Research classified by Journal of Economic Literature (JEL) codes

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

2013

• Paulo Nakatani & Rémy Herrera, 2013, "Notes sur Keynes et la crise," Post-Print, HAL, number halshs-00829891, May.
• Jean-Marc Bonnisseau & Achis Chery, 2013, "Stability of marketable payoffs with long-term assets," Post-Print, HAL, number halshs-00917638, Sep.
• Jean-Marc Bonnisseau & Achis Chery, 2013, "On the equivalence of financial structures with short-term assets," Post-Print, HAL, number halshs-00917644, Nov.
• Mohamed El Hedi Arouri & Shawkat Hammoudeh & Duc Khuong Nguyen & Amine Lahiani, 2013, "On the short- and long-run efficiency of energy and precious metal markets," Working Papers, HAL, number hal-00798036, Mar.
• Sofiane Aboura & Emmanuel Lépinette, 2013, "An Alternative Model to Basel Regulation," Working Papers, HAL, number hal-00825018, Jul.
• Marc Busse & Michel Dacorogna & Marie Kratz, 2013, "The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio," Working Papers, HAL, number hal-00914844, Dec.
• Youssouf Kiendrebeogo, 2013, "How Do Banking Crises Affect Bilateral Exports?," Working Papers, HAL, number halshs-00843009, Jul.
• Dong He & Paul Luk, 2013, "A Model of Chinese Capital Account Liberalisation," Working Papers, Hong Kong Institute for Monetary Research, number 122013, Aug.
• Roshaiza Taha, 2013, "Stock Market And Tax Revenue Collection In Malaysia: Evidence From Cointegration And Causality Tests," Accounting & Taxation, The Institute for Business and Finance Research, volume 5, issue 1, pages 29-39.
• Almir Alihodzic, 2013, "Possibility of Applying Regional Diversification in Capital Markets of Bosnia and Herzegovina and Republic of Serbia," Economic Analysis, Institute of Economic Sciences, volume 46, issue 3-4, pages 52-71.
• Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013, "Equilibrium Fast Trading," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 769, Mar, revised Sep 2014.
• Biais, Bruno & Hombert, Johan & Weill, Pierre-Olivier, 2013, "Equilibrium Pricing and Trading Volume under Preference Uncertainty," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 787, Jul, revised Dec 2013.
• Gómez Martínez, Raúl, 2013, "Señales De Inversión Basadas En Un Índice De Aversión Al Riesgo / Investment Signs Based On A Risk Aversion Index," Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 19, issue 3, pages 147-157.
• Sri Liani Suselo & Shinta R.I. Soekro & R. Aga Nugraha, 2013, "Sekuritisasi Aset Lembaga Pembiayaan Dan Pengembangan Pasar Secondary Mortgage Facility Dalam Rangka Pendalaman Pasar Keuangan Indonesia," Working Papers, Bank Indonesia, number WP/05/2013.
• Thorsten Beck, 2013, "Finance, growth and fragility: the role of government," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 5, issue 1/2, pages 49-77.
• Carlo Altavilla & Riccardo Costantini & Raffaella Giacomini, 2013, "Bond returns and market expectations," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/13, May.
• Carlo Altavilla & Raffaella Giacomini & Giuseppe Ragusa, 2013, "Anchoring the yield curve using survey expectations," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP52/13, Oct.
• Canlin Li & Min Wei, 2013, "Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Progarms," International Journal of Central Banking, International Journal of Central Banking, volume 9, issue 1, pages 3-39, March.
• Abdulkadir Abdulrashid Rafindadi & Zarinah Yusof, 2013, "Is Financial Development a Factor to the Leading Growth Profile of the South African Economy? Measuring and Uncovering the Hidden Secret," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 1, issue 9, pages 99-112, September.
• Mr. Youssouf Kiendrebeogo, 2013, "How Do Banking Crises Affect Bilateral Exports?," IMF Working Papers, International Monetary Fund, number 2013/150, Jun.
• Ms. Carmen Reinhart & Mr. Kenneth Rogoff, 2013, "Financial and Sovereign Debt Crises: Some Lessons Learned and Those Forgotten," IMF Working Papers, International Monetary Fund, number 2013/266, Dec.
