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

2011

• 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.
• Kentaka Aruga & Shunsuke Managi, 2011, "Tests on price linkage between the U.S. and Japanese gold and silver futures markets," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1038-1046.
• Loredana Ureche-Rangau & Fabien Collado & Ulysse Galiay, 2011, "The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 2569-2583.
• Rania Guirat, 2011, "Asset price dynamic with heterogeneous agents," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1-18.
• Muhammad Anees, 2011, "Comparing responses of disaggregated stocks to events affecting stock market functionalities: a case of karachi stock market, pakistan," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1-19.
• Yun-Shan Dai & Wei-Ming Lee, 2011, "The profitability of technical analysis in the Taiwan-U.S. forward foreign exchange market," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1606-1612.
• Rania Guirat, 2011, "Investor behavior heterogeneity in the French stock market," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1827-1836.
• Virginie Coudert & Hélène Raymond-Feingold, 2011, "Gold and financial assets: Are there any safe havens in bear markets?," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1613-1622.
• Akihiko Noda, 2011, "Testing the "Catching up with the Joneses" Model with Consumption Externality in Japan," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1648-1658.
• Cleiton Taufemback & Ricardo Giglio & Sergio Da Silva, 2011, "Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1631-1647.
• Go Tamakoshi, 2011, "European sovereign debt crisis and linkage of long-term government bond yields," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 2191-2203.
• Dean Fantazzini, 2011, "Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3259-3267.
• Marcelo Brutti Righi & Paulo Sérgio Ceretta, 2011, "Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1717-1730.
• Raul Matsushita & Sergio Da Silva, 2011, "A log-periodic fit for the flash crash of May 6, 2010," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1772-1779.
• Loredana Ureche-Rangau & Franck Speeg, 2011, "A simple method for variance shift detection at unknown time points," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 2204-2218.
• Marcelo Brutti Righi & Paulo Sergio Ceretta, 2011, "Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3016-3029.
• Ching-Chin Chou & Show-Lin Chen, 2011, "Integrated or segmented? a wavelet transform analysis on relationship between stock and real estate markets," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 1-38.
• Ching-chin Chou & Show-lin Chen, 2011, "Integrated or segmented? a wavelet transform analysis on relationship between stock and real estate markets," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3030-3040.
• Zaichao Du, 2011, "Intraday probability of informed trading," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3103-3112.
• Chia Ricky Chee-Jiun & Lim Shiok Ye, 2011, "Twist-of-the-Monday Effect: Evidence from United State and 18 Selected European Union Stock Markets," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3113-3122.
• Chia Ricky Chee-Jiun & Lim Shiok Ye, 2011, "Stock Market Anomalies in South Africa and its Neighbouring Countries," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3123-3137.
• Benoît Sévi & César Baena, 2011, "Brownian motion vs. pure-jump processes for individual stocks," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3138-3152.
• Go Tamakoshi & Shigeyuki Hamori, 2011, "Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3339-3353.
• Amalendu Bhunia, 2011, "A causal relationship between stock indices and exchange rates in india," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 1-54.
• Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011, "Costly financial intermediation in neoclassical growth theory," Quantitative Economics, Econometric Society, volume 2, issue 1, pages 1-36, March.
• Lao, Paulo & Singh, Harminder, 2011, "Herding behaviour in the Chinese and Indian stock markets," Journal of Asian Economics, Elsevier, volume 22, issue 6, pages 495-506, DOI: 10.1016/j.asieco.2011.08.001.
• Albring, Susan M. & Khurana, Inder K. & Nejadmalayeri, Ali & Pereira, Raynolde, 2011, "Managerial compensation and the debt placement decision," Journal of Corporate Finance, Elsevier, volume 17, issue 5, pages 1445-1456, DOI: 10.1016/j.jcorpfin.2011.08.003.
• Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2011, "Introducing financial frictions and unemployment into a small open economy model," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 12, pages 1999-2041, DOI: 10.1016/j.jedc.2011.09.005.
