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

2009

• Ravinder Kumar Arora & Himadri Das & Pramod Kumar Jain, 2009, "Stock Returns and Volatility: Evidence from Select Emerging Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 567-592, DOI: 10.1142/S0219091509001757.
• Cheng-Few Lee & Kehluh Wang & Yan Long Chen, 2009, "Hedging and Optimal Hedge Ratios for International Index Futures Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 593-610, DOI: 10.1142/S0219091509001769.
• Kuo-Jung Lee & David S. Shyu & Miao-Ling Dai, 2009, "The Valuation of Information Technology Investments by Real Options Analysis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 611-628, DOI: 10.1142/S0219091509001770.
• Siwei Cheng, 2009, "An Analysis of China's Stock Market in the First 10 Years," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 629-653, DOI: 10.1142/S0219091509001782.
• Kuei-Yuan Wang & Su-Chun Peng & Yen-Sheng Huang, 2009, "The Intraday Performance of Contrarian Strategies: Evidence from the Taiwan Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 655-674, DOI: 10.1142/S0219091509001794.
• David M. Chen & Li-Ling Yang, 2009, "An Empirical Test of a Resources Deployment Portfolio (RDP) Approach to Business Group ROE Decomposition," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 695-720, DOI: 10.1142/S0219091509001812.
• Mei-Ling Chen & Fu-Lai Lin & Mei-Chin Hung & Kai-Li Wang, 2009, "Investment Preference and Strategies of Foreign Institutional Investors Across Different Industries in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 675-694, DOI: 10.1142/S0219091509001824.
• Harry M Markowitz (ed.), 2009, "Harry Markowitz:Selected Works," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6967, ISBN: ARRAY(0x53348218), March.
• Harry M Markowitz, 2009, "Overview," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Harry M Markowitz, 2009, "1952," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Harry M Markowitz, 2009, "Rand [I] and The Cowles Foundation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Harry M Markowitz, 2009, "Rand [II] and CACI," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Harry M Markowitz, 2009, "IBM's T. J. Watson Research Center," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Harry M Markowitz, 2009, "Baruch College (CUNY) and Daiwa Securities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Harry M Markowitz, 2009, "Harry Markowitz Company," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Harry M Markowitz, "Harry Markowitz Selected Works".
• Gary Gorton & Andrew Metrick, 2009, "Securitized Banking and the Run on Repo," Yale School of Management Working Papers, Yale School of Management, number amz2358, Jul, revised 01 Sep 2009.
• Andrew Metrick & Gary Gorton, 2009, "Haircuts," Yale School of Management Working Papers, Yale School of Management, number amz2395, Aug, revised 01 Sep 2009.
• William Goetzmann & Luc Renneboog & Christophe Spaenjers, 2009, "Art and Money," Yale School of Management Working Papers, Yale School of Management, number amz2426, Nov, revised 01 Jan 2010.
• Hautsch, Nikolaus & Ou, Yangguoyi, 2009, "Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/03.
• Hackethal, Andreas & Haliassos, Michael & Jappelli, Tullio, 2009, "Financial advisors: A case of babysitters?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/04.
• Buiter, Willem H., 2009, "Housing wealth isn't wealth," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2009-56.
• Almut E. D. Veraart & Luitgard A. M. Veraart, 2009, "Stochastic volatility and stochastic leverage," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-20, May.
• Ole Eiler Barndorff-Nielsen & Robert Stelzer, 2009, "The multivariate supOU stochastic volatility model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-42, Sep.
• Giuseppe Bertola & Anna Lo Prete, 2009, "Openness, Financial Markets and Policies: Cross-Country and Dynamic Patterns," Annals of Economics and Statistics, GENES, issue 95-96, pages 167-182.
• David Le Bris & Pierre-Cyrille Hautcoeur, 2009, "A Challenge to Triumphant Optimists? A New Index for the Paris Stock-Exchange (1854-2007)," Working Papers, Association Française de Cliométrie (AFC), number 09-02.
• Thi Hong Van Hoang, 2009, "Efficience informationnelle des marchés de l’or à Paris et à Londres, 1948-2008. Une vérification économétrique de la forme faible," Working Papers, Association Française de Cliométrie (AFC), number 09-09.
