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

• Seongman Moon & Carlos Velasco, 2011, "On the Properties of Regression Tests of Asset Return Predictability," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1111, Aug.
• Abdou-Aziz Niang & Abdoulaye Diagne & Marie-Claude Pichery, 2011, "Exploring the finance-real economy link in U.S.: empirical evidence from panel unit root and cointegration analysis," Empirical Economics, Springer, volume 40, issue 1, pages 253-268, February, DOI: 10.1007/s00181-010-0395-2.
• Calvin Blackwell & Robert Pickford, 2011, "The wisdom of the few or the wisdom of the many? An indirect test of the marginal trader hypothesis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 2, pages 164-180, April, DOI: 10.1007/s12197-009-9092-4.
• Jorge Brusa & Wayne Lee & Pu Liu, 2011, "Monday returns and asset pricing," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 35, issue 3, pages 332-347, July, DOI: 10.1007/s12197-009-9100-8.
• Ajay Shah & Ila Patnaik, 2011, "Foreign shareholding: a decomposition analysis," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 10, pages 743-746, DOI: 10.1080/09603107.2010.535783.
• Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2011, "Monetary policy predictability in the euro area: an international comparison," Applied Economics, Taylor & Francis Journals, volume 43, issue 20, pages 2533-2544, DOI: 10.1080/00036840903299714.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2011, "Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 2, pages 275-287, October, DOI: 10.1080/07350015.2011.638831.
• Rohnn Sanderson, 2011, "Compartmentalising Gold Prices," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 4, issue 2, pages 99-124, August.
• Beck, T.H.L., 2011, "The Role of Finance in Economic Development : Benefits, Risks, and Politics," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-141.
• Renneboog, L.D.R. & Spaenjers, C., 2011, "The Dutch grey market," Other publications TiSEM, Tilburg University, School of Economics and Management, number 0633541a-6421-442a-b1e6-a.
• Shouyong Shi, 2011, "Liquidity, Assets and Business Cycles," Working Papers, University of Toronto, Department of Economics, number tecipa-434, Jun.
• James J. Choi & David Laibson & Brigitte C. Madrian, 2011, "$100 Bills on the Sidewalk: Suboptimal Investment in 401(k) Plans," The Review of Economics and Statistics, MIT Press, volume 93, issue 3, pages 748-763, August.
• John Cotter, 2011, "Absolute Return Volatility," Working Papers, Geary Institute, University College Dublin, number 200415, 05.
• John Cotter, 2011, "Varying the VaR for Unconditional and Conditional Environments," Working Papers, Geary Institute, University College Dublin, number 200419, 07.
• John Cotter & Kevin Dowd, 2011, "Intra-Day Seasonality in Foreign Market Transactions," Working Papers, Geary Institute, University College Dublin, number 200744, Jun.
• John Cotter & Kevin Dowd, 2011, "Intra-Day Seasonality in Foreign Market Transactions," Working Papers, Geary Institute, University College Dublin, number 200745, Jun.
• Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2011, "Risk Management of Precious Metals," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-04.
• Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-12.
• Julián Andrada-Félix & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2011, "Historical financial analogies of the current crisis," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1110.
• Ellouz SIWAR, 2011, "The Impact Of Overconfidence Bias And Disposition Effect On The Volume Of Transaction And The Volatility Of The French Stock Market," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 6, issue 1(15)/ Sp, pages 61-83.
• Daniela Gabor, 2011, "Paradigm shift? A critique of the IMF’s new approach to capital controls," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 1109, Jun.
• Egbert Dierker & Hildegard Dierker, 2011, "Ownership structure and control in incomplete market economies with transferable utility," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1106, Mar.
• Stefania Funari, 2011, "I “vincitori” in etica: valutazione multicriteriale di fondi socialmente responsabili," Note di Ricerca, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 3, Nov.
• David Slattery & Joseph G. Nellis, 2011, "Rethinking the Role of Regulation in the Aftermath of the Global Financial Crisis: The Case of the UK," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 58, issue 3, pages 407-423.
• Demirguc-Kunt, Asli & Feyen, Erik & Levine, Ross, 2011, "The evolving importance of banks and securities markets," Policy Research Working Paper Series, The World Bank, number 5805, Sep.
