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Research classified by Journal of Economic Literature (JEL) codes

/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G19: Other
Most recent items first, undated at the end.
  • 2014 The analysis of volatility transmission mechanism among carry trade currencies
    by Ekin TOKAT & Atılım MURAT & Hakkı Arda TOKAT
  • 2014 Automated Liquidity Provision
    by Austin Gerig & David Michayluk
  • 2014 Determinants of Currency Depreciation in Pakistan
    by Malik, Saif Ullah
  • 2014 The Bitcoin Question: Currency versus Trust-less Transfer Technology
    by Adrian Blundell-Wignall
  • 2014 Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk
    by Mehmet Balcılar & Rıza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen
  • 2014 A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market
    by Akio Hattori & Kentaro Kikuchi & Fuminori Niwa & Yoshihiko Uchida
  • 2014 A consistent two-factor model for pricing temperature derivatives
    by Andreas Groll & Brenda López-Cabrera & Thilo Meyer-Brandis &
  • 2014 Money management with optimal stopping of losses for maximizing the returns of futures trading
    by Lundström, Christian
  • 2014 The scarcity value of Treasury collateral: Repo market effects of security-specific supply and demand factors
    by D'Amico, Stefania & Fan, Roger & Kitsul, Yuriy
  • 2014 Bank-based versus market-based financial systems: a critique of the dichotomy
    by Malcolm Sawyer
  • 2014 Análisis departamental de las captaciones bancarias en el sistema financiero colombiano
    by Jenny-Paola Lis-Gutiérrez & Sebastián Macías Rojas
  • 2014 Análisis Departamental de las Captaciones en el Sistema Financiero Colombiano
    by Jenny-Paola Lis-Gutiérrez & Sebastián Macías Rojas
  • 2014 Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets
    by Radoslav Raykov
  • 2014 Case studies on disruptions during the crisis
    by Yorulmazer, Tanju
  • 2014 On the characteristics of dynamic correlations between asset pairs
    by Jacobs, Michael & Karagozoglu, Ahmet K.
  • 2014 Opaque financial reports and R2: Revisited
    by Datta, Sudip & Iskandar-Datta, Mai & Singh, Vivek
  • 2014 Measuring liquidity in emerging markets
    by Kang, Wenjin & Zhang, Huiping
  • 2014 A dynamic limit order market with fast and slow traders
    by Hoffmann, Peter
  • 2014 Risk-free rate effects on conditional variances and conditional correlations of stock returns
    by Palandri, Alessandro
  • 2014 Firm opacity and financial market information asymmetry
    by Ravi, Rahul & Hong, Youna
  • 2014 Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity
    by Andres, Christian & Cumming, Douglas & Karabiber, Timur & Schweizer, Denis
  • 2014 How much informal credit lending responded to monetary policy in China? The case of Wenzhou
    by Qin, Duo & Xu, Zhong & Zhang, Xuechun
  • 2014 The adviser-investor relationship after the crisis
    by Vincenzo Pacelli
  • 2013 The failure of financial econometrics: confirmation and publication biases
    by Moosa, Imad
  • 2013 EMBI+México y su relación dinámica con otros factores de riesgo sistemático: 1997-2011
    by Francisco López Herrera & Francisco Venegas Martínez & César Gurrola Ríos
  • 2013 Common Risk Factors of Infrastructure Firms
    by Ben Ammar, Semir & Eling, Martin
  • 2013 How Much Has Private Credit Lending Reacted to Monetary Policy in China? The Case of Wenzhou
    by Duo Qin & Zhong Xu & Xue-Chun Zhang
  • 2013 Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union
    by Stefanescu, Razvan & Dumitriu, Ramona
  • 2013 MOY effects in returns and in volatilities of the Romanian capital market
    by Stefanescu, Razvan & Dumitriu, Ramona
  • 2013 Efecte Gone Fishin’ la Bursa de Valori din Bucureşti
    by Dumitriu, Ramona & Stefanescu, Razvan
