Research classified by Journal of Economic Literature (JEL) codes

1999

• Jacob Boudoukh & Matthew Richardson & Richard Stanton & Robert F. Whitelaw, 1999, "A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 7213, Jul.
• Dong-Hyun Ahn & Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw, 1999, "Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 7214, Jul.
• John Y. Campbell & John H. Cochrane, 1999, "Explaining the Poor Performance of Consumption-Based Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 7237, Jul.
• Randall K. Filer & Jan Hanousek & Nauro F. Campos, 1999, "Do Stock Markets Promote Economic Growth," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 267, Sep.
• John H. Cochrane, 1999, "New Facts in Finance," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 490, Jun.
• John H. Cochrane, 1999, "Portfolio Advice for a Multifactor World," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 491, Jun.
• Teyssière, Gilles, 1999, "Modelling exchange rates volatility with multivariate long-memory ARCH processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,5.

1998

• Juan Manuel Julio R. & Javier Gómez P., 1998, "Output Gap Estimation, Estimation Uncertainty and its Effect on Policy Rules," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 17, issue 34, pages 89-117, December, DOI: 10.32468/Espe.3403.
• Juan Manuel Julio R. & Javier G�mez P., 1998, "Output Gap Estimation, Estimation Uncertainty and its Effect on Policy Rules," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 17, issue 34, pages 89-117, DOI: 10.32468/Espe.3403.
• Chemla, Gilles & Faure-Grimaud, Antoine, 1998, "Dynamic adverse selection and debt," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119154, Apr.
• Constantinos Agorastos & Dionysios Chionis, 1998, "Trading Volume and Volatility: Intraday Evidence from the Athens Stock Exchange," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 71-92, April - J.
• Ricardo Caballero & Arvind Krishnamurthy, 1998, "Emerging Market Crises: An Asset Markets Perspective," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 98-18, Oct.
• Ricardo J. Caballero & Arvind Krishnamurthy, 1998, "Emerging Market Crises: An Asset Markets Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 6843, Dec.
• Orley Ashenfelter & David Ashmore & Olivier Deschenes, 1998, "Do Unemployment Insurance Recipients Actively Seek Work? Randomized Trials in Four U.S. States," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 791, Dec.
• Jón Daníelsson & Casper G. de Vries, 1998, "Value-at-Risk and Extreme Returns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 98-017/2, Feb.
• Philippe Jorion & William N. Goetzmann, 1998, "A Longer Look at Dividend Yields," Yale School of Management Working Papers, Yale School of Management, number ysm41, Aug.
• Lehmann, Erik & Weigand, Jürgen, 1998, "Wieviel Phantasie braucht die Fußballaktie?," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 16.

1997

• Stefano G. Athanasoulis & Robert J. Shiller, 1997, "The Significance of the Market Portfolio," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1154, Jun.
• Danielsson, Jon & Vries, Casper, 1997, "Value-at-risk and extreme returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119166, Sep.
• Brown, Ward, 1997, "R&D intensity and finance are innovative firms financially constrained?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119170, Jul.
• Stefano Athanasoulis & Robert J. Shiller, 1997, "The Significance of the Market Portfolio," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0209, Feb.
• Sirnes, Espen, 1997, "Theories and Tests for Bubbles," MPRA Paper, University Library of Munich, Germany, number 53464, revised 1997.
• B. Scholtens, 1997, "Bank- and market-oriented financial systems: fact or fiction?," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 50, issue 202, pages 301-323.
• B. Scholtens, 1997, "Bank- and market-oriented financial systems: fact or fiction?," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 50, issue 202, pages 301-323.

1996

• Snell, Andy & Tonks, Ian, 1996, "Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119167, Mar.
• Earle, John & Estrin, Saul & Leshchenko, Larisa, 1996, "Ownership structures, patterns of control and enterprise behavior in Russia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 20642, Nov.

1995

• Goetzmann, William N & Jorion, Philippe, 1995, "A Longer Look at Dividend Yields," The Journal of Business, University of Chicago Press, volume 68, issue 4, pages 483-508, October, DOI: 10.1086/296674.

1994

• Gregory, Alan, et al, 1994, "UK Directors' Trading: The Impact of Dealings in Smaller Firms," Economic Journal, Royal Economic Society, volume 104, issue 422, pages 37-53, January.
• Eduardo Ley & Hal R. Varian, 1994, "Are there Psychological Barriers in the Dow-Jones Index?," Finance, University Library of Munich, Germany, number 9401002, Jan, revised 27 Oct 2001.