• Bashir Tijjani & David Power & Suzanne Fifield, 2009, "An Empirical Investigation of the Weak-Form of the Efficient Market Hypothesis for the Nigerian Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 11, issue 2, pages 1-27.
• Chevallier, Julien & Benoit, Sevi, 2009, "On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 55834, Dec, DOI: 10.22004/ag.econ.55834.
• Quiggin, John, 2009, "Six Refuted Doctrines," Risk and Sustainable Management Group Working Papers, University of Queensland, School of Economics, number 151521, DOI: 10.22004/ag.econ.151521.
• Surendranath JORY & Mark PERRY & Thomas A. HEMPHILL, 2009, "Shanghai, Dubai, Mumbai Or Goodbye?," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 4, pages 103-123, November.
• Michele Fratianni & Francesco Marchionne, 2009, "Rescuing Banks from the Effects of the Financial Crisis," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 30, Sep.
• Elisabetta Gualandri & Andrea Landi & Valeria Venturelli, 2009, "Financial crisis and new dimensions of liquidity risk: rethinking prudential regulation and supervision," BANCARIA, Bancaria Editrice, volume 7, pages 24-42, July.
• Flavio Bazzana & Marco Palmieri, 2009, "Increasing the efficiency of bond covenants: a proposal for the Italian market," BANCARIA, Bancaria Editrice, volume 9, pages 39-58, September.
• Fabio Panetta & Paolo Angelini & Ugo Albertazzi & Francesco Columba & Wanda Cornacchia & Antonio Di Cesare & Andrea Pilati & Carmelo Salleo & Giovanni Santini, 2009, "Financial sector pro-cyclicality: lessons from the crisis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 44, Apr.
• Marcello Pericoli & Marco Taboga, 2009, "Bond risk premia, macroeconomic fundamentals and the exchange rate," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 699, Mar.
• Silvio Colarossi & Andrea Zaghini, 2009, "Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 710, May.
• Gouteron, S. & Fam, E., 2009, "Les crédits nouveaux à l’habitat des ménages : tendances récentes," Bulletin de la Banque de France, Banque de France, issue 177, pages 75-81.
• John Quiggin, 2009, "Six Refuted Doctrines," Economic Papers, The Economic Society of Australia, volume 28, issue 3, pages 239-248, September, DOI: 10.1111/j.1759-3441.2009.00027.x.
• Gary Gorton, 2009, "The Subprime Panic," European Financial Management, European Financial Management Association, volume 15, issue 1, pages 10-46, January, DOI: 10.1111/j.1468-036X.2008.00473.x.
• Silvio Colarossi & Andrea Zaghini, 2009, "Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission," International Finance, Wiley Blackwell, volume 12, issue 2, pages 151-170, August, DOI: 10.1111/j.1468-2362.2009.01241.x.
• Ľuboš Pástor & Robert F. Stambaugh, 2009, "Predictive Systems: Living with Imperfect Predictors," Journal of Finance, American Finance Association, volume 64, issue 4, pages 1583-1628, August, DOI: 10.1111/j.1540-6261.2009.01474.x.
• Zhijie Xiao, 2009, "Quantile Cointegrating Regression," Boston College Working Papers in Economics, Boston College Department of Economics, number 708, Jan.
• Giuliano Carroza Uzêda Iorio de Souza & Carlos Patrício Samanez, 2009, "Valuation of Discrete Barrier American Options," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 4, pages 503-521.
• Gunther Capelle-Blancard, 2009, "Les marchés dérivés sont-ils dangereux ?," Revue économique, Presses de Sciences-Po, volume 60, issue 1, pages 157-171.
• Odzaklieska Dragica, 2009, "Futures Contracts as an Instrument for Increasing the Portfolio Performances," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, volume 1, pages 237-244, May.
• Cécile Carpentier & Douglas Cumming & Jean-Marc Suret, 2009, "The Value of Capital Market Regulation: IPOs versus Reverse Mergers," CIRANO Working Papers, CIRANO, number 2009s-06, Apr.
• Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009, "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers, CIRANO, number 2009s-28, Jun.
• Kang Shi & Juanyi Xu, 2009, "Entry cost, the Tobin tax, and noise trading in the foreign exchange market," Canadian Journal of Economics, Canadian Economics Association, volume 42, issue 4, pages 1501-1526, November, DOI: 10.1111/j.1540-5982.2009.01555.x.
• Jorge Caiado & Nuno Crato, 2009, "Identifying common dynamic features in stock returns," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0902, May.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen & TAAMOUTI, Abderrahim, 2009, "A nonparametric copula based test for conditional independence with applications to Granger causality," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009041, Jun.
• Huizinga, Harry & Demirgüç-Kunt, Asli, 2009, "Bank Activity and Funding Strategies: The Impact on Risk and Return," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7170, Feb.
• Jappelli, Tullio & Haliassos, Michael & Hackethal, Andreas, 2009, "Financial Advisors: A Case of Babysitters?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7235, Mar.
• Buiter, Willem, 2009, "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7346, Jun.
• Vayanos, Dimitri & Wang, Jiang, 2009, "Liquidity and Asset Prices: A Unified Framework," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7410, Aug.
• Pedersen, Lasse Heje, 2009, "When Everyone Runs for the Exit," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7436, Aug.
• Vayanos, Dimitri & ,, 2009, "A Preferred-Habitat Model of the Term Structure of Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7547, Nov.
• Buiter, Willem, 2009, "Reversing unconventional monetary policy: technical and political considerations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7605, Dec.
• Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim, 2009, "A nonparametric copula based test for conditional independence with applications to granger causality," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we093419, Jun.
• Gonzalo, Jesús & Olmo, José, 2009, "Downside Risk Efficiency Under Market Distress," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094423, Jun.
• Liutang Gong & Yulei Luo & Heng-fu Zou, 2009, "Social Status, the Spirit of Capitalism, and the Term Structure of Interest Rates in Stochastic Production Economies," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 372.
• Barnett, William A. & Chauvet, Marcelle & Tierney, Heather L. R., 2009, "Measurement Error In Monetary Aggregates: A Markov Switching Factor Approach," Macroeconomic Dynamics, Cambridge University Press, volume 13, issue S2, pages 381-412, September.
• John Geanakoplos & Stephen P. Zeldes, 2009, "Market Valuation of Accrued Social Security Benefits," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1711, Jun.
• Andreas Pfingsten, 2009, "Das Sub-Prime-Virus: Ursachen und Folgen der Finanzkrise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 14-24, DOI: 10.3790/vjh.78.1.40.
• Thorsten Klug & Hermann Locarek-Junge & Max Mihm, 2009, "Rationale Marktübertreibungen im Zusammenhang der aktuellen Finanzmarktkrise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 25-39, DOI: 10.3790/vjh.78.1.25.
• Eva Terberger, 2009, "Subprime-Krise, strukturierte Finanzierung und die Förderung der Mikrokreditvergabe," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 40-55, DOI: 10.3790/vjh.78.1.40.
• Manfred Weber & Mathias Brehe, 2009, "Stabilität und Effizienz des deutschen Bankensektors im Lichte der Subprime-Krise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 96-113, DOI: 10.3790/vjh.78.1.96.
• Rolf Ketzler & Dorothea Schäfer, 2009, "Drohende Finanzierungsklemme bei Innovationen: rechtzeitig entgegensteuern," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 45, pages 772-783.
• Julien Chevallier & Benoît Sévi, 2009, "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-24.
• Fredj JAWADI & Nicolas MILLION & Mohamed El hédi Arouri, 2009, "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Economics Bulletin, AccessEcon, volume 29, issue 1, pages 162-168.
• Ching-Chun Wei, 2009, "An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1264-1275.
• Hock-Ann Lee & Kian-Ping Lim & Venus Khim-Sen Liew, 2009, "Is There Any International Diversification Benefits in ASEAN Stock Markets?," Economics Bulletin, AccessEcon, volume 29, issue 1, pages 392-406.
