Research classified by Journal of Economic Literature (JEL) codes

2013

• Aase, Knut K., 2013, "Recursive utility and disappearing puzzles for continuous-time models," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2013/2, May.
• Aase, Knut K., 2013, "Recursive utility and the equity premium puzzle: A discrete-time approach," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2013/3, May, revised 25 Mar 2015.
• Seminario, Cristhian & Salgado, Edgar & Morón, Eduardo, 2013, "Regional Financial Development and Firm Growth in Peru," IDB Publications (Working Papers), Inter-American Development Bank, number 4619, Jun.
• Jacques Clerc & Manuel Diaz & Bruno Campos, 2013, "Development of a Procedure for the Construction of GEI Emission Abatement Curves Incorporating the Uncertainty Associated to the Main Mitigation Variables," Research Department Publications, Inter-American Development Bank, Research Department, number IDB-TN-541, Jun.
• Eduardo Moron & Edgar Salgado & Cristhian Seminario, 2013, "Regional Financial Development and Firm Growth in Peru," Research Department Publications, Inter-American Development Bank, Research Department, number IDB-WP-398, Jun.
• Ercan ÖZEN & Bahattin HAMARAT & Necmiye Serap VURUR, 2013, "Türkiye’de İllerin Finansal Yatırım Eğilimlerine Göre Derecelendirilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 331, pages 89-120.
• Abhilash S. Nair, 2013, "Existence Of Capital Market Equilibrium In The Presence Of Herding And Feedback Trading," Working papers, Indian Institute of Management Kozhikode, number 121.
• Muhammad Shahbaz, 2013, "Financial Development, Economics Growth, Income Inequality Nexus: A Case Study of Pakistan," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 1, issue 3, pages 24-47, March.
• Benabou, Roland, 2013, "Groupthink: Collective Delusions in Organizations and Markets," IZA Discussion Papers, Institute of Labor Economics (IZA), number 7322, Mar.
• Wilko Bolt & Heiko Schmiedel, 2013, "Pricing of payment cards, competition, and efficiency: a possible guide for SEPA," Annals of Finance, Springer, volume 9, issue 1, pages 5-25, February, DOI: 10.1007/s10436-011-0177-7.
• Frederik Herzberg, 2013, "First steps towards an equilibrium theory for Lévy financial markets," Annals of Finance, Springer, volume 9, issue 3, pages 543-572, August, DOI: 10.1007/s10436-012-0202-5.
• Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2013, "Continuous equilibrium in affine and information-based capital asset pricing models," Annals of Finance, Springer, volume 9, issue 4, pages 725-755, November, DOI: 10.1007/s10436-012-0216-z.
• Monostori, Zoltán, 2013, "Diszkriminatív áras és egyenáras aukciók
  [Discriminatory and uniform-price auctions]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 1048-1074.
• Jáki, Erika, 2013, "A válság mint negatív információ és bizonytalansági tényező. A válság hatása az egy részvényre jutó nyereség-előrejelzésekre
  [The financial crisis as negative information and a factor of uncertaint," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1357-1369.
• Chiaki Hara, 2013, "Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs　," KIER Working Papers, Kyoto University, Institute of Economic Research, number 862, Apr.
• Bernard Cornet & Abhishek Ranjan, 2013, "Existence of equilibria via quasi-equilibria," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13020, Feb.
• Bernard Cornet & Abhishek Ranjan, 2013, "Equilibria in a multi-period economy," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13021, Feb.
• Aurora Murgea & Robert D. Reisz, 2013, "Does the Market Make us Happy? The Stock Market and Well-being," Economia politica, Società editrice il Mulino, issue 1, pages 69-86.
• Aloísio Araújo & Susan Schommer & Michael Woodford, 2013, "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," NBER Chapters, National Bureau of Economic Research, Inc, "Lessons from the Financial Crisis for Monetary Policy".
• Jaromir Nosal & Guillermo Ordoñez, 2013, "Uncertainty as Commitment," NBER Working Papers, National Bureau of Economic Research, Inc, number 18766, Feb.
