Research classified by Journal of Economic Literature (JEL) codes

---

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

• 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(0x5915d3a0).
• 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, number 2009-56.

2008

• James R. Barth & Mark Bertus & Jiang Hai & Triphon Phumiwasana, 2008, "A Cross-Country Assessment of Bank Risk-Shifting Behavior," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 1-34, DOI: 10.1142/S0219091508001234.
• Hsin-Hung Chen, 2008, "The Timescale Effects of Corporate Governance Measure on Predicting Financial Distress," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 35-46, DOI: 10.1142/S0219091508001246.
• Gerard Gannon & Siu Pang Au-Yeung, 2008, "Modelling Regulatory Change V's Volume, of Trading Effects in HSIF and HSI Volatility," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 47-59, DOI: 10.1142/S0219091508001258.
• Louis T. W. Cheng & Hung-Gay Fung & Yiuman Tse, 2008, "China's Exchange Traded Fund: Is There a Trading Place Bias?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 61-74, DOI: 10.1142/S021909150800126X.
• Wei-Hsiung Wu, 2008, "The Second Financial Reform and the Development of Financial Industry in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 75-97, DOI: 10.1142/S0219091508001271.
• Chau-Chen Yang & Cheng-Few Lee & Yi-Jung Chen & Ling Hu, 2008, "China-Concept Factor and Stock Returns in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 99-122, DOI: 10.1142/S0219091508001283.
• Cheng-few Lee & Cao Hao Thi, 2008, "Recap of the 15th Conference on Pacific Basin Finance, Economics, Accounting, and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 123-150, DOI: 10.1142/S0219091508001295.
• Pablo Gonzalo Ramirez & Toyohiko Hachiya, 2008, "Measuring the Contribution of Intangibles to Productivity Growth: A Disaggregate Analysis of Japanese Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 151-186, DOI: 10.1142/S0219091508001301.
• Hsin-Hung Chen, 2008, "Value-at-Risk Efficient Portfolio Selection Using Goal Programming," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 187-200, DOI: 10.1142/S0219091508001313.
• Michael Lacina & Zhaohui Zhang, 2008, "Dividend Initiations by High-Tech Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 201-226, DOI: 10.1142/S0219091508001325.
• Jangkoo Kang & Hyoung-Jin Park, 2008, "The Dynamics of Trades and Quote Revisions Across Stock, Futures, and Option Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 227-254, DOI: 10.1142/S0219091508001337.
• Cécile Carpentier & Jean-François L'Her & Jean-Marc Suret, 2008, "Competition and Survival of Stock Exchanges: Lessons from Canada," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 255-286, DOI: 10.1142/S0219091508001349.
• Chiung-Ju Liang & Ming-Li Yao & Dar-Yeh Hwang & Wei-Hsiung Wu, 2008, "The Impact of Non-Performing Loans on Bank's Operating Efficiency for Taiwan Banking Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 287-304, DOI: 10.1142/S0219091508001350.
• Gili Yen & Cheng-few Lee, 2008, "Efficient Market Hypothesis (EMH): Past, Present and Future," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 305-329, DOI: 10.1142/S0219091508001362.
• Yi-Chein Chiang & Tung Liang Liao & Yu-Ling Liu, 2008, "Performance and Investments in China from Industrial Perspectives: Evidence from Taiwan Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 03, pages 331-346, DOI: 10.1142/S0219091508001374.
• Louis T. W. Cheng & Hung-Gay Fung & T. Y. Leung, 2008, "What Drives the Cash Dividend Policy of the Poorly Performing Firms in Hong Kong?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 03, pages 347-361, DOI: 10.1142/S0219091508001386.
• I-Ming Chiu, 2008, "An Empirical Study on the Long-Run Determinants of Exchange Rate," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 03, pages 389-409, DOI: 10.1142/S0219091508001398.
• Pornchai Chunhachinda & Maria E. de Boyrie & Simon J. Pak, 2008, "Thailand Capital Flight through Trade with the US During Times of Political and Economic Instability," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 03, pages 363-387, DOI: 10.1142/S0219091508001404.
• Saumitra N. Bhaduri, 2008, "Investment and Capital Market Imperfections: Some Evidence from a Developing Economy, India," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 03, pages 411-428, DOI: 10.1142/S0219091508001416.