  • 2013 Price, Return and Volatility Linkages of Base Metal Futures traded in India
    by Sinha, Pankaj & Mathur, Kritika
  • 2013 Impact of the foreign exchange rates fluctuations on returns and volatility of the Bucharest Stock Exchange
    by Stefanescu, Razvan & Dumitriu, Ramona
  • 2013 Loss Given Default Modelling: Comparative Analysis
    by Yashkir, Olga & Yashkir, Yuriy
  • 2013 The Degree of the Polish and Slovak equity market integration with the euro area equity market
    by Slawomir Ireneusz Bukowski
  • 2013 Volatility linkages between energy and agricultural commodity prices
    by Brenda López Cabrera, & Franziska Schulz, & &
  • 2013 State Price Densities implied from weather derivatives
    by Wolfgang Karl Härdle & Brenda López-Cabrera & Huei-Wen Teng &
  • 2013 Pricing Rainfall Derivatives at the CME
    by Brenda López Cabrera & Martin Odening & Matthias Ritter &
  • 2013 Predicting Stock Price Volatility by Analyzing Semantic Content in Media
    by Asgharian, Hossein & Sikström, Sverker
  • 2013 The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors
    by D'Amico, Stefania & Fan, Roger & Kitzul, Yuriy
  • 2013 Explaining the Czech Interbank Market Risk Premium
    by Adam Gersl & Jitka Lesanovska
  • 2013 Event Studies in thinly-traded markets: An improvement to the market model
    by Warwick Anderson
  • 2013 Stress indicator construction for internal money market
    by Isakov , Alexander
  • 2013 Gone Fishin’ Effects on the Bucharest Stock Exchange
    by Ramona Dumitriu & Razvan Stefanescu
  • 2013 The Comparative Risk And Performance Analysis Of Hungarian And Romanian Exchange Indices
    by Tarnaczi Tibor & Kulcsar Edina
  • 2013 The Portuguese stock market cycle: Chronology and duration dependence
    by Vitor Castro
  • 2013 Interbank Market Structure and Accurate Estimation of an Aggregate Liquidity Shock
    by Isakov, A.
  • 2013 Regulation and self-regulation in banking: in search of optimum
    by Monika Marcinkowska
  • 2013 CEO Compensation System in Large Canadian Financial Institutions
    by Yusuf Mohammed Nulla & Dimitris Nikolaou Koumparoulis
  • 2013 Hedging performance of Chinese stock index futures: An empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
    by Hou, Yang & Li, Steven
  • 2013 Can cross-country portfolio rebalancing give rise to forward bias in FX markets?
    by Chang, Sanders S.
  • 2013 Word power: A new approach for content analysis
    by Jegadeesh, Narasimhan & Wu, Di
  • 2013 Connecting two markets: An equilibrium framework for shorts, longs, and stock loans
    by Blocher, Jesse & Reed, Adam V. & Van Wesep, Edward D.
  • 2013 Style investing, comovement and return predictability
    by Wahal, Sunil & Yavuz, M. Deniz
  • 2013 Long-term asset tail risks in developed and emerging markets
    by Straetmans, Stefan & Candelon, Bertrand
  • 2013 Margining in derivatives markets and the stability of the banking sector
    by Gibson, Rajna & Murawski, Carsten
  • 2013 On the role of the estimation error in prediction of expected shortfall
    by Lönnbark, Carl
  • 2013 Competition, signaling and non-walking through the book: Effects on order choice
    by Valenzuela, Marcela & Zer, Ilknur
  • 2013 Pricing rainfall futures at the CME
    by López Cabrera, Brenda & Odening, Martin & Ritter, Matthias
  • 2013 Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks
    by Harada, Kimie & Ito, Takatoshi & Takahashi, Shuhei
  • 2013 Flexible price limits: The case of Tokyo Stock Exchange
    by Deb, Saikat Sovan & Kalev, Petko S. & Marisetty, Vijaya B.
  • 2013 Stock price response to S&P 500 index inclusions: Do options listings and options trading volume matter?
    by Chen, Yangyang & Koutsantony, Constantine & Truong, Cameron & Veeraraghavan, Madhu
  • 2013 A network analysis of global banking: 1978–2010
    by Minoiu, Camelia & Reyes, Javier A.