• Aloísio Araújo & Susan Schommer & Michael Woodford, 2013, "Conventional and Unconventional Monetary Policy with Endogenous Collateral Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 19711, Dec.
• Leonidov, A. & Rumyantsev, E., 2013, "Russian Interbank Systemic Risks Assessment from the Network Topology Point of View," Journal of the New Economic Association, New Economic Association, volume 19, issue 3, pages 65-80.
• Marzena Rostek & Ji Hee Yoon, 2013, "Private Information in Markets: A Market Design Perspective," Working Papers, NET Institute, number 13-21, Sep.
• Neil Shephard, 2013, "Martingale unobserved component models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2013-W01, Feb.
• Thomas Breuer & Martin Summer & Hans-Joachim Vollbrecht, 2013, "Endogenous Leverage and Asset Pricing in Double Auctions," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 184, Jul.
• Urban Bacher & Kai L. Stober, 2013, "Uhnwi In Emerging Markets – They Still Think, Act And Invest Differently," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, volume 9, pages 481-492.
• Alp Simsek, 2013, "Speculation and Risk Sharing with New Financial Assets," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 128, issue 3, pages 1365-1396.
• Roland Bénabou, 2013, "Groupthink: Collective Delusions in Organizations and Markets," The Review of Economic Studies, Review of Economic Studies Ltd, volume 80, issue 2, pages 429-462.
• Elyès Jouini & Clotilde Napp & Yannick Viossat, 2013, "Evolutionary Beliefs and Financial Markets," Review of Finance, European Finance Association, volume 17, issue 2, pages 727-766.
• Ionescu Cristian, 2013, "Investor’s Perceptions and Financial Instability in the Emerging Countries," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 518-522, May.
• Neil Shephard, 2013, "Martingale unobserved component models," Economics Series Working Papers, University of Oxford, Department of Economics, number 644, Feb.
• Boleslaw Borkowski & Monika Krawiec & Yochanan Shachmurove, 2013, "Modeling and Estimating Volatility of Options on Standard & Poor’s 500 Index," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-015, Feb.
• Awdeh, Ali, 2013, "Impact of financial deregulation on bank productivity: Evidence from a panel of Arab banks," MPRA Paper, University Library of Munich, Germany, number 119124.
• Iraola, Miguel & Torres-Martínez, Juan Pablo, 2013, "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-recourse Loans," MPRA Paper, University Library of Munich, Germany, number 46838, May.
• Accinelli, Elvio & Covarrubias, Enrique, 2013, "An extension of the Sard-Smale Theorem to domains with an empty interior," MPRA Paper, University Library of Munich, Germany, number 47404, May.
• Ezzat, Hassan, 2013, "Long Memory Processes and Structural Breaks in Stock Returns and Volatility: Evidence from the Egyptian Exchange," MPRA Paper, University Library of Munich, Germany, number 51465, Aug.
• Luo, Yulei & Young, Eric, 2013, "Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," MPRA Paper, University Library of Munich, Germany, number 52904, Jul.
• Monostori, Zoltan, 2013, "Diszkriminatív áras és egyenáras aukciók
  [Discriminatory versus uniform-price auctions]," MPRA Paper, University Library of Munich, Germany, number 54254, Feb, revised Apr 2013.
• Alexander Zimper, 2013, "Speculative Trade Equilibria with Incorrect Price Anticipations," Working Papers, University of Pretoria, Department of Economics, number 201335, Jul.
• Alexander Zimper, 2013, "On the impossibility of insider trade in rational expectations equilibria," Working Papers, University of Pretoria, Department of Economics, number 201379, Dec.
• Emil Iantchev, 2013, "Asset-Pricing Implications of Biologically Based Non-Expected Utility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 16, issue 3, pages 497-510, July, DOI: 10.1010/j.red.2012.08.002.
• Leonardo Becchetti & Nazaria Solferino & Maria Elisabetta Tessitore, 2013, "Corporate social responsibility and profit volatility: theory and empirical evidence," AICCON Working Papers, Associazione Italiana per la Cultura della Cooperazione e del Non Profit, number 129-2013, Nov.
