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.

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(0x852d0b10).
• Asli Demirgüç-Kunt & Douglas D Evanoff & George G Kaufman (ed.), 2011, "The International Financial Crisis:Have the Rules of Finance Changed?," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7865, ISBN: ARRAY(0x87d7b5a0).
• Masayuki Susai & Shigeru Uchida (ed.), 2011, "Studies on Financial Markets in East Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8107, ISBN: ARRAY(0x8541e0d0).
• William A. Barnett & Marcelle Chauvet, 2011, "International Financial Aggregation and Index Number Theory: A Chronological Half-Century Empirical Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Financial Aggregation And Index Number Theory".
• William A. Barnett & Melvin J. Hinich & Piyu Yue, 2011, "The Exact Theoretical Rational Expectations Monetary Aggregate," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Financial Aggregation And Index Number Theory".
• William A. Barnett & Shu Wu, 2011, "On User Costs of Risky Monetary Assets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Financial Aggregation And Index Number Theory".
• William A. Barnett & Unja Chae & John W. Keating, 2011, "The Discounted Economic Stock of Money with VAR Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Financial Aggregation And Index Number Theory".
• William A. Barnett & Chang Ho Kwag, 2011, "Exchange Rate Determination from Monetary Fundamentals: An Aggregation Theoretic Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Financial Aggregation And Index Number Theory".
• William A. Barnett, 2011, "Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Financial Aggregation And Index Number Theory".
• William A. Barnett & Marcelle Chauvet & Heather L. R. Tierney, 2011, "Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Financial Aggregation And Index Number Theory".
• Jappelli, Tullio & Padula, Mario, 2011, "Investment in financial literacy and saving decisions," CFS Working Paper Series, Center for Financial Studies (CFS), number 2011/07.
• Drechsel, Katja & El-Shagi, Makram, 2011, "Bericht über den IWH/INFER-Workshop on Applied Economics and Economic Policy," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 17, issue 4, pages 169-172.
• Cebiroğlu, Gökhan & Horst, Ulrich, 2011, "Optimal display of Iceberg orders," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-057.
• Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2011, "Using the Yield Curve in Forecasting Output Growth and In?flation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-17, 12.
• William N. Goetzmann & Luc Renneboog & Christophe Spaenjers, 2011, "Art and Money," American Economic Review, American Economic Association, volume 101, issue 3, pages 222-226, May.
• Wei Xiong & Jialin Yu, 2011, "The Chinese Warrants Bubble," American Economic Review, American Economic Association, volume 101, issue 6, pages 2723-2753, October.
• Du, Xiaodong & Hennessy, David A., 2011, "Local Geography of Row-Crop Quality Land and Cropland Cash Rental Rates," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103450, May, DOI: 10.22004/ag.econ.103450.
• Chiu, Jonathan & Koeppl, Thorsten, 2011, "Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273771, Apr, DOI: 10.22004/ag.econ.273771.
• Enrique BONSON & Cinta BORRERO, 2011, "Analysis of the Timeliness of Financial Statements Submitted by Companies of the Spanish Continuous Market," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 63-86, December.
• Marvin Goodfriend, 2011, "Money Markets," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 119-137, December.
• John Cotter, 2011, "Varying the VaR for Unconditional and Conditional Environments," Papers, arXiv.org, number 1103.5649, Mar.
• john cotter & kevin dowd, 2011, "The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders," Papers, arXiv.org, number 1103.5661, Mar.
• Steven Liew Woon Choy & Jayaraman Munusamy & Shankar Chelliah & Ally Mandari, 2011, "Effects of Financial Distress Condition on the Company Performance: A Malaysian Perspective," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 85-99, August.
• Bruno Feunou & Roméo Tedongap, 2011, "A Stochastic Volatility Model with Conditional Skewness," Staff Working Papers, Bank of Canada, number 11-20, DOI: 10.34989/swp-2011-20.
• Jonathan Chiu & Thorsten Koeppl, 2011, "Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery," Staff Working Papers, Bank of Canada, number 11-30, DOI: 10.34989/swp-2011-30.
• Ingrid Lo & Stephen Sapp, 2011, "Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market," Staff Working Papers, Bank of Canada, number 11-8, DOI: 10.34989/swp-2011-8.
