanja & Arif Billah Dar & Aviral Kumar Tiwari & Olaolu Richard Olayeni
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    by Radu Ioana & Sava Catalina Claudia
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    by Georgeta VINTILA & Floriniþa DUCA
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    by Munteanu Irena
  • 2012 The Role of Stock Exchange in Romanian Market Capital Development
    by Oana Caliþoiu
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  • 2012 Belgium’s progress towards SEPA – the Single Euro Payments Area
    by J. Vermeulen
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    by Shah Khalid & Wali Ullah & Fazli Rabbi
  • 2012 What Determines The Capital Structure Of Listed Firms In Romania
    by Florinita Duca
  • 2012 Oil Prices and Stock Prices of Alternative Energy Companies: Time Varying Relationship with Recent Evidence
    by Alex YiHou Huang & Chiao-Ming Cheng & Wen-Cheng Hu & Chih-Chun Chen
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    by Werner Kristjanpoller Rodriguez
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    by Imroze Nandha & Harminder Singh & Randy Silvers
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    by Hsinan Hsu & Emily Ho
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    by Bahattin Büyüksahin & Michel A. Robe
  • 2012 Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange
    by Ceylan Onay & Gözde Ünal
  • 2012 An empirical analysis of dynamic relationship between stock market and bond market based on information shocks
    by Qiang Chen & Daolun Chen & YuTing Gong
  • 2012 An empirical analysis of corporate insiders' trading performance
    by Qin Lei & Murli Rajan & Xuewu Wang
  • 2012 Impact of Macroeconomic Surprises from Mexico and the United States on the Mexican Stock Market
    by Rodolfo Cermeño Bazán & M. Pavel Solís Montes
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  • 2012 The preponderant causes of the USA banking crisis 2007–08
    by Pol, Eduardo
  • 2012 Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt
    by Dunbar, Kwamie & Amin, Abu S.
  • 2012 Firm Market Performance and Volatility in a National Real Estate Sector
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    by Miralles-Marcelo, José Luis & Miralles-Quirós, María del Mar & Miralles-Quirós, José Luis
  • 2012 The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?
    by Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui
  • 2012 Co-movement of oil and stock prices in the GCC region: A wavelet analysis
    by Akoum, Ibrahim & Graham, Michael & Kivihaho, Jarno & Nikkinen, Jussi & Omran, Mohammed
  • 2012 Intraday dynamics of volatility and duration: Evidence from Chinese stocks
    by Liu, Chun & Maheu, John M.
  • 2012 How do investors react under uncertainty?
    by Bird, Ron & Yeung, Danny
  • 2012 The effects of Bank of Japan’s liquidity provision on the year-end premium
    by Hirose, Yasuo & Ohyama, Shinsuke & Taniguchi, Ken
  • 2012 Do external political pressures affect the Renminbi exchange rate?
    by Liu, Li-Gang & Pauwels, Laurent L.
  • 2012 No contagion, only globalization and flight to quality
    by Brière, Marie & Chapelle, Ariane & Szafarz, Ariane
  • 2012 How the Subprime Crisis went global: Evidence from bank credit default swap spreads
    by Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio
  • 2012 Systematic risk and the cross section of hedge fund returns
    by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur
  • 2012 Displacement risk and asset returns
    by Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros
  • 2012 Properties of foreign exchange risk premiums
    by Sarno, Lucio & Schneider, Paul & Wagner, Christian
  • 2012 Complicated firms
    by Cohen, Lauren & Lou, Dong
  • 2012 Irrationality and beliefs in a laboratory asset market: Is it me or is it you?
    by Ackert, Lucy F. & Kluger, Brian D. & Qi, Li
  • 2012 Estimating behavioural heterogeneity under regime switching
    by Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan
  • 2012 Do financial systems converge? New evidence from financial assets in OECD countries
    by Bruno, Giuseppe & De Bonis, Riccardo & Silvestrini, Andrea
  • 2012 Forecasting the performance of hedge fund styles
    by Olmo, José & Sanso-Navarro, Marcos
  • 2012 Option trading: Information or differences of opinion?
    by Choy, Siu Kai & Wei, Jason
  • 2012 False discoveries in volatility timing of mutual funds
    by Kim, Sangbae & In, Francis
  • 2012 A decision-theoretic foundation for reward-to-risk performance measures
    by Schuhmacher, Frank & Eling, Martin
  • 2012 The week-of-the-year effect: Evidence from around the globe
    by Levy, Tamir & Yagil, Joseph
  • 2012 Revisiting the empirical linkages between stock returns and trading volume
    by Chen, Shiu-Sheng
  • 2012 Market power and reputational concerns in the ratings industry
    by Mariano, Beatriz
  • 2012 Extreme downside risk and expected stock returns
    by Huang, Wei & Liu, Qianqiu & Ghon Rhee, S. & Wu, Feng
  • 2012 Earnings conference calls and stock returns: The incremental informativeness of textual tone
    by Price, S. McKay & Doran, James S. & Peterson, David R. & Bliss, Barbara A.
  • 2012 A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns
    by Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D.
  • 2012 The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
    by Murtazashvili, Irina & Vozlyublennaia, Nadia
  • 2012 Trading frequency and volatility clustering
    by Xue, Yi & Gençay, Ramazan
  • 2012 The politics of financial development: The role of interest groups and government capabilities
    by Becerra, O. & Cavallo, E. & Scartascini, C.
  • 2012 The impact of unconventional monetary policy on the market for collateral: The case of the French bond market
    by Avouyi-Dovi, Sanvi & Idier, Julien
  • 2012 The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data
    by Mun, Kyung-Chun
  • 2012 Do industries matter in explaining stock returns and asset-pricing anomalies?
    by Chou, Pin-Huang & Ho, Po-Hsin & Ko, Kuan-Cheng
  • 2012 Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system
    by Fan, Longzhen & Tian, Shu & Zhang, Chu
  • 2012 High-frequency financial data modeling using Hawkes processes
    by Chavez-Demoulin, V. & McGill, J.A.
  • 2012 Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition
    by Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A.
  • 2012 Financial crisis, structure and reform
    by Allen, Franklin & Gu, Xian & Kowalewski, Oskar
  • 2012 The determinants and long-term projections of saving rates in Developing Asia
    by Horioka, Charles Yuji & Terada-Hagiwara, Akiko
  • 2012 Analysts' industry expertise
    by Kadan, Ohad & Madureira, Leonardo & Wang, Rong & Zach, Tzachi
  • 2012 Earnings announcements and attention constraints: The role of market design
    by Chakrabarty, Bidisha & Moulton, Pamela C.
  • 2012 Profitability of pairs trading strategy in an illiquid market with multiple share classes
    by Broussard, John Paul & Vaihekoski, Mika
  • 2012 An intertemporal capital asset pricing model with heterogeneous expectations
    by Koutmos, Dimitrios
  • 2012 Selectivity and timing performance of UK investment trusts
    by Bangassa, Kenbata & Su, Chen & Joseph, Nathan L.
  • 2012 Recent trends in relative performance of global equity markets
    by Galagedera, Don U.A.
  • 2012 A variable impact neural network analysis of dividend policies and share prices of transportation and related companies
    by Abdou, Hussein A. & Pointon, John & El-Masry, Ahmed & Olugbode, Moji & Lister, Roger J.
  • 2012 30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements
    by Smales, Lee A.
  • 2012 The role of data limitations, seasonality and frequency in asset pricing models
    by Murtazashvili, Irina & Vozlyublennaia, Nadia
  • 2012 Commodity volatility breaks
    by Vivian, Andrew & Wohar, Mark E.
  • 2012 Excess based allocation of risk capital
    by van Gulick, Gerwald & De Waegenaere, Anja & Norde, Henk
  • 2012 Anything wrong with breaking a buck? An empirical evaluation of NASDAQ's $1 minimum bid price maintenance criterion
    by Rhee, S. Ghon & Wu, Feng
  • 2012 Do expected business conditions explain the value premium?
    by Fong, Wai Mun
  • 2012 The impact of naked short selling on the securities lending and equity market
    by Lecce, Steven & Lepone, Andrew & McKenzie, Michael D. & Segara, Reuben
  • 2012 What does PIN identify? Evidence from the T-bill market
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  • 2012 GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case
    by Simonato, Jean-Guy
  • 2012 Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory
    by Jarrow, Robert & Protter, Philip
  • 2012 Investor sentiment and stock returns: Wenchuan Earthquake
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  • 2011 Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
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    by Petr Musílek
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    by Volosovych, Vadym
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    by Greenwood, Robin & Thesmar, David
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    by CORNELIA POP
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    by Mihaela IONASCU
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    by Zsolt Darvas & Jakob Weizsäcker
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    by Svetlana Vlady & Ekrem Tufan, PhD
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    by Svetlana Vlady & Ekrem Tufan & Bahattin Hamarat
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    by Ioan E. NISTOR & Ioana RADU
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    by Laura Daniela TANASE (ROSCA)
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    by Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong
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    by Knebel Baggio, Daniel & Ferruz Agudo, Luis & Marco Sanjuán, Isabel
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    by Lischewski, Judith & Voronkova, Svitlana
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    by Schulz, Frowin C.
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    by Schulz, Frowin C.
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    by Hautsch, Nikolaus & Podolskij, Mark
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    by Draus, Sarah
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    by Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y.
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    by Grammig, Joachim G. & Peter, Franziska J.
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    by Pütz, Alexander & Ruenzi, Stefan
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    by Gabriele Di Filippo
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    by Krzysztof Kontek
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    by Peter Chobanov & Amine Lahiani & Nikolay Nenovsky
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    by Michael Donadelli & Federico Silvestri
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    by Bertrand B. Maillet & Jean-Philippe R. Médecin
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    by Fernandez-Pol, Eduardo
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    by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard
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    by John Cotter & Jim Hanly
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    by John Cotter & Jim Hanly
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    by Moinas, Sophie
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    by Chun Liu & John M Maheu
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    by Thomas Hemmelgarn & Gaetan Nicodeme
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    by Thomas Hemmelgarn & Gaëtan Nicodème
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    by N.Z Mandimika & Z. Chinzara
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    by Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis
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    by Bhattacharyay, Biswa
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    by Elena Andreou & Eric Ghysels & Andros Kourtellos
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    by Paola Brighi & Stefano d’Addona & Antonio Carlo Francesco Della Bina
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    by Theodore Panagiotidis
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    by Paul Alagidede & Theodore Panagiotidis
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    by Humala, Alberto & Rodriguez, Gabriel
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    by Ralf Becker & Adam Clements
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    by Zawadzki, Krystian & Lewicka, Marta
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    by Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel
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    by Stefanescu, Razvan & Dumitriu, Ramona
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    by Guzman, Giselle C.
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    by Reiffen, David & Buyuksahin, Bahattin
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    by MAKU, Olukayode E. & ATANDA, Akinwande Abdulmaliq
  • 2010 2008 SEC short selling ban: impacts on the credit default swap market
    by Courtney, Samuel
  • 2010 2008 SEC short selling ban: impacts on the credit default swap market
    by Courtney, Samuel
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    by Sarath Chandran, B.P. & Manju, T.K.
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    by Vo, Xuan Vinh
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    by Vo, Xuan Vinh & Batten, Jonathan
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    by Loukil, Nadia & Yousfi, Ouidad
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    by Loukil, Nadia & Yousfi, Ouidad
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    by Gete, Pedro & Porchia, Paolo
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    by Kucuk, Ugur N.
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    by Nicolau, Mihaela
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    by Ramosaj, Berim
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    by Shaikh, Salman & Saeed, Shan
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    by Waśniewski, Krzysztof
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    by Csóka, Péter & Pintér, Miklós
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    by Hatemi-J, Abdulnasser & El-Khatib, Youssef
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    by Nicolau, Mihaela
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    by Abdel Aal Mahmoud, Ashraf
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    by Siddiqi, Hammad
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    by Iqbal, Javed & Azher, Sara & Ijza, Ayesha
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    by Emenike, Kalu O.
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    by Hassan, Gazi & Hisham, Al refai
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    by Su, Yongyang
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    by Dominique, C-Rene & Rivera-Solis, Luis Eduardo & Des Rosiers, Francois
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    by Sarno, Lucio & Schneider, Paul & Wagner, Christian
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    by Chen, Hui & Parsley, David & Yang, Ya-wen
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    by Moawia, Alghalith
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    by Smant, David / D.J.C.