• Ramon Huerta & Fernando Corbacho & Charles Elkan, 2013, "Nonlinear support vector machines can systematically identify stocks with high and low future returns," Algorithmic Finance, IOS Press, volume 2, issue 1, pages 45-58.
• David H. Bailey & Marcos López de Prado & Eva del Pozo, 2013, "The strategy approval decision: A Sharpe ratio indifference curve approach," Algorithmic Finance, IOS Press, volume 2, issue 1, pages 99-109.
• Carlos Dorantes, 2013, "The Relevance of Using Accounting Fundamentals in the Mexican Stock Market," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 18, issue 00, pages 1-10.
• Alberto Vesperoni, 2013, "War Finance and the Modern State," NEPS Working Papers, Network of European Peace Scientists, number 6/2013, Sep.
• Duca, Ioana Andreea & Ruxanda, Gheorghe, 2013, "A View on the Risk-Neutral Density Forecasting of the Dax30 Returns," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 101-114, June.
• Rashid Ameer, 2013, "Financial liberalization and firms’ capital structure adjustments evidence from Southeast Asia and South America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 1, pages 1-32, January, DOI: 10.1007/s12197-010-9158-3.
• M. Peiris & Alexandros Vardoulakis, 2013, "Savings and default," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 54, issue 1, pages 153-180, September, DOI: 10.1007/s00199-012-0722-2.
• Dimitris Voliotis, 2013, "Arbitrage, strategic inefficiency and self-regulation," Review of Economic Design, Springer;Society for Economic Design, volume 17, issue 1, pages 27-41, March, DOI: 10.1007/s10058-012-0133-7.
• Lucas Lucio Godeiro, 2013, "Impact of Calendar Effects in the Volatility of Vale Shares," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 2, issue 3, pages 1-1.
• ,, 2013, "Endogenous indeterminacy and volatility of asset prices under ambiguity," Theoretical Economics, Econometric Society, volume 8, issue 3, September.
• Guillermo Ordoñez, 2013, "The Asymmetric Effects of Financial Frictions," Journal of Political Economy, University of Chicago Press, volume 121, issue 5, pages 844-895, DOI: 10.1086/673886.
• Corrado Di Guilmi & Xue-Zhong He & Kai Li, 2013, "Herding, Trend Chasing and Market Volatility," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 337, Oct.
• TIMUS, Angela & UNGUR, Cristina, 2013, "The Insurance Market Of The Republic Of Moldova In Terms Of Investment Potential," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 17, issue 2, pages 31-43.
• Hao Fang & Yen-Hsien Lee, 2013, "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 6, pages 743-757.
• Obert Nyawata, 2013, "Treasury Bills And/Or Central Bank Bills For Absorbing Surplus Liquidity: The Main Considerations," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 02, pages 1-32, DOI: 10.1142/S1793993313500117.
• Ollikka, Kimmo & Tukiainen, Janne, 2013, "Central bank liquidity auction mechanism design and the interbank market," Bank of Finland Research Discussion Papers, Bank of Finland, number 21/2013.
• Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2013, "Collateral requirements and asset prices," Discussion Papers, Deutsche Bundesbank, number 44/2013.
• Grith, Maria & Karl Härdle, Wolfgang & Krätschmer, Volker, 2013, "Reference dependent preferences and the EPK puzzle," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-023.
• Fischer, Thomas & Riedler, Jesper, 2013, "Prices, debt and market structure in an agent-based model of the financial market," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 12-045 [rev.].
• Thomas Kaspereit & Kerstin Lopatta, 2013, "The Value Relevance of SAM's Corporate Sustainability Ranking and GRI Sustainability Reporting in the European Stock Markets," ZenTra Working Papers in Transnational Studies, ZenTra - Center for Transnational Studies, number 19 / 2013, Oct, revised Oct 2013.

2012

• Veronica Guerrieri & Peter Kondor, 2012, "Fund Managers, Career Concerns, and Asset Price Volatility," American Economic Review, American Economic Association, volume 102, issue 5, pages 1986-2017, August.