• Luc Renneboog & Christophe Spaenjers, 2013, "Buying Beauty: On Prices and Returns in the Art Market," Management Science, INFORMS, volume 59, issue 1, pages 36-53, February, DOI: 10.1287/mnsc.1120.1580.
• Heo, Deung-Yong & Tesfatsion, Leigh, 2013, "Standardized Contracts with Swing for the Market-Supported Procurement of Energy and Reserve: Illustrative Examples," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 36747, Nov.
• Tesfatsion, Leigh & Aliprantis, Dionysios C., 2013, "Reformulation of U.S. day-ahead wholesale power markets for improved intertermporal operations," ISU General Staff Papers, Iowa State University, Department of Economics, number 201304250700001071, Apr.
• Renata Karkowska, 2013, "Instability In The Cee Banking System. Evidence From The Recent Financial Crisis," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 5, issue 4, pages 535-547, December.
• Jahanzaib Haider, 2013, "An analytical study of relationship of Macroeconomic Indicators on movement of KSE(Karachi stock exchange) prices," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 9, issue 1, pages 42-52, March.
• Nisar Ahmad & Parvez Azim & Jamshaid ur Rehman, 2013, "Does Working Capital Management Affect the Operational Liquidity Position of Firms? A Case of Pakistani Manufacturing Firms," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 9, issue 1, pages 53-68, March.
• Syed Adeel Hussain, 2013, "Differentiation of Market Risk Characteristics among Sharia Compliant and Conventional Equities listed on the Pakistani Capital Market - KSE 100 Index over a selective time period," 2013 Papers, Job Market Papers, number phu395, Dec.
• Burak Saltoğlu, 2013, "Turkish Banking Sector Current Status and the Future Challenges," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 41, issue 1, pages 75-86, March, DOI: 10.1007/s11293-012-9357-8.
• Gang-Zhi Fan & Zsuzsa Huszár & Weina Zhang, 2013, "The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, volume 46, issue 4, pages 568-595, May, DOI: 10.1007/s11146-012-9376-x.
• Bjørn Eraker, 2013, "The performance of model based option trading strategies," Review of Derivatives Research, Springer, volume 16, issue 1, pages 1-23, April, DOI: 10.1007/s11147-012-9079-8.
• Vikash Ramiah, 2013, "Effects of the Boxing Day tsunami on the world capital markets," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 2, pages 383-401, February, DOI: 10.1007/s11156-012-0286-z.
• Mark Aleksanyan & Khondkar Karim, 2013, "Searching for value relevance of book value and earnings: a case of premium versus discount firms," Review of Quantitative Finance and Accounting, Springer, volume 41, issue 3, pages 489-511, October, DOI: 10.1007/s11156-012-0318-8.
• Larry Bensimhon & Yuri Biondi, 2013, "Financial Bubbles, Common Knowledge and Alternative Accounting Regimes: An Experimental Analysis of Artificial Spot Security Markets," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, volume 3, pages 21-59, December.
• Christian Groth & Jakob B. Madsen, 2013, "Medium-term Fluctuations and the "Great Ratios" of Economic Growth," Discussion Papers, University of Copenhagen. Department of Economics, number 13-16.
• Michael McAleer & John Suen & Wing Keung Wong, 2013, "Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis," KIER Working Papers, Kyoto University, Institute of Economic Research, number 869, Jun.
• Philip Pilkington, 2013, "A Stock-flow Approach to a General Theory of Pricing," Economics Working Paper Archive, Levy Economics Institute, number wp_781, Dec.
• Roman Kraussl & Arthur Korteweg & Patrick Verwijmeren, 2013, "Does it Pay to Invest in Art? A Selection-corrected Returns Perspective," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 13-7.
• Alessandro Girardi & Claudio Impenna, 2013, "Price Discovery In The Italian Sovereign Bonds Market: The Role Of Order Flow," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 13108.
• Sadr, Sayyed Kazem, 2013, "The Role of Islamic Legal Institutions in Transformation of Financial Markets," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 6, issue 16, pages 1-26, September.
• Xiangnan Meng & Xin Deng, 2013, "Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China," Multinational Finance Journal, Multinational Finance Journal, volume 17, issue 1-2, pages 77-106, March - J.