• Shyh-Wei Chen & Chung-Hua Shen, 2009, "The random walk hypothesis revisited: evidence from the 16 OECD stock prices," Economics Bulletin, AccessEcon, volume 29, issue 1, pages 286-302.
• Shiba Suzuki, 2009, "Risks after disasters: a note on the effects of precautionary saving on equity premiums," Economics Bulletin, AccessEcon, volume 29, issue 1, pages 328-337.
• Mohamed Amine Boutaba, 2009, "Dynamic linkages among European carbon markets," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 499-511.
• Mohamed Amine Boutaba, 2009, "Investigating efficiency in the U.S sulfur dioxide permit market," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1308-1319.
• Matei Demetrescu, 2009, "Panel unit root testing and the martingale difference hypothesis for German stocks," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 1749-1759.
• Arouri Mohamed el hédi & Jamel Jouini, 2009, "Analysis of structural breaks in the stock market integration of mexico into world," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1380-1392.
• Arouri Mohamed el hédi & Fouquau Julien, 2009, "On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 795-804.
• Juliana Caicedo-llano & Catherine Bruneau, 2009, "Co-movements of international equity markets: a large-scale factor model approach," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1466-1482.
• Juan Gabriel Brida & W. Adrian Risso, 2009, "Dynamic and Structure of the Italian stock market based on returns and volume trading," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 2417-2423.
• William Wai Him Tsang & Terence Tai Leung Chong, 2009, "Profitability of the On-Balance Volume Indicator," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 2424-2431.
• Jui-Cheng Hung, 2009, "The information contents of vix index and range-based volatility on volatility forecasting performance of s&p 500," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 1-24.
• Jui-Cheng Hung & Ren-Xi Ni & Matthew C. Chang, 2009, "The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 2592-2604.
• Hans Byström, 2009, "News aggregators, volatility and the stock market," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 2673-2682.
• Dorrucci, Ettore & Meyer-Cirkel, Alexis & Santabárbara, Daniel, 2009, "Domestic financial development in emerging economies: evidence and implications," Occasional Paper Series, European Central Bank, number 102, Apr.
• FrancisX. Diebold & Kamil Yilmaz, 2009, "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, volume 119, issue 534, pages 158-171, January.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2009, "An arbitrage-free generalized Nelson--Siegel term structure model," Econometrics Journal, Royal Economic Society, volume 12, issue 3, pages 33-64, November.
• Chiarella, Carl & Iori, Giulia, 2009, "The impact of heterogeneous trading rules on the limit order book and order flows," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 3, pages 525-537, DOI: 10.1016/j.jedc.2008.08.001.
• Baillie, Richard T. & Morana, Claudio, 2009, "Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 8, pages 1577-1592, August.
• Buiter, Willem H., 2009, "Negative nominal interest rates: Three ways to overcome the zero lower bound," The North American Journal of Economics and Finance, Elsevier, volume 20, issue 3, pages 213-238, December.
• Bollerslev, Tim & Kretschmer, Uta & Pigorsch, Christian & Tauchen, George, 2009, "A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 151-166, June.
• Xiao, Zhijie, 2009, "Quantile cointegrating regression," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 248-260, June.
• Lyons, Richard K. & Moore, Michael J., 2009, "An information approach to international currencies," Journal of International Economics, Elsevier, volume 79, issue 2, pages 211-221, November.
• Fratzscher, Marcel, 2009, "What explains global exchange rate movements during the financial crisis?," Journal of International Money and Finance, Elsevier, volume 28, issue 8, pages 1390-1407, December.
• Tihomir Domazet, 2009, "Hrvatska ekonomska politika i geoekonomika," Ekonomija Economics, Rifin d.o.o., volume 16, issue 2, pages 337-372.
• Primorac Žarko, 2009, "Buducnost bankarstva," Ekonomija Economics, Rifin d.o.o., volume 16, issue 2, pages 429-444.
• Dušan Zbašnik, 2009, "Osiguranje razvoja u procesu globalizacije," Ekonomija Economics, Rifin d.o.o., volume 16, issue 2, pages 675-689.
• Rafael Fagundes Cagnin, 2009, "Institutional and financial innovations in the U.S. housing finance system," Brazilian Journal of Political Economy, Center of Political Economy, volume 29, issue 3, pages 256-273.
