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

• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010, "International portfolios, capital accumulation and foreign assets dynamics," Post-Print, HAL, number hal-01052901, DOI: 10.1016/j.jinteco.2009.05.006.
• Davide Furceri & Aleksandra Zdzienicka-Durand, 2010, "Banking Crises and Short and Medium Term Output Losses in Developing Countries: The Role of Structural and Policy Variables," Post-Print, HAL, number halshs-00491089.
• Davide Furceri & Aleksandra Zdzienicka-Durand, 2010, "The Consequences of Banking Crises on Public Debt," Post-Print, HAL, number halshs-00492865, Mar.
• Davide Furceri & Aleksandra Zdzienicka-Durand, 2010, "The Real Effect of Financial Crises in the European Transition Economies," Post-Print, HAL, number halshs-00492940, Apr.
• Davide Furceri & Aleksandra Zdzienicka-Durand, 2010, "The Consequences of Banking Crises for Public Debt," Post-Print, HAL, number halshs-00497925.
• Isabelle Huault & Hélène Rainelli-Le Montagner, 2010, "The connexionnist nature of modern financial markets. Challenges and possible outcomes," Post-Print, HAL, number halshs-00506961, Jul.
• Iuliana Matei, 2010, "Contagion and causality : an empirical analysis on sovereign bond spreads," Post-Print, HAL, number halshs-00515123, Jul.
• Gunther Capelle-Blancard, 2010, "Are derivatives dangerous? A literature survey," Post-Print, HAL, number halshs-00608097.
• Laurent Clerc & Olivier Loisel & Benoît Mojon & Xavier Ragot, 2010, "The future of monetary policy. Summary of the conference held in Rome on 30 September and 1 October 2010," Post-Print, HAL, number halshs-00754684, Oct.
• Laurent Clerc & Olivier Loisel & Benoît Mojon & Xavier Ragot, 2010, "The future of monetary policy. Summary of the conference held in Rome on 30 September and 1 October 2010," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754684, Oct.
• Nicolas Coeurdacier & Robert Kollmann & Philippe Martin, 2010, "International portfolios, capital accumulation and foreign assets dynamics," Sciences Po Economics Publications (main), HAL, number hal-01052901, DOI: 10.1016/j.jinteco.2009.05.006.
• Mohamed El Hedi Arouri & Fredj Jawadi, 2010, "On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM," Working Papers, HAL, number hal-00507824, Aug.
• Stefano Lovo & Riccardo Calcagno, 2010, "Preopening and Equilibrium Selection," Working Papers, HAL, number hal-00540793.
• Eric Girard & James Nolan & Tony Pondillo, 2010, "Determinants Of Emerging Markets’ Commercial Bank Stock Returns," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 11-26.
• Neil Terry & Anne Macy & Amjad Abdullat, 2010, "Stock Market Volatility: A Comparison Of Computer And Cellular Hardware Companies," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 3, pages 11-24.
• Eric Girard & Trevor Reid, 2010, "Cost Of Carry On Steroids: Application To Oil Futures Pricing," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 2, pages 153-163.
• Christian Camilo Vargas R, 2010, "Criterios Difusos En La Seleccion De Carteras," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 3, issue 2, pages 29-44.
• Burger, John D. & Rebucci, Alessandro & Warnock, Francis E. & Cacdac Warnock, Veronica, 2010, "External Capital Structures and Oil Price Volatility," IDB Publications (Working Papers), Inter-American Development Bank, number 1127, Jun, DOI: http://dx.doi.org/10.18235/0010740.
• John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010, "External Capital Structures and Oil Price Volatility," Research Department Publications, Inter-American Development Bank, Research Department, number 4667, May.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010, "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 636, Jun.
• Ms. Geneviève Verdier & Erasmus Kersting & Ms. Era Dabla-Norris, 2010, "Firm Productivity, innovation and Financial Development," IMF Working Papers, International Monetary Fund, number 2010/049, Feb.