• Cho, Sungwon, 2011, "Housing wealth effect on consumption: Evidence from household level data," Economics Letters, Elsevier, volume 113, issue 2, pages 192-194, DOI: 10.1016/j.econlet.2011.07.011.
• Andersen, Torben G. & Bollerslev, Tim & Huang, Xin, 2011, "A reduced form framework for modeling volatility of speculative prices based on realized variation measures," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 176-189, January.
• Busch, Thomas & Christensen, Bent Jesper & Nielsen, Morten Ørregaard, 2011, "The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 48-57, January.
• Maheu, John M. & McCurdy, Thomas H., 2011, "Do high-frequency measures of volatility improve forecasts of return distributions?," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 69-76, January.
• Christensen, Jens H.E. & Diebold, Francis X. & Rudebusch, Glenn D., 2011, "The affine arbitrage-free class of Nelson-Siegel term structure models," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 4-20, September.
• Kollmann, Robert & Enders, Zeno & Müller, Gernot J., 2011, "Global banking and international business cycles," European Economic Review, Elsevier, volume 55, issue 3, pages 407-426, April.
• Yun, Jaeho, 2011, "The role of time-varying jump risk premia in pricing stock index options," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 833-846, DOI: 10.1016/j.jempfin.2011.07.003.
• Smith, L. Vanessa & Yamagata, Takashi, 2011, "Firm level return–volatility analysis using dynamic panels," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 847-867, DOI: 10.1016/j.jempfin.2011.07.001.
• Chevallier, Julien, 2011, "Detecting instability in the volatility of carbon prices," Energy Economics, Elsevier, volume 33, issue 1, pages 99-110, January.
• Lee, Yen-Hsien & Chiou, Jer-Shiou, 2011, "Oil sensitivity and its asymmetric impact on the stock market," Energy, Elsevier, volume 36, issue 1, pages 168-174, DOI: 10.1016/j.energy.2010.10.057.
• Riva, Angelo & White, Eugene N., 2011, "Danger on the exchange: How counterparty risk was managed on the Paris exchange in the nineteenth century," Explorations in Economic History, Elsevier, volume 48, issue 4, pages 478-493, DOI: 10.1016/j.eeh.2011.05.002.
• Lucey, Brian M. & Muckley, Cal, 2011, "Robust global stock market interdependencies," International Review of Financial Analysis, Elsevier, volume 20, issue 4, pages 215-224, August.
• Matsumura, Marco & Moreira, Ajax & Vicente, José, 2011, "Forecasting the yield curve with linear factor models," International Review of Financial Analysis, Elsevier, volume 20, issue 5, pages 237-243, DOI: 10.1016/j.irfa.2011.05.003.
• Kavussanos, Manolis G. & Dimitrakopoulos, Dimitris N., 2011, "Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets," International Review of Financial Analysis, Elsevier, volume 20, issue 5, pages 258-268, DOI: 10.1016/j.irfa.2011.05.007.
• Chau, Frankie & Deesomsak, Rataporn & Lau, Marco C.K., 2011, "Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets," International Review of Financial Analysis, Elsevier, volume 20, issue 5, pages 292-305, DOI: 10.1016/j.irfa.2011.06.006.
• Braun, Alexander, 2011, "Pricing catastrophe swaps: A contingent claims approach," Insurance: Mathematics and Economics, Elsevier, volume 49, issue 3, pages 520-536, DOI: 10.1016/j.insmatheco.2011.08.003.
• Chaney, Paul K. & Faccio, Mara & Parsley, David, 2011, "The quality of accounting information in politically connected firms," Journal of Accounting and Economics, Elsevier, volume 51, issue 1-2, pages 58-76, February.
• Chaney, Paul K. & Faccio, Mara & Parsley, David, 2011, "The quality of accounting information in politically connected firms," Journal of Accounting and Economics, Elsevier, volume 51, issue 1, pages 58-76, DOI: 10.1016/j.jacceco.2010.07.003.