• Rabeh Khalfaoui & Mohammed Boutahar, 2012, "Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1208, Mar.
• Oana Calitoiu, 2012, "The Implications Of Globalization On The Efficiency And Stability Of Financial Systems," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 40, pages 158-161.
• Grzegorz W. Kolodko, 2012, "A world between crises," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 1, pages 3-13, March.
• Aurora Murgea, 2012, "Lipstick Effect In Romania: Propensity To Buy Cosmetics And Stock Market Evolutions," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 14, pages 1-19.
• Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2012, "Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models," Papers, arXiv.org, number 1201.1840, Jan, revised Oct 2012.
• Nils Chr. Framstad, 2012, "On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes," Papers, arXiv.org, number 1206.5756, Jun, revised Jun 2012.
• Josef Schroth, 2012, "Financial Crisis Resolution," Staff Working Papers, Bank of Canada, number 12-42, DOI: 10.34989/swp-2012-42.
• Amela Hubic, 2012, "A Financial Social Accounting Matrix (SAM) for Luxembourg," BCL working papers, Central Bank of Luxembourg, number 72, Mar.
• Filippo Taddei & Alberto Martin, 2015, "International Capital Flows and Credit Market Imperfections: a Tale of Two Frictions," Working Papers, Barcelona School of Economics, number 518, Sep.
• Bekir Elmas, 2012, "Efficiency and Limited Arbitrage in the Stock Markets:Evidences from ISE," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 49, pages 39-58.
• Baddeley, M. & Burke, C. & Schultz, W. & Tobler, P., 2012, "Herding in Financial Behaviour: A Behavioural and Neuroeconomic Analysis of Individual Differences," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1225, May.
• MSc. Arjan Tushaj & PhD. Valentina Sinaj, 2012, "What About The Relationship Between Banking Competition And Financial Stability? Case Of Albania," Journal Articles, Center For Economic Analyses, pages 25-32, June.
• DEHEZ, Pierre, 2012, "Incomplete-markets economies: the seminal work of Diamond, Drèze and Radner," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012029, Jul.
• Faias, Marta & Luque, Jaime, 2012, "Endogenous bourse structures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1106, Apr.
• Iori, G. & Kapar, B. & Olmo, J., 2012, "The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation," Working Papers, Department of Economics, City St George's, University of London, number 12/03.
• Hatzopoulos, V. & Iori, G., 2012, "Information theoretic description of the e-Mid interbank market: implications for systemic risk," Working Papers, Department of Economics, City St George's, University of London, number 12/04.
• Kovaleva, P. & Iori, G., 2012, "Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity," Working Papers, Department of Economics, City St George's, University of London, number 12/05.
• Gabbi, G. & Germano, G. & Hatzopoulos, V. & Iori, G. & Politi, M., 2012, "Market microstructure, bank's behaviour and interbank spreads," Working Papers, Department of Economics, City St George's, University of London, number 12/06.
• Iori, G. & Porter, J., 2012, "Agent-Based Modelling for Financial Markets," Working Papers, Department of Economics, City St George's, University of London, number 12/08.
• Chiarella, Carl & He, Xue-Zhong & Pellizzari, Paolo, 2012, "A Dynamic Analysis Of The Microstructure Of Moving Average Rules In A Double Auction Market," Macroeconomic Dynamics, Cambridge University Press, volume 16, issue 4, pages 556-575, September.
• Ana Fostel & John Geanakoplos, 2012, "Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1877, Sep.
• Ana Fostel & John Geanakoplos, 2012, "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1877R, Sep, revised Jul 2013.
• Ana Fostel & John Geanakoplos, 2012, "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1877R2, Sep, revised Aug 2014.
• Ana Fostel & John Geanakoplos, 2012, "Leverage and Default in Binomial Economies: A Complete Characterization," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1877R3, Sep, revised Mar 2015.
• Fischer, Thomas & Riedler, Jesper, 2012, "Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 58512, Jul.
• Eichberger, Jürgen & Rheinberger, Klaus & Summer, Martin, 2012, "Credit risk in general equilibrium," Working Paper Series, European Central Bank, number 1445, Jun.