• Thomas J. Brennan & Andrew W. Lo, 2010, "Impossible Frontiers," Management Science, INFORMS, volume 56, issue 6, pages 905-923, June, DOI: 10.1287/mnsc.1100.1157.
• Álvarez-Echeverría, Francisco. & Venegas-Martínez, Francisco. & López-Sarabia, Pablo., 2010, "Valuación financiera de proyectos de energía nuclear en Argentina mediante opciones reales," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 11, pages 7-28, segundo s.
• Mohamed Z. M. Aazim & Nawalage S. Cooray, 2010, "Monetary Policy and Yield Curve Dynamics in an Emerging Market: Sri Lankan Perspectives," Working Papers, Research Institute, International University of Japan, number EMS_2010_11, Aug.
• Prasad, Eswar, 2010, "Financial Sector Regulation and Reforms in Emerging Markets: An Overview," IZA Discussion Papers, IZA Network @ LISER, number 5233, Oct.
• Efe Postalci & Ayla Ogus Binatli, 2010, "An agent-based financial market with networks," Working Papers, Izmir University of Economics, number 1002, Nov.
• Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen, 2010, "Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 2, pages 233-261, DOI: 10.1002/jae.1105.
• Daniel Weaver & Xing Zhou, 2010, "The value of the floor," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 3, pages 221-243, October, DOI: 10.1007/s11156-009-0152-9.
• Francis X. Diebold & Kamil Yilmaz, 2010, "Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1001, Jan, revised Mar 2010.
• Tom Coupe & Olha Zadorozhna, 2010, "Weather Effects in Transition," Discussion Papers, Kyiv School of Economics, number 36, Dec.
• Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010, "Robust Estimation and Forecasting of the Capital Asset Pricing Model," KIER Working Papers, Kyoto University, Institute of Economic Research, number 735, Oct.
• Abdou-Aziz Niang & Abdoulaye Diagne & Marie-Claude Pichery, 2010, "Exploring the finance-real economy link in U.S.: Empirical evidence from Panel Unit Root and Co-integration Analysis," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2010-02.
• Gary A. Dymski, 2010, "Three Futures for Postcrisis Banking in the Americas: The Financial Trilemma and the Wall Street Complex," Economics Working Paper Archive, Levy Economics Institute, number wp_604, Jun.
• Michael Hudson, 2010, "The Transition from Industrial Capitalism to a Financialized Bubble Economy," Economics Working Paper Archive, Levy Economics Institute, number wp_627, Oct.
• Claudio Michelacci & Fabiano Schivardi, 2010, "Does Idiosyncratic Business Risk Matter?," Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1002.
• Geert Bekaert & Seonghoon Cho & Antonio Moreno, 2010, "New Keynesian Macroeconomics and the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 42, issue 1, pages 33-62, February.
• Don Bredin & John Elder & Stilianos Fountas, 2010, "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_05, Apr, revised Apr 2010.
• Ben FINE & David HALL, 2010, "Contesting neoliberalism: public sector alternatives for service delivery," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-027, Sep.
• Ben FINE & David HALL, 2010, "Contesting neoliberalism: public sector alternatives for service delivery," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-27, Sep.
• Gabriel Rueda Delgado, 2010, "Neoliberalismo y convergencia contable. Orígenes, características y propuestas Patterns in Neighboring Areas:Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 11, pages 264-278, Diciembre.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10033, Apr.
• Dominique Guegan & Hanjarivo Lalaharison, 2010, "A short note on option pricing with Lévy Processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10078, Oct.
• Christian Marazzi, 2010, "The Violence of Financial Capitalism," MIT Press Books, The MIT Press, number 1584350830, edition 1, ISBN: ARRAY(0x675a05a0), December.
• Geert Bekaert & Campbell R. Harvey & Christian T. Lundblad & Stephan Siegel, 2010, "What Segments Equity Markets?," NBP Working Papers, Narodowy Bank Polski, number 76.
