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

2012

• Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes, 2012, "Nonlinear Adjustments of Volatility Expectations to Forecast Errors: Evidence from Markov-Regime Switches in Implied Volatility," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-23, DOI: 10.1142/S0219091512500075.
• Joshua S. Bahng (d'Arc) & Hyeong-Chul Jeong, 2012, "Nonlinear Behaviors in Capital Structure Decisions in Australian Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-19, DOI: 10.1142/S0219091512500129.
• Fei Gao & Mazhar A. Siddiqi, 2012, "The Rationale for IPO Lockup Agreements: Agency or Signaling?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-18, DOI: 10.1142/S0219091512500130.
• Mufaddal Baxamusa, 2012, "The Relationship between Underinvestment, Overinvestment and CEO's Compensation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-26, DOI: 10.1142/S0219091512500142.
• Woon Kong Wong & Guobin Fan & Yong Zeng, 2012, "Capturing Tail Risks Beyond VaR," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-25, DOI: 10.1142/S0219091512500154.
• Stuart Dullard & Kim Hawtrey, 2012, "Disciplinary Corporate Takeovers: Evidence for Australia," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-22, DOI: 10.1142/S021909151250018X.
• Paresh Kumar Narayan & Xinwei Zheng, 2012, "Asymmetric Information and Market Decline: Evidence from the Chinese Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-17, DOI: 10.1142/S0219091512500191.
• Keshin Tswei & Chen-Yin Kuo, 2012, "A Study of Stock Price Behavior in Taiwan via Residual Income Valuation Theory and Structural Identification," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-26, DOI: 10.1142/S0219091512500166.
• Sheng-Syan Chen & Chin-Te Yu & Xuan-Qi Su & Shu-Miao Lai, 2012, "Organizational Form and Long-Run Stock and Operating Performance following Corporate R&D Expenditures," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-32, DOI: 10.1142/S0219091512500178.
• Vikash Ramiah, 2012, "The Impact of International Terrorist Attacks on the Risk and Return of Malaysian Equity Portfolios," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-26, DOI: 10.1142/S0219091512500208.
• Matthew C. Chang & Chung-Fern Wu, 2012, "Who Offers Liquidity on Options Markets when Volatility is High?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-24, DOI: 10.1142/S021909151250021X.
• Ling Lin & Pavinee Manowan, 2012, "Institutional Ownership Composition and Earnings Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-22, DOI: 10.1142/S0219091512500221.
• Huimin Chung & Han-Hsing Lee & Pei-Chun Tsai, 2012, "Are Green Fund Investors Really Socially Responsible?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-25, DOI: 10.1142/S0219091512500233.
• Yi-Cheng Liu & Wen Yang & Shin-Ying Mai & Chao-Cheng Mai, 2012, "Explaining Bank Efficiency Differences Between China and Taiwan by Meta-Frontier Cost Function," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-25, DOI: 10.1142/S0219091512500245.
• Cheng-Few Lee & Daniel Weaver, 2012, "Recap of the 20th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-17, DOI: 10.1142/S0219091512960021.
• Francis, Bill B. & Hasan, Iftekhar & Sun, Xian, 2012, "Does relationship matter? The choice of financial advisors," Bank of Finland Research Discussion Papers, Bank of Finland, number 28/2012.
• Völker, Florian & Cremers, Heinz & Panzer, Christof, 2012, "Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 198.
• Annastiina Silvennoinen & Timo Teräsvirta, 2012, "Modelling conditional correlations of asset returns: A smooth transition approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-09, 02.
• Almut E. D. Veraart & Luitgard A. M. Veraart, 2012, "Modelling electricity day–ahead prices by multivariate Lévy semistationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-13, Mar.
• Peter O. Christensen & Zhenjiang Qin, 2012, "Information and Heterogeneous Beliefs: Cost of Capital, Trading Volume, and Investor Welfare," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-22, 04.
• Zhenjiang Qin, 2012, "Heterogeneous Beliefs, Public Information, and Option Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-23, 04.
• Zhenjiang Qin, 2012, "Continuous Trading Dynamically Effectively Complete Market with Heterogeneous Beliefs," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-24, 04.
• Lasse Bork & Stig V. Møller, 2012, "Housing price forecastability: A factor analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-27, May.