• J. Hugonnier & S. Malamud & E. Trubowitz, 2012, "Endogenous Completeness of Diffusion Driven Equilibrium Markets," Econometrica, Econometric Society, volume 80, issue 3, pages 1249-1270, May, DOI: ECTA8783.
• Darrell Duffie & Bruno Strulovici, 2012, "Capital Mobility and Asset Pricing," Econometrica, Econometric Society, volume 80, issue 6, pages 2469-2509, November, DOI: ECTA8822.
• Zaman, Khalid & Izhar, Zeeshan & Khan, Muhammad Mushtaq & Ahmad, Mehboob, 2012, "The relationship between financial indicators and human development in Pakistan," Economic Modelling, Elsevier, volume 29, issue 5, pages 1515-1523, DOI: 10.1016/j.econmod.2012.05.013.
• van Ewijk, Casper & de Groot, Henri L.F. & Santing, A.J. (Coos), 2012, "A meta-analysis of the equity premium," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 819-830, DOI: 10.1016/j.jempfin.2012.07.002.
• Pineda, S. & Conejo, A.J., 2012, "Managing the financial risks of electricity producers using options," Energy Economics, Elsevier, volume 34, issue 6, pages 2216-2227, DOI: 10.1016/j.eneco.2012.03.016.
• Bick, Avi, 2012, "The relationship between reciprocal currency futures prices," Finance Research Letters, Elsevier, volume 9, issue 4, pages 194-201, DOI: 10.1016/j.frl.2012.03.001.
• Tedeschi, Gabriele & Iori, Giulia & Gallegati, Mauro, 2012, "Herding effects in order driven markets: The rise and fall of gurus," Journal of Economic Behavior & Organization, Elsevier, volume 81, issue 1, pages 82-96, DOI: 10.1016/j.jebo.2011.09.006.
• Lin, Shengle & Rassenti, Stephen, 2012, "Are under- and over-reaction the same matter? Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, volume 84, issue 1, pages 39-61, DOI: 10.1016/j.jebo.2012.07.004.
• Balasko, Yves & Geanakoplos, John, 2012, "Introduction to general equilibrium," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 400-406, DOI: 10.1016/j.jet.2012.01.022.
• Araújo, Aloísio & Kubler, Felix & Schommer, Susan, 2012, "Regulating collateral-requirements when markets are incomplete," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 450-476, DOI: 10.1016/j.jet.2010.09.004.
• Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012, "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 477-500, DOI: 10.1016/j.jet.2010.11.004.
• Fostel, Ana & Geanakoplos, John, 2012, "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 501-525, DOI: 10.1016/j.jet.2011.07.001.
• Christensen, Peter Ove & Larsen, Kasper & Munk, Claus, 2012, "Equilibrium in securities markets with heterogeneous investors and unspanned income risk," Journal of Economic Theory, Elsevier, volume 147, issue 3, pages 1035-1063, DOI: 10.1016/j.jet.2012.01.007.
• Hugonnier, Julien, 2012, "Rational asset pricing bubbles and portfolio constraints," Journal of Economic Theory, Elsevier, volume 147, issue 6, pages 2260-2302, DOI: 10.1016/j.jet.2012.05.003.
• Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros, 2012, "Displacement risk and asset returns," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 491-510, DOI: 10.1016/j.jfineco.2012.04.002.
• Hauser, Florian & Huber, Jürgen, 2012, "Short-selling constraints as cause for price distortions: An experimental study," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1279-1298, DOI: 10.1016/j.jimonfin.2012.02.001.
• Vayanos, Dimitri & Wang, Jiang, 2012, "Market liquidity - theory and empirical evidence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119044, Jul.
• Fatih DİKMEN, 2012, "Türk Bankacılık Sektörü İçin Bir Etkinlik Analizi: 2003-2007," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 23, issue 85, pages 83-120, DOI: 10.5455/ey.34103.
• Ales Kresta & Tomas Tichy, 2012, "International Equity Portfolio Risk Modeling: The Case of the NIG Model and Ordinary Copula Functions," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 2, pages 141-161, May.