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    by Shaikh, Salman
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    by Eduardo Morón & Johanna Tejada & Alonso Villacorta
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    by Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard
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    by Kitty Moloney & Srinivas Raghavendra
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    by Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz
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    by Jeffrey Wurgler
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    by Ian Martin
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    by John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock
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    by Lucian A. Bebchuk & Alma Cohen & Charles C.Y. Wang
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    by George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan
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    by Robert S. Gibbons & Richard T. Holden & Michael L. Powell
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    by Lubos Pastor & Robert F. Stambaugh
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    by Pierre-André Maugis
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    by Alexander Subbotin & Thierry Chauveau
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    by Dominique Guegan & Chafic Merhy
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    by Zsolt Darvas & Jakob von Weizsäcker
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    by Stacey Schreft & Adam Bold
  • 2010 An out-of-sample test for nonlinearity in financial time series: An empirical application
    by Theodore Panagiotidis
  • 2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
    by Paul Alagidede & Theodore Panagiotidis
  • 2010 Size, Book-to-Market Ratio and Macroeconomic News
    by Tolga Cenesizoglu
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    by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante
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    by Gann, Philipp & Kretzschmar, Anne & Rudolph, Bernd
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    by Shaneera Boolell-Gunesh & Marie-Hélène Broihanne & Maxime Merli
  • 2010 Trading activity and Overconfidence: First Evidence from a large European Database
    by Shaneera Boolell-Gunesh & Maxime Merli
  • 2010 Why a Diversified Portfolio Should Include African Assets
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang
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    by Paul Alagidede & Theodore Panagiotidis
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    by Günter Franke & Ferdinand Graf
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    by Elena Márquez & Belén Nieto Doménech & Gonzalo Rubio Irigoyen
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    by António Afonso & Christophe Rault
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    by Susan Thomas
  • 2010 Hidden Limit Orders and Liquidity in Order Driven Markets
    by Moinas, Sophie
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    by Oscar Becerra & Eduardo Cavallo & Carlos Scartascini
  • 2010 Contribución del sistema de pensiones privado de capitalización individual al desarrollo del mercado de capitales en Bolivia 1997-2009
    by Pamela Córdova Olivera
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    by Cristian Ricardo Nogales Carvajal & Carlos Alberto Foronda Rojas
  • 2010 Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence
    by Nikolaus Hautsch & Mark Podolskij
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    by Eric Girardin & Dijun Tan & Woon K. Wong
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    by Jacob, Martin
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    by Valseth, Siri
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    by Jørgensen, Kjell & Valseth, Siri
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    by Nordal, Kjell Bjorn & Naes, Randi
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    by Skjeltorp, Johannes A & Odegaard, Bernt Arne
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    by Bakke, Einar & Leite, Tore E. & Thorburn, Karin S.
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    by Johansson, Anders C.
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    by Andersen, Steffen & Meisner Nielsen, Kasper
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    by Nanda, Ramana
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    by Zsolt Darvas & Jakob von Weizs„cker
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    by Emmanuel PETIT (GREThA UMR CNRS 5113)
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    by Mario Cerrato & Hyunsok Kim & Ronald MacDonald
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    by Constantinos Kardaras
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    by Susan V. Scott & Carolyn Paris
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    by Paolo Spada & Raymond Vreeland
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    by Javed Iqbal & Sara Azher & Ayesha Ijaz
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    by Volker Krätschmer
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    by Peter C. B. Phillips & Yangru Wu & Jun Yu
  • 2007 Share Price Disparity in Chinese Stock Markets
    by Tom Fong & Alfred Wong & Ivy Yong
  • 2007 Measuring Market Sentiment in Hong Kong's Stock Market
    by Ip-wing Yu & Chi-sang Tam
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    by Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel
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    by Buti, Sabrina
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    by Giannetti, Mariassunta & Yu, Xiaoyun
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    by Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl
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    by Ekern, Steinar
  • 2007 Monetary policy implementation: A European Perspective
    by Bindseil, Ulrich & Nyborg, Kjell G.
  • 2007 Structured Microfinance in China
    by Byström, Hans
  • 2007 The Long-run Determinants of Inequality: What Can We Learn from Top Income Data?
    by Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel
  • 2007 What Determines Top Income Shares? Evidence from the Twentieth Century
    by Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel
  • 2007 The Implications of Globalization for Firms? Demand for Skilled and Unskilled Labor
    by Rosholm, Michael & Scheuer, Christian & Sørensen, Anders
  • 2007 Skill-Upgrading and Internationalization: Country-of-Origin or End-Use of Products
    by Sørensen, Anders
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    by Aastrup Jensen, Claus & Malchow-Møller, Nikolaj & Munch, Jakob Roland & Rose Skaksen, Jan
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    by Rose Skaksen, Jan & Malchow-Møller, Nikolaj & Aastrup Jensen, Claus
  • 2007 The Causal Effects of Board Size in the Performance of Closely Held Corporations
    by Bennedsen, Morten & Kongsted, Hans Christian & Meisner Nielsen, Kasper
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    by Bennedsen, Morten & Pérez-González, Francisco & Wolfenzon, Daniel
  • 2007 Who is hurt by discrimination?
    by Larsen, Birthe & Waisman, Gisela
  • 2007 Do attitudes towards immigrants matter?
    by Waisman, Gisela & Larsen, Birthe
  • 2007 Firm productivity
    by la Cour, Lisbeth & Ionascu, Delia
  • 2007 Kapitalfondes opkøb af butikskæder
    by Blomgren-Hansen, Niels
  • 2007 Explaning Cross-Country Differences in Attitudes towards Immigration in the EU-15
    by Malchow-Møller, Nikolaj & Munch, Jakob Roland & Schroll, Sanne & Rose Skaksen, Jan
  • 2007 Commodity Taxation and Parallel Imports
    by Raimondos-Møller, Pascalis & Schmitt, Nicolas
  • 2007 Ownership structure and economic performance of European corporations
    by Bennedsen, Morten & Junge, Martin & Kragh Jacobsen, Jesper & Torp Jespersen, Svend & Meisner Nielsen, Kasper
  • 2007 Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects
    by Davies, Ronald B. & Ionascu, Delia & Kristjánsdóttir, Helga
  • 2007 Yardstick competition for multi-product hospitals
    by Agrell, Per J. & Bogetoft, Peter & Halbersma, Rein & Mikkers, Misja C.
  • 2007 Lobbying Bureaucrats
    by Bennedsen, Morten & Feldmann, Sven E.
  • 2007 Simulation studies of liquidity needs, risks and efficiency in payment networks
    by Leinonen (ed), Harry
  • 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
    by Vasco Gabriel & Fernando Alexandre & Pedro Bação
  • 2007 A theory of strategic intermediation and endogenous liquidity
    by Rohit Rahi & Jean-Pierre Zigrand
  • 2007 Dynamic trading and asset prices: Keynes vs. Hayek
    by Cespa, Giovanni & Vives, Xavier
  • 2007 Trade Liberalisation, Financial Development and Economic Growth
    by Muhammad Arshad Khan & Abdul Qayyum
  • 2007 Report on “The Committee on Yen Risk-free-rate Model Estimationâ€Â
    by Takeaki KARIYA & Darrell DUFFIE & Mariko FUJII & Masaaki KIJIMA & Takao KOBAYASHI & Atsuyuki KOGURE & Robert MERTON & Akihiko TAKAHASHI & Keiichi TANAKA & Satoshi YAMASHITA
  • 2007 Stock Price Manipulation : The Role of Intermediaries
    by Hammad Siddiqi
  • 2007 Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network
    by Degryse, H.A. & Achter, M. van & Wuyts, G.
  • 2007 Credit Derivatives and Loan Pricing
    by Norden, L. & Wagner, W.B.
  • 2007 Innovations financières : construire et légitimer un nouveau marché financier de gré à gré -- le cas des dérivés de crédit
    by Huault, Isabelle & Rainelli, Hélène
  • 2007 Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange)
    by Gresse, Carole & Gajewski, Jean-François
  • 2007 Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets
    by Rengifo, Erick W. & Trifan, Emanuela
  • 2007 Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments
    by Rengifo, Erick W. & Trifan, Emanuela
  • 2007 Préférences par rapport au risque et marchés à terme : le cas d’une quantité incertaine
    by Benoît SEVI
  • 2007 Preferred Risk Habitat of Individual Investors
    by Dorn, Daniel & Huberman, Gur
  • 2007 Is the Price of Money Managers Too Low?
    by Huberman, Gur
  • 2007 Understanding Trust
    by Sapienza, Paola & Toldra Simats, Anna & Zingales, Luigi
  • 2007 The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value
    by Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L
  • 2007 Optimal Portfolio Allocation for Corporate Pension Funds
    by McCarthy, David & Miles, David K
  • 2007 Investigation of the Costly-Arbitrage Model of Price Formation Around the Ex-Dividend Day
    by Dai, Qinglei & Rydqvist, Kristian
  • 2007 Group Versus Individual Liability: A Field Experiment in the Philippines
    by Dean Karlan & Xavier Giné
  • 2007 Testing Multi-Factor Asset Pricing Models in the Visegrad Countries
    by Magdalena Morgese Borys
  • 2007 Sobre Burbujas De Precios De Activos, Expectativas Y Equilibrios
    by José Pablo Dapena
  • 2007 Identification and Estimation in an Incoherent Model of Contagion
    by Massacci, D.
  • 2007 Exchange rate forecasting, order flow and macroeconomic information
    by Dagfinn Rime & Lucio Sarno & Elvira Sojli
  • 2007 House price developments and fundamentals in the United States
    by Andrea Finicelli
  • 2007 Inflation-linked bonds from a central bank perspective
    by Juan Angel Garcia & Adrian van Rixtel
  • 2007 Risky Banking and Credit Rationing
    by Pedro Elosegui & Anne P. Villamil
  • 2007 Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds
    by Natasha Khan
  • 2007 Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures
    by Alejandro García & Ramazan Gençay
  • 2007 Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks
    by Viktor Todorov & Tim Bollerslev
  • 2007 Principle Guided Investing: The Use of Exclusionary Screens and Its Implications for Green Investors
    by Urs von Arx
  • 2007 Globalización del capital y desarrollo institucional del sistema financiero
    by Edgar Demetrio Tovar García
  • 2007 Vield curve construction using government bonds in the Czech republic
    by Jiří Málek & Jarmila Radová & Filip Štěrba
  • 2007 Are Limit Orders Rational?
    by Martin Šmíd
  • 2007 Bidding Behavior in Austrian Teasury Bond Auctions
    by Helmut Elsinger & Christine Zulehner
  • 2007 Tendinţe şi mutaţii pe pieţele de capital
    by Radu Carmen
  • 2007 Convergência dos sistemas financeiros no período 1971-2000: uma análise por meio de Matrizes de Markov [Convergence of financial systems between 1971 and 2000: an analysis with Markov matrices]
    by Nilton Clóvis Machado de Araújo & Valter José Stulp
  • 2007 The Single Euro Payments Area : SEPA
    by H. Maillard & J. Vermeulen
  • 2007 Análisis Media-semivarianza: Una Aplicación A Las Primas De Riesgo En El Mercado De Valores Español/Mean-semivariance Analysis: An Application To Risk Premiums In The Spanish Stock Market
    by MIRALLES MARCELO, JOSÉ LUIS & MIRALLES QUIRÓS, MARÍA DEL MAR & MIRALLES QUIRÓS, JOSÉ LUIS.
