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

2010

• 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.
• Gili Yen & Jian-Fa Li, 2010, "Financial Distress Announcements, Transaction Mode Change, and Aggregate Shareholder Wealth: Empirical Evidence from TAIEX-Listed Companies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 19-43, DOI: 10.1142/S0219091510001858.
• Wen-Hsiang Lin & Po-Sheng Ko & Hsueh Fang Chien & Wen-Chih Lee, 2010, "An Empirical Study on Issues in taiwanese Employee Reward Plans," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 45-69, DOI: 10.1142/S021909151000186X.
• Zhaodan Huang & Ou Hu & Bih-Shuang Liao, 2010, "Short Sale, Stock Liquidity, and the Day-of-the-Week Effect: Evidence from the Taiwan Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 71-90, DOI: 10.1142/S0219091510001871.
• Mahmud Hossain & Chee Yeow Lim & Patricia Mui Siang Tan, 2010, "Corporate Governance, Legal Environment, and Auditor Choice in Emerging Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 91-126, DOI: 10.1142/S0219091510001883.
• Gerard L. Gannon, 2010, "Simultaneous Volatility Transmission and Spillover Effects," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 127-156, DOI: 10.1142/S0219091510001895.
• Austin Murphy & Joe Callaghan & Mohinder Parkash, 2010, "Shorting Down Value: The Toxic Effect of Insufficient Internal Liquidity," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 175-202, DOI: 10.1142/S0219091510001901.
• Cheng-Few Lee & Fu-Lai Lin & Mei-Ling Chen, 2010, "International Hedge Ratios for Index Futures Market: A Simultaneous Equations Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 203-213, DOI: 10.1142/S0219091510001913.
• Erh-Cheng Hwa & Yang Lei, 2010, "China's Banking Reform and Profitability," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 215-236, DOI: 10.1142/S0219091510001925.
• Hsu-Huei Huang & Min-Lee Chan & Yu-Sheng Chang, 2010, "Risk to Firm Value for Taiwanese Companies Investing in China: Who Fares Better?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 237-266, DOI: 10.1142/S0219091510001937.
• King Fuei Lee, 2010, "An Empirical Study of Dividend Payout and Future Earnings in Singapore," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 267-286, DOI: 10.1142/S0219091510001949.
• Chuen-Ping Chang, 2010, "E-Finance, Entry Deterrence, and Optimal Loan Rate of a Potential Entrant: An Option-Based Valuation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 287-307, DOI: 10.1142/S0219091510001950.
• Pei-Hsuan Lee & Ching-Wen Wang, 2010, "Loyalty Based Investment," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 02, pages 309-332, DOI: 10.1142/S0219091510001962.
• Hoa Nguyen & William Dimovski & Robert Brooks, 2010, "Underpricing, Risk Management, Hot Issue and Crowding out Effects: Evidence From the Australian Resources Sector Initial Public Offerings," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 333-361, DOI: 10.1142/S0219091510001974.
• Mia Twu, 2010, "Does the Order Between Dividend Payment and New Stock Issuance Matter to Stock Price? — Evidence from Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 363-380, DOI: 10.1142/S0219091510001986.
• Young-Soon Hwang & Hong-Ghi Min & Seung-Hun Han, 2010, "The Influence of Financial Development on R&D Activity: Cross-Country Evidence," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 381-401, DOI: 10.1142/S0219091510001998.
• Li-Hsun Wang & Chu-Hsiung Lin & Hsien-Ming Chen, 2010, "CEO Turnover in Reverse Splits," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 403-416, DOI: 10.1142/S0219091510002001.
• Pornchai Chunhachinda & Li Li, 2010, "Efficiency of Thai Commercial Banks: Pre- vs. Post-1997 Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 417-447, DOI: 10.1142/S0219091510002013.
• Ruhaya Atan & Nur Syuhada Jasni & Yousef Shahwan, 2010, "The Impact of IFRS 2 "Share-Based Payment" on Malaysian Companies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 449-468, DOI: 10.1142/S0219091510002025.