• Christopher L. Foote & Kristopher Gerardi & Paul S. Willen, 2012, "Why did so many people make so many ex post bad decisions? the causes of the foreclosure crisis," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2012-07.
• Christopher L. Foote & Kristopher Gerardi & Paul S. Willen, 2012, "Why did so many people make so many ex post bad decisions?: the causes of the foreclosure crisis," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 12-2.
• Andrea Ajello, 2012, "Financial intermediation, investment dynamics and business cycle fluctuations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-67.
• Marco Cipriani & Ana Fostel & Daniel Houser, 2012, "Leverage and asset prices: an experiment," Staff Reports, Federal Reserve Bank of New York, number 548.
• Matteo Del Vigna, 2012, "A note on the existence of CAPM equilibria with homogeneous Cumulative Prospect Theory preferences," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2012-01, Jan.
• Dimitri Vayanos & Jiang Wang, 2012, "Market Liquidity - Theory and Empirical Evidence," FMG Discussion Papers, Financial Markets Group, number dp709, Jul.
• Jean-Marc Bottazzi & Jaime Luque & Mário Páscoa, 2012, "Securities market theory: Possession, repo and rehypothecation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00665629, Mar, DOI: 10.1016/j.jet.2010.11.004.
• Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012, "Pricing rules and Arrow-Debreu ambiguous valuation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00685413, Jan, DOI: 10.1007/s00199-011-0660-4.
• Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012, "The Dollar Squeeze of the Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00673982, Feb.
• Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012, "Trading and rational security pricing bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00673995, Feb.
• Bernard Cornet & Abhishek Ranjan, 2012, "A remark on arbitrage free prices in multi-period economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00707401, Apr.
• Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012, "Pricing rules and Arrow-Debreu ambiguous valuation," Post-Print, HAL, number hal-00685413, Jan, DOI: 10.1007/s00199-011-0660-4.
• Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012, "Financial Markets Equilibrium with Heterogeneous Agents," Post-Print, HAL, number halshs-00488537, Jan, DOI: 10.1093/rof/rfr018.
• Bernard Cornet & Abhishek Ranjan, 2012, "A remark on arbitrage free prices in multi-period economy," Post-Print, HAL, number halshs-00707401, Apr.
• Elyès Jouini & Clotilde Napp & Yannick Viossat, 2012, "Evolutionary Beliefs and Financial Markets," Post-Print, HAL, number halshs-00778537, Mar.
• Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012, "Pricing rules and Arrow-Debreu ambiguous valuation," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00685413, Jan, DOI: 10.1007/s00199-011-0660-4.
• R. Khalfaoui & M. Boutahar, 2012, "Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," Working Papers, HAL, number halshs-00793068, Mar.
• Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2012, "Costs and Benefits of Speculation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2012/12, Oct.
• Aase, Knut K., 2012, "What Puzzles? New insights in asset pricing," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2012/13, Nov.
• Palmberg, Johanna, 2012, "Spatial Concentration in the Financial Industry," Ratio Working Papers, The Ratio Institute, number 188, Feb.
• Holmberg, Ulf, 2012, "Error Corrected Disequilibrium," Umeå Economic Studies, Umeå University, Department of Economics, number 837, Feb.
• Holmberg, Ulf, 2012, "Essays on Credit Markets and Banking," Umeå Economic Studies, Umeå University, Department of Economics, number 840, Mar.
• Hara, Chiaki, 2012, "Asset prices, trading volumes, and investor welfare in markets with transaction costs," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 556, May.
• Hara, Chiaki, 2012, "Heterogeneous impatience and dynamic inconsistency," CIS Discussion paper series, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University, number 557, May.
• Branko Zivanovic & Ana Jolovic, 2012, "The Evolution of Serbian Forex Through NBS FX Swaps," Economic Analysis, Institute of Economic Sciences, volume 45, issue 3-4, pages 14-30.