• Deborah Lucas, 2010, "Measuring and Managing Federal Financial Risk," NBER Books, National Bureau of Economic Research, Inc, number luca07-1.
• Jeffrey R. Brown & Robert L. Clark & Joshua D. Rauh, 2010, "The Economics of State and Local Pensions," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of State and Local Pensions".
• Gary Gorton & Andrew Metrick, 2010, "Securitized Banking and the Run on Repo," NBER Chapters, National Bureau of Economic Research, Inc, "Market Institutions and Financial Market Risk".
• John Geanokoplos & Stephen P. Zeldes, 2010, "Market Valuation of Accrued Social Security Benefits," NBER Chapters, National Bureau of Economic Research, Inc, "Measuring and Managing Federal Financial Risk".
• Kris James Mitchener & Marc D. Weidenmier, 2010, "Searching for Irving Fisher," NBER Working Papers, National Bureau of Economic Research, Inc, number 15670, Jan.
• Gary B. Gorton, 2010, "Questions and Answers about the Financial Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 15787, Feb.
• Denis Gromb & Dimitri Vayanos, 2010, "Limits of Arbitrage: The State of the Theory," NBER Working Papers, National Bureau of Economic Research, Inc, number 15821, Mar.
• Jin Ginger Wu & Lu Zhang, 2010, "Does Risk Explain Anomalies? Evidence from Expected Return Estimates," NBER Working Papers, National Bureau of Economic Research, Inc, number 15950, Apr.
• Rajnish Mehra, 2010, "Indian Equity Markets: Measures of Fundamental Value," NBER Working Papers, National Bureau of Economic Research, Inc, number 16061, Jun.
• Nikolai Roussanov, 2010, "Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 16073, Jun.
• Ian Martin, 2010, "The Valuation of Long-Dated Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 16219, Jul.
• Edward L. Glaeser & Joshua D. Gottlieb & Joseph Gyourko, 2010, "Can Cheap Credit Explain the Housing Boom?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16230, Jul.
• Ke Tang & Wei Xiong, 2010, "Index Investment and Financialization of Commodities," NBER Working Papers, National Bureau of Economic Research, Inc, number 16385, Sep.
• Andrea Frazzini & Lasse H. Pedersen, 2010, "Betting Against Beta," NBER Working Papers, National Bureau of Economic Research, Inc, number 16601, Dec.
• Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2010, "Predictability of Returns and Cash Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 16648, Dec.
• Mehra, Rajnish, 2010, "Indian Equity Markets: Measures of Fundamental Value," India Policy Forum, National Council of Applied Economic Research, volume 6, issue 1, pages 1-38.
• Shah, Ajay & Patnaik, Ila, 2010, "Foreign shareholding: A decomposition analysis," Working Papers, National Institute of Public Finance and Policy, number 10/74, Oct.
• Davide Furceri & Aleksandra Zdzienicka, 2010, "The Consequences of Banking Crises for Public Debt," OECD Economics Department Working Papers, OECD Publishing, number 801, Aug, DOI: 10.1787/5km7v02j85zp-en.
• Marcel Bolos & Ortan Tudor & Otgon Cristian, 2010, "Information Asymmetry Theory In Corporate Governance Systems," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 516-522, December.
• Matthew Rabin & Dimitri Vayanos, 2010, "The Gambler's and Hot-Hand Fallacies: Theory and Applications," The Review of Economic Studies, Review of Economic Studies Ltd, volume 77, issue 2, pages 730-778.
• CONSTANTIN Laura-Gabriela & CERNAT-GRUICI Bogdan & IAMANDI Irina-Eugenia, 2010, "An Analysis of the Catastrophe Bonds Market. Modelling the Volatility of an Index," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1494-1499, May.
• Mirko Wiederholt, 2010, "rational inattention," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
• Anup Chowdhury & Suman Paul Chowdhury, 2010, "Impact of capital structure on firm’s value: Evidence from Bangladesh," Business and Economic Horizons (BEH), Prague Development Center, volume 3, issue 3, pages 111-122, October.