  • 2013 Stock price synchronicity and liquidity
    by Chan, Kalok & Hameed, Allaudeen & Kang, Wenjin
  • 2013 Do mutual fund managers time market liquidity?
    by Cao, Charles & Simin, Timothy T. & Wang, Ying
  • 2013 Short sale restrictions, differences of opinion, and single-country, closed-end fund discount
    by Sanning, Lee W. & Skiba, Alexandre & Skiba, Hilla
  • 2013 Stock price reversals following end-of-the-day price moves
    by Kudryavtsev, Andrey
  • 2013 The determinants of liquidity with G-RJMCMC-VS model: Evidence from China
    by Chen, Langnan & Luo, Jiawen & Liu, Hao
  • 2013 Portfolio selection in a data-rich environment
    by Bouaddi, Mohammed & Taamouti, Abderrahim
  • 2013 The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index: Evidence from the Asia Pacific context
    by Cheung, Adrian (Wai Kong) & Roca, Eduardo
  • 2013 The Development of Stock Markets: In Search of a Theory
    by Kamal A. El-Wassal
  • 2013 Macroeconomic risks, idiosyncratic risks and momentum profits Patterns in Neighboring Areas
    by Sirajum Munira Sarwar & Gulnur Muradoglu
  • 2013 The Presence Of Smes At Bucharest Stock Exchange
  • 2013 The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul
    by Yusuf Kaderli & Ali Petek & Mustafa Doganer & Gokce Babayigit
  • 2013 The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul
    by Yusuf Kaderli & Ali Petek & Mustafa Doganer & Gokce Babayigit
  • 2012 Manipulations de cours et marchés électroniques
    by Hamon, Jacques & Jacquillat, Bertrand
  • 2012 Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data
    by Chihiro Shimizu & Walter Erwin Diewert & Kiyohiko G. Nishimura & Tsutomu Watanabe
  • 2012 Effective Trade Execution
    by Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia
  • 2012 Prolonged holiday effects on Romanian capital market before and after the adhesion to EU
    by Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel
  • 2012 Volatility Impact of Stock Index Futures Trading - A Revised Analysis
    by Wagner, Helmut & Matanovic, Eva
  • 2012 A dynamic limit order market with fast and slow traders
    by Hoffmann, Peter
  • 2012 A dynamic limit order market with fast and slow traders
    by Hoffmann, Peter
  • 2012 Effective Trade Execution
    by Cesari, Riccardo & Marzo, Massimiliano & Zagaglia, Paolo
  • 2012 An automatic procedure for the estimation of the tail index
    by Gimeno, Ricardo & Gonzalez, Clara I.
  • 2012 Statistical Modelling of Temperature Risk
    by Zografia Anastasiadou & BrendaLópez-Cabrera &
  • 2012 Forecast based Pricing of Weather Derivatives
    by Wolfgang Karl Härdle & Brenda López-Cabrera & Matthias Ritter
  • 2012 On the role of the estimation error in prediction of expected shortfall
    by Lönnbark, Carl
  • 2012 The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets
    by Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang
  • 2012 Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos
    by Diego Alonso Agudelo Rueda & Edwin Villarraga & Santiago Giraldo
  • 2012 Effective Trade Execution
    by R. Cesari & M. Marzo & P. Zagaglia
  • 2012 What role, if any, can market discipline play in supporting macroprudential policy?
    by María J. Nieto
  • 2012 L'Efficience informationnelle du marché des paris sportifs : un parallèle avec les marchés boursiers
    by Barraud, Christophe
  • 2012 The Impact Of The Global Financial Crisis On A European Frontier Market: The Case Of Bucharest Stock Exchange
    by Cornelia POP & Iustin POP
  • 2012 Short-Term Stock Price Reversals May Be Reversed
    by Andrey Kudryavtsev
  • 2012 Overnight Stock Price Reversals
    by Andrey KUDRYAVTSEV
  • 2012 Theoretical and Methodological Foundations of the Financial System of the Enterprise
    by Spineanu – Georgescu Luciana
  • 2012 The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates
    by Kulcsár Edina & Tarnóczi Tibor
  • 2012 The Comparative Analysis Of Romanian And Hungarian Stock Market Indices And Exchange Rates
    by Kulcsar Edina & Tarnoczi Tibor
  • 2012 The Impact of Capital Structure and Liquidity on Corporate Returns in Nigeria: Evidence from Manufacturing Firms
    by Sebastian Ofumbia Uremadu & Rapuluchukwu Uchenna Efobi
  • 2012 Bank Capital Structure, Liquidity and Profitability Evidence from the Nigerian Banking System
    by Sebastian Ofumbia Uremadu
  • 2012 Are Market Center Trading Cost Measures Reliable?
    by Ryan GARVEY & Fei WU
  • 2012 Financial Globalization and Financial Development in Transition Countries
    by Edgar Demetrio Tovar García.