• Eric Hillebrand & Tae-Hwy Lee & Marcelo C. Medeiros, 2012, "Let's Do It Again: Bagging Equity Premium Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-41, Sep.
• Jean Tirole, 2012, "Overcoming Adverse Selection: How Public Intervention Can Restore Market Functioning," American Economic Review, American Economic Association, volume 102, issue 1, pages 29-59, February.
• Zhiguo He & Wei Xiong, 2012, "Debt Financing in Asset Markets," American Economic Review, American Economic Association, volume 102, issue 3, pages 88-94, May.
• 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.
• Arne Breuer & Oliver Sauter, 2012, "The Impact of a Sovereign Default within the Euro Zone on the Exchange Rate," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 58, issue 1, pages 1-18, DOI: 10.3790/aeq.58.1.1.
• Brorsen, B. Wade, 2012, "Discussion: Agricultural Commodities and Agribusiness Stocks as Financial Assets," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 44, issue 3, pages 1-3, August, DOI: 10.22004/ag.econ.130282.
• Beteto, Danilo Lopomo, , "Government Intervention and Financial Fragility," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 156477, DOI: 10.22004/ag.econ.156477.
• Dorel Berceanu & Nicolae Sichigea & Daniel Militaru, 2012, "Study On The Dividend Policy Analysis At Financial Invesment Companies," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 40, pages 55-66.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2012, "Nonparametric Estimation and Inference for Granger Causality Measures," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2012009, Jan.
• Rajnish Mehra, 2012, "Consumption-Based Asset Pricing Models," Annual Review of Financial Economics, Annual Reviews, volume 4, issue 1, pages 385-409, October.
• Robert J. Barro & José F. Ursúa, 2012, "Rare Macroeconomic Disasters," Annual Review of Economics, Annual Reviews, volume 4, issue 1, pages 83-109, July.
• Xisong Jin & Francisco Nadal De Simone, 2012, "An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal," BCL working papers, Central Bank of Luxembourg, number 75, Jul.
• Delamarre, F., 2012, "Les crédits nouveaux à l’habitat des ménages : tendances récentes," Bulletin de la Banque de France, Banque de France, issue 189, pages 37-46.
• F. Delamarre., 2012, "New housing loans to households: recent trends," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 27, pages 41-56, Autumn.
• Laivi Laidroo & Zana Grigaliuniene, 2012, "Testing for asymmetries in price reactions to quarterly earnings announcements on Tallinn, Riga and Vilnius Stock Exchanges during 2000-2009," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 12, issue 1, pages 61-86, July.
• Davide Furceri & Aleksandra Zdzienicka, 2012, "The Consequences of Banking Crises for Public Debt," International Finance, Wiley Blackwell, volume 15, issue 3, pages 289-307, December, DOI: 10.1111/j.1468-2362.2013.12003.x.
• Rasim Ozcan, 2012, "An Analysis of Manipulation Strategies in Stock Markets," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 13, issue 49, pages 19-37.
• Pradosh Simlai, 2012, "Endogenous Information, Risk Characterization, and the Predictability of Average Stock Returns," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 3, pages 291-315.
• David Le Bris, 2012, "La volatilité des actions françaises sur le long terme," Revue économique, Presses de Sciences-Po, volume 63, issue 3, pages 569-580.
• André Grjebine, 2012, "L'Eurosystème : un mécanisme de transferts en faveur des pays déficitaires ?. Le débat," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 7, pages 269-298.
• Liu, Chunping & Minford, Patrick, 2012, "How important is the credit channel? An empirical study of the US banking crisis," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/22, Aug, revised Dec 2013.
• Paul Jenkins & Gordon Thiessen, 2012, "Reducing the Potential for Future Financial Crises: A Framework for Macro-Prudential Policy in Canada," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 351, May.
• Case, Karl E. & Quigley, John M. & Shiller, Robert J., 2012, "Comparing Wealth Effects: The Stock Market versus The Housing Market," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt6px1d1sc, Jan.
• Claudio Raddatz & Sergio L. Schmukler, 2012, "On the International Transmission of Shocks: Micro – Evidence From Mutual Fund Portfolios," Working Papers Central Bank of Chile, Central Bank of Chile, number 668, Jun.