  • 2007 Return autocorrelation anomalies in two European stock markets
    by Jose Garcia Blandon
  • 2007 Stock Index Autocorrelation and Cross-autocorrelations of Size-sorted Portfolios in the Japanese Market
    by Iwaisako, Tokuo
  • 2007 Monitoring Financial Stability In Developing Economies (Case of Russia)
    by Pavel Trunin & M. Kamenskih
  • 2007 Croatian and Slovenian Mutual Funds and Bosnian Investments Funds (in English)
    by Boris Podobnik & Vanco Balen & Timotej Jagric & Marko Kolanovic
  • 2007 El sistema financiero español ante la crisis crediticia internacional
    by Alfonso García Mora & Gloria Hervás Ortega & María Romero Paniagua
  • 2007 Innovations financières:construire et légitimer un nouveau marché financier de gré à gré–le cas des dérivés de crédit
    by Isabelle Huault & Hélène Rainelli-Le Montagner
  • 2007 Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts
    by Shirley J. Huang & Qianqiu Liu & Jun Yu
  • 2007 Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange
    by Svetlozar T. Rachev & Chufang Wu & Frank J. Fabozzi
  • 2007 Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados
    by Karoll Gómez Portilla & Santiago Gallón Gómez
  • 2007 Developing the Bond Market in China: the Next Step Forward in Financial Reform
    by Michel Aglietta & Pierre Maarek
  • 2007 Financial Market Update
    by Axel Bertuch-Samuels
  • 2007 Controlling vs. Minority Shareholders: is There Expropriation? An Empirical Analysis of the Stock Price Performance of European Companies
    by Jose Guedes & Gilberto Loureiro
  • 2007 Préférences par rapport au risque et marchés à terme : le cas d'une quantité incertaine
    by Benoît Sévi
  • 2007 Asymmetric Responses in Volatility Between Positive and Negative Shocks: New Evidence From Turkish Data by Using TAR-GARCH Model
    by Cuneyt Akar
  • 2007 Risky Banking and Credit Rationing
    by Pedro Elosegui & Anne P. Villamil
  • 2007 Does Interest Rate Liberalisation Really Improve the Allocative Efficiency of Investment? Kenya's Experience
    by Nicholas Odhiambo
  • 2007 Return Dynamics in North African Stock Markets
    by Paul Alagidede
  • 2006 New Dimensions in Portfolio Optimization
    by S. Nagornii & D. Widijanto
  • 2006 Capture Basin Algorithm for Evaluating and Managing Complex Financial Instruments
    by Dominique Pujal & Patrick Saint-Pierre
  • 2006 Technology adoption under uncertainty in general equilibrium
    by Julien Hugonnier & Erwan Morellec & Aude Pommeret
  • 2006 Financial Leverage Does Not Cause the Leverage Effect
    by A. Cevdet Aydemir & Michael Gallmeyer & Burton Hollifield
  • 2006 Barrier option hedging under constraints: a viscosity approach
    by Bouchard, Bruno & Bentahar, Imen
  • 2006 No-arbitrage in discrete-time markets with proportional transaction costs and general information structure
    by Bouchard, Bruno
  • 2006 An Engine, Not a Camera: How Financial Models Shape Markets
    by Donald MacKenzie
  • 2006 Sermaye piyasalarında değerleme unsuru olarak hisse senedi endeksleri
    by Mahmut YARDIMCIOĞLU
  • 2006 Hisse senetlerinde risk ayrışımı ve İstanbul Menkul Kıymetler Borsası’nda bir uygulama
    by M. Mete DOĞANAY & Ramazan AKTAŞ & Ünsal BAN
  • 2006 Portföy büyüklüğünün portföy getirisi üzerindeki etkisi
    by Hakan SARITAŞ
  • 2006 Modelos predictivos de lógica y lógica borrosa en índices bursátiles de América del Norte
    by Parisi F., Antonino & Parisi F., Franco
  • 2006 International Trade, Hedging and the Demand for Forward Contracts
    by Eisenschmidt, Jens & Wälde, Klaus
  • 2006 Competition between exchanges: Euronext versus Xetra
    by Kasch-Haroutounian, Maria & Theissen, Erik
  • 2006 Multivariate normal mixture GARCH
    by Haas, Markus & Mittnik, Stefan & Paolella, Marc S.
  • 2006 Competition between exchanges: Euronext versus Xetra
    by Kasch-Haroutounian, Maria & Theissen, Erik
  • 2006 Liquidity commonality beyond best prices
    by Kempf, Alexander & Mayston, Daniel
  • 2006 IPO investment strategies and pseudo market timing
    by Trauten, Andreas & Schulz, Roland C.
  • 2006 Markets vs. Government when Rationality is Unequally Bounded: Some Consequences of Cognitive Inequalities for Theory and Policy
    by Pelikan, Pavel
  • 2006 Estimating liquidity using information on the multivariate trading process
    by Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier
  • 2006 Euro-Area Sovereign Yield Dynamics: the role of order imbalance
    by Menkveld, Albert J. & Cheung, Yiu C. & Jong, Frank de
  • 2006 Splitting orders in overlapping markets: a study of cross-listed stocks
    by Menkveld, Albert J.
  • 2006 Anomalías de los Mercados Financieros. Análisis de las Empresas Gallegas que cotizan en el Mercado de Renta Variable
    by Lucy Amigo Dobaño
  • 2006 On the Pricing and Hedging of Long Dated Zero Coupon Bonds
    by Eckhard Platen
  • 2006 Approximating the Growth Optimal Portfolio with a Diversified World Stock Index
    by Truc Le & Eckhard Platen
  • 2006 Approximating the Growth Optimal Portfolio with a Diversified World Stock Index
    by Truc Le & Eckhard Platen
  • 2006 On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance
    by Nicola Bruti-Liberati & Eckhard Platen
  • 2006 Approximation of Jump Diffusions in Finance and Economics
    by Nicola Bruti-Liberati & Eckhard Platen
  • 2006 Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models
    by Andreas Röthig & Carl Chiarella
  • 2006 Adjustment to target capital, finance and growth
    by Antonio Ciccone & Elias Papaioannou
  • 2006 Intraday Market Dynamics Around Public Information Arrivals
    by Angelo Ranaldo
  • 2006 Stock Market Development and Economic Growth: A Matter of Information Dynamics
    by Salvatore Capasso
  • 2006 On the Expectations Hypothesis in US Term Structure
    by Erdenebat Bataa & Dong Heon Kim & Denise R. Osborn
  • 2006 Comparative study of central decision makers versus groups of evolved agents trading in equity markets
    by Cyril Schoreels & Jonathan M. Garibaldi
  • 2006 Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations
    by J. Huston McCulloch & Ohio State University
  • 2006 Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century
    by J. ANNAERT & W. VAN HYFTE
  • 2006 Price Linkages between Stock, Bond and Housing Markets - Evidence from Finnish Data
    by Oikarinen, Elias
  • 2006 Investor Information, Long-Run Risk, and the Duration fo Risky Assets
    by Mariano M. Croce & Marin Lettau & Sydney Ludvigson
  • 2006 Reconciling the Return Predictability Evidence
    by Martin Lettau & Stijn Van Nieuwerburgh
  • 2006 Why do Wealthy Investors have a Higher Return on their Stocks?
    by Yosef Bonaparte
  • 2006 The Empirical Risk-Return Relation: a factor analysis approach
    by Sydney Ludvigson & Serena Ng
  • 2006 Financial Contagion and Attention Allocation
    by Jordi Mondria
  • 2006 The Stock Performance of America’s 100 Best Corporate Citizens
    by Stephen Brammer & Chris Brooks & Stephen Pavelin
  • 2006 Corporate Reputation and Stock Returns; are good firm good for investors?
    by Stephen Brammer & Chris Brooks & Stephen Pavelin
  • 2006 Minimum Variance Hedging and Stock Index Market Efficiency
    by Carol Alexander & Andreza Barbosa
  • 2006 Is the Impact of ECB Monetary Policy on EMU Stock Market Returns asymmetric?
    by Oreste Napolitano
  • 2006 Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series
    by Bulla, Jan
  • 2006 Finance and growth in a small open emerging market
    by Law, Siong Hook & Azman-Saini, W.N.W. & Smith, Peter
  • 2006 The Impact Of The Foreign Investments On The Capital Market In Romania
    by Barna, Flavia
  • 2006 Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models
    by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu
  • 2006 Stock Splits, A Survey
    by Yildizhan, Celim
  • 2006 Conflictos de Interés en Servicios Financieros: Taxonomía y Mecanismos de Control Regulatorio
    by Lazen, Vicente & Eguiluz, Cristian
  • 2006 Testing long-run neutrality of money: evidence from Malaysian stock market
    by Puah, Chin-Hong & Habibullah, Muzafar Shah & Lim, Kian-Ping
  • 2006 Modelling catastrophic risk in international equity markets: An extreme value approach
    by Cotter, John
  • 2006 An Empirical Investigation of Going Public Decision of Indian Companies
    by Mayur, Manas & Kumar, Manoj
  • 2006 Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region
    by Mapa, Dennis S. & Briones, Kristine Joy S.
  • 2006 The Levy sections theorem revisited
    by Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio
  • 2006 An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model
    by Vargas, Gregorio A.
  • 2006 An Empirical Investigation of Going Public Decision of Indian Companies
    by Mayur, Manas & Kumar, Manoj
  • 2006 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence
    by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse
  • 2006 Tasas de descuento en Latinoamérica: Hechos y desafíos
    by Samuel Mongrut
  • 2006 Discount Rates in Emerging Capital Markets
    by Samuel Mongrut & Dídac Ramírez
  • 2006 Anticipating the Stock Market Crash of 1929: The View from the Floor of the Stock Exchange
    by Eugene N. White
  • 2006 Bubbles and Self-Enforcing Debt
    by Christian Hellwig & Guido Lorenzoni
  • 2006 Linear Approximations and Tests of Conditional Pricing Models
    by Michael W. Brandt & David A. Chapman
  • 2006 Sensation Seeking, Overconfidence, and Trading Activity
    by Mark Grinblatt & Matti Keloharju
  • 2006 Optimal Decentralized Investment Management
    by Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen
  • 2006 Risk in Dynamic Arbitrage: Price Effects of Convergence Trading
    by Péter Kondor
  • 2006 Extreme Dependence In The Nasdaq And S&P Composite Indexes
    by John G. Galbraith & Serguei Zernov
  • 2006 Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests
    by Ekaterini Panopoulou & N. Pittis & S. Kalyvitis
  • 2006 Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia
    by George Milunovich
  • 2006 Heterogeneous Basket Options Pricing Using Analytical Approximations
    by Georges Dionne & Geneviève Gauthier & Nadia Ouertani & Nabil Tahani
  • 2006 A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market
    by Viktors Ajevskis & Kristine Vitola
  • 2006 Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange
    by Paul Alagidede & Theodore Panagiotidis
  • 2006 Skewness Premium with Lévy Processes
    by José Fajardo & Ernesto Mordecki
  • 2006 An Empirical Model of Daily Highs and Lows
    by Yin-wong Cheung
  • 2006 Does Oil Price Uncertainty Transmit to Stock Markets?
    by Ågren, Martin
  • 2006 Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices
    by Brännäs, Kurt & Soultanaeva, Albina
  • 2006 City Size and Financial Development
    by Becker, Bo
  • 2006 Markets vs. Government when Rationality Is Unequally Bounded: Some Consequences of Cognitive Inequalities for Theory and Policy
    by Pelikan, Pavel
  • 2006 Strategic pricing of commodities
    by Jörnsten, Kurt & Ubøe, Jan
  • 2006 Ten Years of Misleading Information - Investment Advice in Printed Media
    by Lidén, Erik R. & Rosenberg, Markus
  • 2006 Public Policy for Start-up Entrepreneurship with Venture Capital and Bank Finance
    by Nielsen, Søren Bo & Keuschnigg, Christian
  • 2006 Temporal aggregation in first order cointegrated vector autoregressive
    by la Cour, Lisbeth Funding & Milhøj, Anders
  • 2006 Social Preferences and Labor Market Policy
    by Filges, Trine & Kennes, John & Larsen, Birthe & Tranæs, Torben
  • 2006 Delistings in Europe and the Cost of Governance
    by Vinten, Frederik & Thomsen, Steen
  • 2006 Attitudes Towards Immigration: Does Economic Self-Interest Matter?
    by Malchow-Møller, Nikolaj & Roland Munch, Jakob & Schroll, Sanne & Rose Skaksen, Jan
  • 2006 Tariff-Tax Reforms and Market Access
    by Kreickemeier, Udo & Raimondos-Møller, Pascalis
  • 2006 Concertina Reforms with International Capital Mobility
    by Kreickemeier, Udo & Raimondos-Møller, Pascalis
  • 2006 Steepest Ascent Tariff Reforms
    by Woodland, Alan D. & Raimondos-Møller, Pascalis
  • 2006 Kortsigtede økonomiske virkninger for Nanortalik ved en kommunesammenlægning
    by Lund, Lars
  • 2006 Coherent Measures of Risk from a General Equilibrium Perspective
    by Péter Csóka & Jean-Jacques Herings & László Kóczy
  • 2006 Financing the alternative: renewable energy in developing and transition countries
    by Christa N. Brunnschweiler
  • 2006 Where is beta going ? the riskiness of value and small stocks
    by Franzoni, Francesco
  • 2006 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence
    by Anthony S. Tay & Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Yiu Kuen Tse
  • 2006 Mutual Fund Performance in Pakistan, 1995-2004
    by Naim Sipra
  • 2006 Volatility Spillover between the Stock Market and the Foreign Market in Pakistan
    by Abdul Qayyum & A. R. Kemal
  • 2006 Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence
    by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse
  • 2006 Indicator and boundaries of financial stability
    by Jan Willem van den End
  • 2006 The Roots of Banking Crises in Emerging Market Economics: A Panel Data Approach
    by Edwin Lambregts & Dani�l Ottens
  • 2006 Euro-Area Sovereign Yield Dynamics: the role of order imbalance
    by Menkveld, Albert J. & Cheung, Yiu C. & Jong, Frank de
  • 2006 Splitting orders in overlapping markets: a study of cross-listed stocks
    by Menkveld, Albert J.