  • 2012 Momentum trading strategy and investment horizon: an experimental study
    by Yuri Khoroshilov
  • 2012 Corporate philanthropy: Insights from the 2008 Wenchuan Earthquake in China
    by Gao, Fox & Faff, Robert & Navissi, Farshid
  • 2012 Strong Evidence for Gender Differences in Risk Taking
    by Charness, Gary & Gneezy, Uri
  • 2012 Financial crises and regime-dependent dynamics
    by Huang, Weihong & Zheng, Huanhuan
  • 2012 Informed or speculative: Short selling analyst recommendations
    by Blau, Benjamin M. & Wade, Chip
  • 2012 Are there arbitrage gaps in the UK gilt strips market?
    by Armitage, Seth & Chakravarty, Shanti P. & Hodgkinson, Lynn & Wells, Jo
  • 2012 Moments of multivariate regime switching with application to risk-return trade-off
    by Taamouti, Abderrahim
  • 2012 Las opciones reales como metodología alternativa en la evaluación de proyectos de inversión
    by Armando Lenin Támara Ayús & Raúl Enrique Aristizábal Velásquez
  • 2012 Financial globalization and financial development in Latin America
    by Edgar Demetrio Tovar García
  • 2012 Multivariate volatility models: an application to IBOVESPA and Dow Jones Industrial
    by Jorge Alberto Achcar & Edilberto Cepeda-Cuervo & Milton Barossi-Filho
  • 2012 Has the strenthening of patent rights since 1990 fueled energy efficiency and innovation?
    by Ricardo H. Cavazos Cepeda & Douglas C. Lippoldt
  • 2012 Sources of funding for the public market in Romania
    by Gheorghe PÎRVU & Stefan Marcel SIMA
  • 2011 Spatial and Temporal Non-Stationary Semivariogram Analysis Using Real Estate transaction Data
    by Simon, Arnaud & Shrikum, Piyawan
  • 2011 Faut-il désétatiser la filière agroalimentaire ?
    by Hamon, Jacques & Jacquillat, Bertrand
  • 2011 La calidad e importancia de las utilidades contables para las empresas cotizadas en los mercados de capitales chilenos
    by Jara Bertin, Mauricio & López Iturriaga, Félix J.
  • 2011 Uncovering hedge fund skill from the portfolio holdings they hide
    by Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong
  • 2011 Legal protection of investors, corporate governance, and investable premia in emerging markets
    by Stephen Kinsella & Thomas O'Connor & Vincent O'Sullivan
  • 2011 Linkages between the stock prices and the exchange rates during the global crisis: the case of Romania
    by Stefanescu, Razvan & Dumitriu, Ramona
  • 2011 The SAD cycle for the Bucharest Stock Exchange
    by Stefanescu, Razvan & Dumitriu, Ramona
  • 2011 Hedging dynamics with gold futures
    by Singh, Saurabh & Saharawat, Swati
  • 2011 Comparing forecast performances among volatility estimation methods in the pricing of european type currency options of USD-TL and Euro-TL
    by Gozgor, Giray & Nokay, Pinar
  • 2011 How to measure Corporate Social Responsibility
    by Marco Nicolosi & Stefano Grassi & Elena Stanghellini
  • 2011 The Portuguese Stock Market Cycle: Chronology and Duration Dependence
    by Vítor Castro
  • 2011 On the economics of hedge fund drawdown status: Performance, insurance selling and darwinian selection
    by Sevinc Cukurova & Jose M. Marin
  • 2011 Localising temperature risk
    by Wolfgang Karl Härdle & Brenda López Cabrera & Ostap Okhrin & Weining Wang
  • 2011 The Portuguese Stock Market Cycle: Chronology and Duration Dependence
    by Vitor Castro
  • 2011 The Choice Of Trading Venue And Relative Price Impact Of Institutional Trading: Adrs Versus The Underlying Securities In Their Local Markets