• Cho, Jaeho & Yoo, Byoung Hark, 2011, "The Korean stock market volatility during the currency crisis and the credit crisis," Japan and the World Economy, Elsevier, volume 23, issue 4, pages 246-252, DOI: 10.1016/j.japwor.2011.09.003.
• Osler, Carol & Savaser, Tanseli, 2011, "Extreme returns: The case of currencies," Journal of Banking & Finance, Elsevier, volume 35, issue 11, pages 2868-2880, November.
• Lagos, Ricardo & Rocheteau, Guillaume & Weill, Pierre-Olivier, 2011, "Crises and liquidity in over-the-counter markets," Journal of Economic Theory, Elsevier, volume 146, issue 6, pages 2169-2205, DOI: 10.1016/j.jet.2011.10.001.
• Dimson, Elroy & Spaenjers, Christophe, 2011, "Ex post: The investment performance of collectible stamps," Journal of Financial Economics, Elsevier, volume 100, issue 2, pages 443-458, May.
• Ferreira, Miguel A. & Santa-Clara, Pedro, 2011, "Forecasting stock market returns: The sum of the parts is more than the whole," Journal of Financial Economics, Elsevier, volume 100, issue 3, pages 514-537, June.
• Ang, Andrew & Gorovyy, Sergiy & van Inwegen, Gregory B., 2011, "Hedge fund leverage," Journal of Financial Economics, Elsevier, volume 102, issue 1, pages 102-126, October.
• Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2011, "The role of securitization in mortgage renegotiation," Journal of Financial Economics, Elsevier, volume 102, issue 3, pages 559-578, DOI: 10.1016/j.jfineco.2011.07.005.
• Kau, James B. & Keenan, Donald C. & Lyubimov, Constantine & Carlos Slawson, V., 2011, "Subprime mortgage default," Journal of Urban Economics, Elsevier, volume 70, issue 2-3, pages 75-87, September.
• Kau, James B. & Keenan, Donald C. & Lyubimov, Constantine & Carlos Slawson, V., 2011, "Subprime mortgage default," Journal of Urban Economics, Elsevier, volume 70, issue 2, pages 75-87, DOI: 10.1016/j.jue.2011.05.001.
• Hammoudeh, Shawkat & Malik, Farooq & McAleer, Michael, 2011, "Risk management of precious metals," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 435-441, DOI: 10.1016/j.qref.2011.07.002.
• Valerio Filoso & Erasmo Papagni, 2011, "Fertility Choice and Financial Development," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2011_02, Jan.
• Tihomir Domazet, 2011, "Okvir ekonomike na makro i mikro razini - odgovor na nove izazove," Ekonomija Economics, Rifin d.o.o., volume 18, issue 2, pages 197-232.
• Danielsson, Jon & Song Shin, Hyun & Zigrand, Jean-Pierre, 2011, "Balance sheet capacity and endogenous risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 43141, Jan.
• Scharpf, Fritz W., 2011, "Monetary union, fiscal crisis and the preemption of democracy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 53448, May.
• Abdullahi D. Ahmed & Abu N.M. Wahid, 2011, "Financial structure and economic growth link in African countries: a panel cointegration analysis," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 3, pages 331-357, August, DOI: 10.1108/01443581111152436.
• Levan Efremidze & Samuel M. Schreyer & Ozan Sula, 2011, "Sudden stops and currency crises," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 3, issue 4, pages 304-321, November, DOI: 10.1108/17576381111182891.
• Puspa Amri & Apanard P. Angkinand & Clas Wihlborg, 2011, "International comparisons of bank regulation, liberalization, and banking crises," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 3, issue 4, pages 322-339, November, DOI: 10.1108/17576381111182909.
• Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J., 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-15, Apr.
• Rabindra Nepal & Tooraj Jamasb, 2011, "Market Integration, Efficiency, and Interconnectors: The Irish Single Electricity Market," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1121, Jul.