• Antonio Diez De Los Rios & René Garcia, 2011, "Assessing and valuing the nonlinear structure of hedge fund returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 193-212, March.
• Jeff Dominitz & Charles F. Manski, 2011, "Measuring and interpreting expectations of equity returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 352-370, April.
• Don Bredin & John Elder & Stilianos Fountas, 2011, "Oil volatility and the option value of waiting: An analysis of the G‐7," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 7, pages 679-702, July.

2010

• Ranoua Bouchouicha, 2010, "Dépendance entre risques extrêmes : Application aux Hedge Funds," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1013.
• Davide Furceri & Aleksandra Zdzienicka, 2010, "Banking Crises and Short and Medium Term Output Losses in Developing Countries: The Role of Structural and Policy Variables," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1014.
• Davide Furceri & Aleksandra Zdzienicka, 2010, "The Consequences of Banking Crises on Public Debt," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1015.
• Martin Evans and Dagfinn Rime, 2010, "Micro Approaches to foreign Exchange Determination," Working Papers, Georgetown University, Department of Economics, number gueconwpa~10-10-04, Jul.
• Rose-Anne Dana & Cuong Le Van, 2010, "Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00308530, Jul, DOI: 10.1111/j.1467-9965.2010.00402.x.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2010, "Martingalized Historical approach for Option Pricing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00437927, Mar, DOI: 10.1016/j.frl.2009.11.002.
• Rose-Anne Dana & Cuong Le Van, 2010, "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00470670, Nov, DOI: 10.1016/j.jet.2010.08.002.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00482370, Apr.
• Iuliana Matei, 2010, "Contagion and causality : an empirical analysis on sovereign bond spreads," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00515123, Jul.
• Dominique Guegan & Hanjarivo Lalaharison, 2010, "A short note on option pricing with Lévy Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00542475, Oct.
• Gunther Capelle-Blancard, 2010, "Are derivatives dangerous? A literature survey," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00608097.
• Samuel Maveyraud & Yves Jégourel, 2010, "A reassessment of European SRI funds underperformance: does the intensity of extra-financial negative screening matter?," Post-Print, HAL, number hal-00651793.
• Fulvio Corsi & Davide Pirino & Roberto Renò, 2010, "Threshold bipower variation and the impact of jumps on volatility forecasting," Post-Print, HAL, number hal-00741630, Oct, DOI: 10.1016/j.jeconom.2010.07.008.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010, "International portfolios, capital accumulation and foreign assets dynamics," Post-Print, HAL, number hal-01052901, DOI: 10.1016/j.jinteco.2009.05.006.
• Davide Furceri & Aleksandra Zdzienicka-Durand, 2010, "Banking Crises and Short and Medium Term Output Losses in Developing Countries: The Role of Structural and Policy Variables," Post-Print, HAL, number halshs-00491089.
• Davide Furceri & Aleksandra Zdzienicka-Durand, 2010, "The Consequences of Banking Crises on Public Debt," Post-Print, HAL, number halshs-00492865, Mar.
• Davide Furceri & Aleksandra Zdzienicka-Durand, 2010, "The Real Effect of Financial Crises in the European Transition Economies," Post-Print, HAL, number halshs-00492940, Apr.
• Davide Furceri & Aleksandra Zdzienicka-Durand, 2010, "The Consequences of Banking Crises for Public Debt," Post-Print, HAL, number halshs-00497925.
• Isabelle Huault & Hélène Rainelli-Le Montagner, 2010, "The connexionnist nature of modern financial markets. Challenges and possible outcomes," Post-Print, HAL, number halshs-00506961, Jul.
• Iuliana Matei, 2010, "Contagion and causality : an empirical analysis on sovereign bond spreads," Post-Print, HAL, number halshs-00515123, Jul.
• Gunther Capelle-Blancard, 2010, "Are derivatives dangerous? A literature survey," Post-Print, HAL, number halshs-00608097.
• Laurent Clerc & Olivier Loisel & Benoît Mojon & Xavier Ragot, 2010, "The future of monetary policy. Summary of the conference held in Rome on 30 September and 1 October 2010," Post-Print, HAL, number halshs-00754684, Oct.