• Michael Firth & Yue Li & Steven Shuye Wang, 2008, "Valuing IPOs Using Price-Earnings Multiples Disclosed by IPO Firms in an Emerging Capital Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 03, pages 429-463, DOI: 10.1142/S0219091508001428.
• Ronald D. Watson, 2008, "Subprime Mortgages, Market Impact, and Safety Nets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 03, pages 465-492, DOI: 10.1142/S021909150800143X.
• Chin-Chen Chien & Cheng-Few Lee & Ya-Yun Cheng, 2008, "Exploring the Root-Leaf Relationship between the Manufacturing and Financial Services Industry in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 04, pages 493-509, DOI: 10.1142/S0219091508001441.
• Weihua Shi & Cheng-Few Lee, 2008, "Volatility Persistence of High-Frequency Returns in the Japanese Government Bond Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 04, pages 511-530, DOI: 10.1142/S0219091508001453.
• Yaling Lin & Tai Ma & Hsiu-Kuei Chen, 2008, "Does Information Content Necessarily Increase with Greater Pre-Trade Transparency?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 04, pages 531-554, DOI: 10.1142/S0219091508001465.
• Kehluh Wang & Yi-Hsuan Chen & Szu-Wei Huang, 2008, "Agency Theory and Flotation Methods in Seasoned Equity Offerings: The Case in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 04, pages 555-567, DOI: 10.1142/S0219091508001477.
• Mahmud Hossain & Cynthia D. Heagy & Santanu Mitra, 2008, "Perceptions of Non-Accounting Business Majors about the Managerial Accounting Course," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 04, pages 569-590, DOI: 10.1142/S0219091508001489.
• Tzung-Yuan Hsieh & Shaung-Shii Chuang & Ching-Chung Lin, 2008, "Impact of Tick-Size Reduction on the Market Liquidity — Evidence from the Emerging Order-Driven Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 04, pages 591-616, DOI: 10.1142/S0219091508001490.
• Patrick Kuok-kun Chu & Michael McKenzie, 2008, "A Study on Stock-Selection and Market-Timing Performance: Evidence from Hong Kong Mandatory Provident Funds (MPF)," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 04, pages 617-649, DOI: 10.1142/S0219091508001507.
• Glaser, Markus & Langer, Thomas & Reynders, Jens & Weber, Martin, 2008, "Scale Dependence of Overconfidence in Stock Market Volatility Forecasts," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 08-22, Dec.
• James Choi & David Laibson & Brigitte Madrian, 2008, "$100 Bills on the Sidewalk: Suboptimal Investment in 401(K) Plans," Yale School of Management Working Papers, Yale School of Management, number amz2519, Jan, revised 01 Jul 2009.
• Coeurdacier, Nicolas & Kollmann, Robert Miguel W. K. & Martin, Philippe J., 2008, "International portfolios, capital accumulation and foreign assets dynamics," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,19.
• Fecht, Falko & Nyborg, Kjell G. & Rocholl, Jörg, 2008, "The price of liquidity: bank characteristics and market conditions," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,30.
• Diebold, Francis X. & Yilmaz, Kamil, 2008, "Measuring financial asset return and volatilty spillovers, with application to global equity markets," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/26.
• Christelis, Dimitris & Jappelli, Tullio & Padula, Mario, 2008, "Cognitive abilities and portfolio choice," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/35.
• Hautsch, Nikolaus & Ou, Yangguoyi, 2008, "Yield curve factors, term structure volatility, and bond risk premia," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-053.
• Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-05, Jan.
• Du, Xiaodong & Hennessy, David A. & Edwards, William M., 2008, "Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6355, DOI: 10.22004/ag.econ.6355.
• Du, Xiaodong & Hennessy, David A. & Edwards, William M., 2008, "Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland under Hay and Pasture," Hebrew University of Jerusalem Archive, Hebrew University of Jerusalem, number 44231, Oct, DOI: 10.22004/ag.econ.44231.
• Du, Xiaodong & Hennessy, David A., 2008, "The Planting Real Option in Cash Rent Valuation," Hebrew University of Jerusalem Archive, Hebrew University of Jerusalem, number 6307, DOI: 10.22004/ag.econ.6307.
• Andersen, Torben G. & Bollerslev, Tim & Frederiksen, Per & Orregaard Nielsen, Morten, 2008, "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273649, Jul, DOI: 10.22004/ag.econ.273649.
• Busch, Thomas & Jesper Christensen, Bent & Orregaard Nielsen, Morten, 2008, "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273658, Oct, DOI: 10.22004/ag.econ.273658.