  • 2006 Market Liquidity, Investor Participation and Managerial Autonomy: Why do Firms go Private?
    by Arnoud W.A. Boot & Radhakrishnan Gopaian & Anjan V. Thakor
  • 2006 Is Ethical Money Financially Smart?
    by Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C.
  • 2006 Business Cycle and Stock Market Volatility: A Particle Filter Approach
    by Casarin, Roberto & Trecroci, Carmine
  • 2006 A super-replication theorem in Kabanov’s model of transaction costs
    by Campi, Luciano & Schachermayer, Walter
  • 2006 Les modèles d'évaluation des actifs financiers et les co-moments d'ordre trois et quatre
    by Lajili, Souad
  • 2006 Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks
    by Greta Falavigna
  • 2006 A Nonparametric ACD Model
    by Antonio Cosma & Fausto Galli
  • 2006 A Nonparametric ACD Model
    by Antonio Cosma & Fausto Galli
  • 2006 A Nonparametric ACD Model
    by Antonio Cosma & Fausto Galli
  • 2006 Adjustment to Target Capital, Finance and Growth
    by Ciccone, Antonio & Papaioannou, Elias
  • 2006 Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance
    by Argentesi, Elena & Lütkepohl, Helmut & Motta, Massimo
  • 2006 The Cost of Banking Regulation
    by Guiso, Luigi & Sapienza, Paola & Zingales, Luigi
  • 2006 Persistence, Performance and Prices in Foreign Exchange Markets
    by Ramadorai, Tarun
  • 2006 Stock Price Informativeness, Cross-Listings and Investment Decisions
    by Foucault, Thierry & Gehrig, Thomas
  • 2006 Relating Output and Volatility in a Model of International Risk-Sharing with Limited Commitment
    by Reichlin, Pietro
  • 2006 Competition for Order Flow and Smart Order Routing Systems
    by Foucault, Thierry & Menkveld, Albert J.
  • 2006 Market Liquidity, Investor Participation and Managerial Autonomy: Why Do Firms Go Private?
    by Boot, Arnoud W A & Gopalan, Radhakrishnan & Thakor, Anjan
  • 2006 Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation
    by CORONEO, Laura & VEREDAS, David
  • 2006 A nonparametric ACD model
    by COSMA, Antonio & GALLI, Fausto
  • 2006 Trade intensity in the Russian stock market:dynamics, distribution and determinants
    by Stanislav Anatolyev & Dmitry Shakin
  • 2006 A Multivariate Jump-Driven Financial Asset Model
    by Elisa Luciano & Wim Schoutens
  • 2006 Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models
    by Guillermo Benavides
  • 2006 The recent behaviour of financial market volatility
    by Fabio Panetta & Paolo Angelini & Giuseppe Grande & Aviram Levy & Roberto Perli & Pinar Yesin & Stefan Gerlach & Srichander Ramaswamy & Michela Scatigna
  • 2006 Option-implied preferences adjustments, density forecasts, and the equity risk premium
    by Francisco Alonso & Roberto Blanco & Gonzalo Rubio
  • 2006 Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets
    by Alexander Melnikov & Yuliya Romanyuk
  • 2006 Belief Heterogeneity and Survival in Incomplete Markets
    by Tarek Coury & Emanuela Sciubba
  • 2006 Manifesto for Comprehensive Neo-Schumpeterian Economics
    by Horst Hanusch & Andreas Pyka
  • 2006 Applying a Comprehensive Neo-Schumpeterian Approach to Europe and its Lisbon Agenda
    by Horst Hanusch & Andreas Pyka
  • 2006 The Adoption of the Euro, Choice of Currency Regime and Integration of Payment Systems
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  • 2005 Equilibrium Correlation of Asset Price and Return
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  • 2005 Financial Markets and Economic Growth in Poland: Simulations with an Econometric Model
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  • 2005 Comportamenti imitativi tra gli analisti finanziari nel mercato finanziario italiano
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  • 2005 Una rivisitazione delle teorie di Modigliani sulla finanza
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  • 2005 Financial centers in the Asia-pacific region: an empirical study on australia, Hong Kong, Japan and Singapore
    by J.P.A. Sagaram & J. Wickramanayake
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    by J.P.A. Sagaram & J. Wickramanayake
  • 2005 Dynamic model of uncovered interest rate parity (theory and empirical verification in the transitive economies)
    by Jaroslava Durčáková & Martin Mandel & Vladimír Tomšík
  • 2005 Financial Contagion between Economies: an Exploratory Spatial Analysis/Contagio financiero entre economías: Un análisis exploratorio espacial
    by VILLAR FREXEDAS, OSCAR & VAYÁ, ESTHER
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    by MORAL CARCEDO, JULIÁN & SÁNCHEZ GONZÁLEZ, JULIÁN
  • 2005 Los activos de las instituciones de inversión colectiva de carácter financiero/Assets by Financial Institutions for Collective Investment
    by LÓPEZ MARTÍN, Mª DEL CARMEN & RODERO FRANGANILLO, ADOLFO
  • 2005 Un modelo de tarificación Bonus-Malus bajo el principio Esscher con tarifas más competitivas/A Bonus-Malus System with more Competitive rates by using the Esscher Principle
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  • 2005 Más de medio siglo en busca de una teoría sobre los mercados de capitales/More than half century looking for a capital markets theory
    by SPRONK, JAAP & SEGOVIA, TRINIDAD & EVANGELISTA, JUAN
  • 2005 El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction
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  • 2005 An Analysis of Political Changes on Nikkei 225 Stock Returns and Volatilities
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    by Nikita Ratanov
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    by David Quintana Montero & Pedro Isasi Viñuela.
  • 2005 Structural models of default: lessons from firm-level data
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  • 2005 Structured finance: complexity, risk and the use of ratings
    by Ingo Fender & Janet Mitchell
  • 2005 Necessity and Prerequisites for the Debt Market Development in Bulgaria
    by Alipi Alipiev
  • 2005 The Leverage Degrees of Companies Traded in Istanbul Stock Exchange
    by Turgut Ozkan
  • 2004 Price Formation and Asset Allocations of the Electronic Trading System Xetra
    by Jan Wenzelburger & Xihao Li
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    by Jules SADEFO KAMDEM
  • 2004 Shareholders Unanimity With Incomplete Markets
    by Daniele Coen-Pirani
  • 2004 Time Series Behaviour of Stock Trading Volume:An Evidence from Indian Stock Market
    by Alok Kumar
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  • 2004 On the Malliavin approach to Monte Carlo approximation of conditional expectations
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  • 2004 Applied Computational Economics and Finance
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    by Giovanni Cespa
  • 2004 Effect of General Uncertainty on Venture-Capital Investments: A Cross-Country Study
    by Goel, Rajeev K. & Hasan, Iftekhar & Ram, Rati
  • 2004 Algoritmos genéticos y modelos multivariados recursivos en la predicción de índices bursátiles de América del Norte: IPC, TSE, NASDAQ y DJI
    by Parisi, Antonino & Parisi, Franco & Cornejo, Edinson
  • 2004 Non-Negativity of Nominal and Real Riskless Rates, Arbitrage Theory, and the Null-Alternative Cash
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  • 2004 Auswirkungen des Basel II Akkords auf österreichisches KMU
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  • 2004 The comovement of credit default swap, bond and stock markets: An empirical analysis
    by Norden, Lars & Weber, Martin
  • 2004 Are IPOs of different VCs different?
    by Tykvová, Tereza & Walz, Uwe
  • 2004 Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze
    by Merrick, John J. & Naik, Narayan Y. & Yadav, Pradeep K.
  • 2004 Risk and return in convertible arbitrage: Evidence from the convertible bond market
    by Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y.
  • 2004 Surprise volume and heteroskedasticity in equity market returns
    by Wagner, Niklas & Marsh, Terry A.
  • 2004 The Existence and Effectiveness of Price Support Activities in Germany: A Note
    by Oehler, Andreas & Rummer, Marco & Smith, Peter N.
  • 2004 IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany
    by Oehler, Andreas & Rummer, Marco & Smith, Peter N.
  • 2004 The Role of the Market Maker in International Capital Markets: Challenges and Benefits of Implementation in Emerging Markets
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  • 2004 Introduction to Market Microstructure
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  • 2004 Some Technical Analysis On The Stock Market: Spain And Usa
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  • 2004 La Informacion Contable Y La Valuacion De Activos De Capital En El Sector De Inversiones Chileno
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  • 2004 Factores De Riesgo No Sistematico En La Explicacion De Los Retornos De Las Acciones En El Mercado Bursatil Chileno
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  • 2004 Simple Trading Rules: Trading On Ibex At Meff
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  • 2004 Return-Volume Dependence and Extremes in International Equity Markets
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  • 2004 Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
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  • 2004 Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach
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  • 2004 Capital Asset Pricing for Markets with Intensity Based Jumps
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  • 2004 An Intraday Empirical Analysis of Electricity Price Behaviour
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  • 2004 A Benchmark Approach to Finance
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  • 2004 Two-Factor Model for Low Interest Rate Regimes
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  • 2004 Diversified Portfolios with Jumps in a Benchmark Framework
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  • 2004 Understanding the Implied Volatility Surface for Options on a Diversified Index
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  • 2004 Intraday Empirical Analysis and Modeling of Diversified World Stock Indices
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  • 2004 Local Volatility Function Models under a Benchmark Approach
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  • 2004 A multifactor model of stock returns with endogenous regime switching
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  • 2004 Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility
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  • 2004 Overconfidence and market efficiency with heterogeneous agents
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  • 2004 Strategic trading against retail investors with disposition effects
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  • 2004 Testing the Markov property with ultra-high frequency financial data
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  • 2004 The Basic Dynamics of the Stock of Money and Capital
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  • 2004 Does Anonymity Matter in Electronic Limit Order Markets?
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  • 2004 Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore
    by Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse
  • 2004 "Stiff" Field Theory of Interest Rates and Psychological Future Time
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  • 2004 Random walks, liquidity molasses and critical response in financial markets
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  • 2004 Experts' earning forecasts: bias, herding and gossamer information
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  • 2004 Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization
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  • 2004 Interview with Nobel Prize Laureate William F. Sharpe
    by Sharpe, William F.