• Laurent Clerc & Olivier Loisel & Benoît Mojon & Xavier Ragot, 2010, "The future of monetary policy. Summary of the conference held in Rome on 30 September and 1 October 2010," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754684, Oct.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010, "International portfolios, capital accumulation and foreign assets dynamics," Sciences Po Economics Publications (main), HAL, number hal-01052901, DOI: 10.1016/j.jinteco.2009.05.006.
• Mohamed El Hedi Arouri & Fredj Jawadi, 2010, "On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM," Working Papers, HAL, number hal-00507824, Aug.
• Stefano Lovo & Riccardo Calcagno, 2010, "Preopening and Equilibrium Selection," Working Papers, HAL, number hal-00540793.
• Eric Girard & James Nolan & Tony Pondillo, 2010, "Determinants Of Emerging Markets’ Commercial Bank Stock Returns," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 11-26.
• Neil Terry & Anne Macy & Amjad Abdullat, 2010, "Stock Market Volatility: A Comparison Of Computer And Cellular Hardware Companies," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 3, pages 11-24.
• Eric Girard & Trevor Reid, 2010, "Cost Of Carry On Steroids: Application To Oil Futures Pricing," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 153-163.
• Christian Camilo Vargas R, 2010, "Criterios Difusos En La Seleccion De Carteras," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 3, issue 2, pages 29-44.
• Burger, John D. & Rebucci, Alessandro & Warnock, Francis E. & Cacdac Warnock, Veronica, 2010, "External Capital Structures and Oil Price Volatility," IDB Publications (Working Papers), Inter-American Development Bank, number 1127, Jun.
• John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010, "External Capital Structures and Oil Price Volatility," Research Department Publications, Inter-American Development Bank, Research Department, number 4667, May.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010, "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 636, Jun.
• Ms. Geneviève Verdier & Erasmus Kersting & Ms. Era Dabla-Norris, 2010, "Firm Productivity, innovation and Financial Development," IMF Working Papers, International Monetary Fund, number 2010/049, Feb.
• Thomas J. Brennan & Andrew W. Lo, 2010, "Impossible Frontiers," Management Science, INFORMS, volume 56, issue 6, pages 905-923, June, DOI: 10.1287/mnsc.1100.1157.
• Álvarez-Echeverría, Francisco. & Venegas-Martínez, Francisco. & López-Sarabia, Pablo., 2010, "Valuación financiera de proyectos de energía nuclear en Argentina mediante opciones reales," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 11, pages 7-28, segundo s.
• Mohamed Z. M. Aazim & Nawalage S. Cooray, 2010, "Monetary Policy and Yield Curve Dynamics in an Emerging Market: Sri Lankan Perspectives," Working Papers, Research Institute, International University of Japan, number EMS_2010_11, Aug.
• Prasad, Eswar, 2010, "Financial Sector Regulation and Reforms in Emerging Markets: An Overview," IZA Discussion Papers, IZA Network @ LISER, number 5233, Oct.
• Efe Postalci & Ayla Ogus Binatli, 2010, "An agent-based financial market with networks," Working Papers, Izmir University of Economics, number 1002, Nov.
• Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2010, "Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 2, pages 233-261, DOI: 10.1002/jae.1105.
• Daniel Weaver & Xing Zhou, 2010, "The value of the floor," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 3, pages 221-243, October, DOI: 10.1007/s11156-009-0152-9.
• Francis X. Diebold & Kamil Yilmaz, 2010, "Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1001, Jan, revised Mar 2010.
• Tom Coupe & Olha Zadorozhna, 2010, "Weather Effects in Transition," Discussion Papers, Kyiv School of Economics, number 36, Dec.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers, Kyoto University, Institute of Economic Research, number 735, Oct.
• Abdou-Aziz Niang & Abdoulaye Diagne & Marie-Claude Pichery, 2010, "Exploring the finance-real economy link in U.S.: Empirical evidence from Panel Unit Root and Co-integration Analysis," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2010-02.
• Gary A. Dymski, 2010, "Three Futures for Postcrisis Banking in the Americas: The Financial Trilemma and the Wall Street Complex," Economics Working Paper Archive, Levy Economics Institute, number wp_604, Jun.
• Michael Hudson, 2010, "The Transition from Industrial Capitalism to a Financialized Bubble Economy," Economics Working Paper Archive, Levy Economics Institute, number wp_627, Oct.