• Thai-Ha Le & Youngho Chang, 2012, "Oil Price Shocks and Gold Returns," International Economics, CEPII research center, issue 131, pages 71-104.
• Markus K. Brunnermeier & Thomas M. Eisenbach & Yuliy Sannikov, 2012, "Macroeconomics with Financial Frictions: A Survey," Levine's Working Paper Archive, David K. Levine, number 786969000000000384, Feb.
• Raicu Gabriel & Stanca Costel & Raicu Alexandra, 2012, "Business cycles and economic distortions," Constanta Maritime University Annals, Constanta Maritime University, volume 17, issue 1, pages 295-298.
• Dragan Cristian, 2012, "Quality strategies in the market process," Constanta Maritime University Annals, Constanta Maritime University, volume 18, issue 2, pages 271-274.
• Mery Cecilia GUZMAN DELGADO, 2012, "Pricing An Explicit Guarantee:Implications of Passive Association in Transfer Pricing Rules," Archivos de Economía, Departamento Nacional de Planeación, number 9905, Aug.
• Andrés Ramírez Hassan & Maribel Serna Rodriguez, 2012, "Validación empírica del modelo CAPM para Colombia 2003-2010," Revista Ecos de Economía, Universidad EAFIT.
• Jhon Jair González Pulgarín & Juan Pablo Henao Guzmán, 2012, "Una nueva forma de concentración de la tierra en Colombia:la ley 1448 de 2011," Revista Ecos de Economía, Universidad EAFIT.
• Jose Julián Cao Alvira & Lorena Andrea Palacios Chacón, 2012, "Evidencia empírica de la curva S en las balanzas comerciales bilaterales de Colombia," Revista Ecos de Economía, Universidad EAFIT.
• Yessica González Londono & Mauricio Zuluaga Carmona & Cecilia Maya Ochoa, 2012, "Enfoque de opciones reales para la valoración financiera de marcas," Revista Ad-Minister, Universidad EAFIT.
• Fratzscher, Marcel & Forbes, Kristin & Straub, Roland, 2012, "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8979, May.
• Schmukler, Sergio & Raddatz, Claudio, 2012, "On the International Transmission of Shocks: Micro-Evidence From Mutual Fund Portfolios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9070, Aug.
• Minford, Patrick & Liu, Chunping, 2012, "How important is the credit channel? An empirical study of the US banking crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9142, Sep.
• Wolff, Christian & Lehnert, Thorsten & Jin, Xisong & Bekkour, Lamia & Rasmouki, Fanou, 2012, "Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9229, Nov.
• Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar, 2012, "Nonparametric estimation and inference for Granger causality measures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 14150, Mar.
• Bouezmarni, Taoufik & Taamouti, Abderrahim, 2012, "Nonparametric tests for conditional independence using conditional distributions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1217, Jan.
• Brorsen, B. Wade, 2012, "Discussion: Agricultural Commodities and Agribusiness Stocks as Financial Assets," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 44, issue 3, pages 397-399, August.
• Karl E. Case & John M. Quigley & Robert J. Shiller, 2012, "Wealth Effects Revisited 1975-2012," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1884, Dec.
• Batsch, Laurent (ed.), 2012, "Caractéristiques statistiques et dynamique de prix des produits dérivés immobiliers," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/10918.
• Christos Kollias & Stephanos Papadamou & Costas Siriopoulos, 2012, "Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 66.
• Christos Kollias & Stephanos Papadamou, 2012, "Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 67.
• Annabel Oelmann & Ralf Scherfling, 2012, "Riester-Rente - Reformen und ein staatliches Basisprodukt sind dringend erforderlich," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 81, issue 2, pages 245-253, DOI: 10.3790/vjh.81.2.245.
• Westerlund, Joakim & Narayan, Paresh, 2012, "Does the choice of estimator matter when forecasting returns?," Working Papers, Deakin University, Department of Economics, number fe_2012_01, Jan, DOI: 10.1016/j.jbankfin.2012.06.005.
• Sharma, Susan & Thuraisamy, Sivananthan, 2012, "Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies," Working Papers, Deakin University, Department of Economics, number fe_2012_02, Dec, DOI: 10.1016/j.asieco.2013.06.001.