• Paul Davidson, 2009, "Can future systemic financial risks be quantified? Ergodic vs nonergodic stochastic processes," Brazilian Journal of Political Economy, Center of Political Economy, volume 29, issue 4, pages 324-340.
• Simon Deakin & Ajit Singh, 2009, "The Stock Market, the Market for Corporate Control and the Theory of the Firm: Legal and Economic Perspectives and Implications for Public Policy," Chapters, Edward Elgar Publishing, chapter 9, in: Per-Olof Bjuggren & Dennis C. Mueller, "The Modern Firm, Corporate Governance and Investment".
• Dean Baker & Robert Pollin & Travis McArthur & Matt Sherman, 2009, "The Potential Revenue from Financial Transactions Taxes," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2009-50, Dec.
• Sayuri SHIRAI, 2009, "The Impact of the US Subprime Mortgage Crisis on the World and East Asia: Through Analyses of Cross-border Capital Movements," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number d013.
• Morten Balling (ed.), 2009, "Design, Structure and Implementation of a Modern Deposit Insurance Scheme," SUERF Studies, SUERF - The European Money and Finance Forum, number 2009/5, ISBN: ARRAY(0x7dc5f890), May.
• Giulia PICCILLO, 2009, "Asset prices and exchange rates: a time dependent approach," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces09.03, Jan.
• Douglas Gale & Piero Gottardi, 2009, "Illiquidity and Under-Valuation of Firms," Economics Working Papers, European University Institute, number ECO2009/38.
• Vít Bubák & Filip Žikeš, 2009, "Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 59, issue 4, pages 334-359, Oktober.
• Ladislav Kristoufek, 2009, "Classical and modified rescaled range analysis: Sampling properties under heavy tails," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/26, Nov, revised Nov 2009.
• Julien Chevallier & Benoît Sévi, 2009, "On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting," Working Papers, Fondazione Eni Enrico Mattei, number 2009.113, Dec.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2009, "International portfolios, capital accumulation and foreign assets dynamics," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 27.
• Katheryn N. Russ & Diego Valderrama, 2009, "Financial choice in a non-Ricardian model of trade," Working Paper Series, Federal Reserve Bank of San Francisco, number 2009-27.
• Monika Piazzesi & Martin Schneider, 2009, "Momentum traders in the housing market: survey evidence and a search model," Staff Report, Federal Reserve Bank of Minneapolis, number 422.
• Monika Piazzesi & Martin Schneider, 2009, "Inflation and the price of real assets," Staff Report, Federal Reserve Bank of Minneapolis, number 423.
• Nicola Cetorelli & Pietro F. Peretto, 2009, "Credit quantity and credit quality: bank competition and capital accumulation," Staff Reports, Federal Reserve Bank of New York, number 375.
• Willem Buiter, 2009, "Negative Nominal Interest Rates: Three ways to overcome the zero lower bound," FMG Discussion Papers, Financial Markets Group, number dp636, Jul.
• Dimitri Vayanos & Jiang Wang, 2009, "Liquidity and Asset Prices: A Unified Framework," FMG Discussion Papers, Financial Markets Group, number dp639, Jul.
• Jean-Luc Vila & Dimitri Vayanos, 2009, "A Preferred-Habitat Model of the Term Structure of Interest Rates," FMG Discussion Papers, Financial Markets Group, number dp641, Nov.
• Davide Furceri & Aleksandra Zdzienicka, 2009, "The Real Effect of Financial Crises in the European Transition Economies," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 0920.
• Rose-Anne Dana & Cuong Le Van, 2009, "No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00281582, Nov.
• Gunther Capelle-Blancard, 2009, "Les marchés dérivés sont-ils dangereux ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00367999, Jan, DOI: 10.3917/reco.601.0157.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2009, "Martingalized Historical approach for Option Pricing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00376756, Apr.
• Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009, "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Post-Print, HAL, number hal-00387110.
• Stefano Lovo, 2009, "Preopening and equilibrium selection," Post-Print, HAL, number hal-00495940, Jun.