• Claudio Michelacci & Fabiano Schivardi, 2010, "Does Idiosyncratic Business Risk Matter?," Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1002.
• Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010, "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 1, pages 33-62, February.
• Don Bredin & John Elder & Stilianos Fountas, 2010, "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_05, Apr, revised Apr 2010.
• Ben FINE & David HALL, 2010, "Contesting neoliberalism: public sector alternatives for service delivery," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-027, Sep.
• Ben FINE & David HALL, 2010, "Contesting neoliberalism: public sector alternatives for service delivery," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-27, Sep.
• Gabriel Rueda Delgado, 2010, "Neoliberalismo y convergencia contable. Orígenes, características y propuestas Patterns in Neighboring Areas:Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 11, pages 264-278, Diciembre.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10033, Apr.
• Dominique Guegan & Hanjarivo Lalaharison, 2010, "A short note on option pricing with Lévy Processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10078, Oct.
• Christian Marazzi, 2010, "The Violence of Financial Capitalism," MIT Press Books, The MIT Press, number 1584350830, edition 1, ISBN: ARRAY(0x8fe5df08), December.
• Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel, 2010, "What Segments Equity Markets?," NBP Working Papers, Narodowy Bank Polski, number 76.
• Deborah Lucas, 2010, "Measuring and Managing Federal Financial Risk," NBER Books, National Bureau of Economic Research, Inc, number luca07-1, December.
• Jeffrey R. Brown & Robert L. Clark & Joshua D. Rauh, 2010, "The Economics of State and Local Pensions," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of State and Local Pensions".
• Gary Gorton & Andrew Metrick, 2010, "Securitized Banking and the Run on Repo," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".
• John Geanokoplos & Stephen P. Zeldes, 2010, "Market Valuation of Accrued Social Security Benefits," NBER Chapters, National Bureau of Economic Research, Inc, "Measuring and Managing Federal Financial Risk".
• Kris James Mitchener & Marc D. Weidenmier, 2010, "Searching for Irving Fisher," NBER Working Papers, National Bureau of Economic Research, Inc, number 15670, Jan.
• Gary B. Gorton, 2010, "Questions and Answers about the Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15787, Feb.
• Denis Gromb & Dimitri Vayanos, 2010, "Limits of Arbitrage: The State of the Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 15821, Mar.
• Jin Ginger Wu & Lu Zhang, 2010, "Does Risk Explain Anomalies? Evidence from Expected Return Estimates," NBER Working Papers, National Bureau of Economic Research, Inc, number 15950, Apr.
• Rajnish Mehra, 2010, "Indian Equity Markets: Measures of Fundamental Value," NBER Working Papers, National Bureau of Economic Research, Inc, number 16061, Jun.
• Nikolai Roussanov, 2010, "Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 16073, Jun.
• Ian Martin, 2010, "The Valuation of Long-Dated Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16219, Jul.
• Edward L. Glaeser & Joshua D. Gottlieb & Joseph Gyourko, 2010, "Can Cheap Credit Explain the Housing Boom?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16230, Jul.
• Ke Tang & Wei Xiong, 2010, "Index Investment and Financialization of Commodities," NBER Working Papers, National Bureau of Economic Research, Inc, number 16385, Sep.
• Andrea Frazzini & Lasse H. Pedersen, 2010, "Betting Against Beta," NBER Working Papers, National Bureau of Economic Research, Inc, number 16601, Dec.
• Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2010, "Predictability of Returns and Cash Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 16648, Dec.
• Mehra, Rajnish, 2010, "Indian Equity Markets: Measures of Fundamental Value," India Policy Forum, National Council of Applied Economic Research, volume 6, issue 1, pages 1-38.
• Shah, Ajay & Patnaik, Ila, 2010, "Foreign shareholding: A decomposition analysis," Working Papers, National Institute of Public Finance and Policy, number 10/74, Oct.
• Davide Furceri & Aleksandra Zdzienicka, 2010, "The Consequences of Banking Crises for Public Debt," OECD Economics Department Working Papers, OECD Publishing, number 801, Aug, DOI: 10.1787/5km7v02j85zp-en.