• Xisong Jin & Francisco Nadal de Simone, 2011, "Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools," BCL working papers, Central Bank of Luxembourg, number 65, Oct.
• Francesca Viani, 2011, "International financial flows, real exchange rates and cross-border insurance," Working Papers, Banco de España, number 1038, Jan.
• Vieri Ceriani & Stefano Manestra & Giacomo Ricotti & Alessandra Sanelli & Ernesto Zangari, 2011, "The tax system and the financial crisis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 85, Jan.
• Giorgio Gomel & Fabio Bernasconi & Margherita Laura Cartechini & Veronica Fucile & Riccardo Settimo & Roberto Staiano, 2011, "Financial inclusion - G20 initiatives and the role of the Bank of Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 96, Jul.
• Gouteron, S. & Wicky, Y., 2011, "Les crédits nouveaux à l’habitat des ménages : tendances récentes," Bulletin de la Banque de France, Banque de France, issue 185, pages 77-88.
• Robert McCauley, 2011, "Renminbi internationalisation and China's financial development," BIS Quarterly Review, Bank for International Settlements, December.
• Davide Furceri & Aleksandra Zdzienicka, 2011, "The real effect of financial crises in the European transition economies," The Economics of Transition, The European Bank for Reconstruction and Development, volume 19, issue 1, pages 1-25, January.
• Dirk Jenter & Katharina Lewellen & Jerold B. Warner, 2011, "Security Issue Timing: What Do Managers Know, and When Do They Know It?," Journal of Finance, American Finance Association, volume 66, issue 2, pages 413-443, April.
• Amil Dasgupta & Andrea Prat & Michela Verardo, 2011, "Institutional Trade Persistence and Long‐Term Equity Returns," Journal of Finance, American Finance Association, volume 66, issue 2, pages 635-653, April.
• Martin D. D. Evans & Dagfinn Rime, 2011, "Micro approaches to foreign exchange determination," Working Paper, Norges Bank, number 2011/05, May.
• A. Gabrielsen & M. Marzo & P. Zagaglia, 2011, "Measuring market liquidity: An introductory survey," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp802, Dec.
• Jianjun Miao & PENGFEI WANG, 2011, "Sectoral Bubbles and Endogenous Growth," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-032, Jan.
• Thierry Theurillat, 2011, "La ville négociée : entre financiarisation et durabilité," Géographie, économie, société, Lavoisier, volume 13, issue 3, pages 225-254.
• Isabelle Bouillot, 2011, "Le private equity en Chine," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 117-132.
• Nepal, R. & Jamasb, T., 2011, "Market Integration, Efficiency, and Interconnectors: The Irish Single Electricity Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1144, Jul.
• Cripps, F. & Izurieta, A. & Singh, A., 2011, "Global Imbalances, Under-Consumption and Over-Borrowing: The State of the World Economy and Future Policies," Working Papers, Centre for Business Research, University of Cambridge, number wp419, Mar.
• Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/17, Apr.
• Boris Solier & Pierre-André Jouvet, 2011, "An overview of CO2 cost pass-through to electricity prices in Europe," Working Papers, Chaire Economie du climat, number 1108, Jun.
• Mohamed El Hedi Arouri & Fredj Jawadi & Prosper Mouak, 2011, "The speculative efficiency of the aluminum market: A nonlinear Investigation," International Economics, CEPII research center, issue 126-127, pages 73-89.
• Anna Creti & Maria-Eugenia Sanin, 2011, "Price versus quantities in the coordination of international environmental policy," International Economics, CEPII research center, issue 126-127, pages 109-130.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2011, "Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility," CIRANO Working Papers, CIRANO, number 2011s-27, Feb.
• A. Fiori Maccioni, 2011, "The risk neutral valuation paradox," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201112.
• Luis N. Lanteri, 2011, "Desarrollo del mercado accionario y crecimiento económico. Alguna evidencia para la Argentina," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 9116, Jun.
• Kondor, Péter & Guerrieri, Veronica, 2011, "Fund Managers, Career Concerns, and Asset Price Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8454, Jun.
• Fabian Bocart & Ken Bastiaensen & Peter Cauwels, 2011, "The 1980s Price Bubble on (Post) Impressionism," ACEI Working Paper Series, Association for Cultural Economics International, number AWP-03-2011, Nov, revised Nov 2011.