• Dean Baker, 2011, "The Deficit-Reducing Potential of a Financial Speculation Tax," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2011-02, Jan.
• Josef García Blandón & M?nica Martínez Blasco & Josef Argiles Bosch, 2011, "Ex-Dividend Day Returns when Dividend and Capital Gains are Taxed at the Same Rate," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 2, pages 140-152, June.
• Jiří Witzany, 2011, "Estimating Correlated Jumps and Stochastic Volatilities," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/35, Nov, revised Nov 2011.
• Yiting Li & Guillaume Rocheteau & Pierre-Olivier Weill, 2011, "Liquidity and the threat of fraudulent assets," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1124.
• Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2011, "The financial stress index: identification of systemic risk conditions," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1130.
• Zeno Enders & Robert Kollmann & Gernot J. Müller, 2011, "Global banking and international business cycles," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 72.
• Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011, "The role of securitization in mortgage renegotiation," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2011-02.
• Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011, "Costly financial intermediation in neoclassical growth theory," Working Papers, Federal Reserve Bank of Minneapolis, number 685.
• Braz Camargo & Benjamin Lester, 2011, "Trading dynamics in decentralized markets with adverse selection," Working Papers, Federal Reserve Bank of Philadelphia, number 11-36.
• Jon Danielsson & Hyun Song Shin & Jean-Pierre Zigrand, 2011, "Balance Sheet Capacity and Endogenous Risk," FMG Discussion Papers, Financial Markets Group, number dp665, Jan.
• Dimitri Vayanos & Paul Woolley, 2011, "An institutional Theory of Momentum and Reversal," FMG Discussion Papers, Financial Markets Group, number dp666, Jan.
• Michaël Goujon & Samuel Guérineau, 2011, "Ukraine et Biélorussie : des crises jumelles ?," CERDI Working papers, HAL, number halshs-00552989, Jan.
• Christophe Boucher & Bertrand Maillet, 2011, "Detrending Persistent Predictors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00587775, Mar.
• Jean-Marc Bonnisseau & Achis Chery, 2011, "On the rank of payoff matrices with long-term assets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00659183, Dec.
• Elroy Dimson & Christophe Spaenjers, 2011, "Ex post: The investment performance of collectible stamps," Post-Print, HAL, number hal-00623442, May, DOI: 10.1016/j.jfineco.2010.12.005.
• William N. Goetzmann & Luc Renneboog & Christophe Spaenjers, 2011, "Art and Money," Post-Print, HAL, number hal-00623450, May, DOI: 10.1257/aer.101.3.222.
• Christophe Spaenjers & Luc Renneboog, 2011, "The Iconic Boom in Modern Russian Art," Post-Print, HAL, number hal-00623476, DOI: 10.3905/jai.2011.13.3.067.
• Christophe Spaenjers & Luc Renneboog, 2011, "The Dutch Grey Market," Post-Print, HAL, number hal-00630379, Mar, DOI: 10.1007/s10645-010-9154-1.
• Christian Hopp & Axel Dreher, 2011, "Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing?," Post-Print, HAL, number hal-00737933, Oct, DOI: 10.1080/00036846.2011.605760.
• Davide Furceri & Aleksandra Zdzienicka-Durand, 2011, "The Real Effect of Financial Crises in the European Transition Economies," Post-Print, HAL, number halshs-00431044.
• Jean-Marc Bonnisseau & Achis Chery, 2011, "On the rank of payoff matrices with long-term assets," Post-Print, HAL, number halshs-00659183, Dec.
• Michaël Goujon & Samuel Guérineau, 2011, "Ukraine et Biélorussie : des crises jumelles ?," Working Papers, HAL, number halshs-00552989, Jan.
• Gloede, Oliver & Menkhoff, Lukas, 2011, "Financial professionals' overconfidence:Is it experience, function, or attitude?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-428, Sep.