• Claudiu Valentin Nitu & Oana Nitu & Mihaela Constandache, 2010, "Business Analysis Of The Activity SC Complex Astoria SRL," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 2, pages 247-254.
• Grzelak, Lech & Oosterlee, Kees, 2010, "An Equity-Interest Rate Hybrid Model With Stochastic Volatility and the Interest Rate Smile," MPRA Paper, University Library of Munich, Germany, number 20574, Jan.
• Omay, Tolga, 2010, "A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia," MPRA Paper, University Library of Munich, Germany, number 20738, Jun.
• Kitov, Ivan, 2010, "Modeling share prices of banks and bankrupts," MPRA Paper, University Library of Munich, Germany, number 21369, Mar.
• Kitov, Ivan & Kitov, Oleg, 2010, "S&P 500 returns revisited," MPRA Paper, University Library of Munich, Germany, number 21733, Mar.
• Estrada, Fernando, 2010, "Theory of argumentation in financial markets," MPRA Paper, University Library of Munich, Germany, number 21824, Apr.
• Ardia, David & Boudt, Kris & Carl, Peter & Mullen, Katharine M. & Peterson, Brian, 2010, "Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization," MPRA Paper, University Library of Munich, Germany, number 22135, Apr.
• Grzelak, Lech & Oosterlee, Kees, 2010, "On cross-currency models with stochastic volatility and correlated interest rates," MPRA Paper, University Library of Munich, Germany, number 23020, Jun.
• Berg, Tim Oliver, 2010, "Do monetary and technology shocks move euro area stock prices?," MPRA Paper, University Library of Munich, Germany, number 23973, May.
• D'Avino, Carmela & Lucchetta, Marcella, 2010, "Opacity of Banks and Runs with Solvency," MPRA Paper, University Library of Munich, Germany, number 24166.
• Resiandini, Pramesti, 2010, "Financial development and trade: evidence from the world's three largest economies," MPRA Paper, University Library of Munich, Germany, number 25631, Oct.
• Dell'Era, Mario, 2010, "Vanilla Option Pricing on Stochastic Volatility market models," MPRA Paper, University Library of Munich, Germany, number 25645, Oct.
• Filoso, Valerio & Papagni, Erasmo, 2010, "Fertility Choice and Financial Development," MPRA Paper, University Library of Munich, Germany, number 25930, Oct.
• Asongu, Anutechia Simplice, 2010, "Stock Market Development in Africa: do all macroeconomic financial intermediary determinants matter?," MPRA Paper, University Library of Munich, Germany, number 26910, Nov.
• Simplice Anutechia, Asongu, 2010, "Linkages between Financial Development and Openness: panel evidence from developing countries," MPRA Paper, University Library of Munich, Germany, number 26926, Oct.
• Drescher, Christian & Herz, Bernhard, 2010, "Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach," MPRA Paper, University Library of Munich, Germany, number 27384, Nov.
• Nawar, Hashem, 2010, "Industry Concentration and the Cross-section of Stock Returns: Evidence from the UK," MPRA Paper, University Library of Munich, Germany, number 28440, Mar, revised Nov 2010.
• Skardziukas, Domantas, 2010, "Practical approach to estimating cost of capital," MPRA Paper, University Library of Munich, Germany, number 31011, Oct.
• Diaw, Abdou & Hassan, Salwana & Ng Boon Ka, Adam, 2010, "Performance of Islamic and conventional exchange traded funds in Malaysia," MPRA Paper, University Library of Munich, Germany, number 32601, Jun.
• Brogi, Athos, 2010, "A binomial tree to price European options," MPRA Paper, University Library of Munich, Germany, number 33604, Feb, revised Aug 2011.
• Singh, Ajit & Zammit, Ann, 2010, "The global economic and financial crisis: a review and commentary," MPRA Paper, University Library of Munich, Germany, number 39052, Dec.