  • 2004 Financial Intermediation, markets, and growth
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  • 2004 Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect
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  • 2004 The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations
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  • 2004 A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models
    by Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos
  • 2004 Risk Sharing through Financial Markets with Endogenous Enforcement of Trades
    by Thorsten Koeppl
  • 2004 Uncovering Volatility Dynamics in Daily REIT Returns
    by Cotter, John & Stevenson, Simon
  • 2004 Modelling extreme financial returns of global equity markets
    by Cotter, John
  • 2004 Margin setting with high-frequency data
    by Cotter, John & Longin, Francois
  • 2004 Minimum Capital Requirement Calculations for UK Futures
    by Cotter, John
  • 2004 Uncovering Long Memory in High Frequency UK Futures
    by Cotter, John
  • 2004 Varying the VaR for Unconditional and Conditional Environments
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  • 2004 Essays on consumer portfolio choice and credit risk
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  • 2004 Modelling and forecasting the volatility of the portuguese stock index PSI-20
    by Caiado, Jorge
  • 2004 Information flow between volatilities across time scales
    by Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon
  • 2004 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Model
    by Clive Bowsher
  • 2004 Financial Systems and Economic Growth: An Evaluation Framework for Policy
    by Iris Claus & Veronica Jacobsen & Brock Jera
  • 2004 SEC Regulation Fair Disclosure, Information, and the Cost of Capital
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  • 2004 Interpreting the Predictions of Prediction Markets
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  • 2004 Financial Development and Growth in the Short and Long Run
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  • 2004 How does liquidity react to stress periods in a limit order market?
    by Helena Beltran & Alain Durré & Pierre Giot
  • 2004 Incidence des crises financières : une analyse empirique à partir des pays émergents
    by Mohamed Ben Abdallah & Kalidou Diallo
  • 2004 On the survival and irreducibility assumptions for financial markets with nominal assets
    by Abdelkrim Seghir & Leila Triki & Stella Kanellopoulou
  • 2004 Structural breaks and financial risk management
    by Marianna Valentinyi-Endrész
  • 2004 Stock market development and economic growth: a matter of informational problems
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  • 2004 On Risk Management Determinants: What Really Matters?
    by Georges Dionne & Thouraya Triki
  • 2004 Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors
    by Kaïs Dachraoui & Georges Dionne
  • 2004 Using the Correlation Dimension to Detect non-linear dynamics
    by Theodore Panagiotidis & David Chappell
  • 2004 The Determinants Of The Going Public Decision: Evidence From The U.K
    by Belén Gill de Albornoz & Peter F. Pope
  • 2004 Dynamic Optimal Portfolio Selection in a VaR Framework
    by Jeroen Rombouts & E.W. Rengifo
  • 2004 Bubbles and Crashes in a Behavioural Finance Model
    by De Grauwe, Paul & Grimaldi, Marianna
  • 2004 Negative volatility and the Survival of Western Financial Markets
    by Aase, Knut K.
  • 2004 The Family behind the Family Firm
    by Bennedsen, Morten & Nielsen, Kasper
  • 2004 Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns
    by Matteo Manera & Alessandro Lanza & Michael McAleer
  • 2004 Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants
    by Matteo Manera & Massimo Giovannini & Margherita Grasso & Alessandro Lanza
  • 2004 Equity Returns and Integration: Is Europe Changing?
    by Kpate ADJAOUTE & Jean-Pierre DANTHINE
  • 2004 Nonparametric Estimation of Conditional Expected Shortfall
    by Olivier SCAILLET
  • 2004 Risk Sharing through Financial Markets with Endogenous Enforcement of Trades
    by Thorsten V. Koeppl
  • 2004 Evaluating Incentive Options
    by Wei Xiong & Ronnie Sircar
  • 2004 Financial intermediaries, markets, and growth
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  • 2004 Who makes markets? The Role of Dealers and Liquidity Provision
    by Albert Wang & Joon Chae
  • 2004 The Yield Curve, Recession and the Credibility of the Monetary Regime: long run evidence 1875-1997
    by Michael Bordo & Joseph Haubrich
  • 2004 Asymmetric Power Distribution: Theory and Applications to Risk Measurement
    by Ivana Komunjer
  • 2004 Extremal Dependence In Exchange Rate Markets
    by Viviana Fernandez
  • 2004 Information Flow, Social Interactions and the Fluctuations of Prices in Financial Markets
    by João Amaro de Matos
  • 2004 Are Sunspots Inevitable?
    by Christophe Prechac & Aditya Goenka
  • 2004 Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas
    by Erick Rengifo & Andresas Heinen
  • 2004 Who makes market
    by Joon Chae & Albert Wang
  • 2004 Tracking Brazilian Exchange Rate Volatility
    by Benjamin Miranda Tabak & Sandro Canesso de Andrade & Eui Jung Chang
  • 2004 Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model
    by George Milunovich
  • 2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays
    by Ilias Tsiakas
  • 2004 Asymmetry, Loss Aversion and Forecasting
    by Stephen E. Satchell & Shaun A. Bond
  • 2004 Market dynamics associated with credit ratings - a literature review
    by Fernando Gonzalez & François Haas & Ronald Johannes & Mattias Persson & Liliana Toledo & Roberto Violi & Martin Wieland & Carmen Zins
  • 2004 Equilibria in exchange economies with financial constraints: Beyond the Cass Trick
    by Triki, Leila & Martins-da-Rocha, Victor-Filipe
  • 2004 Les modèles d'évaluation des actifs financiers et les co-moments d'ordre trois et quatre
    by Lajili, Souad
  • 2004 Semi-moments based tests of normality and the evolution of stock returns towards normality
    by Desmoulins-Lebeault, François
  • 2004 Radical Financial Innovation
    by Robert J. Shiller
  • 2004 Volatility regimes and the provisions of liquidity in order book markets
    by Helena, BELTRAN & Alain, DURRE & Pierre, GIOT
  • 2004 Illusionary Finance and Trading Behavior
    by Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN
  • 2004 Dispersion of Opinion and Stock Returns
    by Goetzmann, William & Massa, Massimo
  • 2004 Disposition Matters: Volume, Volatility and Price Impact of Behavioural Bias
    by Goetzmann, William & Massa, Massimo
  • 2004 Idiosyncratic Volatility and Product Market Competition
    by Gaspar, José-Miguel & Massa, Massimo
  • 2004 Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns
    by Dunne, Peter & Hau, Harald & Moore, Michael
  • 2004 Financial Market Development and the Rise in Firm Level Uncertainty
    by Thesmar, David & Thoenig, Mathias
  • 2004 Asset Pricing with Liquidity Risk
    by Acharya, Viral V & Pedersen, Lasse Heje
  • 2004 The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis
    by Norden, Lars & Weber, Martin
  • 2004 Information Sales and Insider Trading
    by Cespa, Giovanni
  • 2004 Predatory Trading
    by Brunnermeier, Markus K & Pedersen, Lasse Heje
  • 2004 Pitfalls of a State-Dominated Financial System: The Case of China
    by Boyreau-Debray, Genevieve & Wei, Shang-Jin
  • 2004 Estimating the Gains From Trade in Limit Order Markets
    by Hollifield, Burton & Miller, Robert A. & Sandås, Patrik & Slive, Joshua
  • 2004 Japan's Banking Crisis: Who Has the Most to Lose?
    by Miyajima, Hideaki & Yafeh, Yishay
  • 2004 Asset Prices and International Spillovers: An Empirical Investigation
    by Sarno, Lucio & Valente, Giorgio
  • 2004 Underpricing and Market Power in Uniform Price Auctions
    by Kremer, Ilan & Nyborg, Kjell G
  • 2004 A Scapegoat Model of Exchange Rate Fluctuations
    by Bacchetta, Philippe & van Wincoop, Eric
  • 2004 Do Shareholders vote Strategically? Evidence on the Advisory Role of Annual General Meetings
    by Maug, Ernst & Rydqvist, Kristian
  • 2004 Awareness and Stock Market Participation
    by Guiso, Luigi & Jappelli, Tullio
  • 2004 Trading activity and liquidity supply in a pure limit order book market
    by GRAMMIG, Joachim & HEINEN, Andréas & RENGIFO, Erick
  • 2004 Dynamic optimal portfolio selection in a VaR framework
    by RENGIFO, Erick & ROMBOUTS, Jeroen
  • 2004 Determinants of Country Beta Risk in Poland
    by Piotr Wdowinski
  • 2004 Enhancing corporate governance with one-and two-tiered convertible preferred stock
    by Rodolfo Apreda
  • 2004 Differential rates, residual information sets and transactional algebras
    by Rodolfo Apreda
  • 2004 Econometric Issues in the Analysis of Contagion
    by Pesaran, M.H. & Pick, A.
  • 2004 Estimating Betas and Stock-Return Correlations From Monthly Data: A Warning Note
    by Daniella Acker & Nigel W. Duck
  • 2004 Distribution of Trading Activity across Strike Prices in the DAX Index Options Market
    by Zdravetz Lazarov
  • 2004 Modeling and Forecasting DAX Index Volatility
    by Zdravetz Lazarov
  • 2004 The ownership structure of repurchasing firms
    by Johannes A. Skjeltorp & Bernt Arne Ødegaard
  • 2004 Ownership Structure and Stock Market Liquidity
    by Randi Næs
  • 2004 Stress-testing financial systems: an overview of current methodologies
    by Marco Sorge
  • 2004 Did investors regard real estate as 'safe' during the 'Japanese Bubble' in the 1980s?
    by Serdat Dinc & Patrick M. McGuire
  • 2004 European Monetary and Financial Integration: Evolution and Prospects
    by Jean-Paul Abraham & Alexandre Lamfalussy & Jean-Claude Trichet & Robert Raymond & Franco Bruni
  • 2004 Extreme Contagion in Equity Markets
    by Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao
  • 2004 Dynamics of the Spanish Stock Market Through a Broadband View of the IBEX 35® index / Dinámica del mercado de capitales español a través de una visión amplia del índice IBEX 35®
    by POUCHKAREV, I & SPRONK, J. & TRINIDAD SEGOVIA, J.E.
  • 2004 A Bázel II. belső minősítésen alapuló módszerének közgazdasági-matematikai háttere és a granularitási korrekció elmélete
    by Janecskó, Balázs
  • 2004 Oil Price Shocks and Emerging Stock Markets: A Generalized VAR Approach
    by Maghyereh, A.
  • 2004 Stock Returns and Inflation in Greece
    by Floros, C.
  • 2004 The effect of dividend distribution on share return in Chile
    by Mauricio Nash & Darcy Fuenzalida.
  • 2004 The syndicated loan market
    by Blaise Gadanecz
  • 2004 Macroeconomic announcements and implied volatilities in swaption markets
    by Fabio Fornari
  • 2004 The price impact of rating announcements: evidence from the credit default swap market
    by Marian Micu & Eli M Remolona & Philip D Wooldridge
  • 2004 Sector Level Contagion in African Financial Markets
    by Daryl Collins & Mark Abrahamson
  • 2003 Diversified Portfolios in a Benchmark Framework
    by Eckhard Platen
  • 2003 Les stratégies de placement d'ordres : le cas des ordres à quantité cachée
    by Raposo, Juan
  • 2003 Reforming the international financial architecture: What globalization critics demand and what policymakers have (not) achieved
    by Nunnenkamp, Peter
  • 2003 Modelos predictivos de redes neuronales en índices bursátiles
    by Parisi F, Antonino & Parisi F, Franco & Guerrero C., José Luis
  • 2003 International trade, hedging and the demand for forward contracts
    by Eisenschmidt, Jens & Wälde, Klaus
  • 2003 Japan?s Financial Markets: The Lost Decade
    by Reszat, Beate
  • 2003 Investitionen in Collateralized Debt Obligations
    by Heidorn, Thomas & König, Lars
  • 2003 IPOs cycle and investment in high-tech industries
    by Bouis, Romain
  • 2003 Initial public offerings and venture capital in Germany
    by Franzke, Stefanie A. & Grohs, Stefanie & Laux, Christian
  • 2003 Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions
    by Mittnik, Stefan & Paolella, Marc S.
  • 2003 Measuring the Discriminative Power of Rating Systems
    by Engelmann, Bernd & Hayden, Evelyn & Tasche, Dirk
  • 2003 Zur Makrostruktur von Finanzmärkten: Börsen als Finanzintermediäre im Wettbewerb
    by Oehler, Andreas
  • 2003 The valuation of earnings components by the capital markets. An international comparison
    by Susana Callao Gastón & Beatriz Cuéllar Fernández & José Ignacio Jarne Jarne & José Antonio Laínez Gadea
  • 2003 Impact of Uncertainty and Sunk Costs on Firm Survival and Industry Dynamics
    by Vivek Ghosal
  • 2003 The feasibility of an international tropical plywood futures contract
    by Lamon Rutten
  • 2003 Equity Returns and Inflation: The Puzzlingly Long Lags
    by James R. Lothian & Cornelia H. McCarthy
  • 2003 Stock Market Valuation In The United States
    by Patrick BISCIARI & Alain DURRE & Alain NYSSENS
  • 2003 Alternative Market Structures for Derivatives
    by Sohnke M. Bartram & Frank R. Fehle
  • 2003 About discrete hedging and option pricing
    by Dmitry Yakovlev & Dmitry Zhabin
  • 2003 Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media
    by Thomas Schuster
  • 2003 Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax
    by Sohnke M. Bartram & Frank R. Fehle
  • 2003 News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media
    by Thomas Schuster
  • 2003 A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange
    by Cumhur Ekinci
  • 2003 Long memory and the relation between implied and realized volatility
    by Federico Bandi & Benoit Perron
  • 2003 Parametric Estimation Of Diffusion Processes Sampled At First Exit Time
    by Jaime A. Londoño
  • 2003 A Reality Check on Hedge Funds Returns
    by Posthuma, Nolke & Sluis, Pieter Jelle van der
  • 2003 An Alternative Interest Rate Term Structure Model
    by Eckhard Platen
  • 2003 A Benchmark Framework for Risk Management
    by Eckhard Platen
  • 2003 Pricing and Hedging for Incomplete Jump Diffusion Benchmark Models
    by Eckhard Platen
  • 2003 Fair Pricing of Weather Derivatives
    by Eckhard Platen & Jason West
  • 2003 Modeling the Volatility and Expected Value of a Diversified World Index
    by Eckhard Platen
  • 2003 Pricing of Index Options Under a Minimal Market Model with Lognormal Scaling
    by David Heath & Eckhard Platen
  • 2003 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
    by Joachim Grammig & Erik Theissen
  • 2003 Insider trading, NASDAQ quotes, and market maker competition
    by Gleason, Katherine I.
