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

• 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(0x59fde758).
• Ramaprasad Bhar, 2010, "Stochastic Filtering with Applications in Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7736, ISBN: ARRAY(0x5a79be10).
• 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(0x59dc7188).
• 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, 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, number 1612.
• Maier, Andreas, 2010, "Immobilienverzehrprodukte: Potenzielle Profiteure und Nachfragehemmnisse," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 115.
• Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010, "Modelling energy spot prices by Lévy semistationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-18, Apr.
• Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart, 2010, "Modelling electricity forward markets by ambit fields," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-41, Aug.
• Christos Ntantamis, 2010, "A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-51, Aug.
• Kalu Ojah & Thabang Mokoaleli-Mokoteli, 2010, "Possible Effective Fanancing Models for Entrepreneurship in South Africa: Guides from Microfinance and Venture Capital Finance," The African Finance Journal, Africagrowth Institute, volume 12, issue 1, pages 1-26.
• Thabang Mokoaleli-Mokoteli & Kalu Ojah, 2010, "Voluntary Disclosure of Socio-Economic Issues by JSE Listed Companies: The HIV/AIDS Example," The African Finance Journal, Africagrowth Institute, volume 12, issue 2, pages 1-26.
• Busse, Stefan & Brümmer, Bernhard & Ihle, Rico, 2010, "Investigating Rapeseed Price Volatilities In The Course Of The Food Crisis," 50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010, German Association of Agricultural Economists (GEWISOLA), number 93957, Sep, DOI: 10.22004/ag.econ.93957.
• Prof. Ph.D Maria Caracota Dimitriu & Ph.D Student Sorina Cristina Oaca, 2010, "Managing Liquidity Risk In Banking Sector," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 13-20, April.
• Carlos De Resende & Ali Dib & Nikita Perevalov, 2010, "The Macroeconomic Implications of Changes in Bank Capital and Liquidity Requirements in Canada: Insights from the BoC-GEM-FIN," Discussion Papers, Bank of Canada, number 10-16, DOI: 10.34989/sdp-2010-16.
• Jesus Sierra, 2010, "International Capital Flows and Bond Risk Premia," Staff Working Papers, Bank of Canada, number 10-14, DOI: 10.34989/swp-2010-14.
• Ali Dib, 2010, "Banks, Credit Market Frictions, and Business Cycles," Staff Working Papers, Bank of Canada, number 10-24, DOI: 10.34989/swp-2010-24.
• Ali Dib, 2010, "Capital Requirement and Financial Frictions in Banking: Macroeconomic Implications," Staff Working Papers, Bank of Canada, number 10-26, DOI: 10.34989/swp-2010-26.
• Francisco Vazquez & Benjamin M. Tabak & Marcos Souto, 2010, "A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector," Working Papers Series, Central Bank of Brazil, Research Department, number 226, Nov.
• Fran cois Le Grand & Xavier Ragot, 2010, "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," Working papers, Banque de France, number 302.
• Wicky, Y., 2010, "Les crédits nouveaux à l’habitat des ménages : tendances récentes," Bulletin de la Banque de France, Banque de France, issue 181, pages 53-63.
• Clerc, L. & Loisel, O. & Mojon, B. & Ragot, X., 2010, "Le futur de la politique monétaire : synthèse de la conférence tenue à Rome le 30 septembre et le 1er octobre 2010," Bulletin de la Banque de France, Banque de France, issue 182, pages 79-85.
• Clerc, L. & Loisel, O. & Mojon, B. & Ragot, X., 2010, "The future of monetary policy Summary of the conference held in Rome on 30 September and 1 October 2010," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 20, pages 85-94, Winter.
• Lukas Menkhoff & Maik Schmeling & Ulrich Schmidt, 2010, "Are All Professional Investors Sophisticated?," German Economic Review, Verein für Socialpolitik, volume 11, issue 4, pages 418-440, November, DOI: 10.1111/j.1468-0475.2009.00497.x.