• Mohamed El Hedi Arouri & Julien Fouquau, 2009, "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Post-Print, HAL, number hal-00822012, May.
• Gunther Capelle-Blancard, 2009, "Les marchés dérivés sont-ils dangereux ?," Post-Print, HAL, number halshs-00367999, Jan, DOI: 10.3917/reco.601.0157.
• Mohamed El Hedi Arouri & Julien Fouquau, 2009, "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Working Papers, HAL, number hal-00387103.
• Julien Chevallier & Benoît Sévi, 2009, "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," Working Papers, HAL, number halshs-00387286, May.
• Michael Firth & T. Y. Leung & Oliver M. Rui, 2009, "Insider Trading in Hong Kong: Tests of Stock Returns and Trading Frequency," Working Papers, Hong Kong Institute for Monetary Research, number 042009, Jan.
• Gurnain Kaur Pasricha, 2009, "Bank Competition and International Financial Integration:Evidence Using a New Index," Working Papers, Hong Kong Institute for Monetary Research, number 242009, Jul.
• Fulvio Corsi & Davide Pirino & Roberto Reno, 2009, "Volatility Forecasting: The Jumps Do Matter," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-036, Mar.
• Shiba Suzuki, 2009, "Risks after Disasters: A Note on the Effects of Precautionary Saving on Equity Premiums," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-040, Mar.
• Mao-Chang Wang, 2009, "The Effects of Firm Market Value on Audit Partner Tenure and Firm Profitability," Accounting & Taxation, The Institute for Business and Finance Research, volume 1, issue 1, pages 115-120.
• Eric Girard & Halil Kiymaz, 2009, "The Risk Factors Associated With Investing In An Emerging Equity Market During The Eu Membership Process," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 1-17.
• Hamid Shahrestani & Nahid Kalbasi Anaraki, 2009, "How Does The Canadian Stock Market React To The Fed'S Policy?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 3, issue 2, pages 95-104.
• Fadzlan Sufian & Muhamed Zulkhibri Abdul Majid, 2009, "Bank efficiency and share prices in China: empirical evidence from a three-stage banking model," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 1, issue 1, pages 23-47.
• Muhammad Mahmud & Gobind M. Herani & Prof. A. W. Rajar, 2009, "Economic Factors Influencing Corporate Capital Structure in Three Asian Countries: Evidence from Japan, Malaysia and Pakistan," Indus Journal of Management & Social Science (IJMSS), Department of Business Administration, volume 3, issue 1, pages 9-17, June.
• Claudio Agostini & Carlos Budnevich, 2009, "El Mercado de Valores Chileno: Análisis y Propuestas en el Ámbito Tributario," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv220, May.
• Sumeet Gupta, 2009, "Valuation of IPO Performance: A Study of Pre and Post Scenario," Journal of Global Economy, Research Centre for Social Sciences,Mumbai, India, volume 5, issue 2, pages 135-155, June.
• Massimo Guidolin & Giovanna Nicodano, 2009, "Small caps in international equity portfolios: the effects of variance risk," Annals of Finance, Springer, volume 5, issue 1, pages 15-48, January, DOI: 10.1007/s10436-007-0090-2.
• William Barnett & Marcelle Chauvet, 2009, "International Financial Aggregation and Index Number Theory: A Chronological Half-century Empirical Overview," Open Economies Review, Springer, volume 20, issue 1, pages 1-37, February, DOI: 10.1007/s11079-008-9099-z.
• Eduardo Levy Yeyati, 2009, "Optimal Debt? On the Insurance Value of International Debt Flows to Developing Countries," Open Economies Review, Springer, volume 20, issue 4, pages 489-507, September, DOI: 10.1007/s11079-008-9086-4.
• Bikki Jaggi & Beixin Lin & Suresh Govindaraj & Picheng Lee, 2009, "The value relevance of corporate restructuring charges," Review of Quantitative Finance and Accounting, Springer, volume 32, issue 2, pages 101-128, February, DOI: 10.1007/s11156-008-0088-5.
• Steven Cahan & David Emanuel & Jerry Sun, 2009, "The effect of earnings quality and country-level institutions on the value relevance of earnings," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 4, pages 371-391, November, DOI: 10.1007/s11156-009-0117-z.