• Cheng-si Zhang & Da-yin Zhang & Jeffery Breece, 2011, "Financial Crisis, Monetary Policy, and Stock Market Volatility in China," Annals of Economics and Finance, Society for AEF, volume 12, issue 2, pages 371-388, November.
• Jizheng Huang & Heng-fu Zou, 2011, "Asset pricing and the Modigliani-Miller theorem with the spirit of capitalism," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 456.
• Liutang Gong & Heng-fu Zou, 2011, "Fiscal Federalism, Public Capital Formation, and Endogenous Growth," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 488.
• Brown, Jeffrey R. & Clark, Robert & Rauh, Joshua, 2011, "The economics of state and local pensions," Journal of Pension Economics and Finance, Cambridge University Press, volume 10, issue 2, pages 161-172, April.
• Karl E. Case & John M. Quigley & Robert J. Shiller, 2011, "Wealth Effects Revisited 1978-2009," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1784, Feb.
• Bouchard, Bruno (ed.), 2011, "Contrôle stochastique appliqué à la finance," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/8008.
• Hans-Olaf Henkel, 2011, "Euro-Rettung: von wegen alternativlos," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 80, issue 1, pages 107-118, DOI: 10.3790/vjh.80.1.107.
• Stefan Kipar, 2011, "Kreditvergabe und Innovationsaktivität in der Finanzkrise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 80, issue 3, pages 111-130, DOI: 10.3790/vjh.80.3.111.
• Marlene Karl & Dorothea Schäfer, 2011, "Verschuldung der privaten Haushalte in der Krise nicht erhöht," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 78, issue 22, pages 3-9.
• Elke Holst & Julia Schimeta, 2011, "Krise nicht genutzt: Führungspositionen großer Finanzunternehmen weiter fest in Männerhand," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 78, issue 3, pages 12-18.
• Ansgar Belke & Christian Gokus, 2011, "Volatility Patterns of CDS, Bond and Stock Markets before and during the Financial Crisis: Evidence from Major Financial Institutions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1107.
• Helmut Herwartz & Konstantin A. Kholodilin, 2011, "In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1173.
• Elke Holst & Julia Schimeta, 2011, "A Squandered Opportunity: Even after the Financial Crisis, Top Positions in Large Financial Firms Still Largely Occupied by Men," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 7, issue 5, pages 29-36.
• Julien Chevallier & Benoît Sévi, 2011, "On the volatility-volume relationship in energy futures markets using intraday data," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2011-16.
• Chaker Aloui & Ben hamida Hela, 2011, "Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case," Economics Bulletin, AccessEcon, volume 31, issue 1, pages 830-843.
• Mohamed el hédi Arouri & Fredj Jawadi, 2011, "Do on/off time series models reproduce emerging stock market comovements?," Economics Bulletin, AccessEcon, volume 31, issue 1, pages 960-968.
• Christos S Savva, 2011, "Modeling interbank relations during the international financial crisis," Economics Bulletin, AccessEcon, volume 31, issue 1, pages 916-924.
• François Benhmad, 2011, "A wavelet analysis of oil price volatility dynamic," Economics Bulletin, AccessEcon, volume 31, issue 1, pages 792-806.
• Wafa Snoussi & Mhamed ali El-aroui, 2011, "Impact of Returns Time Dependency on the Estimation of Extreme Market Risk," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3294-3303.
• Walid Chkili & Duc Khuong Nguyen, 2011, "Modeling the volatility of Mediterranean stock markets: a regime-switching approach," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1105-1113.
• Nikolay Nenovsky & Amine Lahiani & Petar Chobanov, 2011, "Empirical Investigation of Systemic Risk in the New EU States," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1401-1412.
• Atsushi Maki & Kenji Wada, 2011, "Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1183-1187.
• Yu Hsing, 2011, "Impacts of Macroeconomic Variables on the U.S. Stock Market Index and Policy Implications," Economics Bulletin, AccessEcon, volume 31, issue 1, pages 883-892.
• George Milunovich, 2011, "Measuring the Impact of the GFC on European Equity Markets," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1237-1246.