    by Sugato Chakravarty & Chiraphol N. Chiyachantana & Christine Jiang
  • 2011 The delegated Lucas tree
    by Kaniel, Ron & Kondor, Péter
  • 2011 Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets
    by Diego A. Agudelo & Edwin Villaraga & Santiago Giraldo
  • 2011 Models for Stress Testing Czech Banks' Liquidity Risk
    by Zlatuse Komarkova & Adam Gersl & Lubos Komarek
  • 2011 Oil Price Shocks And Financial Stock Markets
  • 2011 International Diversification And Stock Markets Volatilities
    by Achraf GHORBEL & Younes BOUJELBENE
  • 2011 Assessing Hedge Fund Risk in a New Era of Hedge Fund Transparency
    by Owyong, David
  • 2011 Households’ Exposure to Foreign Currency Loans in CESEE EU Member States and Croatia
    by Katharina Steiner
  • 2011 Copula based models for serial dependence
    by Beatriz Vaz de Melo Mendes & Cecília Aíube
  • 2011 Globalización financiera y sus efectos sobre el desarrollo financiero
    by Edgar Demetrio Tovar
  • 2011 Financial Inclusion: Reformen in den Bereichen Verbraucherschutz und finanzielle Allgemeinbildung
    by Christa Hainz
  • 2011 The Early Exercise Premium for American Options. Empirical Study on Sibex Market
    by Maria-Miruna POCHEA & Angela-Maria FILIP
  • 2010 Uncovering hedge fund skill from the portfolio holdings they hide
    by Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong
  • 2010 Heurs et malheurs de l'investissement à long terme : l'exemple de Solvency II
    by Lorenzi, Jean-Hervé
  • 2010 Qu'est-ce qu'un marché ? Un exercice wittgensteinien
    by Dumez, Hervé & Depeyre, Colette
  • 2010 La privatisation paradoxale d’un étrange bien public : la bourse de Paris dans les années 1980
    by Lagneau-Ymonet, Paul & Riva, Angelo
  • 2010 De l'utilité de la finance et de l'innovation financière
    by Trainar, Philippe
  • 2010 Faut-il renoncer à la globalisation financière?
    by Brender, Anton
  • 2010 Recovering risk-neutral densities from exchange rate options: Evidence from Lira-Dollar options
    by Halil İbrahim AYDIN & Ahmet DEĞERLİ & Pınar ÖZLÜ
  • 2010 Die Konstruktion einer marktbasierten Benchmark für Beteiligungstitel in Schiffsinvestitionen
    by Grelck, Michael B. & Prigge, Stefan & Tegtmeier, Lars & Topalov, Mihail
  • 2010 Risk and return in convertible arbitrage: Evidence from the convertible bond market
    by Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y.
  • 2010 Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008
    by Ewa M. Syczewska
  • 2010 Recovering Risk-Neutral Densities from Exchange Rate Options: Evidence in Turkey (Kur Opsiyonlarindan Riske Duyarsiz Yogunluk Fonksiyonu Cikarimi: Turkiye Ornegi)
    by Halil Ibrahim Aydin & Ahmet Degerli & Pinar Ozlu
  • 2010 Regime-Dependent Smile-Adjusted Delta Hedging
    by Carol Alexander & Alexander Rubinov & Markus Kalepky & Stamatis Leontsinis
  • 2010 Whither Islamic Finance? Risk Sharing in An Age of Crises
    by Mirakhor, Abbas
  • 2010 Theoretical analysis of the bid-ask bounce and Related Phenomena
    by Lerner, Peter
  • 2010 Determinants of stock market performance in Nigeria: long-run analysis
    by MAKU, Olukayode E. & ATANDA, Akinwande Abdulmaliq
  • 2010 Practitioners' tools in analysing financial markets evolution
    by Nicolau, Mihaela
  • 2010 Stock volatility in the periods of booms and stagnations
    by Kaizoji, Taisei
  • 2010 Co-movement between Commodity Market and Equity Market: Does Commodity Market Change?