• Christoph Memmel & Angelika Sachs & Ingrid Stein, 2012, "Contagion in the Interbank Market with Stochastic Loss Given Default," International Journal of Central Banking, International Journal of Central Banking, volume 8, issue 3, pages 177-206, September.
• Dilip Madan, 2012, "A two price theory of financial equilibrium with risk management implications," Annals of Finance, Springer, volume 8, issue 4, pages 489-505, November, DOI: 10.1007/s10436-012-0200-7.
• M. Levati & Jianying Qiu & Prashanth Mahagaonkar, 2012, "Testing the Modigliani-Miller theorem directly in the lab," Experimental Economics, Springer;Economic Science Association, volume 15, issue 4, pages 693-716, December, DOI: 10.1007/s10683-012-9322-z.
• Daniel Schmidt & Frank Schmielewski, 2012, "Consumer reaction on tumbling funds - Evidence from retail fund outflows during the financial crisis 2007/2008," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 228, Jan.
• Rossitsa Yalamova, 2012, "Fractal Measures in Market Microstructure Research," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 1-2, pages 137-154, March - J.
• Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa & Suresh Sundaresan, 2012, "The dollar squeeze of the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12009, Feb.
• Jean-Marc Bottazzi & Jaime Luque & Mário R. Páscoa, 2012, "Trading and rational security pricing bubbles," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12010, Feb.
• Bernard Cornet & Abhishek Ranjan, 2012, "A remark on arbitrage free prices in multi-period economy," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12035, Apr.
• John Geanakoplos & Lasse Heje Pedersen, 2012, "Monitoring Leverage," NBER Chapters, National Bureau of Economic Research, Inc, "Risk Topography: Systemic Risk and Macro Modeling".
• Christopher L. Foote & Kristopher S. Gerardi & Paul S. Willen, 2012, "Why Did So Many People Make So Many Ex Post Bad Decisions? The Causes of the Foreclosure Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 18082, May.
• Dimitri Vayanos & Jiang Wang, 2012, "Market Liquidity -- Theory and Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 18251, Jul.
• Guillermo Ordoñez, 2012, "The Asymmetric Effects of Financial Frictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 18360, Sep.
• Semyon Malamud & Marzena Rostek, 2012, "Decentralized Exchange," Working Papers, NET Institute, number 12-18, Sep.
• Per A. Mykland & Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W02, Feb.
• Neil Shephard & Dacheng Xiu, 2012, "Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W04, Apr.
• Jakub Steiner & Colin Stewart, 2012, "Price Distortions in High-Frequency Markets," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1549, May.
• Kaja Bonesmo Fredriksen, 2012, "Less Income Inequality and More Growth – Are they Compatible? Part 6. The Distribution of Wealth," OECD Economics Department Working Papers, OECD Publishing, number 929, Jan, DOI: 10.1787/5k9h28t0bznr-en.
• Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers, University of Oxford, Department of Economics, number 593, Feb.
• Neil Shephard & Dacheng Xiu, 2012, "Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices," Economics Series Working Papers, University of Oxford, Department of Economics, number 604, Apr.
• Szabó, Zsolt, 2012, "The Impact of Capital Market Players’ Exit, Voice and Loyalty on Economic Growth," Public Finance Quarterly, Corvinus University of Budapest, volume 57, issue 4, pages 474-489.
• Situngkir, Hokky, 2012, "Indonesian Stock Market Crisis Observation with Spectral and Composite Index," MPRA Paper, University Library of Munich, Germany, number 35961, Jan.
• Pérez Fernández, Víctor & Torres-Martínez, Juan Pablo, 2012, "Incomplete financial participation: exclusive markets, investment clubs and credit risk," MPRA Paper, University Library of Munich, Germany, number 36624, Jan.
• Carfì, David & Musolino, Francesco, 2012, "A coopetitive approach to financial markets stabilization and risk management," MPRA Paper, University Library of Munich, Germany, number 37098.
• Nath, Golaka, 2012, "Indian corporate bonds market –an analytical prospective," MPRA Paper, University Library of Munich, Germany, number 38992, May.
• Musolino, Francesco & Carfì, David, 2012, "A game theory model for currency markets stabilization," MPRA Paper, University Library of Munich, Germany, number 39240.