• Suresh K. G. & Aviral Kumar Tiwari & Anto Joseph, 2012, "Are the emerging bric stock markets efficient?," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1261-1271.
• Jean-michel Sahut & Medhi Mili & Frédéric Teulon, 2012, "What is the linkage between real growth in the Euro area and global financial market conditions?," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2464-2480.
• David G McMillan, 2012, "Long-run stock price-house price relation: evidence from an ESTR model," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1737-1746.
• Jaqueson K. Galimberti & Sergio da Silva, 2012, "An empirical case against the use of genetic-based learning classifier systems as forecasting devices," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 354-369.
• Kuang-Liang Chang, 2012, "Stock return predictability and stationarity of dividend yield," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 715-729.
• Shaheen Seedat & Alexander Zimper, 2012, "Existence of speculative bubbles when time-horizons are finite," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 251-259.
• Makram El-Shagi, 2012, "Protect and survive? Did capital controls help shield emerging markets from the crisis?," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 1-6.
• Takashi Miyazaki & Yuki Toyoshima & Shigeyuki Hamori, 2012, "Exploring the dynamic interdependence between gold and other financial markets," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 37-50.
• Elena D'alfonso & Luigi Moretti, 2012, "The finance-growth nexus in ceec: new evidence from a survey-based indicator of external financial dependence," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2688-2699.
• Benoît Sévi & César Baena, 2012, "A reassessment of the risk-return tradeoff at the daily horizon," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 190-203.
• Fabio Pizzutilo, 2012, "Use of the Pearson System of Frequency Curves for the Analysis of Stock Return Distributions: Evidence and Implications for the Italian Market," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 272-281.
• Hans Bystrom, 2012, "Executive compensation based on asset values," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1504-1508.
• Yunmi Kim, 2012, "Autoregressive conditional beta," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1489-1494.
• Raphaëlle Bellando, 2012, "The bias in a standard measure of herding," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1537-1544.
• Walid Chkili, 2012, "Is currency risk priced for emerging stock markets?," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2267-2280.
• Robert Czudaj & Joscha Beckmann, 2012, "Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1695-1707.
• Xuelong Wang, 2012, "Financial Development and Rural-Urban Inequality: Evidence from China," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1625-1639.
• Mahalia Jackman, 2012, "Foreign exchange intervention in a small open economy with a long term peg," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2207-2219.
• Aymen Belgacem & Amine Lahiani, 2012, "More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1509-1526.
• João Caldeira & Guilherme Moura & André A.P. Santos, 2012, "Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 1848-1857.
• Stoyu I. Ivanov, 2012, "Analysis of Firm Risk around S&P 500 Index Changes," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1576-1589.
• Hideaki Sakawa & Masato Ubukata, 2012, "Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2103-2112.
• Faisal Nawaz & Abdul Qayyum, 2012, "Estimation of value at risk for financial returns of pakistan using archimedean copula," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 1-26.
• Carmine Trecroci, 2012, "Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2453-2463.
• Marcelo Brutti Righi & Paulo Sergio Ceretta, 2012, "Copula based Dynamic Hedging Strategy with Futures," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3394-3400.
• Ali Mirzaei & Guy Liu & John Beirne, 2012, "Market Structure and Bank Profitability: Emerging versus Advanced Economies," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3166-3173.
• Renato Bruni & Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2012, "A new stochastic dominance approach to enhanced index tracking problems," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3460-3470.
• Shue-Jen Wu & Wei-Ming Lee, 2012, "Predicting the U.S. bear stock market using the consumption-wealth ratio," Economics Bulletin, AccessEcon, volume 32, issue 4, pages 3174-3181.
• Francisco Covas & Wouter J. Den Haan, 2012, "The Role of Debt and Equity Finance Over the Business Cycle," Economic Journal, Royal Economic Society, volume 122, issue 565, pages 1262-1286, December, DOI: j.1468-0297.2012.02528.x.
• Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012, "Generalized beta-generated distributions," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 6, pages 1880-1897, DOI: 10.1016/j.csda.2011.11.015.
• Tuckett, David, 2012, "Financial markets are markets in stories: Some possible advantages of using interviews to supplement existing economic data sources," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1077-1087, DOI: 10.1016/j.jedc.2012.03.013.
• Hyung, Namwon & de Vries, Casper G., 2012, "Simulating and calibrating diversification against black swans," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1162-1175, DOI: 10.1016/j.jedc.2012.03.007.
• Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param, 2012, "ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia," Economic Modelling, Elsevier, volume 29, issue 3, pages 535-543, DOI: 10.1016/j.econmod.2011.12.017.
• Chen, Nan-Kuang & Cheng, Han-Liang & Mao, Ching-Sheng, 2012, "House price, mortgage premium, and business fluctuations," Economic Modelling, Elsevier, volume 29, issue 4, pages 1388-1398, DOI: 10.1016/j.econmod.2012.02.019.
• Acaravci, Ali & Ozturk, Ilhan & Kandir, Serkan Yilmaz, 2012, "Natural gas prices and stock prices: Evidence from EU-15 countries," Economic Modelling, Elsevier, volume 29, issue 5, pages 1646-1654, DOI: 10.1016/j.econmod.2012.05.006.
• Bouchouicha, Ranoua & Ftiti, Zied, 2012, "Real estate markets and the macroeconomy: A dynamic coherence framework," Economic Modelling, Elsevier, volume 29, issue 5, pages 1820-1829, DOI: 10.1016/j.econmod.2012.05.034.
• Beg, A.B.M. Rabiul Alam & Anwar, Sajid, 2012, "Sources of volatility persistence: A case study of the U.K. pound/U.S. dollar exchange rate returns," The North American Journal of Economics and Finance, Elsevier, volume 23, issue 2, pages 165-184, DOI: 10.1016/j.najef.2012.02.001.
• Huisman, Ronald & van der Sar, Nico L. & Zwinkels, Remco C.J., 2012, "A new measurement method of investor overconfidence," Economics Letters, Elsevier, volume 114, issue 1, pages 69-71, DOI: 10.1016/j.econlet.2011.09.022.
• Bruce, A.C. & Johnson, J.E.V. & Peirson, J., 2012, "Recreational versus professional bettors: Performance differences and efficiency implications," Economics Letters, Elsevier, volume 114, issue 2, pages 172-174, DOI: 10.1016/j.econlet.2011.10.014.
• Beladi, Hamid & Oladi, Reza & Tay, Nicholas S.P., 2012, "On competition for listings," Economics Letters, Elsevier, volume 114, issue 3, pages 315-318, DOI: 10.1016/j.econlet.2011.09.006.
• Gradojevic, Nikola, 2012, "Frequency domain analysis of foreign exchange order flows," Economics Letters, Elsevier, volume 115, issue 1, pages 73-76, DOI: 10.1016/j.econlet.2011.11.045.
• Förch, Thomas & Sunde, Uwe, 2012, "Central bank independence and stock market returns in emerging economies," Economics Letters, Elsevier, volume 115, issue 1, pages 77-80, DOI: 10.1016/j.econlet.2011.11.030.
• Caporale, Tony, 2012, "Time varying CAPM betas and banking sector risk," Economics Letters, Elsevier, volume 115, issue 2, pages 293-295, DOI: 10.1016/j.econlet.2011.12.056.
• Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2012, "Historical financial analogies of the current crisis," Economics Letters, Elsevier, volume 116, issue 2, pages 190-192, DOI: 10.1016/j.econlet.2012.02.015.
• Lin, Jianhao & Wang, Meijin & Cai, Lingfeng, 2012, "Are the Fama–French factors good proxies for latent risk factors? Evidence from the data of SHSE in China," Economics Letters, Elsevier, volume 116, issue 2, pages 265-268, DOI: 10.1016/j.econlet.2012.02.026.
• Oxman, Jeffrey, 2012, "Price inflation and stock returns," Economics Letters, Elsevier, volume 116, issue 3, pages 385-388, DOI: 10.1016/j.econlet.2012.04.024.
• Miyanishi, Masako, 2012, "Testing the single-factor model in the presence of persistent regressors," Economics Letters, Elsevier, volume 116, issue 3, pages 634-636, DOI: 10.1016/j.econlet.2012.07.006.
• Goddard, John & Onali, Enrico, 2012, "Short and long memory in stock returns data," Economics Letters, Elsevier, volume 117, issue 1, pages 253-255, DOI: 10.1016/j.econlet.2012.05.016.
• Kolev, Gueorgui I., 2012, "Underperformance by female CEOs: A more powerful test," Economics Letters, Elsevier, volume 117, issue 2, pages 436-440, DOI: 10.1016/j.econlet.2012.06.028.
• Aleskerov, Fuad & Egorova, Lyudmila, 2012, "Is it so bad that we cannot recognize black swans?," Economics Letters, Elsevier, volume 117, issue 3, pages 563-565, DOI: 10.1016/j.econlet.2012.04.078.
• Taylor, Nicholas, 2012, "Measuring the economic value of loan advice," Economics Letters, Elsevier, volume 117, issue 3, pages 615-618, DOI: 10.1016/j.econlet.2012.08.006.
• Almeida, Caio & Garcia, René, 2012, "Assessing misspecified asset pricing models with empirical likelihood estimators," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 519-537, DOI: 10.1016/j.jeconom.2012.05.020.
• Wang, Zhenyu & Zhang, Xiaoyan, 2012, "Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims," Journal of Empirical Finance, Elsevier, volume 19, issue 1, pages 65-78, DOI: 10.1016/j.jempfin.2011.11.001.
• Ferreira Filipe, Sara, 2012, "Equity order flow and exchange rate dynamics," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 359-381, DOI: 10.1016/j.jempfin.2012.03.002.
• Fang, Yi, 2012, "Aggregate investor preferences and beliefs in stock market: A stochastic dominance analysis," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 528-547, DOI: 10.1016/j.jempfin.2012.04.008.
• Chung, Dennis Y. & Hrazdil, Karel, 2012, "Speed of convergence to market efficiency: The role of ECNs," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 702-720, DOI: 10.1016/j.jempfin.2012.08.006.
• Lindström, Erik & Regland, Fredrik, 2012, "Modeling extreme dependence between European electricity markets," Energy Economics, Elsevier, volume 34, issue 4, pages 899-904, DOI: 10.1016/j.eneco.2012.04.006.
• Demirer, Rıza & Kutan, Ali M. & Shen, Fanglin, 2012, "The effect of ethanol listing on corn prices: Evidence from spot and futures markets," Energy Economics, Elsevier, volume 34, issue 5, pages 1400-1406, DOI: 10.1016/j.eneco.2012.06.018.
• Silvério, Renan & Szklo, Alexandre, 2012, "The effect of the financial sector on the evolution of oil prices: Analysis of the contribution of the futures market to the price discovery process in the WTI spot market," Energy Economics, Elsevier, volume 34, issue 6, pages 1799-1808, DOI: 10.1016/j.eneco.2012.07.014.
• Chevallier, Julien & Sévi, Benoît, 2012, "On the volatility–volume relationship in energy futures markets using intraday data," Energy Economics, Elsevier, volume 34, issue 6, pages 1896-1909, DOI: 10.1016/j.eneco.2012.08.024.
• Nepal, Rabindra & Jamasb, Tooraj, 2012, "Interconnections and market integration in the Irish Single Electricity Market," Energy Policy, Elsevier, volume 51, issue C, pages 425-434, DOI: 10.1016/j.enpol.2012.08.047.
• Alsakka, Rasha & ap Gwilym, Owain, 2012, "Rating agencies' credit signals: An analysis of sovereign watch and outlook," International Review of Financial Analysis, Elsevier, volume 21, issue C, pages 45-55, DOI: 10.1016/j.irfa.2011.10.002.
• Kourtis, Apostolos & Markellos, Raphael N. & Psychoyios, Dimitris, 2012, "Wine price risk management: International diversification and derivative instruments," International Review of Financial Analysis, Elsevier, volume 22, issue C, pages 30-37, DOI: 10.1016/j.irfa.2012.02.001.
• Murphy, Austin, 2012, "Biology-induced effects on investor psychology and behavior," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 20-25, DOI: 10.1016/j.irfa.2012.07.001.
• Piccioni, Joao Luiz & Sheng, Hsia Hua & Lora, Mayra Ivanoff, 2012, "Mutual fund managers stock preferences in Latin America," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 38-47, DOI: 10.1016/j.irfa.2012.07.003.
• Choudhry, Taufiq & Jayasekera, Ranadeva, 2012, "Comparison of efficiency characteristics between the banking sectors of US and UK during the global financial crisis of 2007–2011," International Review of Financial Analysis, Elsevier, volume 25, issue C, pages 106-116, DOI: 10.1016/j.irfa.2012.09.002.
• Hjalmarsson, Erik, 2012, "Some curious power properties of long-horizon tests," Finance Research Letters, Elsevier, volume 9, issue 2, pages 81-91, DOI: 10.1016/j.frl.2011.10.001.
• Fang, Yan & Ielpo, Florian & Sévi, Benoît, 2012, "Empirical bias in intraday volatility measures," Finance Research Letters, Elsevier, volume 9, issue 4, pages 231-237, DOI: 10.1016/j.frl.2012.08.001.
• Krainer, Robert E., 2012, "Regulating Wall Street: The Dodd–Frank Act and the New Architecture of Global Finance, a review," Journal of Financial Stability, Elsevier, volume 8, issue 2, pages 121-133, DOI: 10.1016/j.jfs.2011.05.001.
• Vazquez, Francisco & Tabak, Benjamin M. & Souto, Marcos, 2012, "A macro stress test model of credit risk for the Brazilian banking sector," Journal of Financial Stability, Elsevier, volume 8, issue 2, pages 69-83, DOI: 10.1016/j.jfs.2011.05.002.
• Al-Khasawneh, Jamal Ali & Essaddam, Naceur, 2012, "Market reaction to the merger announcements of US banks: A non-parametric X-efficiency framework," Global Finance Journal, Elsevier, volume 23, issue 3, pages 167-183, DOI: 10.1016/j.gfj.2012.10.003.
• Bertaut, Carol & DeMarco, Laurie Pounder & Kamin, Steven & Tryon, Ralph, 2012, "ABS inflows to the United States and the global financial crisis," Journal of International Economics, Elsevier, volume 88, issue 2, pages 219-234, DOI: 10.1016/j.jinteco.2012.04.001.
• Wang, Ping & Moore, Tomoe, 2012, "The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 1-15, DOI: 10.1016/j.intfin.2011.07.001.
• Badreddine, Sina & Galariotis, Emilios C. & Holmes, Phil, 2012, "The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 589-608, DOI: 10.1016/j.intfin.2012.03.001.
• Diebold, Francis X. & Yilmaz, Kamil, 2012, "Better to give than to receive: Predictive directional measurement of volatility spillovers," International Journal of Forecasting, Elsevier, volume 28, issue 1, pages 57-66, DOI: 10.1016/j.ijforecast.2011.02.006.
• Bilinski, Pawel & Liu, Weimin & Strong, Norman, 2012, "Does liquidity risk explain low firm performance following seasoned equity offerings?," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2770-2785, DOI: 10.1016/j.jbankfin.2012.07.009.
• Hautsch, Nikolaus & Ou, Yangguoyi, 2012, "Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 2988-3007, DOI: 10.1016/j.jbankfin.2012.06.020.
• Hackethal, Andreas & Haliassos, Michael & Jappelli, Tullio, 2012, "Financial advisors: A case of babysitters?," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 509-524, DOI: 10.1016/j.jbankfin.2011.08.008.
• Gil-Alana, Luis A. & Moreno, Antonio, 2012, "Uncovering the US term premium: An alternative route," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1181-1193, DOI: 10.1016/j.jbankfin.2011.11.013.
• Bhootra, Ajay & Hur, Jungshik, 2012, "On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1266-1275, DOI: 10.1016/j.jbankfin.2011.11.021.
• Hayunga, Darren K. & Holowczak, Richard D. & Lung, Peter P. & Nishikawa, Takeshi, 2012, "Derivatives traders’ reaction to mispricing in the underlying equity," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2438-2454, DOI: 10.1016/j.jbankfin.2012.04.018.
• Westerlund, Joakim & Narayan, Paresh Kumar, 2012, "Does the choice of estimator matter when forecasting returns?," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2632-2640, DOI: 10.1016/j.jbankfin.2012.06.005.
• Bottega, John A. & Powell, Linda F., 2012, "Creating a linchpin for financial data: Toward a universal legal entity identifier," Journal of Economics and Business, Elsevier, volume 64, issue 1, pages 105-115, DOI: 10.1016/j.jeconbus.2011.06.002.