• Nourzad, Farrokh & Szczesniak, Katherine & Hunter, William, 2013, "Securitization of Credit Card Debt and its Determinants," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2013-04, Apr.
• Jean-Marc Bonnisseau & Achis Chery, 2013, "Tackling the instability of growth: A Kaleckian model with autonomous demand expenditures," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13029, Mar.
• Paulo Nakatani & Rémy Herrera, 2013, "Notes sur Keynes et la crise," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13048, May.
• Jean-Marc Bonnisseau & Achis Chery, 2013, "Stability of marketable payoffs with long-term assets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13078, Sep, DOI: 10.1007/s10436-014-0251-z.
• Jean-Marc Bonnisseau & Achis Chery, 2013, "On the equivalence of financial structures with short-term assets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13079, Nov, DOI: 10.1051/proc/201445044.
• Karl E. Case & John M. Quigley & Robert J. Shiller, 2013, "Wealth Effects Revisited: 1975-2012," NBER Working Papers, National Bureau of Economic Research, Inc, number 18667, Jan.
• Itay Goldstein & Assaf Razin, 2013, "Three Branches of Theories of Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 18670, Jan.
• Ricardo J. Caballero & Emmanuel Farhi, 2013, "A Model of the Safe Asset Mechanism (SAM): Safety Traps and Economic Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 18737, Jan.
• Yuriy Gorodnichenko & Michael Weber, 2013, "Are Sticky Prices Costly? Evidence From The Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 18860, Feb.
• Wei Xiong, 2013, "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 18905, Mar.
• Michael Sockin & Wei Xiong, 2013, "Informational Frictions and Commodity Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 18906, Mar.
• Randall Morck & M. Deniz Yavuz & Bernard Yeung, 2013, "State-run Banks, Money Growth, and the Real Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 19004, Apr.
• Ralph S.J. Koijen & Tobias J. Moskowitz & Lasse Heje Pedersen & Evert B. Vrugt, 2013, "Carry," NBER Working Papers, National Bureau of Economic Research, Inc, number 19325, Aug.
• Ian Dew-Becker & Stefano Giglio, 2013, "Asset Pricing in the Frequency Domain: Theory and Empirics," NBER Working Papers, National Bureau of Economic Research, Inc, number 19416, Sep.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2013, "Moral Hazard, Informed Trading, and Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 19619, Nov.
• Ing-Haw Cheng & Wei Xiong, 2013, "Why Do Hedgers Trade So Much?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19670, Nov.
• Andrés Fernández & Alessandro Rebucci & Martín Uribe, 2013, "Are Capital Controls Prudential? An Empirical Investigation," NBER Working Papers, National Bureau of Economic Research, Inc, number 19671, Nov.
• Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2013, "Parameter Learning in General Equilibrium: The Asset Pricing Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 19705, Dec.
• Conghui Hu & Wei Xiong, 2013, "Are Commodity Futures Prices Barometers of the Global Economy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19706, Dec.
• Jennie Bai & Thomas Philippon & Alexi Savov, 2013, "Have Financial Markets Become More Informative?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19728, Dec.
• Macneill Stewart & Hugues Jeannerat, 2013, "Mobility of Knowledge. Territorial Knowledge Dynamics in luxury car industry. Beyond standard and production markets," GRET Publications and Working Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 01-13, Jan.
• Christian Livi & Hugues Jeannerat & Olivier Crevoisier, 2013, "Mobility of Knowledge. The Photovoltaic Industry in Western Switzerland : The Emergence of a Multi-Local Valuation Milieu," GRET Publications and Working Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 04-13, Apr.
• Hugues Jeannerat, 2013, "Staging experience, valuing authenticity: Towards a market perspective on territorial development," GRET Publications and Working Papers, GRET Group of Research in Territorial Economy, University of Neuchâtel, number 05-13, May.
• Rex McKenzie, 2013, "Financialisation and Labour: What does Marikana tell us about Inequality in South Africa?," Working Papers, New School for Social Research, Department of Economics, number 1305, Oct.