• Hiremath, Gourishankar S & Bandi, Kamaiah, 2010, "Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test," MPRA Paper, University Library of Munich, Germany, number 46502.
• Muteba Mwamba, John & Suteni, Mwambi, 2010, "An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio," MPRA Paper, University Library of Munich, Germany, number 50240, Oct.
• Sonali Das & Rangan Gupta & Patrick T Kanda, 2010, "Bubbles in South African House Prices and their Impact on Consumption," Working Papers, University of Pretoria, Department of Economics, number 201017, Jul.
• Ladislav Krištoufek, 2010, "Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009
  [Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 471-487, DOI: 10.18267/j.polek.742.
• Alessandro Roncaglia, 2010, "Introduzione," Moneta e Credito, Economia civile, volume 63, issue 252, pages 287-289.
• Mario Sarcinelli, 2010, "Passata e futura regolamentazione per prevenire una crisi finanziaria sistemica," Moneta e Credito, Economia civile, volume 63, issue 249, pages 7-33.
• Mario Tonveronachi, 2010, "Cominciamo a parlare della prossima crisi," Moneta e Credito, Economia civile, volume 63, issue 249, pages 35-50.
• Alessandro Roncaglia, 2010, "Introduzione," Moneta e Credito, Economia civile, volume 63, issue 250, pages 97-100.
• Alessandro Roncaglia, 2010, "Introduction," PSL Quarterly Review, Economia civile, volume 63, issue 252, pages 3-5.
• Alessandro Roncaglia, 2010, "Contributions on monetary and financial issues: an introduction," PSL Quarterly Review, Economia civile, volume 63, issue 253, pages 99-102.
• Mario Sarcinelli, 2010, "Past and future regulation to prevent a systemic financial crisis," PSL Quarterly Review, Economia civile, volume 63, issue 253, pages 103-129.
• Mark Bagnoli & Susan G. Watts, 2010, "Knowing Versus Telling Private Information About a Rival," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1250, Aug.
• Carol Alexander & Jose Maria Sarabia, 2010, "Generalized Beta-Generated Distributions," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-09, Jul.
• Tao Zha & Juan F. Rubio-Ramirez & Daniel F. Waggoner & Andrew T. Foerster, 2010, "Perturbation Methods for Markov-Switching Models," 2010 Meeting Papers, Society for Economic Dynamics, number 239.
• Xavier Ragot & Francois Le Grand, 2010, "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," 2010 Meeting Papers, Society for Economic Dynamics, number 300.
• Thomas M. Mertens & Tarek A. Hassan, 2010, "The Social Cost of Near-Rational Investment," 2010 Meeting Papers, Society for Economic Dynamics, number 370.
• Ricardo Lagos & Gara Afonso, 2010, "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers, Society for Economic Dynamics, number 424.
• Ben Lester & Braz Camargo, 2010, "Trading Dynamics in Decentralized Markets with Adverse Selection," 2010 Meeting Papers, Society for Economic Dynamics, number 488.
• Pierre-Olivier Weill & Guillaume Rocheteau & Ricardo Lagos, 2010, "Crises and Liquidity in Over-the-counter Markets," 2010 Meeting Papers, Society for Economic Dynamics, number 500.
• Alp Simsek & Ricardo Caballero, 2010, "Fire Sales in a Model of Complexity," 2010 Meeting Papers, Society for Economic Dynamics, number 620.
• Piotr Kazmierkiewicz, 2010, "ANALIZA ATRAKCYJNOscI INWESTYCJI W SPolKI ODPOWIEDZIALNE SPOlECZNIE (SRI) NA PODSTAWIE RANKINGU GLOBAL 100," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 6, issue special, pages 28-45, December.
• Aihua Zhang, 2010, "A closed-form solution for the continuous-time consumption model with endogenous labor income," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 33, issue 2, pages 149-167, November, DOI: 10.1007/s10203-010-0104-9.