1993

• Gregory, Alan & Matako, John & Tonks, Ian & Purkis, Richard, 1993, "UK directors' trading: the impact of dealings in smaller firms," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119183, May.
• Rogério Studart, 1993, "The financial system and the financing of growth: a post-Keynesian alternative to the conventional view," Brazilian Journal of Political Economy, FGV EAESP, volume 13, issue 1, pages 110-129, January, DOI: 10.1590/0101-31572000-0614.
• Rogério Studart, 1993, "O sistema financeiro e o financiamento do crescimento: uma alternativa pós-keynesiana a visão convencional," Brazilian Journal of Political Economy, FGV EAESP, volume 13, issue 1, pages 110-129, January, DOI: 10.1590/0101-31572000-0614.
• Rubens Penha Cysne, 1993, "Financial reform – general aspects and analysis of the complementary law," Brazilian Journal of Political Economy, FGV EAESP, volume 13, issue 3, pages 352-373, July, DOI: 10.1590/0101-31571993-0745.
• Rubens Penha Cysne, 1993, "Reforma financeira - aspectos gerais e análise do projeto de lei complementar," Brazilian Journal of Political Economy, FGV EAESP, volume 13, issue 3, pages 352-373, July, DOI: 10.1590/0101-31571993-0745.
• John Matatko & Alan Gregory & Ian Tonks & Richard Purkis, 1993, "UK Directors Trading: The Impact of Dealings in Smaller Firms," FMG Discussion Papers, Financial Markets Group, number dp160, May.
• Toprak, Metin, 1993, "Türk Finans Sisteminin Yapısı
  [Structure of Turkish Financial System]," MPRA Paper, University Library of Munich, Germany, number 103507, Jul.
• Thomas Cool, 1993, "Proper definitions for Risk and Uncertainty (July update with (a) better notation, (b) relative risk (c) an application to insurance)," General Economics and Teaching, University Library of Munich, Germany, number 9902002, Feb, revised 08 Jul 1999.

1992

• Pagano, Marco & Roell, Ailsa, 1992, "Auction and dealership markets : What is the difference?," European Economic Review, Elsevier, volume 36, issue 2-3, pages 613-623, April.

1991

• Pagano, Marco & Röell, Ailsa, 1991, "Auction and dealership markets what is the difference?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119185, Sep.
• Goodhart, C. A. E. & Curcio, Riccardo, 1991, "The clustering of bid/ask prices and the spread in the foreign exchange market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119186, Jan.
• Ailsa Röell & Marco Pagano, 1991, "Auction and Dealership Markets: What is the Difference?," FMG Discussion Papers, Financial Markets Group, number dp125, Sep.

1990

• Guillermo Perry, 1990, "La iniciativa Bush y la respuesta de América Latina," Coyuntura Económica, Fedesarrollo, volume 20, issue 3, pages 107-112.
• Foldes, Lucien, 1990, "Optimal sure portfolio plans," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5137, Nov.

1987

• Goodhart, C. A. E., 1987, "The foreign exchange market: a random walk with a dragging anchor," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119187, Jan.

1986

• Mitra, MK & Roy, DC & Mishra, SK, 1986, "Rural indebtedness : concept, correlates and consequences: a study of four tribal villages in the North Lakhimpur subdivision, Assam," MPRA Paper, University Library of Munich, Germany, number 1824.
• Constantinides, George M, 1986, "Capital Market Equilibrium with Transaction Costs," Journal of Political Economy, University of Chicago Press, volume 94, issue 4, pages 842-862, August, DOI: 10.1086/261410.

1985

• Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1985, "A Theory of the Term Structure of Interest Rates," Econometrica, Econometric Society, volume 53, issue 2, pages 385-407, March.
• Duffie, J Darrell & Huang, Chi-fu, 1985, "Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-lived Securities," Econometrica, Econometric Society, volume 53, issue 6, pages 1337-1356, November.

1984

• Constantinides, George M. & Ingersoll, Jonathan Jr., 1984, "Optimal bond trading with personal taxes," Journal of Financial Economics, Elsevier, volume 13, issue 3, pages 299-335, September.

1982

• Huberman, Gur, 1982, "A simple approach to arbitrage pricing theory," Journal of Economic Theory, Elsevier, volume 28, issue 1, pages 183-191, October.

1980

• Prescott, Edward C & Mehra, Rajnish, 1980, "Recursive Competitive Equilibrium: The Case of Homogeneous Households," Econometrica, Econometric Society, volume 48, issue 6, pages 1365-1379, September.

1978

• Ross, Stephen A., 1978, "Mutual fund separation in financial theory--The separating distributions," Journal of Economic Theory, Elsevier, volume 17, issue 2, pages 254-286, April.

1973

• Robert C. Merton, 1973, "Theory of Rational Option Pricing," Bell Journal of Economics, The RAND Corporation, volume 4, issue 1, pages 141-183, Spring.

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