• Case, Karl E. & Quigley, John M. & Shiller, Robert J., 2013, "Wealth Effects Revisited 1975-2012," Critical Finance Review, now publishers, volume 2, issue 1, pages 101-128, July, DOI: 10.1561/104.00000009.
• Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2013, "The Fundamentals of Commodity Futures Returns," Review of Finance, European Finance Association, volume 17, issue 1, pages 35-105.
• Ravi Bansal & Ivan Shaliastovich, 2013, "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 1, pages 1-33.
• Dimitri Vayanos & Paul Woolley, 2013, "An Institutional Theory of Momentum and Reversal," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 5, pages 1087-1145.
• Asli Demirgüç-Kunt & Erik Feyen & Ross Levine, 2013, "The Evolving Importance of Banks and Securities Markets," The World Bank Economic Review, World Bank, volume 27, issue 3, pages 476-490.
• Erick Lahura & Marco Vega, 2013, "The dynamic relationship between stock market development and economic activity evidence from Peru, 1965-2011," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2013-369.
• Minchul Shin & Molin Zhong, 2013, "Does realized volatility help bond yield density prediction?," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-064, Nov.
• Marinel Nedeluţ & Corina Frăsineanu, 2013, "Insurance Market. General Considerations of Insurances in Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 13, issue 1, pages 191-204.
• Fulli-Lemaire, Nicolas, 2013, "Alternative inflation hedging strategies for ALM," MPRA Paper, University Library of Munich, Germany, number 43755, Jan.
• Ballinger, Clint, 2013, "Towards a pure state theory of money," MPRA Paper, University Library of Munich, Germany, number 45101, Mar.
• Dominique, C-Rene, 2013, "Estimating investors' behavior and errorsin probabilistic forecasts by the Kolmogorov entropy and noise colors of multifractal attractors," MPRA Paper, University Library of Munich, Germany, number 46231, Apr, revised 16 Apr 2013.
• Dominique, C-Rene, 2013, "Estimating investors' behavior and errors in probabilistic forecasts by the Kolmogorov entropy and noise colors of non-hyperbolic attractors," MPRA Paper, University Library of Munich, Germany, number 46451, Apr.
• Govori, Fadil, 2013, "The performance of commercial banks and the determinants of profitability: Evidence from Kosovo," MPRA Paper, University Library of Munich, Germany, number 46824, May.
• Ndako, Umar Bida, 2013, "The Day of the Week effect on stock market returns and volatility: Evidence from Nigeria and South Africa," MPRA Paper, University Library of Munich, Germany, number 48076, Jul.
• Ratti, Ronald A. & Hasan, M. Zahid, 2013, "Oil Price Shocks and Volatility in Australian Stock Returns ‎," MPRA Paper, University Library of Munich, Germany, number 49043, Jan.
• Swamy, Vighneswara, 2013, "Banking System Resilience and Financial Stability - An Evidence from Indian Banking," MPRA Paper, University Library of Munich, Germany, number 49597, Jun.
• Ogunyiola, Ayorinde, 2013, "Financial development and Economic Growth: The Case of Cape Verde," MPRA Paper, University Library of Munich, Germany, number 49783, Sep.
• Scorbureanu, Alexandrina Ioana, 2013, "Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects," MPRA Paper, University Library of Munich, Germany, number 50208, Sep.
• Siddiqi, Hammad, 2013, "Mental Accounting: A Closed-Form Alternative to the Black Scholes Model," MPRA Paper, University Library of Munich, Germany, number 50759, Aug.
• De Koning, Kees, 2013, "The Collective Individual Households or Coin economic theory," MPRA Paper, University Library of Munich, Germany, number 50967, Oct.
• Winful, Ernest C. & (JNR), David Sarpong & Agbodohu, William, 2013, "Economic Downturn and Efficient Market Hypothesis: Lessons so Far for Ghana," MPRA Paper, University Library of Munich, Germany, number 51054, May, revised Jun 2013.
• Perugini, Cristiano & Hölscher, Jens & Collie, Simon, 2013, "Inequality, credit expansion and financial crises," MPRA Paper, University Library of Munich, Germany, number 51336, Oct.
• Jensen, Mark J & Maheu, John M, 2013, "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," MPRA Paper, University Library of Munich, Germany, number 52132, Dec.