• Bikki Jaggi & James P. Winder & Cheng-Few Lee, 2010, "Is There a Future for Fair Value Accounting After the 2008–2009 Financial Crisis?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 469-493, DOI: 10.1142/S0219091510002037.
• Sheng-Syan Chen & Xuan-Qi Su, 2010, "Market Reaction to Entry Timing of Corporate Capital Investment Announcement: Evidence from Announcement-Period Abnormal Returns and Analysts' Earnings Forecast Revisions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 04, pages 495-515, DOI: 10.1142/S0219091510002049.
• Süheyla Özyıldırım, 2010, "Intermediation Spread, Bank Supervision, and Financial Stability," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 04, pages 517-537, DOI: 10.1142/S0219091510002050.
• Chun-An Li & Hong-Chih Ma, 2010, "The Performance and Cash Flows of Newly Raised Funds," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 04, pages 539-557, DOI: 10.1142/S0219091510002062.
• Terence Tai-Leung Chong & Shuo Yuan & Isabel Kit-Ming Yan, 2010, "An Examination of the Underpricing of H-Share IPOs in Hong Kong," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 04, pages 559-582, DOI: 10.1142/S0219091510002074.
• Lakshman Alles & Louis Murray, 2010, "Non-Normality and Risk in Developing Asian Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 04, pages 583-605, DOI: 10.1142/S0219091510002086.
• Yaw-Huei Wang & Yu-Jen Hsiao, 2010, "The Impact of Non-trading Periods on the Measurement of Volatility," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 04, pages 607-620, DOI: 10.1142/S0219091510002098.
• Wen-Rong Jerry Ho & C. H. Liu & H. W. Chen, 2010, "Research of Building Intelligent Investment Decision Mode for Investment Portfolio — Using Taiwan Electronic Stock as an Example," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 04, pages 621-645, DOI: 10.1142/S0219091510002104.
• Laurent L Jacque, 2010, "Global Derivative Debacles:From Theory to Malpractice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7141, ISBN: ARRAY(0x53b03a70), March.
• Ramaprasad Bhar, 2010, "Stochastic Filtering with Applications in Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7736, ISBN: ARRAY(0x537c2e08), March.
• Michael Siam-Heng Heng, 2010, "The Great Recession:History, Ideology, Hubris and Nemesis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7801, ISBN: ARRAY(0x55425b78), March.
• Jappelli, Tullio, 2010, "Economic literacy: An international comparison," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/16.
• Soltanpour, Yazdan, 2010, "Commodity exchange and institutional changes: Case of Iranian agricultural commodity exchange," IAMO Forum 2010: Institutions in Transition – Challenges for New Modes of Governance, Leibniz Institute of Agricultural Development in Central and Eastern Europe (IAMO), number 52718.
• Buiter, Willem H., 2010, "Housing wealth isn't wealth," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), volume 4, pages 1-29, DOI: 10.5018/economics-ejournal.ja.2010-.
• Menkhoff, Lukas & Schmeling, Maik & Schmidt, Ulrich, 2010, "Overconfidence, experience, and professionalism: An experimental study," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 1612.
• Maier, Andreas, 2010, "Immobilienverzehrprodukte: Potenzielle Profiteure und Nachfragehemmnisse," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 115.

2009

• Wikil Kwak & Ho-Young Lee & Susan W. Eldridge, 2009, "Earnings Management by Japanese Bank Managers Using Discretionary Loan Loss Provisions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 1-26, DOI: 10.1142/S0219091509001526.
• Dar-Yeh Hwang & Alice C. Lee & Chi-Chun Liu & Lishu Ouyang, 2009, "Balanced Performance Index and Its Implications: Evidence from Taiwan's Commercial Banks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 27-62, DOI: 10.1142/S0219091509001538.
• Weihua Shi & Larry Eisenberg & Cheng-few Lee, 2009, "Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 63-85, DOI: 10.1142/S021909150900154X.
• Meijui Sun & K. C. Chen, 2009, "Corporate Asset Sales in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 87-102, DOI: 10.1142/S0219091509001551.