• Angelos Kanas, 2010, "A note on the relation between the equity risk premium and the term structure," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 1, pages 89-95, January, DOI: 10.1007/s12197-008-9069-8.
• Yan Xiong & Haiyan Zhou & Sanjay Varshney, 2010, "The economic profitability of pre-IPO earnings management and IPO underperformance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 3, pages 229-256, July, DOI: 10.1007/s12197-008-9056-0.
• Denis Boudreaux & Spuma Rao & Phillip Fuller, 2010, "An investigation of the weekend effect during different market orientations," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 3, pages 257-268, July, DOI: 10.1007/s12197-008-9050-6.
• Dan Bernhardt & P. Seiler & B. Taub, 2010, "Speculative dynamics," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 44, issue 1, pages 1-52, July, DOI: 10.1007/s00199-009-0456-y.
• Egbert Dierker & Hildegard Dierker, 2010, "Drèze equilibria and welfare maxima," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 1, pages 55-63, October, DOI: 10.1007/s00199-009-0476-7.
• Julia D’Souza & K. Ramesh & Min Shen, 2010, "Disclosure of GAAP line items in earnings announcements," Review of Accounting Studies, Springer, volume 15, issue 1, pages 179-219, March, DOI: 10.1007/s11142-009-9100-0.
• Fernando ESTRADA, 2010, "Theory Of Argumentation In Financial Markets," Journal of Advanced Studies in Finance, ASERS Publishing, volume 1, issue 1, pages 18-22.
• Ivan KITOV, 2010, "Modeling Share Prices Of Banks And Bankrupts," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, volume 1, issue 1, pages 59-85.
• Fulvio Corsi & Davide Pirino & Roberto Reno', 2010, "Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2010/11, Jul.
• Jorge Caiado & Nuno Crato, 2010, "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 7, pages 797-807, DOI: 10.1080/14697680903567152.
• Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2010, "Asymmetry of information flow between volatilities across time scales," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 8, pages 895-915, DOI: 10.1080/14697680903460143.
• Riccardo Calcagno & Stefano Lovo, 2010, "Preopening and Equilibrium Selection," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-023/2, Feb.
• Namwon Hyung & Casper G. de Vries, 2010, "The Downside Risk of Heavy Tails induces Low Diversification," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-082/2, Aug.
• Stefan Arping & Zacharias Sautner, 2010, "Did the Sarbanes-Oxley Act of 2002 make Firms less Opaque? Evidence from Analyst Earnings Forecasts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-129/2/DSF 5, Dec.
• Goetzmann, W. & Renneboog, L.D.R. & Spaenjers, C., 2010, "Art and Money," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-08.
• Goetzmann, W. & Renneboog, L.D.R. & Spaenjers, C., 2010, "Art and Money," Other publications TiSEM, Tilburg University, School of Economics and Management, number 53563a78-8ed3-49fc-83ec-5.
• John M Maheu & Thomas H McCurdy & Yong Song, 2010, "Components of bull and bear markets: bull corrections and bear rallies," Working Papers, University of Toronto, Department of Economics, number tecipa-402, Apr.
• John Knight & Sai Ding, 2010, "Why Does China Invest So Much?," Asian Economic Papers, MIT Press, volume 9, issue 3, pages 87-117, Fall.
• Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010, "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," TSE Working Papers, Toulouse School of Economics (TSE), number 10-187, Jun.
• Don Bredin & John Elder & Stilianos Fountas, 2010, "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Working Papers, Geary Institute, University College Dublin, number 201004, Jan.
• Antonella Basso & Stefania Funari, 2010, "Relative performance of SRI equity funds: An analysis of European funds using Data Envelopment Analysis," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 201, Sep.
• Curto, Stefano, 2010, "Sovereign Wealth Funds in the Next Decade," World Bank - Economic Premise, The World Bank, issue 8, pages 1-5, April.

2009

• 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-Etienne (GATE Lyon St-Etienne), 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, DOI: 10.1016/j.frl.2009.11.002.
• 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.