• Evans, Olaniyi, 2013, "The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach," MPRA Paper, University Library of Munich, Germany, number 52457, Dec.
• Makaew, Tanakorn & Maksimovic, Vojislav, 2013, "Industry Shocks, Operating Risk, and Corporate Financial Policies around the World," MPRA Paper, University Library of Munich, Germany, number 53366, Jun.
• El GHINI, Ahmed & SAIDI, Youssef, 2013, "Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market," MPRA Paper, University Library of Munich, Germany, number 53392, Dec.
• Chen, Haiqiang & Chong, Terence Tai Leung & She, Yingni, 2013, "A Principal Component Approach to Measuring Investor Sentiment in China," MPRA Paper, University Library of Munich, Germany, number 54150, Nov.
• Kazemi, Hossein S. & Zhai, Weili & He, Jibao & Cai, Jinghan, 2013, "Stock Market Volatility, Speculative Short Sellers and Weekend Effect: International Evidence," MPRA Paper, University Library of Munich, Germany, number 54185, Jul, revised 15 Jul 2013.
• Liu, Xiaochun, 2013, "Markov-Switching Quantile Autoregression," MPRA Paper, University Library of Munich, Germany, number 55800, Oct.
• Liu, Xiaochun, 2013, "Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach," MPRA Paper, University Library of Munich, Germany, number 55801, Dec.
• Cheteni, Priviledge, 2013, "Non-linearity behaviour of the ALBI Index: A case of Johannesburg Stock Exchange in South Africa," MPRA Paper, University Library of Munich, Germany, number 56369, Dec.
• Swastika, Putri & Dewandaru, Ginanjar & Masih, Mansur, 2013, "Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques," MPRA Paper, University Library of Munich, Germany, number 58833, Aug.
• Szarowska, Irena, 2013, "Can tax policy co-cause the crisis?," MPRA Paper, University Library of Munich, Germany, number 59780.
• Reddy, Kotapati Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat, 2013, "Share repurchases, signaling effect and implications for corporate governance: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 60147.
• Ijaz, Muhammad Shahzad & Hunjra, Ahmed Imran & Hameed, Zahid & Maqbool, Adnan & Azam, Rauf i, 2013, "Assessing the Financial Failure Using Z-Score and Current Ratio: A Case of Sugar Sector Listed Companies of Karachi Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 60787, Jun.
• Muteba Mwamba, John & Mhlanga, Isaah, 2013, "Extreme conditional value at risk: a coherent scenario for risk management," MPRA Paper, University Library of Munich, Germany, number 64387, Aug.
• I, Sahadudheen I, 2013, "Volatility spillovers of rupee-dollar and rupee-euro exchange rates on Indian stock prices: evidence from GARCH model," MPRA Paper, University Library of Munich, Germany, number 65746, revised 2013.
• Islahi, Abdul Azim, 2013, "Hamidullah on Mutuality based Islamic Insurance," MPRA Paper, University Library of Munich, Germany, number 66434, Jan, revised Sep 2013.
• Urbina, Jilber, 2013, "A component model for Dynamic Conditional Correlations: Disentangling interdependence from contagion," MPRA Paper, University Library of Munich, Germany, number 75579, Sep, revised 13 Dec 2016.
• Urbina, Jilber, 2013, "Financial Spillovers Across Countries: Measuring shock transmissions," MPRA Paper, University Library of Munich, Germany, number 75756, Nov.
• Bennaceur, Fatma & Bendob, Ali, 2013, "اختبار العلاقة بين يوريبور وأسعار الأسهم في البورصات الناشئة دراسة قياسية خلال الفترة 1999- 2010
  [Testing the relationship between EURIBOR and share prices in emerging stock markets Econometric study during the period 1999-2010]," MPRA Paper, University Library of Munich, Germany, number 76077, Nov, revised Feb 2014.
• Degiannakis, Stavros & Filis, George & Floros, Christos, 2013, "Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment," MPRA Paper, University Library of Munich, Germany, number 80495.
• Ekor, Maxwell & Adeniyi, Oluwatosin & Saka, Jimoh, 2013, "Central Bank Communication and Monetary Policy Effectiveness: Empirical Evidence from Nigeria," MPRA Paper, University Library of Munich, Germany, number 82630, Jun.