  • 2003 Intangible capital in the pharmaceutical & chemical industry
    by Gleason, Katherine I. & Klock, Mark S.
  • 2003 Structural Changes in Volatility and Stock Market Development: Evidence for Spain
    by Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia
  • 2003 Option pricing and hedging with minimum expected shortfall
    by Benoit Pochard & Jean-Philippe Bouchaud
  • 2003 Self-referential behaviour, overreaction and conventions in financial markets
    by Matthieu Wyart & Jean-Philippe Bouchaud
  • 2003 Comment on: "Two-phase behaviour of financial markets"
    by Marc Potters & Jean-Philippe Bouchaud
  • 2003 Multiple time scales in volatility and leverage correlation: A stochastic volatility model
    by Josep Perello & Jaume Masoliver & Jean-Philippe Bouchaud
  • 2003 Fluctuations and response in financial markets: the subtle nature of `random' price changes
    by Jean-Philippe Bouchaud & Yuval Gefen & Marc Potters & Matthieu Wyart
  • 2003 Giffen Goods and Market Making
    by Giovanni Cespa
  • 2003 Financial Development, Financing Choice and Economic Growth
    by Keith Blackburn & Niloy Bose & Salvatore Capasso
  • 2003 A Comparison of Stock Market Mechanism
    by Giovanni Cespa
  • 2003 The transformation of finance in Europe:introduction and overview
    by Peree, Eric & Riess, Armin
  • 2003 Retail Superannuation Management in Australia: Risk, Cost and Alpha
    by Michael E. Drew & Jon D. Stanford
  • 2003 Testing for Longer Horizon Predictability of Return Volatility with an Application to the German
    by Burkhard Raunig
  • 2003 Geometric Return and Portfolio Analysis
    by Brian McCulloch
  • 2003 Asset Prices, Heterogeneous Expectations, and Limited Short Sales
    by Cheolbeom Park
  • 2003 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
    by Clive G. Bowsher
  • 2003 Expected Returns and Expected Dividend Growth
    by Martin Lettau & Sydney Ludvigson
  • 2003 Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives
    by Takatoshi Ito & Kimie Harada
  • 2003 The Equity Premium: Why is it a Puzzle?
    by Rajnish Mehra
  • 2003 Corporate Earnings Track the Competitive Benchmark
    by Robert E. Hall
  • 2003 Stock market valuation in the United States
    by Patrick Bisciari & Alain Durré & Alain Nyssens
  • 2003 Y a-t-il une théorie des marchés financiers ?
    by Jean-Pierre Galavielle
  • 2003 Interest Rate Term Structure in Latvia in the Monetary Policy Context
    by Jelena Zubkova
  • 2003 Concentración Accionarial Y Liquidez De Mercado: Un Analisis Con Ecuaciones Simultáneas
    by Antonio Mínguez Vera & Juan Francisco Martín Ugedo
  • 2003 Technology Upgrading with Learning Cost
    by Ahn, Sanghoon
  • 2003 Stock Recommendations in Swedish Printed Media: Leading or Misleading?
    by Lidén, Erik R.
  • 2003 Swedish Stock Recommendations: Information Content or Price Pressure?
    by Lidén, Erik R.
  • 2003 Strategic Behavior and Underpricing in Uniform Price Auctions
    by Matti Keloharju & Kjell G. Nyborg & Kristian Rydqvist
  • 2003 Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements
    by Jean-David FERMANIAN & Olivier SCAILLET
  • 2003 Nonparametric Estimation of Copulas for Time Series
    by Jean-David FERMANIAN & Olivier SCAILLET
  • 2003 Forecasting Value at Risk in Emerging Arab Stock Markets
    by C. Guermat & K. Hadri & C. C. Kucukozmen
  • 2003 Portfolio Return Characteristics of Different Industries
    by Pouchkarev, I. & Spronk, J. & van Vliet, P.
  • 2003 A comprehensive test of order choice theory: recent evidence from the NYSE
    by Andrew Ellul & Craig W. Holden & Pankaj Jain & Robert Jennings
  • 2003 Does anonymity matter in electronic limit order markets ?
    by Thierry, FOUCAULT & Sophie, MOINAS & Erik, THEISSEN
  • 2003 A Reality Check on Hedge Funds Returns
    by Posthuma, Nolke & Sluis, Pieter Jelle van der
  • 2003 The Bank's Choice of Financing and the Correlation Structure of Loan Returns
    by Ioannidou, V. & Pierides, Y.
  • 2003 Economic Hedging Portfolios
    by Goorbergh, R.W.J. van den & Roon, F.A. de & Werker, B.J.M.
  • 2003 Notations et écarts de rentabilité : le marché français avant l'euro
    by Merli, Maxime & Alexandre, Hervé
  • 2003 Optimistic Investors, IPOs Cycle and Real Investment
    by Bouis, Romain
  • 2003 Dollar Denominated Debt and Optimal Security Design
    by John Geanakoplos & Felix Kubler
  • 2003 Strategic Freedom, Constraint, and Symmetry in One-period Markets with Cash and Credit Payment
    by Martin Shubik & Eric Smith
  • 2003 Structure, Clearinghouses and Symmetry
    by Martin Shubik & Eric Smith
  • 2003 International Trade, Hedging and the Demand for Forward Contracts
    by Jens, EISENSCHMIDT & Klaus, WAELDE
  • 2003 Does Anonymity Matter in Electronic Limit Order Markets?
    by Foucault, Thierry & Moinas, Sophie & Theissen, Erik
  • 2003 Does Binding of Feedback Influence Myopic Loss Aversion? An Experimental Analysis
    by Langer, Thomas & Weber, Martin
  • 2003 Overconfidence and Trading Volume
    by Glaser, Markus & Weber, Martin
  • 2003 Financial Distress and Bank Restructuring of Small to Medium Size UK Companies
    by Franks, Julian R & Sussman, Oren
  • 2003 On the Trend Recognition and Forecasting Ability of Professional Traders
    by Glaser, Markus & Langer, Thomas & Weber, Martin
  • 2003 Dynastic Management
    by Caselli, Francesco & Gennaioli, Nicola
  • 2003 Exchange Rates, Equity Prices and Capital Flows
    by Hau, Harald & Rey, Hélène
  • 2003 Exchange Rate Dynamics, Learning and Misperception
    by Gourinchas, Pierre-Olivier & Tornell, Aaron
  • 2003 Judging Fund Managers by the Company They Keep
    by Cohen, Randolph & Coval, Joshua & Pástor, Luboš
  • 2003 Household Stockholding in Europe: Where Do We Stand, and Where Do We Go?
    by Guiso, Luigi & Haliassos, Michalis & Jappelli, Tullio
  • 2003 Multivariate GARCH models: a survey
    by BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen
  • 2003 Multivariate modelling of time series count data: an autoregressive conditional Poisson model
    by HEINEN, Andreas & RENGIFO, Erick
  • 2003 Aspectos teóricos y empíricos de la relación empresas bancos
    by Alberto Jaramillo & Hermilson Velásquez & Javier Santiago Ortiz & Natalia Serna
  • 2003 Economic Policy and Wage Differentials in Latin America
    by Jere R. Behrman & Nancy Birdsall & Miguel Székely
  • 2003 On the Extent of Arbitrage Constraints within Transaction Algebras (A non-standard approach)
    by Rodolfo Apreda
  • 2003 How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?
    by Pesaran, H.M. & Timmermann, A.
  • 2003 Demographic Change and the UK Savings Rate
    by David Demery & Nigel Duck
  • 2003 Strategic Investor Behaviour and the Volume-Volatility Relation in Equity Markets
    by Randi Naes & Johannes A. Skjeltorp
  • 2003 Giffen Goods and Market Making
    by Giovanni Cespa
  • 2003 A comparison of stock market mechanisms
    by Giovanni Cespa
  • 2003 An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds
    by Chris D'Souza & Charles Gaa & Jing Yang
  • 2003 The Syndicated Loan Market: Developments in the North American Context
    by Jim Armstrong
  • 2003 An Index of Financial Stress for Canada
    by Mark Illing & Ying Liu
  • 2003 Monetary and Financial Thinking in Europe - Evidence from Four Decades of SUERF
    by Jean-Paul Abraham
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  • 2002 Securities and banking: bridges and walls
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  • 2002 The Effects Of Open Market Interest Rates On Malaysian Commercial Banks’ Interest Rate Spread: An Empirical Analysis
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  • 2001 Capital Flight, North-South Lending, and Stages of Economic Development
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  • 2001 The Impact of Uncertainty and Sunk Costs on Firm Dynamics and Industry Structure: Evidence from the U.S. Manufacturing Sector
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    by Leong, S.C. & Felminham, B.
  • 2001 Stock Options and Capital Structure
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  • 2001 Innovation et marche financiers: l'impact des avancees therapeutiques sur les rentabilites boursieres des firmes
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  • 2001 Volatility Spillovers between Foreign Exchange and Emerging Stock Markets
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  • 2001 Le Benchmarking Immobilier un outil de gestion de performant
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  • 2001 Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints
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  • 2001 The impact of the Internet on financial markets
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  • 2001 Quantum Market Games
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  • 2001 Benchmark Pricing of Credit Derivatives Under a Standard Market Model
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  • 2001 A Benchmark Model for Financial Markets
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  • 2001 New findings regarding return autocorrelation anomalies and the importance of non-trading periods
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  • 2001 Microscopic models for long ranged volatility correlations
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  • 2001 Model Uncertainty and Liquidity
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  • 2001 The Psychophysiology of Real-Time Financial Risk Processing
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  • 2001 Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments
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  • 2001 Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables
    by GARCIA,René & LUGER, Richard & RENAULT, Éric
  • 2001 Asymmetric Smiles, Leverage Effects and Structural Parameters
    by GARCIA,René & LUGER, Richard & RENAULT, Éric
  • 2001 Single Factor Stochastic Models With Seasonality Applied To Underlying Weather Derivatives Variables
    by Enric Valor & Hipòlit Torró & Vicente Meneu
  • 2001 Comportamiento Del Precio Y Volatilidad En El Pool Eléctrico Español
    by Ángel León & Antonio Rubia
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  • 2001 On the Limits to Speculation in Centralized versus Decentralized Market Regimes
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  • 2001 Winner's Curse in Discriminatory Price Auctions: Evidence from the Norwegian Treasury Bill Auctions
    by Hoidal Bjonnes, Geir
  • 2001 Empirical Probability Distributions of Real Return from Swedish Stock and Bond Portfolios
    by Graflund, Andreas
  • 2001 Are the Nordic Stock Markets Mean Reverting?
    by Graflund, Andreas
  • 2001 Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998
    by Graflund, Andreas
  • 2001 Empirical Rationality in the Stock Market
    by Raahauge, Peter
  • 2001 Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior?