    by Yamori, Nobuyoshi
  • 2010 Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies
    by Kimie Harada & Takatoshi Ito & Shuhei Takahashi
  • 2010 The Ups & Downs of the Stock Market: Is This Time Different?
    by Stacey Schreft & Adam Bold
  • 2010 Switching Rates and the Asymptotic Behavior of Herding Models
    by Albrecht Irle & Jonas Kauschke & Thomas Lux & Mishael Milakovic
  • 2010 Sense of Control Affects Investment Behavior
    by Li King King
  • 2010 Call auctions: A Solution to some difficulties in Indian finance
    by Susan Thomas
  • 2010 Can Information Made Publicly Available Explain Long-Term Performance of New Economy Seasoned Equity Offers?
    by Zoltam Murgulov & Eduardo Roca
  • 2010 Call auctions : A solution to some difficulties in Indian finance
    by Susan Thomas
  • 2010 Non-Stationary Semivariogram Analysis Using Real Estate Transaction Data
    by Simon, Arnaud & Srikhum, Piyawan
  • 2010 Real time forecasts of inflation: the role of financial variables
    by Libero Monteforte & Gianluca Moretti
  • 2010 Identifying Asymmetric Comovements of International Stock Market Returns
    by Fuchun Li
  • 2010 Hedging with CO2 allowances: the ECX market
    by Carlos Pinho & Mara Madaleno
  • 2010 Agricultural Insurances - Means Of Developping The Romanian Agriculture Among The E.U. Countries
    by Nan Anca & Borza Georgiana
    by Nadia Cerasela ANITEI
  • 2010 The Influence of the Monetary Policy on the Investment Polilcy of the Firm
    by Iuliana Predescu & Mihai Aristotel Ungureanu & Stela Aurelia Toader & Antoniu Predescu
  • 2010 Financial Crisis Propagation
    by Ruxandra Vilag & George Horia Ionescu & Mihai Dragos Ungureanu & Stela Aurelia Toader
  • 2010 Foreign Direct Investments and the Economic Crisis in Romania
    by DIMA Stela Crina
  • 2010 İMKB’de İşlem Gören Reel Sektör İşletmelerinde Sermaye Yapısının Belirleyicileri
    by Hasan Aydın OKUYAN & H. Mehmet TAŞÇI
  • 2010 Explaining Accounting Policy Choices of SME’s: An Empirical Research on the Evaluation Methods
    by Szilveszter FEKETE & Yau M. DAMAGUM & Razvan MUSTATA & Dumitru MATIS & Ioan POPA
  • 2010 Shock and Volatility Interaction Between The Sector Indexes of Istanbul Stock Exchange
    by Ekin Tokat
  • 2009 La crise de la finance globalisée
    by Pisani, Florence & Brender, Anton
  • 2009 The European Commission and EUA prices: a high-frequency analysis of the EC's decisions on second NAPs
    by Rotfuß, Waldemar & Conrad, Christian & Rittler, Daniel
  • 2009 Stock Market Returns and Partisan Political Business Cycles
    by James Cooley
  • 2009 Options and Efficiency in Spaces of Bounded Claims
    by Galvani, Valentina & Troitsky, Vladimir
  • 2009 Impact des résultats passés sur l’aversion au risque de l’investisseur (The impact of past results on the investor's risk)
    by Eric VERNIER & Aymeric BOUCHIE DE BELLE
  • 2009 Transaction Costs, Trading Volume and Momentum Strategies
    by Xiafei Li & Chris Brooks & Joelle Miffre
  • 2009 Economic Forces and the Thai Stock Market, 1993-2007
    by Jiranyakul, Komain
  • 2009 Economic Forces and the Thai Stock Market, 1993-2007
    by Jiranyakul, Komain
  • 2009 Investigation about the presence of the day – of - the - week effect in the Bucharest Stock Exchange
    by Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel
  • 2009 Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis
    by Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel
  • 2009 Changes in the monthly effects from the Romanian foreign exchange market
    by Dumitriu, Ramona & Nistor, Costel & Stefanescu, Razvan
  • 2009 Does the weather affect stock market volatility?
    by Daskalakis, George & Symeonidis, Lazaros & Markellos, Raphael
  • 2009 Does Macroeconomic Indicators exert shock on the Nigerian Capital Market?
    by Maku, Olukayode E. & Atanda, Akinwande A.