• Degiannakis, Stavros & Filis, George & Floros, Christos, 2013, "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," MPRA Paper, University Library of Munich, Germany, number 96298.
• Mayo, Robert, 2013, "Do Corporate Name Changes Affect Share Price? An Event Studies Analysis of Corporate Rebranding on the NYSE," MPRA Paper, University Library of Munich, Germany, number 98432, Apr.
• Rangan Gupta & Mampho P. Modise, 2013, "Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 201318, Apr.
• Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2013, "Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test," Working Papers, University of Pretoria, Department of Economics, number 201384, Dec.
• Tomáš Šťastný & Tomáš Čech, 2013, "Capital Requirements Directive IV and Basel 3 - Benefits, New Rules and Their Impact
  [Capital Requirements Directive IV A Basel 3 - prínosy, nové pravidlá a ich dopad]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2013, issue 6, pages 45-64, DOI: 10.18267/j.aop.420.
• Štěpán Kratochvíl & Oldřich Starý, 2013, "Predicting the Prices of Electricity Derivatives on the Energy Exchange," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2013, issue 6, pages 65-81, DOI: 10.18267/j.aop.421.
• Tomáš Šťastný, 2013, "Banking union - the way to the stronger financial system," Ekonomika a Management, Prague University of Economics and Business, volume 2013, issue 3, pages 74-83.
• Jiří Witzany, 2013, "Estimating Correlated Jumps and Stochastic Volatilities," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 2, pages 251-283, DOI: 10.18267/j.pep.451.
• Karim M. Abadir, 2013, "Lies, Damned Lies, and Statistics? Examples From Finance and Economics," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 5, issue 4, pages 231-248, December.
• Rabindra Nepal & John Foster, 2013, "Testing for Market Integration in the Australian National Electricity Market," Energy Economics and Management Group Working Papers, School of Economics, University of Queensland, Australia, number 11-2013, Dec.
• Ricardo J. Caballero & Emmanuel Farhi, 2013, "A Model of the Safe Asset Mechanism (SAM): Safety Traps and Economic Policy," Working Paper, Harvard University OpenScholar, number 70936, Jan.
• Stefano Giglio & Ian Dew-Becker, 2013, "Asset pricing in the frequency domain: theory and empirics," 2013 Meeting Papers, Society for Economic Dynamics, number 1244.
• Martin Schneider & Cosmin Ilut & Francesco Bianchi, 2013, "Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle," 2013 Meeting Papers, Society for Economic Dynamics, number 202.
• Umit Hacioglu & Hasan Dincer, 2013, "Evaluation of conflict hazard and financial risk in the E7 economies’ capital markets," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 31, issue 1, pages 79-102.
• Yu-Hau Hu & Shun-Jen Hsueh, 2013, "A Study of yhe Nonlinear Relationships among the U.S. and Asian Stock Markets during Financial Crises," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 134-147, December.
• Joseph P. Hughes & Loretta J. Mester, 2013, "Measuring the Performance of Banks: Theory, Practice, Evidence, and Some Policy Implications," Departmental Working Papers, Rutgers University, Department of Economics, number 201322, Aug.
• Carol Royal & Loretta O’Donnell, 2013, "Beyond the illusion of numbers: A challenge for financial regulators and analysts," The Economic and Labour Relations Review, , volume 24, issue 4, pages 568-583, December, DOI: 10.1177/1035304613509034.
• Nader Naifar, 2011, "Explaining IPOs Underpricing in the Tunisian Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 3, pages 311-336, December, DOI: 10.1177/097265271101000303.
• J.L. Ford & Wee Ching Pok & S. Poshakwale, 2012, "The Return Predictability and Market Efficiency of the KLSE CI Stock Index Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 1, pages 37-60, April, DOI: 10.1177/097265271101100102.
• Raphael I. Udegbunam & Hassan E. Oaikhenan, 2012, "Interest Rate Risk of Stock Prices in Nigeria," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 1, pages 93-113, April, DOI: 10.1177/097265271101100104.
• Tullio Jappelli & Mario Padula, 2013, "Consumption Growth, the Interest Rate, and Financial Literacy," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 329, Feb.