    by Munk, Claus & Sørensen, Carsten & Vinther, Tina Nygaard
  • 2001 Assessing Market Risk for Hedge Funds Portfolios
    by François-Serge LHABITANT
  • 2001 Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
    by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia
  • 2001 Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
    by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia
  • 2001 Information sharing, liquidity and transaction costs in floor-based trading systems
    by FOUCAULT, Thierry & LESCOURRET, Laurence
  • 2001 Limit order book as a market for liquidity
    by FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene
  • 2001 Arbitrage pricing and equilibrium pricing : compatibility conditions
    by Napp, Clotilde & Jouini, Elyès
  • 2001 Arbitrage and control problems in finance: A presentation
    by Jouini, Elyès
  • 2001 The Equity Premium Consensus Forecast Revisited
    by Ivo Welch
  • 2001 Bubbles, Human Judgment, and Expert Opinion
    by Robert J. Shiller
  • 2001 Nonparametric Tests for Positive Quadrant Dependence
    by DENUIT, Michel & SAILLET, Olivier
  • 2001 Measuring and Modelling Variation in the Risk-Return Trade-off
    by Lettau, Martin & Ludvigson, Sydney
  • 2001 Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption
    by Lettau, Martin & Ludvigson, Sydney
  • 2001 The Euro and the International Financial System
    by Portes, Richard
  • 2001 Asset Market Linkages in Crisis Periods
    by de Vries, Casper G & Hartmann, Philipp & Straetmans, Stefan
  • 2001 Risk and Intermediation in a Dual Financial Market Model
    by Bloise, Gaetano & Reichlin, Pietro
  • 2001 Limit Order Book as a Market for Liquidity
    by Foucault, Thierry & Kadan, Ohad & Kandel, Eugene
  • 2001 Empirical Analysis of Limit Order Markets
    by Hollifield, Burton & Miller, Robert & Sandås, Patrik
  • 2001 Financial Development and the Sensitivity of Stock Markets to External Influences
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  • 2001 Modelling Scale-Consistent VaR with the Truncated Lévy Flight
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  • 2001 Arbitrage with Inelastic Liquidity Demand and Financial Constraints
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  • 2001 Calculating Betas
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  • 2001 Calculating Betas (Cálculo De Betas. In Spanish)
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  • 2001 Empresa y coyuntura económica. Análisis de entidades bancarias
    by Alberto Jaramillo & Adriana Ángel Jíménez
  • 2001 Detecting Mutiple Breaks in Financial Market Volatility Dynamics
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  • 2001 Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data
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  • 2001 Testing and Comparing Value-at-Risk Measures
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  • 2001 Arbitraging mispriced assets with separation portfolios to lessen total risk
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  • 2001 FJP: Entre los aportantes y la inversión real
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  • 2001 Price Discovery in Floor and Screen Trading Systems
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  • 2001 Clustering of Trading Activity in the DAX Index Options Market
    by Alexander K. Koch & Zdravetz Lazarov
  • 2001 Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis
    by Rockinger, M. & Jondeau, E.
  • 2001 Correlation Analysis of Financial Contagion: What One Should Know before Running a Test
    by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia
  • 2001 A Primer on Financial Contagion
    by Marcello Pericoli & Massimo Sbracia
  • 2001 The Future Prospects for National Financial Markets and Trading Centres
    by Gaa, Charles & Stephen Lumpkin & Robert Ogrodnik & Peter Thurlow
  • 2001 Contractual restrictions on insider trading: a welfare analysis
    by Antonio E. Bernardo
  • 2001 Risk-minimizing hedging strategies for insurance payment processes
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  • 2001 Fractional Brownian motion, random walks and binary market models
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  • 2001 The numeraire portfolio for unbounded semimartingales
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  • 2001 Analytical value-at-risk with jumps and credit risk
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  • 2001 Bachelier and his times: A conversation with Bernard Bru
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  • 2001 Apparent scaling
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  • 2001 Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio
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  • 2001 Financial Collaborative Trading Networks
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  • 2001 Collateralized Debt as the Optimal Contract
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  • 2001 Acciones Tecnológicas: ¿Un Episodio De Burbujas Especulativas En El Mercado?
    by FERNANDO DÍAZ & RODRIGO SÁNCHEZ
  • 2001 The Asset Price Bubble and Monetary Policy: Japan's Experience in the Late 1980s and the Lessons: Background Paper
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  • 2001 Development Of Mudarabah Instruments: Understanding Their Profitability, Securitization And Negotiability Aspects
    by Muhammad Anwar
  • 2001 Spanish stock market structure and the introduction of the derivate securities on the IBEX-35 index
    by José Emilio Farinós Viñas & Matilde Fernández Blanco
  • 2001 Viable Costs and Equilibrium Prices in Frictional Securities Markets
    by Zhiwu Chen
  • 2001 Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets
    by Domenico Cuoco & Hua He
  • 2001 Braucht der Neue Markt eine neue Regulierung?
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  • 2001 La banca y el desarrollo
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  • 2001 Struggling to Understand the Stock Market
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  • 2000 Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets
    by Chakravarty, Sugato & Sarkar, Asani
  • 2000 Non-Gaussian OU Based Models and Some of their Uses in Financial Economics and Modelling by Levy Processes for Financial Econometrics
    by Barndorff-Nielsen, O.E. & Shepard, N.
  • 2000 Letent Variable Models for Stochastic Discount Factors
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  • 2000 A Swedish Real Estate Stock Market Index, 1939-1998
    by Graflund, Andreas
  • 2000 Option Pricing with Scheduled and Unscheduled News Flows
    by Perignon, C.
  • 2000 Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweeden
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  • 2000 Towards the 'Cult of the Equity'? Insurance Compamies and the Interwar Capital Market
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  • 2000 Australia, Canada and the Internaitonal Economy in the Era of Post-War Reconstruction
    by Rooth, T.
  • 2000 The Emergence of Concentrated Ownership and the Rebalacing of Portfolios due to Shareholder Activism in a Financial Market Equilibrium
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  • 2000 The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio
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  • 2000 The Effect of Excess-of-Loss Reinsurance with Reinstatements of the Cedent's Portfolio
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  • 2000 Sheep in Wolves' Clothing? Speculators and Price Volatility in Petroleum Markets
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  • 2000 Option Pricing with Scheduled and Unscheduled News Flows
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  • 1997 The logarithmic ACD model: an application to market microstructure and NASDAQ
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  • 1997 Weighted norm inequalities and hedging in incomplete markets
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  • 1997 Towards a general theory of bond markets (*)
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  • 1996 Arbitrage-Based Pricing when Volatility is Stochastic
    by Bossaerts, P. & Ghysels, E. & Gourieroux, C.
  • 1996 Stochastic Volatility
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  • 1996 Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets
    by Lim & C.G. & McNelis & P.D.
  • 1996 On the Irrelevance of Trade Timing
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  • 1996 Institutional Holdings and Trading Volume Reactions to Quarterly Earnings Announcements
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  • 1996 Project Finance at the World Bank: An Overview of Policies and Instruments
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  • 1996 World Bank Lending for Small Enterprises 1989-1993
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  • 1996 The Post-Issue Performance of IPO Firms when Banking Is Concentrated and Universal
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  • 1996 Globalization of the Securities Industries: The Need for a Fundamental Rethink of the Regulatory Strategy
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  • 1996 The Impact of Securisation on Banks' Capital: An Economic Analysis
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  • 1996 Market Risk, Corporate Governance & the Regulation of Financial Firms
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  • 1996 The Effects of Spot Transparency on Bid-Ask Spreads and Volume of Traded Share Options
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  • 1996 Accounting for Convertible Debt: A Fundamental Financial Instrument Approach to Accounting for Convertible Debt as a Single Instrument
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  • 1996 EU Capital Requirements and the Level Playing Field
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  • 1996 "Risks in Derivatives Markets: Implications for the Insurance Industry"
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  • 1996 A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets
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  • 1996 Consumption, Stock Returns, and the Gains from International Risk-Sharing
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  • 1996 Firm Performance and Mechanisms to Control Agency Problems Between Managers and Shareholders
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  • 1996 Quotes, Order Flow, and Price Discovery
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  • 1996 Options, the Value of Capital, and Investment
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  • 1996 The Analysis of VAR, Deltas and State Prices: A New Approach
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  • 1996 Weekends in Malaysia
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  • 1996 Econometric Models of Option Pricing Errors
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  • 1996 Le marche des actions internationales: Evolution et perspectives
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  • 1996 The Short Term Inflation Hedging Characteristics of UK Real Estate
    by Hoesli, M. & Macgregor, B. & Matysiak, G. & Nanthakumaran, N.
  • 1996 The Spatial Dimensions of the Investment preformance of UK Commercial Property
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  • 1996 Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK
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  • 1996 Mean-Variance vs. mean-Downside Risk: An Empirical Investigation for German Securities
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  • 1996 Public Intervention on the Credit Market: French Case
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  • 1996 Le comportement d'epargne recent des Francais a travers leurs opinions
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  • 1996 Croissance effective ou croissance potentielle et les marches monetaire et obligataire americains
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  • 1996 Multilateral Surveillance: What the OECD Can Offer
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  • 1996 The Equity Premium Is No Puzzle
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  • 1996 Coordination and Correlation in Markov Rational Belief Equilibria
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  • 1996 Stock Prices and Money Velocity: A Multi-Country Analysis
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  • 1996 Share Prices and Trading Volume: Indications of Stock Exchange Efficiency
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  • 1996 A Model of Myopic Corporate Behaviour with Efficient Stock Markets and Optimal Management Incentive Programs
    by Garvey, G.T. & Grant, S. & King, S.P.
  • 1996 Call Features and Term to Maturity of Callable Foreign Bonds
    by Hooper, V. & Pointon, J.
  • 1996 The Valuation of the Option to Expropriate a Multinational Enterprise's Assets
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  • 1996 Return, Risk Measures and Multicriteria Decision Support for Portfolio Selection
    by Hurson, C. & Zopounidis, C.
  • 1996 Methodologie multicritere pour l'evaluation et la gestion de portefeuilles d'actions
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  • 1996 Foreign Exchange Bureaus in the Economy of Ghana
    by Osei, K.A.
  • 1996 Speculation, Hedging and Intermediation in the Foreign Exchange Market
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  • 1996 Volatility in Spanish Financial Markets: The Recent Experience
    by Juan Ayuso & Soledad Núñez & María Pérez-Jurado
  • 1996 Asset Pricing Under Endogenous Expectations in an Artificial Stock Market
    by Arthur, W.B. & Holland, J.H. & LeBaron, B. & Palmer, R. & Tayler, P.
  • 1996 Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model
    by Brock, W.A. & Hommes, C.H.
  • 1996 Asset Price Behavior in Complex Environments
    by Brock, W.A.
  • 1996 New Stock Market Model
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  • 1996 Financial markets as adaptative systems
    by Marc Potters & Rama Cont & Jean-Philippe Bouchaud
  • 1996 Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages
    by Tro Kortian & James O’Regan
  • 1996 The Existence of Equilibrium in a Financial Market with Transaction Costs
    by Xing Jin & Frank Milne
  • 1996 Noncommercial Trading in the Energy Futures Market
    by Dale, Charles & Zyren, John
  • 1996 Actifs financiers et theorie de la consommation
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  • 1996 Arbitrage-Based Pricing when Volatility is Stochastic
    by Bossaerts, P. & Ghysels, E. & Gourieroux, C.
  • 1996 Stochastic Volatility
    by Ghysels, E. & Harvey, A. & Renault, E.
  • 1996 Repo Markets - Experiences and opportunities in Hungary
    by Dániel Szakály & Henrik Tóth
  • 1996 Business Fixed Investment and "Bubbles": The Japanese Case
    by Chirinko, Robert S. & Schaller, Huntley
  • 1996 The Spirit of Capitalism and Stock-Market Prices
    by Gurdip S. Bakshi & Zhiwu Chen
  • 1996 Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology
    by St-Amant, P.
  • 1996 Accomplishments of financial administration during the last quarter of the century
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  • 1996 Methods to determine capital requirements for options
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    by P.J.G. VLAAR
  • 1996 Survey of the Canadian foreign exchange and derivatives markets
    by Martin Miville
  • 1996 The market for futures contracts on Canadian bankers' acceptances
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  • 1995 Autralian Financial Volatility a Preliminary Investigation
    by Daly, K.
  • 1995 Regime Shifts and Volatility Spillovers on International Stock Markets
    by Hassler, J.
  • 1995 Conservatism and the Asymmetric Timeliness of Earning
    by Basu, S.
  • 1995 Incomplete Markets: A Remark on the Convergence of the Minimal Martingale Measure and Application to the Derivative Assets Pricing
    by Prigent, J.L.
  • 1995 Pricing of Contingent Claims from Discrete to Continuous Time Models: On the Robustness of the Black and Scholes Formula
    by Prigent, J.L.
  • 1995 The Organization of Markets and Its Role in Macroeconomic Stabilization During Transition
    by Ickes, B.W.
  • 1995 Patrimoine et actifs financiers en 1992
    by Arrondel, L.