• Kamil Yilmaz, 2009, "Return and Volatility Spillovers among the East Asian Equity Markets," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 0907, Sep.
• David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Birgitte Sloth, 2009, "The Financial Crisis and the Systemic Failure of Academic Economics," Discussion Papers, University of Copenhagen. Department of Economics, number 09-03, Mar.
• Thi Hong Van Hoang, 2009, "Efficience informationnelle des marchés de l'or à Paris et à Londres, 1948-2008 : une vérification économétrique de la forme faible," Working Papers, Laboratoire Orléanais de Gestion - université d'Orléans, number 2009-1.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts & Abderrahim Taamouti, 2009, "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," Cahiers de recherche, CIRPEE, number 0927.
• David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Brigitte Sloth, 2009, "The Financial Crisis and the Systemic Failure of Academic Economics," Middlebury College Working Paper Series, Middlebury College, Department of Economics, number 0901, Mar.
• Daniella Acker & Nigel W. Duck, 2009, "The Effect of Extreme Markets on the Benefits of International Portfolio Diversification," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 155-188, September.
• Giorgio PIZZUTTO, 2009, "La crisi finanziaria del 2007-08," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2009-037, Dec.
• Giorgio PIZZUTTO, 2009, "La crisi finanziaria del 2007-08," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2009-37, Dec.
• Elisabetta Gualandri & Andrea Landi & Valeria Venturelli, 2009, "Financial Crisis And New Dimensions Of Liquidity Risk: Rethinking Prudential Regulation And Supervision," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0013, Jan.
• Julien CHEVALLIER & Benoît SEVI, 2009, "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1, number 09.05.84.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2009, "Martingalized historical approach for option pricing," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09021, Apr.
• Gary B. Gorton, 2009, "Information, Liquidity, and the (Ongoing) Panic of 2007," NBER Working Papers, National Bureau of Economic Research, Inc, number 14649, Jan.
• Jonathan A. Parker & Annette Vissing-Jorgensen, 2009, "Who Bears Aggregate Fluctuations and How?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14665, Jan.
• Monika Piazzesi & Martin Schneider, 2009, "Momentum traders in the housing market: survey evidence and a search model," NBER Working Papers, National Bureau of Economic Research, Inc, number 14669, Jan.
• Frederic S. Mishkin, 2009, "Is Monetary Policy Effective During Financial Crises?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14678, Jan.
• Geert Bekaert & Campbell R. Harvey & Christian Lundblad & Stephan Siegel, 2009, "What Segments Equity Markets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14802, Mar.
• Ravi Bansal & Ivan Shaliastovich, 2009, "Learning and Asset-Price Jumps," NBER Working Papers, National Bureau of Economic Research, Inc, number 14814, Mar.
• Veronica Guerrieri & Péter Kondor, 2009, "Fund Managers, Career Concerns, and Asset Price Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 14898, Apr.
• David S. Bates, 2009, "U.S. Stock Market Crash Risk, 1926-2006," NBER Working Papers, National Bureau of Economic Research, Inc, number 14913, Apr.
• Gary B. Gorton & Lixin Huang & Qiang Kang, 2009, "The Limitations of Stock Market Efficiency: Price Informativeness and CEO Turnover," NBER Working Papers, National Bureau of Economic Research, Inc, number 14944, May.
• Ricardo J. Caballero & Alp Simsek, 2009, "Complexity and Financial Panics," NBER Working Papers, National Bureau of Economic Research, Inc, number 14997, May.
• Robert B. Barsky, 2009, "The Japanese Bubble: A 'Heterogeneous' Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 15052, Jun.
• John Geanakoplos & Stephen P. Zeldes, 2009, "Market Valuation of Accrued Social Security Benefits," NBER Working Papers, National Bureau of Economic Research, Inc, number 15170, Jul.
• Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield, 2009, "Market Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 15189, Jul.
• Dimitri Vayanos & Jiang Wang, 2009, "Liquidity and Asset Prices: A Unified Framework," NBER Working Papers, National Bureau of Economic Research, Inc, number 15215, Aug.