• Tullio Jappelli & Mario Padula, 2013, "Investment in Financial Literacy, Social Security and Portfolio Choice," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 330, Apr.
• Renata Karkowska, 2013, "The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 32013, Dec.
• Andreas Kettemann & Signe Krogstrup, 2013, "Portfolio balance effects of the SNB's bond purchase program," Working Papers, Swiss National Bank, number 2013-01.
• Florian Hauser & Bob Kaempff, 2013, "Evolution of trading strategies in a market with heterogeneously informed agents," Journal of Evolutionary Economics, Springer, volume 23, issue 3, pages 575-607, July, DOI: 10.1007/s00191-011-0232-6.
• Zhan-jiang Li & Guo-tai Chi & Zhan-dong Xu, 2013, "Measurement Model of Project Risks of Commercial Banks Based on Combination Weighting," Springer Books, Springer, in: Ershi Qi & Jiang Shen & Runliang Dou, "Proceedings of 20th International Conference on Industrial Engineering and Engineering Management", DOI: 10.1007/978-3-642-40072-8_49.
• C-René Dominique & Luis Eduardo Rivera Solis, 2013, "The Dynamics of Market Share’s Growth and Competition in Quadratic Mappings," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 3, issue 2, pages 1-11.
• Thomas Cooley & Ramon Marimon & Vincenzo Quadrini, 2013, "Risky Investments with Limited Commitment," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 13-17.
• C. Hopp & A. Dreher, 2013, "Do differences in institutional and legal environments explain cross-country variations in IPO underpricing?," Applied Economics, Taylor & Francis Journals, volume 45, issue 4, pages 435-454, February, DOI: 10.1080/00036846.2011.605760.
• Robert N. McCauley, 2013, "Renminbi internationalisation and China’s financial development," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 11, issue 2, pages 101-115, May, DOI: 10.1080/14765284.2013.789681.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2013, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-036/III, Mar.
• Michael McAleer & John Suen & Wing Keung Wong, 2013, "Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-077/III, Jun.
• Arthur Korteweg & Roman Kräussl & Patrick Verwijmeren, 2013, "Does it pay to invest in Art? A Selection-corrected Returns Perspective," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-152/IV/DSF61, Oct.
• Silva Buston, C.F., 2013, "Active Risk Management and Banking Stability," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-068.
• Renneboog, L.D.R. & Spaenjers, C., 2013, "Buying beauty : On prices and returns in the art market," Other publications TiSEM, Tilburg University, School of Economics and Management, number 47e78d10-6224-4e39-9339-9.
• Shouyong Shi & Christine Tewfik, 2013, "Financial Frictions, Investment Delay and Asset Market Interventions," Working Papers, University of Toronto, Department of Economics, number tecipa-501, Oct.
• Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013, "Equilibrium Fast Trading," TSE Working Papers, Toulouse School of Economics (TSE), number 13-387, Mar, revised Sep 2014.
• Biais, Bruno & Hombert, Johan & Weill, Pierre-Olivier, 2013, "Equilibrium Pricing and Trading Volume under Preference Uncertainty," TSE Working Papers, Toulouse School of Economics (TSE), number 13-422, Jul.
• Michael McAleer & John Suen & Wing Keung Wong, 2013, "Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2013-18, revised Jun 2013.
• David E. Giles & Yanan Li, 2013, "Modelling Volatility Spillover Effects Between Developed Stock Markets and Asian Emerging Stock Markets," Econometrics Working Papers, Department of Economics, University of Victoria, number 1301, Oct.
• Kubacki Konrad & Wieprzowski Paweł, 2013, "Copper in Chile - When the Resource “Outside” Becomes a Blessing," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 40, issue 1, pages 141-154, December, DOI: 10.2478/ijme-2014-0032.
• Chelsky, Jeff & Morel, Claire & Kabir, Mabruk, 2013, "Investment Financing in the Wake of the Crisis: The Role of Multilateral Development Banks," World Bank - Economic Premise, The World Bank, issue 121, pages 1-5, June.
• Canuto, Otaviano & Ghosh, Swati, 2013, "Dealing with the Challenges of Macro Financial Linkages in Emerging Markets," World Bank - Economic Premise, The World Bank, issue 129, pages 1-8, November.