• Lisa M. Fairchild & Susan M. V. Flaherty & Yoon S. Shin, 2009, "Analysis of Unsolicited Credit Ratings in Japan: New Evidence from Moody's," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 103-123, DOI: 10.1142/S0219091509001563.
• Shyan Yuan Lee & Yi Fang Chung, 2009, "Extending the Maturity of a Defaulting Debt — The Longstaff Model Revisited," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 125-140, DOI: 10.1142/S0219091509001575.
• Yongjian E & Anthony Yanxiang Gu & Chau-Chen Yang, 2009, "Real Exchange Rate Behavior under Peg: Evidence from the Chinese RMB and Malaysian MYR," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 141-158, DOI: 10.1142/S0219091509001587.
• James S. Ang & Gwoduan David Jou & Tsong-Yue Lai, 2009, "Alternative Formulas to Compute Implied Standard Deviation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 159-176, DOI: 10.1142/S0219091509001599.
• Ren-Raw Chen & Cheng-Few Lee & Han-Hsing Lee, 2009, "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 177-217, DOI: 10.1142/S0219091509001605.
• Wikil Kwak & Ho-Young Lee & Vivek Mande, 2009, "Institutional Ownership and Income Smoothing by Japanese Banks through Loan Loss Provisions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 219-243, DOI: 10.1142/S0219091509001617.
• Janet Hamilton & Shafiqur Rahman & Alice C. Lee, 2009, "EVA: Does Size Matter?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 267-287, DOI: 10.1142/S0219091509001629.
• Paresh Kumar Narayan, 2009, "On the Relationship between Stock Prices and Exchange Rates for India," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 289-308, DOI: 10.1142/S0219091509001630.
• Jen-Hung Huang & Hyley Huang & Cheng-Few Lee, 2009, "The Relationship between European Convertible Bond Issues and Corporate Governance: A Study of Electronics Companies in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 309-359, DOI: 10.1142/S0219091509001642.
• Cheng-Few Lee & Tim Robinson & Mark Christensen, 2009, "Recap of 16th 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 12, issue 02, pages 361-375, DOI: 10.1142/S0219091509001654.
• Wan-Jiun Paul Chiou & Alice C. Lee & Cheng-Few Lee, 2009, "Variation in Stock Return Risks: An International Comparison," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 245-266, DOI: 10.1142/S0219091509001666.
• Dong-Hoon Yang, 2009, "Signaling through Accounting Accruals vs. Financial Policy: Evidence from Bank Loan Loss Provisions and Dividend Changes," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 377-402, DOI: 10.1142/S0219091509001678.
• Hsiu-Chuan Lee & Cheng-Yi Chien & Hsiang-Lan Chen & Yen-Sheng Huang, 2009, "The Extended Opening Session of the Futures Market and Stock Price Behavior: Evidence from the Taiwan Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 403-416, DOI: 10.1142/S021909150900168X.
• Bi-Huei Tsai & Cheng-Few Lee & Lili Sun, 2009, "The Impact of Auditors' Opinions, Macroeconomic and Industry Factors on Financial Distress Prediction: An Empirical Investigation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 417-454, DOI: 10.1142/S0219091509001691.
• Hung-Kun Chen & Yan-Shing Chen & Chia-Wei Huang & Yanzhi Wang, 2009, "Managerial Responses to Initial Market Reactions on Share Repurchases," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 455-474, DOI: 10.1142/S0219091509001708.
• Kin-Wai Lee & Cheng-Few Lee, 2009, "Cash Holdings, Corporate Governance Structure and Firm Valuation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 475-508, DOI: 10.1142/S021909150900171X.
• Ahmed Hachicha & Cheng-Few Lee, 2009, "Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 509-527, DOI: 10.1142/S0219091509001721.
• Ling Hu & Yating Yang, 2009, "A Bayesian Monte Carlo Markov Chain Method for Loss Models and Risk Measure Assessments," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 529-543, DOI: 10.1142/S0219091509001733.
• Yi-Cheng Shih & Bai-Jia Hsu, 2009, "Does Stock Misvaluation Differentiate the Motives for Takeovers?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 545-566, DOI: 10.1142/S0219091509001745.