• Nan-Kuang Chen & Han-Liang Cheng, 2011, "Asset Price and Monetary Policy - The Effect of Expectation Formation," Working Papers, Hong Kong Institute for Monetary Research, number 032011, Jan.
• Nan-Kuang Chen & Han-Liang Cheng & Ching-Sheng Mao, 2011, "House Price, Mortgage Premium, and Business Fluctuations," Working Papers, Hong Kong Institute for Monetary Research, number 192011, Jun.
• Luu Tien Thuan, 2011, "The Relationship Between The United States And Vietnam Stock Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 1, pages 77-89.
• Stefan Lutz, 2011, "Simultaneous determination of market value and risk premium in the valuation of firms," ICER Working Papers, ICER - International Centre for Economic Research, number 15-2011, Oct.
• Terceño, Antonio & Guercio, Mª Belén, 2011, "El Crecimiento Económico Y El Desarrollo Del Sistema Financiero. Un Análisis Comparativo / Economic Growth And Development Of The Financial System. A Comparative Analysis," Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE), Academia Europea de Dirección y Economía de la Empresa (AEDEM), volume 17, issue 2, pages 33-46.
• Brian M Lucey & Cal Muckley, 2011, "Robust Global Stock Market Interdependencies," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp353, Feb.
• Tomoe Moore, 2011, "The Volatility Spillover from the Market to Disaggregated Industry Stocks: The Case for the US and UK," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 10, issue 1, pages 61-68, April.
• Gabriela PRELIPCEAN & Irina CAUNIC & Mircea BOSCOIANU, 2011, "Multidisciplinary background for modeling processes and phenomena related to terrorism," Romanian Journal of Economics, Institute of National Economy, volume 33, issue 2(bis)(42, pages 101-112, December.
• Shyh-Wei Chen & Tzu-Chun Chen, 2011, "The Causal Relationship between Stock Prices and Exchange Rates: Evidence from the G-7," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 1, pages 101-133, January.
• Julien Chevallier & Benoît Sévi, 2011, "On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting," Annals of Finance, Springer, volume 7, issue 1, pages 1-29, February, DOI: 10.1007/s10436-009-0142-x.
• Pilar Iglesias & Jaime San Martín & Soledad Torres & Frederi Viens, 2011, "Option pricing under a Gamma-modulated diffusion process," Annals of Finance, Springer, volume 7, issue 2, pages 199-219, May, DOI: 10.1007/s10436-011-0176-8.
• Luc Renneboog & Christophe Spaenjers, 2011, "The Dutch Grey Market," De Economist, Springer, volume 159, issue 1, pages 25-40, March, DOI: 10.1007/s10645-010-9154-1.
• Jürgen Huber & Martin Angerer & Michael Kirchler, 2011, "Experimental asset markets with endogenous choice of costly asymmetric information," Experimental Economics, Springer;Economic Science Association, volume 14, issue 2, pages 223-240, May, DOI: 10.1007/s10683-010-9264-2.
• Antonio Diez de los Rios & René Garcia, 2011, "The option CAPM and the performance of hedge funds," Review of Derivatives Research, Springer, volume 14, issue 2, pages 137-167, July, DOI: 10.1007/s11147-011-9062-9.
• Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2011, "Risk Management of Precious Metals," KIER Working Papers, Kyoto University, Institute of Economic Research, number 765, Mar.
• Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 772, Apr.
• Nicola Borri & Filippo Russo, 2011, "I debiti sovrani dell'area Euro: implicazioni per la gestione e la distribuzione dei prodotti di risparmio," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1105.
• Stefan Lutz, 2011, "Simultaneous determination of market value and risk premium in the valuation of firms," Economics Discussion Paper Series, Economics, The University of Manchester, number 1120.
• Heidari, Hassan & Faaljou, Hamidreza & Adibzadeh, Farhad, 2011, "The Impact of Stock Price Index on Demand for Money in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 2, issue 6, pages 27-68, March.
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