• Marcel Bolos & Ortan Tudor & Otgon Cristian, 2010, "Information Asymmetry Theory In Corporate Governance Systems," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 516-522, December.
• Matthew Rabin & Dimitri Vayanos, 2010, "The Gambler's and Hot-Hand Fallacies: Theory and Applications," The Review of Economic Studies, Review of Economic Studies Ltd, volume 77, issue 2, pages 730-778.
• CONSTANTIN Laura-Gabriela & CERNAT-GRUICI Bogdan & IAMANDI Irina-Eugenia, 2010, "An Analysis of the Catastrophe Bonds Market. Modelling the Volatility of an Index," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1494-1499, May.
• Mirko Wiederholt, 2010, "rational inattention," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
• Anup Chowdhury & Suman Paul Chowdhury, 2010, "Impact of capital structure on firm’s value: Evidence from Bangladesh," Business and Economic Horizons (BEH), Prague Development Center, volume 3, issue 3, pages 111-122, October.
• Claudiu Valentin Nitu & Oana Nitu & Mihaela Constandache, 2010, "Business Analysis Of The Activity SC Complex Astoria SRL," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 2, pages 247-254.
• Grzelak, Lech & Oosterlee, Kees, 2010, "An Equity-Interest Rate Hybrid Model With Stochastic Volatility and the Interest Rate Smile," MPRA Paper, University Library of Munich, Germany, number 20574, Jan.
• Omay, Tolga, 2010, "A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia," MPRA Paper, University Library of Munich, Germany, number 20738, Jun.
• Kitov, Ivan, 2010, "Modeling share prices of banks and bankrupts," MPRA Paper, University Library of Munich, Germany, number 21369, Mar.
• Kitov, Ivan & Kitov, Oleg, 2010, "S&P 500 returns revisited," MPRA Paper, University Library of Munich, Germany, number 21733, Mar.
• Estrada, Fernando, 2010, "Theory of argumentation in financial markets," MPRA Paper, University Library of Munich, Germany, number 21824, Apr.
• Ardia, David & Boudt, Kris & Carl, Peter & Mullen, Katharine M. & Peterson, Brian, 2010, "Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization," MPRA Paper, University Library of Munich, Germany, number 22135, Apr.
• Grzelak, Lech & Oosterlee, Kees, 2010, "On cross-currency models with stochastic volatility and correlated interest rates," MPRA Paper, University Library of Munich, Germany, number 23020, Jun.
• Berg, Tim Oliver, 2010, "Do monetary and technology shocks move euro area stock prices?," MPRA Paper, University Library of Munich, Germany, number 23973, May.
• D'Avino, Carmela & Lucchetta, Marcella, 2010, "Opacity of Banks and Runs with Solvency," MPRA Paper, University Library of Munich, Germany, number 24166.
• Resiandini, Pramesti, 2010, "Financial development and trade: evidence from the world's three largest economies," MPRA Paper, University Library of Munich, Germany, number 25631, Oct.
• Dell'Era, Mario, 2010, "Vanilla Option Pricing on Stochastic Volatility market models," MPRA Paper, University Library of Munich, Germany, number 25645, Oct.
• Filoso, Valerio & Papagni, Erasmo, 2010, "Fertility Choice and Financial Development," MPRA Paper, University Library of Munich, Germany, number 25930, Oct.
• Asongu, Anutechia Simplice, 2010, "Stock Market Development in Africa: do all macroeconomic financial intermediary determinants matter?," MPRA Paper, University Library of Munich, Germany, number 26910, Nov.
• Simplice Anutechia, Asongu, 2010, "Linkages between Financial Development and Openness: panel evidence from developing countries," MPRA Paper, University Library of Munich, Germany, number 26926, Oct.
• Drescher, Christian & Herz, Bernhard, 2010, "Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach," MPRA Paper, University Library of Munich, Germany, number 27384, Nov.
• Nawar, Hashem, 2010, "Industry Concentration and the Cross-section of Stock Returns: Evidence from the UK," MPRA Paper, University Library of Munich, Germany, number 28440, Mar, revised Nov 2010.
• Skardziukas, Domantas, 2010, "Practical approach to estimating cost of capital," MPRA Paper, University Library of Munich, Germany, number 31011, Oct.