• Asavoaei, Alexandru, 2012, "Criza economică – un fenomen previzibil
  [The economic crisis - a predictable phenomenon]," MPRA Paper, University Library of Munich, Germany, number 40145, Jul.
• Masci, Martín Ezequiel, 2012, "Irreversibilidad e incertidumbre de las decisiones financieras en i&d
  [Irreversibility and uncertainty of the financial investments on r&d]," MPRA Paper, University Library of Munich, Germany, number 40970, Jun.
• Khalfaoui, R & Boutahar, M, 2012, "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper, University Library of Munich, Germany, number 41624, Sep.
• Lazarevski, Dimche & Mrsik, Jadranka & Smokvarski, Edi, 2012, "Evolution of the venture capital financing for growing small and medium enterprises in Central and Eastern Europe countries: the case of Macedonia," MPRA Paper, University Library of Munich, Germany, number 41997, May.
• De Koning, Kees, 2012, "The world's dream: economic growth : the balance sheet approach," MPRA Paper, University Library of Munich, Germany, number 42580, Nov.
• Swamy, Vighneswara & S, Sreejesh, 2012, "Financial Instability, Uncertainty and Banks’ Lending Behaviour," MPRA Paper, University Library of Munich, Germany, number 47518.
• Ezzat, Hassan, 2012, "The Application of GARCH Methods in Modeling Volatility Using Sector Indices from the Egyptian Exchange," MPRA Paper, University Library of Munich, Germany, number 51584, Dec.
• de-Ramon, Sebastián & Iscenko, Zanna & Osborne, Matthew & Straughan, Michael & Andrews, Peter, 2012, "Measuring the impact of prudential policy on the macroeconomy: A practical application to Basel III and other responses to the financial crisis," MPRA Paper, University Library of Munich, Germany, number 69423, May.
• Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2012, "Incomplete Financial Markets With Real Assets and Endogenous Credit Limits," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1271, Jun.
• Emil Iantchev, 2012, "Code and data files for "Asset-Pricing Implications of Biologically Based Non-Expected Utility"," Computer Codes, Review of Economic Dynamics, number 11-255, revised .
• Viktor Tsyrennikov & Thomas Sargent & Timothy Cogley, 2012, "Wealth Dynamics in a Bond Economy with Heterogeneous Beliefs," 2012 Meeting Papers, Society for Economic Dynamics, number 1079.
• Karl Schmedders & Felix Kubler, 2012, "Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices," 2012 Meeting Papers, Society for Economic Dynamics, number 536.
• Josef Schroth, 2012, "Financial Crisis Resolution," 2012 Meeting Papers, Society for Economic Dynamics, number 617.
• Marian WIELEZYNSKI, 2012, "Les dividendes de l’innovation DIVIDENDS OF INNOVATION," Working Papers, Réseau de Recherche sur l’Innovation. / Research Network on Innovation, number 29.
• Harun Guzeldere, & Serra Eren Sarioglu, 2012, "Validity of Fama-French Three-Factor Model In Asset Pricing: An Application In Istanbul Stock Exchange," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 2, pages 1-1.
• S. Cagri Esener & Mine Binis, 2012, "New Solutions to Old Debates: A New Transaction Tax Proposal," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 4, pages 123-123.
• Patrick McConnell, 2012, "Lehman – A Case of Strategic Risk," Journal of Financial Transformation, Capco Institute, volume 34, pages 51-62.
• Rosa María Domínguez Gijón & Miguel Flores Ortega & Francisco Venegas-Martínez, 2012, "Comportamiento del IPC de la BMV durante 2000-2009: un enfoque de valores extremos," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 7-24.
• Leonardo Becchetti & Giancarlo Marini & Aurora Murgea, 2012, "The Spread Nightmare: Financial Crises and Happiness," CEIS Research Paper, Tor Vergata University, CEIS, number 252, Sep, revised 18 Sep 2012.
• Sarah Draus & Mark van Achter, 2012, "Circuit Breakers and Market Runs," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 313, May.