  • 1995 Why Issue Equity Abroad? The Experience of Small Country Companies
    by Moden, K.M. & Oxelheim, L.
  • 1995 Mixed Risk Aversion
    by Caballe, J. & Pomansky, A.
  • 1995 Stochastic Volatility
    by Ghysels, E. & Harvey, A. & Renault, E.
  • 1995 Do Managed Futures Make Good Investments?
    by Edwards, F.R. & Park, J.M.
  • 1995 Mutual Funds and Financial Stability
    by Edwards, F.R.
  • 1995 Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World
    by Heal, G.
  • 1995 Evidence on the Role of Cash Flow for Investment
    by Gilchrist, S. & Himmelberg, C.P.
  • 1995 Japanese Government Bond Auctions: The U.S. Experience
    by Hamao, Y. & Jegadeesh, N.
  • 1995 Tests of Alternative International Asset Pricing Models
    by Vassalou, M.
  • 1995 Living with the "Enemy": An Analysis of Foreign Investment in the Japanese Equity Market
    by Hamao, Y. & Mei, J.
  • 1995 The Return on Investment from Proportional Portfolio Strategies
    by Browne, S.
  • 1995 Optimal Investment Policies for a Firm with a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
    by Browne, S.
  • 1995 Which Improves Welfare More: Nominal or Indexed Bond?
    by Magill, M. & Quinzii, M.
  • 1995 Which Improves Welfare More: Nominal or Indexed Bond?
    by Magill, M. & Quinzii, M.
  • 1995 Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie II: Les resultats empiriques
    by Avouyi-Dovi, S. & Caulet, R.
  • 1995 Les reseaux de neurones artificiels: une application a la prevision des prix des actifs financiers. Partie I: breve synthese de la theorie
    by Avouyi-Dovi, S. & Caulet, R.
  • 1995 The Mexican Peso Crisis: The Foreseeable and the Surprise
    by Lustig, N.
  • 1995 Separation and Hedging Results with State-Contingent Production
    by Chambers, R.G. & Quiggin, J.
  • 1995 Capital Gains in Japan: Their Magnitude and Imact on Consumption
    by Horioka, C.Y.
  • 1995 Arbitrage in securities markets with short-sales constraints
    by Jouini, Elyès & Kallal, Hedi
  • 1995 Endogenous Short Sale Constraint, Stock Prices and Output Cycles
    by Zhang, H.H.
  • 1995 Endogenous Borrowing Constraints with Incomplete Markets
    by Zhang, H.H.
  • 1995 Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis
    by Zhang, H.H.
  • 1995 Incentives, CEO Compensation, and Shareholder Wealth in a Dynamic Agency Model
    by Wang, C.
  • 1995 Business Fixed Investment and "Bubbles": the Japanese Case
    by Huntley Schaller & Robert S. Chirinko
  • 1995 Existence and Uniqueness of Equilibria in the CAPM with a Riskless Asset
    by Torsten Hens & Andreas Löffler
  • 1995 Experiments in Evolutionary Finance
    by LeBaron, B.
  • 1995 Nonlinear Time Series, Complexity Theory, and Finance
    by Brock, W.A. & De Lima, P.J.F.
  • 1995 Real-world options: smile and residual risk
    by Jean-Philippe Bouchaud & Giulia Iori & Didier Sornette
  • 1995 Stock market crashes, precursors and replicas
    by Didier Sornette & Anders Johansen & Jean-Philippe Bouchaud
  • 1995 A Cross-Market Comparison of Institutional Equity Trading Costs
    by Louis K. C. Chan & Josef Lakonishok
  • 1995 Why Issue Equity Abroad? The Experience of Small Country Companies
    by Modén, Karl-Markus & Oxelheim, Lars
  • 1995 An Empirical Analysis of the Trading Structure at the Stockholm Stock Exchange
    by Niemeyer, Jonas & Sandås, Patrik
  • 1995 Investing in Insider-Dominated Firms; A Study of Russian Voucher Privatization Funds
    by Frydman, R. & Pistor, K. & Rapaczynski, A.
  • 1995 Banking Scope, Financial Innovation, and the Evolution of the Financial System
    by Boot, Arnoud W A & Thakor, Anjan
  • 1995 Financial System Architecture
    by Boot, Arnoud W A & Thakor, Anjan
  • 1995 A kárpótlási jegy a magyar tőkepiac Jolly Jokere
    by Radnai, Márton
  • 1995 Repo, reverse repo and securities lending markets in Canada
    by Ron Morrow
  • 1995 The Government of Canada bond market since 1980
    by Andrew Branion
  • 1995 Policy Watch: Did Nasdaq Market Makers Implicitly Collude?
    by William G. Christie & Paul H. Schultz
  • 1994 The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes
    by Jean-Philippe Bouchaud & Didier Sornette
  • 1994 Transaction Taxes and Stock Market Volatility
    by Lindgren, Ragnar
  • 1994 Mark-up Pricing in Mergers and Acquisitions
    by Schwert, G.W.
  • 1994 On Smile and Skewness
    by Platen, Eckhard & Martin Schweizer
  • 1994 Noise Trading, Delegated Portfolio Management, and Economic Welfare
    by James Dow & Gary Gorton
  • 1994 Réglementation et prise de risque des intermédiaires financiers
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  • 1994 On the Minimal Martingale Measure and the Foellmer- Schweizer Decomposition
    by Martin Schweizer
  • 1994 Patterns of financial change in the OECD area
    by H. VAN GEMERT & N. GRUIJTERS
  • 1994 Money and credit: twenty years of debate in Italy (1970-1990)
    by G. NARDOZZI
  • 1994 Patterns of financial change in the OECD area
    by H. VAN GEMERT & N. GRUIJTERS
  • 1994 Money and credit: twenty years of debate in Italy (1970-1990)
    by G. NARDOZZI
  • 1994 Daily distribution of Swedish OMX-index returns over intraday-to-intraday time intervals
    by Lars Norden
  • 1993 Financial Markets, Specialization, and Learning by Doing
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  • 1993 Stock Price Fluctuation as a Diffusion in a Random Environment
    by Föllmer, Hans
  • 1993 Insider Trading Anomalies in a Kyle-Type Model of Sequential Auctions
    by Antonov, Mikhail & Trofimov, Georgi
  • 1993 Initial public offerings (IPOs): The Spanish experience
    by Rahnema, Ahmad & Fernández, Pablo
  • 1993 Informational Overshooting, Booms and Crashes
    by Zeira, Joseph
  • 1992 Existence and optimality of equilibria in markets with tradeable derivative securities
    by Henrotte,Philippe
  • 1991 Autobiography
    by Sharpe, William F.
  • 1991 Autobiography
    by Miller, Merton H.
  • 1991 Autobiography
    by Markowitz, Harry M.
  • 1991 Economics of Energy Futures Markets
    by Dale, Charles
  • 1991 The Optimality of Nominal Wage Contracts
    by Freeman, Scott & Tabellini, Guido
  • 1991 Rational Frenzies and Crashes
    by Bulow, Jeremy I & Klemperer, Paul
  • 1990 Capital Asset Prices With and Without Negative Holding
    by Sharpe, William F.
  • 1990 Leverage
    by Miller, Merton H.
  • 1989 Finance, Innovation and Corporate Change
    by Dosi, Giovanni
  • 1989 Financial Market Imperfections and Productivity Growth
    by Greenwald, Bruce C. & Stiglitz, Joseph E.
  • 1988 Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?
    by Rebecca Blank & David Card & Whitney Newey
  • 1987 Equity pricing and stock market anomalies
    by Hawawini, Gabriel & Banz, Rolf
  • 1987 Pricing Strategies and the Firm’s Exposure to Exchange Rate and Macroeconomic Shocks
    by Oxelheim, Lars & Wihlborg, Claes
  • 1987 Speculation, Bubbles, and Sunspots under Structural Uncertainty
    by Wihlborg, Clas
  • 1987 Hedging and Managing Exchange Rate and Related Macroeconomic Exposure
    by Oxelheim, Lars & Wihlborg, Clas G.
  • 1987 Finances and economic growth
    by Luis E. Rivero M.
  • 1985 Theory Construction and Economic Measurement at Different Levels of Aggregation: Parallel Theories and Data on Families and Firms
    by Eliasson, Gunnar
  • 1983 Why beta shifts as the return interval changes
    by Hawawini, Gabriel
  • 1983 The Industrial Finance Systems; Europe, U.S. and Japan
    by Rybczynski, Tad
  • 1980 The intertemporal cross-price behavior of common stocks: Evidence and impications
    by Hawawini, Gabriel
  • Nonstandard-Settlement Transactions
    by JAMES J. ANGEL
  • The Rise and Fall of the AMEX Emerging Company Marketplace
    by REENA AGGARWAL & JAMES J. ANGEL
  • Evolutionary Choice of Markets
    by Anke Gerber & Marc Oliver Bettzüge
  • An Extension of Mantel (1976) to Incomplete Markets
    by Thorsten Hens
  • On Uniqueness of Equilibria in the CAPM - (This paper replaces "Existence and Uniqueness of Equilibria in the CAPM")
    by Thorsten Hens & Joerg Laitenberger & Andreas Loeffler
  • An Evolutionary Approach to Financial Innovation
    by Marc Oliver Bettzuege & Thorsten Hens
  • On infinite-horizon minimum-cost hedging under cone constraints
    by Kevin Huang
  • Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints
    by Kevin Huang
  • Differential Changes In The Value-Relevance Of Earnings And Book Values Over Time: Financial Versus Other Industries
    by Sharad Asthana & Lucy Huajing Chen
  • Debt Covenants, Bankruptcy Risk, and Issuance Costs
    by Sattar A. Mansi & Yaxuan Qi & John K. Wald
  • Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask spreads. We also find some evidence that more flu implies lower stock returns. Consistent with the flu affecting institutional investors and market-makers, the decrease in trading activity and volatility is primarily driven by the incidence of influenza in the greater New York City area. However, the effect of the flu on bid-ask spreads and returns is driven by the incidence of flu nationally. We provide estimates of the potential impacts of a pandemic on equity returns
    by Yiuman Tse & Brian C. McTier & John K. Wald
  • Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask spreads. We also find some evidence that more flu implies lower stock returns. Consistent with the flu affecting institutional investors and market-makers, the decrease in trading activity and volatility is primarily driven by the incidence of influenza in the greater New York City area. However, the effect of the flu on bid-ask spreads and returns is driven by the incidence of flu nationally. We provide estimates of the potential impacts of a pandemic on equity returns
    by Yiuman Tse & Brian C. McTier & John K. Wald
  • Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?
    by Gerard Caprio, Jr
  • Is gold a safe haven? International evidence
    by Dirk G. Baur & Thomas K. McDermott
  • On the profitability of technical trading rules based on arifitial neural networks : evidence from the Madrid stock market
    by Fernando Fernández-Rodríguez & Christian González-Martel* & Simón Sosvilla-Rivero
  • Risk Attitude and Market Behavior: Evidence from Experimental Asset Markets
    by Gerlinde Fellner & Boris Maciejovsky
  • Hindsight Bias and Individual Risk Attitude within the Context of Experimental Asset Markets
    by Boris Maciejovsky & Tarek El-Sehitya & Hans Haumerb & Christian Helmensteinc & Erich Kirchlerd
  • Buyers Versus Sellers: Who Initiates Trades And When?
    by Tarun CHORDIA & Amit GOYAL & Narasimhan JEGADEESH
  • Extreme-quantile tracking for financial time series
    by Valérie CHAVEZ-DEMOULIN & Paul Embrechts & Sylvain Sardy
  • Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals
    by Eric Ghysels & Alberto Plazzi & Rossen I. Valkanov
  • Non-parametric counterfactual analysis in dynamic general equilibrium
    by Felix KUBLER & Karl SCHMEDDERS
  • Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
    by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER
  • Capital growth under transaction costs: An analysis based on the von Neumann-Gale model
    by Wael BAHSOUN & Igor V. EVSTIGNEEV & Michael I. TAKSAR
  • Arbitrage in Stationary Markets
    by Igor Evstigneev & Dhruv Kapoor
  • Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia
    by Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo
  • El crédito y sus factores determinantes: el caso colombiano (1990 -2004)
    by Luz Adriana Flórez & Carlos Esteban Posda & José Fernando Escobar
  • Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas
    by Panagiotis Samartzis & Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri
  • On the Explaination of Empirical Regularities: The statistical models of stock returns
    by Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri