Research classified by Journal of Economic Literature (JEL) codes

---

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

• Subhani, Muhammad Imtiaz & Osman, Ms. Amber, 2012, "Relationship between Consumer Price Index (CPI) and Government Bonds," MPRA Paper, University Library of Munich, Germany, number 40385.
• Kalaichelvan, Mohandass & Lim Kai Jie, Shawn, 2012, "A Critical Evaluation of the Significance of Round Numbers in European Equity Markets in Light of the Predictions from Benford’s Law," MPRA Paper, University Library of Munich, Germany, number 40960, Aug.
• Malhotra, Madhuri Malhotra & M., Thenmozhi & Gopalaswamy, Arun Kumar, 2012, "Liquidity changes around bonus and rights issue announcements: Evidence from manufacturing and service sectors in India," MPRA Paper, University Library of Munich, Germany, number 41216, Sep.
• Dominique, C-Rene & Rivera-Solis, Luis Eduardo, 2012, "Short-term Dependence in Time Series as an Index of Complexity: Example from the S&P-500 Index," MPRA Paper, University Library of Munich, Germany, number 41408, Mar.
• Lim Kai Jie, Shawn & Chadha, Pavneet & Lau, Joshua & Potdar, Nishad, 2012, "Is the Mongolian Equity Market Efficient? Empirical Evidence from Tests of Weak-Form Efficiency," MPRA Paper, University Library of Munich, Germany, number 41834, Sep.
• Shalchian, H & Mzali, B & Lilti, JJ & Elbadraoui, K, 2012, "On the Performance of Socially Responsible Investing: Further Evidence," MPRA Paper, University Library of Munich, Germany, number 42686.
• Fulli-Lemaire, Nicolas, 2012, "A Dynamic Inflation Hedging Trading Strategy Using a CPPI," MPRA Paper, University Library of Munich, Germany, number 42851, Jan, revised 13 Nov 2012.
• Fulli-Lemaire, Nicolas, 2012, "Allocating Commodities in Inflation Hedging Portfolios: A Core Driven Global Macro Strategy," MPRA Paper, University Library of Munich, Germany, number 42852, Mar, revised 15 Oct 2012.
• Kitov, Ivan, 2012, "Cross comparison and modelling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources," MPRA Paper, University Library of Munich, Germany, number 43099, Dec.
• Li, Xi Hao, 2012, "Auction Market System in Electronic Security Trading Platform," MPRA Paper, University Library of Munich, Germany, number 43183.
• Batuo Enowbi, Michael & Kupukile, Mlambo, 2012, "Financial instability, financial openness and economic growth in african countries," MPRA Paper, University Library of Munich, Germany, number 43340, Aug.
• Výrost, Tomáš, 2012, "Country effects in CEE3 stock market networks: a preliminary study," MPRA Paper, University Library of Munich, Germany, number 43481, Dec.
• Dominique, C-Rene & Rivera-Solis, Luis Eduardo, 2012, "The dynamics of market share’s growth and competition in quadratic mappings," MPRA Paper, University Library of Munich, Germany, number 43652, Dec.
• Chen, Songxi, 2012, "Two Sample Tests for High Dimensional Covariance Matrices," MPRA Paper, University Library of Munich, Germany, number 46026, May.
• Cao, Honggao, 2012, "Regulatory capital determination and Its implications for internal ratings-based credit risk model development and validation," MPRA Paper, University Library of Munich, Germany, number 46729, Oct, revised May 2013.
• Bundala, Ntogwa, 2012, "Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries," MPRA Paper, University Library of Munich, Germany, number 47626, Nov.
• El Alaoui, Marwane & Benbachir, Saâd, 2012, "Spillover Effect in the MENA Area: Case of Four Financial Markets," MPRA Paper, University Library of Munich, Germany, number 48682.
• Muteba Mwamba, John, 2012, "On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model," MPRA Paper, University Library of Munich, Germany, number 50323, May.
• Bellalah, Mondher & Masood, Omar & Thapa, Priya Darshini Pun & Levyne, Olivier & Triki, Rabeb, 2012, "Economic forces and stock exchange prices: pre and post impacts of global financial recession of 2008," MPRA Paper, University Library of Munich, Germany, number 50942.
• Kasai, Katsuya, 2012, "Estimation of the Day of the Week Effect on Stock Market Volatility in the U.S. Manufacturing Sector using GARCH and EGARCH models," MPRA Paper, University Library of Munich, Germany, number 52240, Apr.
• Bieri, David, 2012, "Form Follows Function: On the Interaction between Real Estate Finance and Urban Spatial Structure," MPRA Paper, University Library of Munich, Germany, number 53479, Dec, revised Feb 2013.
• Kazemi, Hossein S. & Ogus, Ayla, 2012, "Was There a Contagion during the Asian Crises?," MPRA Paper, University Library of Munich, Germany, number 54186, Nov, revised 01 Nov 2012.
• Ali, Syed Babar, 2012, "Quality of Internal Risk Rating Frameworks at Commercial Banks in Pakistan," MPRA Paper, University Library of Munich, Germany, number 55117.
• Gulino, Salvatore, 2012, "Obsolescence Of The 30-Year Mortgage," MPRA Paper, University Library of Munich, Germany, number 55354, Mar.
• Onour, Ibrahim, 2012, "Volatility Spillover Across GCC Stock Markets," MPRA Paper, University Library of Munich, Germany, number 57086.
• Reddy, K. Srinivasa & Nangia, Vinay Kumar & Agrawal, Rajat, 2012, "Corporate mergers and financial performance: A new assessment of Indian cases," MPRA Paper, University Library of Munich, Germany, number 60425, revised 2013.
• Sysoyeva, Larysa, 2012, "The influence of globalization and integration process on the activities of the bankaing system of Ukraine," MPRA Paper, University Library of Munich, Germany, number 60609, Apr.
• Nedelchev, Miroslav, 2012, "Prisoner’s dilemma for EU bank groups," MPRA Paper, University Library of Munich, Germany, number 64582.
• Kollmann, Robert & Malherbe, Frédéric, 2012, "Financial Contagion: the Role of Banks," MPRA Paper, University Library of Munich, Germany, number 69888.
• Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201212, Apr.
• Darrell Duffie, 2012, "Over-The-Counter Markets," Introductory Chapters, Princeton University Press, "Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets".
• Pengfei Wang & Jianjun Miao, 2012, "Sectoral Bubbles and Endogenous Growth," 2012 Meeting Papers, Society for Economic Dynamics, number 227.
• Sydney Ludvigson & Stijn Van Nieuwerburgh & Jack Favilukis, 2012, "Foreign Ownership of U.S. Safe Assets: Good or Bad?," 2012 Meeting Papers, Society for Economic Dynamics, number 297.
• Shengxing Zhang, 2012, "Liquidity Misallocation in an Over-The-Counter Market," 2012 Meeting Papers, Society for Economic Dynamics, number 529.
• Vincenzo Quadrini & Ramon Marimon & Thomas Cooley, 2012, "Risky Investments with Limited Commitment," 2012 Meeting Papers, Society for Economic Dynamics, number 603.
• Ivan Shaliastovich & Ravi Bansal, 2012, "A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets," 2012 Meeting Papers, Society for Economic Dynamics, number 778.
• Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2012, "Measuring Market Liquidity: An Introductory Survey," Working Paper series, Rimini Centre for Economic Analysis, number 02_12, Jan.
• Erik Hillebrand & Tae-Hwy Lee & Marcelo Cunha Medeiros, 2012, "Let´s do it again: bagging equity premium predictors," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 604, Oct.
• M. Disli & K. Schoors & J. Meir, 2012, "Political connections and depositor discipline," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 12/781, Apr.
• Boyer, Robert, 2012, "Diversité et évolution des capitalismes en Amérique latine. De la régulation économique au politique," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 11.
• Marianna Caccavaio & Jacopo Carmassi & Giorgio Di Giorgio & Marco Spallone, 2012, "SMEs and the challenge to go public," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 2-3, June.
• Thomas Bay, 2012, "Chrematistic Deviations," Journal of Interdisciplinary Economics, , volume 24, issue 1, pages 29-54, January.
• Philip Goodchild, 2012, "What is Wrong with the Global Financial System?," Journal of Interdisciplinary Economics, , volume 24, issue 1, pages 7-28, January.
• Tomasz Potocki & Tomasz Swist, 2012, "Empirical Test of the Strong Form Efficiency of the Warsaw Stock Exchange: The Analysis of WIG 20 Index Shares," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 10, issue 2, pages 155-172.
• Siong Law & W. Azman-Saini, 2012, "Institutional quality, governance, and financial development," Economics of Governance, Springer, volume 13, issue 3, pages 217-236, September, DOI: 10.1007/s10101-012-0112-z.
• Bhupal Singh, 2012, "How important is the stock market wealth effect on consumption in India?," Empirical Economics, Springer, volume 42, issue 3, pages 915-927, June, DOI: 10.1007/s00181-010-0444-x.
• Tim Berg, 2012, "Did monetary or technology shocks move euro area stock prices?," Empirical Economics, Springer, volume 43, issue 2, pages 693-722, October, DOI: 10.1007/s00181-011-0497-5.
• Rodney Paul & Andrew Weinbach, 2012, "Sportsbook pricing and the behavioral biases of bettors in the NHL," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 123-135, January, DOI: 10.1007/s12197-009-9112-4.
• Egbert Dierker & Hildegard Dierker, 2012, "Ownership structure and control in incomplete market economies with transferable utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 51, issue 3, pages 713-728, November, DOI: 10.1007/s00199-011-0621-y.
• Apostolos Thomadakis, 2012, "Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0612, Feb.
• Rangan Gupta & Monique Reid, 2012, "Macroeconomic Surprises and Stock Returns in South Africa," Working Papers, Stellenbosch University, Department of Economics, number 05/2012.
• Nabamita Dutta & Deepraj Mukherjee, 2012, "Is culture a determinant of financial development?," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 6, pages 585-590, April, DOI: 10.1080/13504851.2011.589800.
• Lech A. Grzelak & Cornelis W. Oosterlee, 2012, "On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates," Applied Mathematical Finance, Taylor & Francis Journals, volume 19, issue 1, pages 1-35, February, DOI: 10.1080/1350486X.2011.570492.
• Xiaodong Du & David A. Hennessy, 2012, "The planting real option in cash rent valuation," Applied Economics, Taylor & Francis Journals, volume 44, issue 6, pages 765-776, February, DOI: 10.1080/00036846.2010.522524.
• John M. Maheu & Thomas H. McCurdy & Yong Song, 2012, "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 3, pages 391-403, February, DOI: 10.1080/07350015.2012.680412.
• Bruno Feunou & Roméo Tédongap, 2012, "A Stochastic Volatility Model With Conditional Skewness," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 4, pages 576-591, July, DOI: 10.1080/07350015.2012.715958.
• Ke Tang & Wei Xiong, 2012, "Index Investment and the Financialization of Commodities," Financial Analysts Journal, Taylor & Francis Journals, volume 68, issue 6, pages 54-74, November, DOI: 10.2469/faj.v68.n6.5.
• H. Cagri Akkoyun & Yavuz Arslan & Birol Kanik, 2012, "Housing Prices and Transaction Volume," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1211.
• Mariana Gurău, 2012, "Fiscal Pollution Of Financial Statements. Empirical Study," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, volume 0, pages 547-551, November.
• Ian W. Marsh & Wolf Wagner, 2012, "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-033/IV/DSF33, Apr.
• Marsch, I. & Wagner, W.B., 2012, "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Discussion Paper, Tilburg University, Center for Economic Research, number 2012-006.
• Shouyong Shi, 2012, "Liquidity, Assets and Business Cycles," Working Papers, University of Toronto, Department of Economics, number tecipa-459, Jul.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2012, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-09, revised Apr 2012.
• Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong, 2012, "Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-13, Jun.
• Stefan Lutz, 2012, "Simultaneous determination of market value and risk premium in the valuation of firms," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-25, revised Oct 2012.
• Ian Martin, 2012, "On the Valuation of Long-Dated Assets," Journal of Political Economy, University of Chicago Press, volume 120, issue 2, pages 346-358, DOI: 10.1086/666527.
• Yiting Li & Guillaume Rocheteau & Pierre-Olivier Weill, 2012, "Liquidity and the Threat of Fraudulent Assets," Journal of Political Economy, University of Chicago Press, volume 120, issue 5, pages 000, DOI: 10.1086/668864.
• Mirko Abbritti & Luis Gil-Alana & Yuliya Lovcha & Antonio Moreno, 2012, "Term Structure Persistence," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 26/12, Dec.
• Krishnan Sharma, 2012, "Financial sector compensation and excess risk-taking—a consideration of the issues and policy lessons," Working Papers, United Nations, Department of Economics and Social Affairs, number 115, Apr.
• Jan Baldeaux & Alexander Badran, 2012, "Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 306, Mar.
• Dirk G Baur & Duy T. Tran, 2012, "The Long-run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 172, Aug.
• Antonella Basso & Stefania Funari, 2012, "Constant and variable returns to scale DEA models for socially responsible investment funds," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_20.
• Antonella Basso & Stefania Funari, 2012, "Socially responsible mutual funds: An efficiency comparison among the European countries," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 3, Apr.
• Dailami, Mansoor & Adams-Kane, Jonathon, 2012, "What Does the Future Hold for the International Banking System?," World Bank - Economic Premise, The World Bank, issue 94, pages 1-8, October.
• Mansoor Dailami & Jonathon Adams-Kane, 2012, "What Does the Future Hold for the International Banking System?," World Bank Publications - Reports, The World Bank Group, number 17079, Oct.
• Raddatz, Claudio & Schmukler, Sergio L., 2012, "On the international transmission of shocks : micro-evidence from mutual fund portfolios," Policy Research Working Paper Series, The World Bank, number 6072, May.
• Cécile Carpentier & Douglas Cumming & Jean‐Marc Suret, 2012, "The Value of Capital Market Regulation: IPOs Versus Reverse Mergers," Journal of Empirical Legal Studies, John Wiley & Sons, volume 9, issue 1, pages 56-91, March, DOI: 10.1111/j.1740-1461.2011.01247.x.
• Martin D. D. Evans & Richard K. Lyons, 2012, "Exchange Rate Fundamentals and Order Flow," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 1-63, DOI: 10.1142/S2010139212500188.
• Sung C. Bae & Kyungwon Ju & Kyoo H. Kim & Taek Ho Kwon, 2012, "Equity Ownership Determination in Foreign Direct Investments of Developing Economies: The Case of Korean Outward FDIs," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-32, DOI: 10.1142/S0219091511500020.
• Lloyd P. Blenman & Guan Jun Wang, 2012, "New Insights on the Implied and Realized Volatility Relation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-22, DOI: 10.1142/S0219091511500032.
• Khondkar Karim & Robert Pinsker, 2012, "Do Firms' Comply with the Shorter Form 8-K Reporting Deadlines? Initial Evidence on the Effectiveness of the SEC's 2004 Current Report Rule," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-13, DOI: 10.1142/S0219091511500044.
• Ching-Ping Wang & Hung-Hsi Huang & Kai-Jei Tu, 2012, "Unsystematic Risk Explanation to Momentum Profits in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-29, DOI: 10.1142/S0219091511500056.
• Bingxuan Lin & Chen-Miao Lin, 2012, "Asymmetric Information and Corporate Risk Management by Using Foreign Currency Derivatives," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-19, DOI: 10.1142/S0219091511500068.
• Szu-Hsien Lin & You-Jie Chen & Tz-Li Wang & Hung-Chih Wang & Ya-Chiu Angela Liu, 2012, "The Decision Behavior of Taiwan Firms Investing in China: Evidence from Different Industries," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-25, DOI: 10.1142/S0219091512500026.
• Cheng-Few Lee & Kehluh Wang, 2012, "Recap of the 19th 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 01, pages 1-31, DOI: 10.1142/S021909151296001X.
• Imad Moosa & Larry Li, 2012, "Firm-Specific Factors as Determinants of Capital Structure: Evidence From Indonesia," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-17, DOI: 10.1142/S021909151150007X.
• Chunhui Liu & Lee J. Yao & Michelle Y. M. Yao, 2012, "Value Relevance Change Under International Accounting Standards: An Empirical Study of Peru," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-17, DOI: 10.1142/S0219091511500081.
• Louis T. W. Cheng & T. Y. Leung, 2012, "The Effects of Management Demography on Auditor Choice and Earnings Quality: Evidence from China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-37, DOI: 10.1142/S0219091511500093.
• Terry Marsh & Paul Pfleiderer, 2012, ""Black Swans" and the Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-12, DOI: 10.1142/S0219091512500087.
• Li Li Eng & Ying Chou Lin, 2012, "Accounting Quality, Earnings Management and Cross-Listings: Evidence from China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-25, DOI: 10.1142/S0219091512500099.
• Junbo Wang & Chunchi Wu & Eden S. H. Yu, 2012, "Order Imbalance, Liquidity, and Returns of the U.S. Treasury Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-39, DOI: 10.1142/S0219091512500105.
• Yin-Hua Yeh & Pei-Gi Shu & Fu-Sheng Ho & Yu-Hui Su, 2012, "Board Structure, Intra-Industry Competition, and the R&D Announcement Effect," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-31, DOI: 10.1142/S0219091512500117.
• 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.

2011

• Zhangpeng Gao & Shahidur Rahman & Shafiqur Rahman, 2011, "Fund Rating Model Based on Finite Normal Mixture Distribution," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 1-33, DOI: 10.1142/S0219091511002123.
• Jerry T. Yang, 2011, "Alternatives to Traditional Repricing of Executive Stock Options," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 35-80, DOI: 10.1142/S0219091511002135.
• Yu Chuan Huang & Shu Hui Chan, 2011, "A Case Study of Illegal Insider Trading — The Scandal of Vultures' Insider Trading," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 81-99, DOI: 10.1142/S0219091511002147.
• Sunil K. Mohanty & Mohan Nandha, 2011, "Oil Shocks and Equity Returns: An Empirical Analysis of the US Transportation Sector," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 101-128, DOI: 10.1142/S0219091511002159.
• Chung-Jian Huang & Chau-Jung Kao & So-De Shyu & Chao-Hung Yu, 2011, "Transfer Pricing of Taiwan's Listing/OTC Enterprises Between Mainland China and Taiwan: Quantile Regression Analysis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 129-151, DOI: 10.1142/S0219091511002160.
• Hsiao-Yin Chen & Cheng-Few Lee & Tzu Tai & Kehluh Wang, 2011, "Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 153-169, DOI: 10.1142/S0219091511002172.
• I Han & Cheng-Min Chuang, 2011, "The Impacts of R&D Investment on Company Performance: US vs. Taiwanese Technology-Intensive Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 171-194, DOI: 10.1142/S0219091511002184.
• Cheng-Wei Chen & Chin-Sheng Huang & Hung-Wei Lai, 2011, "Data Snooping on Technical Analysis: Evidence from the Taiwan Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 02, pages 195-212, DOI: 10.1142/S0219091511002238.
• Michael Clarke & Gerard Gannon & Russell Vinning, 2011, "The Impact of Warrant Introduction: The Australian Experience," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 02, pages 213-269, DOI: 10.1142/S021909151100224X.
• Vikash Ramiah & Tafadzwa Mugwagwa & Tony Naughton, 2011, "Hot and Cold Strategies: Australian Evidence," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 02, pages 271-295, DOI: 10.1142/S0219091511002251.
• Ding Du & Karen Denning & Xiaobing Zhao, 2011, "Evidence on Stock Reaction to Market-Wide Information," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 02, pages 297-325, DOI: 10.1142/S0219091511002263.
• Chuen-Ping Chang & Jyh-Horng Lin, 2011, "Optimal Bank Interest Margin with Synergy Banking under Capital Regulation and Deposit Insurance: A Swaption Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 02, pages 327-346, DOI: 10.1142/S0219091511002287.
• Anastasia Maggina, 2011, "MBAR Models: A Test of ARIMAX Modelling," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 02, pages 347-366, DOI: 10.1142/S0219091511002299.
• Peter Chen & Junbo Wang & Chunchi Wu, 2011, "The Informativeness of Corporate Bond Trades," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 367-428, DOI: 10.1142/S0219091511002196.
• Yap Chee Jin & Gannon Gerard, 2011, "Announcement Effect on the Credit Spreads of US Dollar Malaysian Bonds," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 449-484, DOI: 10.1142/S0219091511002202.
• Randy I. Anderson & John D. Stowe & Xuejing Xing, 2011, "Does Corporate Diversification Reduce Firm Risk? Evidence from Diversifying Acquisitions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 485-504, DOI: 10.1142/S0219091511002214.
• Ping Liang & Daniel M. Gropper & Steven B. Caudill, 2011, "What Determines the Foreign Ownership Share of a Country's Banking Assets?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 535-561, DOI: 10.1142/S0219091511002226.
• Chun-An Li & Chih-Cheng Yeh, 2011, "Investor Psychological and Behavioral Bias: Do High Sentiment and Momentum Exist in the China Stock Market?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 429-448, DOI: 10.1142/S0219091511002305.
• Michael Firth & T. Y. Leung & Oliver M. Rui, 2011, "Insider Trading in Hong Kong: Tests of Stock Returns and Trading Frequency," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 505-533, DOI: 10.1142/S0219091511002317.
• Sheng-Syan Chen & Kuei-Chin Fu, 2011, "An Examination of the Free Cash Flow and Information/Signaling Hypotheses Using Unexpected Dividend Changes Inferred from Option and Stock Prices: The Case of Regular Dividend Increases," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 563-600, DOI: 10.1142/S0219091511002329.
• Cheng-Few Lee & Rojanasak Chomvilailuk, 2011, "Recap of the 17th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management and the 3rd International Conference on Business in Asia (iCBA)," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 601-616, DOI: 10.1142/S0219091511002330.
• Shuching Chou & Tze-Yu Yen & Yen-Hui Kuo, 2011, "Internet Information Relevance of Financial Institutions: Evidence from Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 647-670, DOI: 10.1142/S0219091511002275.
• Zhaohua Li, 2011, "Legislative Impact on Lending: Credit Risk Management in China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 617-645, DOI: 10.1142/S0219091511002342.
• Bruce Gurd & Francis Kum Hoong Or, 2011, "Attitudes of Singaporean Chinese towards Retirement Planning," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 671-692, DOI: 10.1142/S0219091511002354.
• Wen-Rong Jerry Ho, 2011, "Applied Rough Set Logics for Multi-Criteria Decision Analysis in Stock Index Volatility Projection," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 715-735, DOI: 10.1142/S0219091511002378.
• Ravinder Kumar Arora & Pramod Kumar Jain & Himadri Das, 2011, "International Diversification Through Emerging Market Investment: Selection of Appropriate Portfolio Strategy," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 737-749, DOI: 10.1142/S021909151100238X.
• Cheng-Few Lee & Yong Shi & Jianping Li, 2011, "Recap of 18th 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 14, issue 04, pages 751-779, DOI: 10.1142/S0219091511002408.
• Zhaohui Zhang & Jiamin Wang & Ronald Bremer, 2011, "Order Imbalance and Intraday Price Discovery: Evidence from Chinese Stock Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 693-714, DOI: 10.1142/S0219091511500019.
• William A Barnett & Marcelle Chauvet, 2011, "Financial Aggregation and Index Number Theory," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7580, ISBN: ARRAY(0x5382edf8).