• Otaviano Canuto & Swati R. Ghosh, 2013, "Dealing with the Challenges of Macro Financial Linkages in Emerging Markets," World Bank Publications - Books, The World Bank Group, number 16202, ISBN: ARRAY(0x60707560), April.
• Haiqiang Chen & Qian Han & Yingxing Li & Kai Wu, 2013, "Does Index Futures Trading Reduce Volatility in the Chinese Stock Market? A Panel Data Evaluation Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 33, issue 12, pages 1167-1190, December.
• Josephine Sudiman & David Allen & Robert Powell, 2013, "A Closer Look At The Characteristics Of Stock Holdings Of Foreign And Local Investors In The Indonesian Stock Exchange (Idx)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-22, DOI: 10.1142/S2010495213500024.
• GUORUI BIAN & MICHAEL McALEER & WING-KEUNG WONG, 2013, "Robust Estimation And Forecasting Of The Capital Asset Pricing Model," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 1-18, DOI: 10.1142/S2010495213500073.
• John Kim & John Li & Fang Sun, 2013, "Pension Contributions and Earnings Quality," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 01, pages 1-31, DOI: 10.1142/S021909151350001X.
• Audrey Wen-hsin Hsu & Chung-Fern Wu & Jui-Chia Lin, 2013, "Factors in Managing Actuarial Assumptions for Pension Fair Value: Implications for IAS 19," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 01, pages 1-23, DOI: 10.1142/S0219091513500021.
• Terry Boulter & Vanlapa Wongchan, 2013, "Thai Hedging Practices Post-Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 01, pages 1-21, DOI: 10.1142/S0219091513500033.
• Dona Siregar & Asokan Anandarajan & Iftekhar Hasan, 2013, "Commercial Banks and Value Relevance of Derivative Disclosures after SFAS 133: Evidence from the USA," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 01, pages 1-28, DOI: 10.1142/S0219091513500045.
• Fei Leng, 2013, "An Analysis of the Bankruptcy Reorganization Procedure in China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 01, pages 1-32, DOI: 10.1142/S0219091513500057.
• Ziran Li & Qin Bao & Shouyang Wang & Siwei Cheng, 2013, "An Empirical Analysis of the Relationship between Chinese RMB Fluctuation and Overall Unemployment Rates in US," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 01, pages 1-18, DOI: 10.1142/S0219091513500069.
• Peter Carayannopoulos & Subhankar Nayak, 2013, "Debt Issuance Under Rule 144A and Equity Valuation Effects," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 01, pages 1-40, DOI: 10.1142/S0219091513500070.
• Rick Johnston, 2013, "Does Analyst Stock Ownership Affect Reporting Behavior?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-39, DOI: 10.1142/S0219091513500082.
• Alvin Y. T. Wong & Gordon Y. N. Tang & Kam C. Chan, 2013, "The Determinants of Performance in Alternative Markets for Small and Medium Enterprises: International Evidence," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-26, DOI: 10.1142/S0219091513500094.
• I-Cheng Li & Jung-Hua Hung, 2013, "The Moderating Effects of Family Control on the Relation between Managerial Overconfidence and Earnings Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-33, DOI: 10.1142/S0219091513500100.
• Ali F. Darrat & Bin Li & Richard Chung, 2013, "The Other Month Effect: A Re-Examination of the "Other January" Anomaly," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-23, DOI: 10.1142/S0219091513500112.
• Pei-Gi Shu & Tsung-Kang Chen & Wen-Jye Hung & Tsui-Lin Chiang, 2013, "Economic Dependence and Reputation Concern for the Audit Firm, Audit Groups, and Individual Auditors — The Case of Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-28, DOI: 10.1142/S0219091513500124.
• Seraina C. Anagnostopoulou, 2013, "Cash Holdings: Determining Factors and Impact on Future Operating Performance for Listed versus Unlisted Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-47, DOI: 10.1142/S0219091513500136.
• Chih-Nan Chen & Tai-Hsin Huang & Chien-Hsiu Lin, 2013, "Financing Decision and Productivity Growth for the Venture Capital Industry in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-19, DOI: 10.1142/S0219091513500148.