• Bryan R. Routledge & Stanley E. Zin, 2010, "Generalized Disappointment Aversion and Asset Prices," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1303-1332, August, DOI: 10.1111/j.1540-6261.2010.01571.x.
• Jaeho Yun, 2010, "Extracting Stochastic Volatilities and Jumps for the Korean Stock Index Using Optimal Filter (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 3, pages 78-118, September.
• Menkhoff Lukas & Schmeling Maik & Schmidt Ulrich, 2010, "Are All Professional Investors Sophisticated?," German Economic Review, De Gruyter, volume 11, issue 4, pages 418-440, December, DOI: 10.1111/j.1468-0475.2009.00497.x.
• Carol Osler & Tanseli Savaser, 2010, "Extreme Returns: The Case of Currencies," Working Papers, Brandeis University, Department of Economics and International Business School, number 04, Nov.
• David Le Bris, 2010, "Les krachs boursiers en France depuis 1854," Revue économique, Presses de Sciences-Po, volume 61, issue 3, pages 421-430.
• Singh, A. & Zammit, A., 2010, "The Global Economic and Financial Crisis: A Review and Commentary," Working Papers, Centre for Business Research, University of Cambridge, number wp415, Dec.
• Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2010, "Risk Management of Precious Metals," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/37, May.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/66, Oct.
• Diego Valderrama & Katheryn Russ, 2010, "Financial Choice in a Non-Ricardian Model of Trade," Working Papers, University of California, Davis, Department of Economics, number 27, May.
• Michaël GOUJON & Samuel GUERINEAU, 2010, "Ukraine et Biélorussie : des crises jumelles ?," Working Papers, CERDI, number 201007, Feb.
• Cary Deck & Shengle Lin & David Porter, 2010, "Affecting Policy by Manipulating Prediction Markets: Experimental Evidence," Working Papers, Chapman University, Economic Science Institute, number 10-15.
• Gunther Capelle-Blancard, 2010, "Are Derivatives Dangerous? a Literature Survey," Working Papers, CEPII research center, number 2010-24, Nov.
• Gunther Capelle-Blancard, 2010, "Are Derivatives Dangerous? A Literature Survey," International Economics, CEPII research center, issue 123, pages 67-89.
• Mohamed Douch, 2010, "The Macroeconomic Effects of Monetary Policy and Financial Crisis," Journal of Humanities and Social Sciences, Cankaya University, Economics and Administrative Sciences, volume 1, issue 7, pages 1-35, May.
• A. Pinna, 2010, "Risk-Taking and Asset-Side Contagion in an Originate-to-Distribute Banking Model," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201019.
• Edgardo Cayón Fallón & Tomás Ricardo Di Santo Rojas & Camilo Roncancio Pena, 2010, "Evidence of active management of private voluntary pension funds in Colombia: a perfomance analysis using proxy ETFS," Estudios Gerenciales, Universidad Icesi.
• Helio Fabio Ramirez Echeverry & Luis eduardo Suarez Balaguera, 2010, "Como Entender Los Estandares Internacionales De Informacion Financiera," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Gromb, Denis & Vayanos, Dimitri, 2010, "Limits of Arbitrage: The State of the Theory," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7738, Mar.
• Kollmann, Robert & Müller, Gernot & Enders, Zeno, 2010, "Global Banking and International Business Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7972, Sep.
• Fratzscher, Marcel & Straub, Roland, 2010, "Asset Prices, News Shocks and the Current Account," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8080, Oct.
• Fratzscher, Marcel & Straub, Roland & Saborowski, Christian, 2010, "Monetary Policy Shocks and Portfolio Choice," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8099, Nov.
• Tibor Neugebauer, 2010, "Moral Impossibility in the Petersburg Paradox : A Literature Survey and Experimental Evidence," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 10-14.
• Gonzalo, Jesús & Olmo, José, 2010, "Conditional stochastic dominance tests in dynamic settings," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1029, Oct.