• Diaw, Abdou & Hassan, Salwana & Ng Boon Ka, Adam, 2010, "Performance of Islamic and conventional exchange traded funds in Malaysia," MPRA Paper, University Library of Munich, Germany, number 32601, Jun.
• Brogi, Athos, 2010, "A binomial tree to price European options," MPRA Paper, University Library of Munich, Germany, number 33604, Feb, revised Aug 2011.
• Singh, Ajit & Zammit, Ann, 2010, "The global economic and financial crisis: a review and commentary," MPRA Paper, University Library of Munich, Germany, number 39052, Dec.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2010, "Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test," MPRA Paper, University Library of Munich, Germany, number 46502.
• Muteba Mwamba, John & Suteni, Mwambi, 2010, "An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio," MPRA Paper, University Library of Munich, Germany, number 50240, Oct.
• Sonali Das & Rangan Gupta & Patrick T Kanda, 2010, "Bubbles in South African House Prices and their Impact on Consumption," Working Papers, University of Pretoria, Department of Economics, number 201017, Jul.
• Ladislav Krištoufek, 2010, "Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009
  [Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 471-487, DOI: 10.18267/j.polek.742.
• Alessandro Roncaglia, 2010, "Introduzione," Moneta e Credito, Economia civile, volume 63, issue 252, pages 287-289.
• Mario Sarcinelli, 2010, "Passata e futura regolamentazione per prevenire una crisi finanziaria sistemica," Moneta e Credito, Economia civile, volume 63, issue 249, pages 7-33.
• Mario Tonveronachi, 2010, "Cominciamo a parlare della prossima crisi," Moneta e Credito, Economia civile, volume 63, issue 249, pages 35-50.
• Alessandro Roncaglia, 2010, "Introduzione," Moneta e Credito, Economia civile, volume 63, issue 250, pages 97-100.
• Alessandro Roncaglia, 2010, "Introduction," PSL Quarterly Review, Economia civile, volume 63, issue 252, pages 3-5.
• Alessandro Roncaglia, 2010, "Contributions on monetary and financial issues: an introduction," PSL Quarterly Review, Economia civile, volume 63, issue 253, pages 99-102.
• Mario Sarcinelli, 2010, "Past and future regulation to prevent a systemic financial crisis," PSL Quarterly Review, Economia civile, volume 63, issue 253, pages 103-129.
• Mark Bagnoli & Susan G. Watts, 2010, "Knowing Versus Telling Private Information About a Rival," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1250, Aug.
• Carol Alexander & Jose Maria Sarabia, 2010, "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-09, Jul.
• Tao Zha & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Andrew T. Foerster, 2010, "Perturbation Methods for Markov-Switching Models," 2010 Meeting Papers, Society for Economic Dynamics, number 239.
• Xavier Ragot & Francois Le Grand, 2010, "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," 2010 Meeting Papers, Society for Economic Dynamics, number 300.
• Thomas M. Mertens & Tarek A. Hassan, 2010, "The Social Cost of Near-Rational Investment," 2010 Meeting Papers, Society for Economic Dynamics, number 370.
• Ricardo Lagos & Gara Afonso, 2010, "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers, Society for Economic Dynamics, number 424.
• Ben Lester & Braz Camargo, 2010, "Trading Dynamics in Decentralized Markets with Adverse Selection," 2010 Meeting Papers, Society for Economic Dynamics, number 488.
• Pierre-Olivier Weill & Guillaume Rocheteau & Ricardo Lagos, 2010, "Crises and Liquidity in Over-the-counter Markets," 2010 Meeting Papers, Society for Economic Dynamics, number 500.
• Alp Simsek & Ricardo Caballero, 2010, "Fire Sales in a Model of Complexity," 2010 Meeting Papers, Society for Economic Dynamics, number 620.
• Piotr Kazmierkiewicz, 2010, "ANALIZA ATRAKCYJNOscI INWESTYCJI W SPolKI ODPOWIEDZIALNE SPOlECZNIE (SRI) NA PODSTAWIE RANKINGU GLOBAL 100," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 6, issue special, pages 28-45, December.
• Aihua Zhang, 2010, "A closed-form solution for the continuous-time consumption model with endogenous labor income," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 33, issue 2, pages 149-167, November, DOI: 10.1007/s10203-010-0104-9.