  • 2009 Characteristics of Japan’s Commodities Index and its Correlation with Stock Index
    by Yamori, Nobuyoshi
  • 2009 Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process
    by Gan, Jumwu
  • 2009 Securitized Banking and the Run on Repo
    by Gary B. Gorton & Andrew Metrick
  • 2009 Market Solutions in Poverty: The Role of Microcredit in Development Countries with Financial Restrictions
    by Mário Olivares & Sofia Santos
  • 2009 Pricing of Asian temperature risk
    by Fred Benth & Wolfgang Karl Härdle & Brenda López Cabrera
  • 2009 Implied Market Price of Weather Risk
    by Wolfgang Härdle & Brenda López Cabrera
  • 2009 On risk prediction
    by Lönnbark, Carl
  • 2009 Les crises boursières de 1929-1932 et 2007-2009
    by Hamon, Jacques & Jacquillat, Bertrand
  • 2009 The Effects of Interest Rate Movements on Assets’ Conditional Second Moments
    by Alessandro Palandri
  • 2009 Addressing Socially Responsible Investments through Alternative Risk Transfer Solutions at International Level
    by Irina-Eugenia Iamandi & Laura-Gabriela Constantin
  • 2009 Real-Time Market Abuse Detection with a Stochastic Parameter Model
    by Radosław Cholewiński
  • 2009 Visual Recurrence Analysis and its Application
    by Jan Kodera & Tran Van Quang
  • 2009 Agricultural Insurance In Romania
    by Danuletiu Adina Elena & Danuletiu Dan Constantin & Barna Flavia
  • 2009 Effects Of Residual Value Revision On The Lessor’S Results In The Finance Lease Contracts
    by Tulvinschi Mihaela & Chirita Irina
  • 2009 Impact of the Global Crisis on the Financial Linkages between the Stock Market and the Foreign Exchange Market from Romania
    by Razvan STEFANESCU & Ramona DUMITRIU
  • 2009 Credit Ratings in the Presence of Bailout: The Case of Mexican Subnational Government Debt
    by Fausto Hernández-Trillo & Ricardo Smith-Ramírez
  • 2009 Decisiones De Inversión A Través De Opciones Reales
  • 2009 The Hotel Companies And Their Relationship With The Capital Markets
  • 2009 Analysis Of The Portfolio Management Methods
  • 2009 The Analysis Of Residual Income – The Empirical Evidence From Slovenia
  • 2009 Financial Contagion And Investors Behavior
    by George Horia Ionescu & Dragos Mihai Ungureanu & Ruxandra Dana Vilag & Florian Bogdan Stoian
  • 2009 Trading in Networks: A Normal Form Game Experiment
    by Douglas M. Gale & Shachar Kariv
  • 2008 Türkiye’de devlet iç borçlanma senetlerinin günlük getirilerinde mevsimsellik ve koşullu risk
    by Macide ÇİÇEK
  • 2008 Calibration of Parametric CAT bonds. A case study of Mexican earthquakes
    by Wolfgang Karl Härdle & Brenda López Cabrera
  • 2008 Fuzzy interval net present value
    by Marco Corazza & Silvio Giove
  • 2008 Value at Risk (VaR) and the alpha-stable distribution
    by John C. Frain
  • 2008 Sector classification through non-Gaussian similarity
    by Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte
  • 2008 Yield to Maturity Is Always Realized as Promised: A Reply
    by Cebula, Richard & Yang, Bill
  • 2008 Sur-réaction sur le marché tunisien des actions : une investigation empirique
    by Trabelsi, Mohamed Ali
  • 2008 Peut-on encore parler des mesures de performance ?
    by Trabelsi, Mohamed Ali
  • 2008 The Efficiency of Trading Halts; Evidence from Bursa Malaysia
    by Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily
  • 2008 Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks
    by Kimie Harada & Takatoshi Ito
  • 2008 The co-movements along the forward curve of natural gas futures: a structural view
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