• Mechthild Schrooten & Rainer Sievert, 2010, "Stabilität und Performance des deutschen Bankensektors," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 79, issue 4, pages 9-25, DOI: 10.3790/vjh.79.4.9.
• Mechthild Schrooten, 2010, "Landesbanken: Megafusion allein ist kein Ausweg," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 77, issue 18, pages 9-16.
• Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010, "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1080.
• Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2010, "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," Working Papers, Duke University, Department of Economics, number 10-06.
• Nicola Cetorelli & Pietro Peretto, 2010, "Credit Quantity and Credit Quality: Bank Competition and Capital Accumulation," Working Papers, Duke University, Department of Economics, number 10-65.
• Frederik Lundtofte, 2010, "Implied volatility and risk aversion in a simple model with uncertain growth," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 182-191.
• Dean Fantazzini, 2010, "Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1833-1841.
• Chin-Hong Puah & Muzafar Shah Habibullah & Venus Khim-Sen Liew, 2010, "Is money neutral in stock market? The case of Malaysia," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1852-1861.
• Yves Jegourel & Samuel Maveyraud, 2010, "A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter?," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 913-923.
• Ben m'barek Hassene & Ben romdhane Hager, 2010, "Financial Crises and Banking Deregulation: the Case of Tunisia," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 669-682.
• Pei Ling Lee & Roy Wye Leong Khong & Suganthi Ramasamy, 2010, "Characteristics of Firms Going Private in the Malaysian Stock Exchange," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1307-1319.
• Catherine L. McDevitt & James R. Irwin, 2010, "Efficient markets: land and slave prices in Henrico County, Virginia, 1782-1863," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 3103-3121.
• Arouri Mohamed El Hédi & Jawadi Fredj, 2010, "On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1032-1043.
• Ryan Compton & Syeed Khan, 2010, "An examination of the stability of short-run Canadian stock predictability," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1293-1306.
• Kian-ping Lim & Chee-wooi Hooy, 2010, "The delay of stock price adjustment to information: A country-level analysis," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1609-1616.
• Liang Ding & Linh To, 2010, "The Forward Premium Puzzle Across Maturities," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1113-1119.
• Tho D.Q. Nguyen & Jian Wu, 2010, "Spillover impacts of the US macroeconomic news: Australian sectoral perspective," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1753-1771.
• Venus Khim-Sen Liew & Zhuo Qiao & Wing-keung Wong, 2010, "Linearity and stationarity of G7 government bond returns," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2642-2655.
• Venus khim-sen Liew & Chin-hong Puah & Chee-keong Choong & Evan Lau, 2010, "Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests," Economics Bulletin, AccessEcon, volume 30, issue 2, pages 1283-1292.
• Riccardo Lo Conte, 2010, "Debt and interest rates: lessons from european monetary union," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2732-2750.
• Iuliana Matei, 2010, "Contagion and causality: an empirical analysis on sovereign bond spreads," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1885-1896.
• Abd Halim Ahmad & Siti Nurazira Mohd Daud & W.N.W. Azman-Saini, 2010, "Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2987-2995.
• Yoichi Tsuchiya, 2010, "Linkages among precious metals commodity futures prices: evidence from Tokyo," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1772-1777.
• Bolong Cao & Shamila Jayasuriya & William Shambora, 2010, "Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect?," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1842-1851.
• Satish Kumar & Nupur Hetamsaria, 2010, "Relationship between future currency exchange rate and current currency futures prices," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 1-20.
• George Milunovich & Ronald Ripple, 2010, "Crude Oil Volatility: Hedgers or Investors," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2877-2883.
• Masato Ubukata, 2010, "Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2906-2919.
• Kamel malik Bensafta, 2010, "Non-stationary Variance and Volatility Causality," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2920-2935.
• Bill M Woodland & Linda M Woodland, 2010, "Market Efficiency and the NHL totals betting market: Is there an under bias?," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 3122-3127.