• Angelos Kanas, 2010, "A note on the relation between the equity risk premium and the term structure," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 1, pages 89-95, January, DOI: 10.1007/s12197-008-9069-8.
• Yan Xiong & Haiyan Zhou & Sanjay Varshney, 2010, "The economic profitability of pre-IPO earnings management and IPO underperformance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 3, pages 229-256, July, DOI: 10.1007/s12197-008-9056-0.
• Denis Boudreaux & Spuma Rao & Phillip Fuller, 2010, "An investigation of the weekend effect during different market orientations," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 3, pages 257-268, July, DOI: 10.1007/s12197-008-9050-6.
• Dan Bernhardt & P. Seiler & B. Taub, 2010, "Speculative dynamics," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 44, issue 1, pages 1-52, July, DOI: 10.1007/s00199-009-0456-y.
• Egbert Dierker & Hildegard Dierker, 2010, "Drèze equilibria and welfare maxima," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 1, pages 55-63, October, DOI: 10.1007/s00199-009-0476-7.
• Julia D’Souza & K. Ramesh & Min Shen, 2010, "Disclosure of GAAP line items in earnings announcements," Review of Accounting Studies, Springer, volume 15, issue 1, pages 179-219, March, DOI: 10.1007/s11142-009-9100-0.
• Fernando ESTRADA, 2010, "Theory Of Argumentation In Financial Markets," Journal of Advanced Studies in Finance, ASERS Publishing, volume 1, issue 1, pages 18-22.
• Ivan KITOV, 2010, "Modeling Share Prices Of Banks And Bankrupts," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, volume 1, issue 1, pages 59-85.
• Fulvio Corsi & Davide Pirino & Roberto Reno', 2010, "Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2010/11, Jul.
• Jorge Caiado & Nuno Crato, 2010, "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 7, pages 797-807, DOI: 10.1080/14697680903567152.
• Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2010, "Asymmetry of information flow between volatilities across time scales," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 8, pages 895-915, DOI: 10.1080/14697680903460143.
• Riccardo Calcagno & Stefano Lovo, 2010, "Preopening and Equilibrium Selection," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-023/2, Feb.
• Namwon Hyung & Casper G. de Vries, 2010, "The Downside Risk of Heavy Tails induces Low Diversification," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-082/2, Aug.
• Stefan Arping & Zacharias Sautner, 2010, "Did the Sarbanes-Oxley Act of 2002 make Firms less Opaque? Evidence from Analyst Earnings Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-129/2/DSF 5, Dec.
• Goetzmann, W. & Renneboog, L.D.R. & Spaenjers, C., 2010, "Art and Money," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-08.
• Goetzmann, W. & Renneboog, L.D.R. & Spaenjers, C., 2010, "Art and Money," Other publications TiSEM, Tilburg University, School of Economics and Management, number 53563a78-8ed3-49fc-83ec-5.
• John M Maheu & Thomas H McCurdy & Yong Song, 2010, "Components of bull and bear markets: bull corrections and bear rallies," Working Papers, University of Toronto, Department of Economics, number tecipa-402, Apr.
• John Knight & Sai Ding, 2010, "Why Does China Invest So Much?," Asian Economic Papers, MIT Press, volume 9, issue 3, pages 87-117, Fall.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010, "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," TSE Working Papers, Toulouse School of Economics (TSE), number 10-187, Jun.
• Don Bredin & John Elder & Stilianos Fountas, 2010, "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Working Papers, Geary Institute, University College Dublin, number 201004, Jan.
• Antonella Basso & Stefania Funari, 2010, "Relative performance of SRI equity funds: An analysis of European funds using Data Envelopment Analysis," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 201, Sep.
• Curto, Stefano, 2010, "Sovereign Wealth Funds in the Next Decade," World Bank - Economic Premise, The World Bank, issue 8, pages 1-5, April.
• Hsu-Ling Chang & Chi-Wei Su, 2010, "Is R&D Always Beneficial?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 157-174, DOI: 10.1142/S0219091510001809.
• David Karemera & John Cole, 2010, "ARFIMA Tests for Random Walks in Exchange Rates in Asian, Latin American and African-Middle Eastern Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 1-18, DOI: 10.1142/S0219091510001846.