• Cetorelli, Nicola & Peretto, Pietro F., 2012, "Credit quantity and credit quality: Bank competition and capital accumulation," Journal of Economic Theory, Elsevier, volume 147, issue 3, pages 967-998, DOI: 10.1016/j.jet.2012.01.006.
• Rigotti, Luca & Shannon, Chris, 2012, "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, volume 147, issue 5, pages 2028-2039, DOI: 10.1016/j.jet.2012.05.009.
• Da, Zhi & Guo, Re-Jin & Jagannathan, Ravi, 2012, "CAPM for estimating the cost of equity capital: Interpreting the empirical evidence," Journal of Financial Economics, Elsevier, volume 103, issue 1, pages 204-220, DOI: 10.1016/j.jfineco.2011.08.011.
• Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2012, "The role of institutional investors in propagating the crisis of 2007–2008," Journal of Financial Economics, Elsevier, volume 104, issue 3, pages 491-518, DOI: 10.1016/j.jfineco.2011.05.011.
• Burlacu, Radu & Fontaine, Patrice & Jimenez-Garcès, Sonia & Seasholes, Mark S., 2012, "Risk and the cross section of stock returns," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 511-522, DOI: 10.1016/j.jfineco.2012.03.008.
• Furceri, Davide & Zdzienicka, Aleksandra, 2012, "How costly are debt crises?," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 726-742, DOI: 10.1016/j.jimonfin.2012.01.012.
• In, Francis & Cui, Jin & Maharaj, Elizabeth Ann, 2012, "The impact of a new term auction facility on Libor–OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 1106-1125, DOI: 10.1016/j.jimonfin.2011.12.013.
• Giannikos, Christos I., 2012, "Information Acquisition in the Presence of Asymmetries in Risk Aversion," The Journal of Economic Asymmetries, Elsevier, volume 9, issue 2, pages 1-9, DOI: 10.1016/j.jeca.2012.02.001.
• Harding, John P. & Rosenblatt, Eric & Yao, Vincent W., 2012, "The foreclosure discount: Myth or reality?," Journal of Urban Economics, Elsevier, volume 71, issue 2, pages 204-218, DOI: 10.1016/j.jue.2011.09.005.
• Paciorek, Andrew & Sinai, Todd, 2012, "Does home owning smooth the variability of future housing consumption?," Journal of Urban Economics, Elsevier, volume 71, issue 2, pages 244-257, DOI: 10.1016/j.jue.2011.11.001.
• Hsin, Chin-Wen & Tseng, Po-Wen, 2012, "Stock price synchronicities and speculative trading in emerging markets," Journal of Multinational Financial Management, Elsevier, volume 22, issue 3, pages 82-109, DOI: 10.1016/j.mulfin.2012.03.001.
• Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo, 2012, "Quoted spreads and trade imbalance dynamics in the European Treasury bond market," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 2, pages 173-182, DOI: 10.1016/j.qref.2012.03.001.
• Pericoli, Marcello & Taboga, Marco, 2012, "Bond risk premia, macroeconomic fundamentals and the exchange rate," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 42-65, DOI: 10.1016/j.iref.2011.08.008.
• Tihomir Domazet, 2012, "Preko regije do globalnog tržišta," Ekonomija Economics, Rifin d.o.o., volume 19, issue 1, pages 57-80.
• Agustín Saade & Daniel Osorio & Dairo Estrada, 2012, "An Equilibrium Approach to Financial Stability Analysis: The Colombian Case," Chapters, Edward Elgar Publishing, chapter 11, "The Challenge of Financial Stability".
• Gunnar B√•rdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2012, "Evaluation of Macroeconomic Models for Financial Stability Analysis," Chapters, Edward Elgar Publishing, chapter 3, "The Challenge of Financial Stability".
• Dimitrios P. Tsomocos, 2012, "Equilibrium Analysis, Banking and Financial Instability," Chapters, Edward Elgar Publishing, chapter 4, "The Challenge of Financial Stability".
• Shyh‐Wei Chen & Tzu‐Chun Chen, 2012, "Untangling the non‐linear causal nexus between exchange rates and stock prices," Journal of Economic Studies, Emerald Group Publishing Limited, volume 39, issue 2, pages 231-259, May, DOI: 10.1108/01443581211222671.