• Luminiþa Vochiþa, 2008, "Managing ambiguity of strategic alliances – the role of negotiations," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 10, pages 117-124, April.
• J. Doyne Farmer & John Geanakoplos, 2008, "The virtues and vices of equilibrium and the future of financial economics," Papers, arXiv.org, number 0803.2996, Mar.
• Franz Fuerst & Gianluca Marcato, 2008, "Style Analysis In Real Estate Markets: Beyond The Sectors And Regions Dichotomy," ERES, European Real Estate Society (ERES), number eres2008_146, Jan.
• Erdinç Altay, 2008, "Herding in Capital Markets: Analysis of Herding Towards the Market in ISE," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 1, pages 27-58.
• Doumayrou, B., 2008, "Entre concurrence et efficience : l’impact de la directive MIF sur la liquidité des marchés actions reste difficile à anticiper," Bulletin de la Banque de France, Banque de France, issue 169, pages 49-60.
• Fam, E., 2008, "Les crédits nouveaux à l’habitat consentis aux ménages en 2007," Bulletin de la Banque de France, Banque de France, issue 174, pages 43-48.
• Rui Albuquerue & Neng Wang, 2008, "Agency Conflicts, Investment, and Asset Pricing," Journal of Finance, American Finance Association, volume 63, issue 1, pages 1-40, February, DOI: 10.1111/j.1540-6261.2008.01309.x.
• Kalok Chan & Albert J. Menkveld & Zhishu Yang, 2008, "Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount," Journal of Finance, American Finance Association, volume 63, issue 1, pages 159-196, February, DOI: 10.1111/j.1540-6261.2008.01313.x.
• Francis A. Longstaff & Arvind Rajan, 2008, "An Empirical Analysis of the Pricing of Collateralized Debt Obligations," Journal of Finance, American Finance Association, volume 63, issue 2, pages 529-563, April, DOI: 10.1111/j.1540-6261.2008.01330.x.
• Zhonglan Dai & Edward Maydew & Douglas A. Shackelford & Harold H. Zhang, 2008, "Capital Gains Taxes and Asset Prices: Capitalization or Lock‐in?," Journal of Finance, American Finance Association, volume 63, issue 2, pages 709-742, April, DOI: 10.1111/j.1540-6261.2008.01329.x.
• Daniel Dorn & Gur Huberman & Paul Sengmueller, 2008, "Correlated Trading and Returns," Journal of Finance, American Finance Association, volume 63, issue 2, pages 885-920, April, DOI: 10.1111/j.1540-6261.2008.01334.x.
• Dimitri Vayanos & Pierre‐Olivier Weill, 2008, "A Search‐Based Theory of the On‐the‐Run Phenomenon," Journal of Finance, American Finance Association, volume 63, issue 3, pages 1361-1398, June, DOI: 10.1111/j.1540-6261.2008.01360.x.
• Ricardo J. Caballero & Arvind Krishnamurthy, 2008, "Collective Risk Management in a Flight to Quality Episode," Journal of Finance, American Finance Association, volume 63, issue 5, pages 2195-2230, October, DOI: 10.1111/j.1540-6261.2008.01394.x.
• Ľuboš Pástor & Meenakshi Sinha & Bhaskaran Swaminathan, 2008, "Estimating the Intertemporal Risk–Return Tradeoff Using the Implied Cost of Capital," Journal of Finance, American Finance Association, volume 63, issue 6, pages 2859-2897, December, DOI: 10.1111/j.1540-6261.2008.01415.x.
• John Y. Campbell & Jens Hilscher & Jan Szilagyi, 2008, "In Search of Distress Risk," Journal of Finance, American Finance Association, volume 63, issue 6, pages 2899-2939, December, DOI: 10.1111/j.1540-6261.2008.01416.x.
• Hiona Balfoussia, 2008, "An Affine Factor Model of the Greek Term Structure," Working Papers, Bank of Greece, number 72, May.
• Yuksel Gormez, 2008, "Banking in Turkey: History and Evolution," Working Papers, Bank of Greece, number 83, Jul.
• Atilla Cifter & Alper Ozun, 2008, "Multiscale Systematic Risk: an Application on the ISE-30," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 38, pages 1-24.
• Du Xiaodong & Hennessy David & Edwards William A., 2008, "Does a Rising Biofuels Tide Raise All Boats? A Study of Cash Rent Determinants for Iowa Farmland under Hay and Pasture," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 6, issue 2, pages 1-25, December, DOI: 10.2202/1542-0485.1238.
• Pesaran, M.H. & Zaffaroni, P., 2008, "Optimal Asset Allocation with Factor Models for Large Portfolios," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0813, Mar.
• Ajit Singh, 2008, "Stock Markets in Low and Middle Income Countries," Working Papers, Centre for Business Research, University of Cambridge, number wp377, Dec.
• Zhu, Yanhui & Copeland, Laurence, 2008, "The Credit Risk Premium in a Disaster-Prone World," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/13, Jul, revised Oct 2008.
• Bernardo Guimaraes, 2008, "Optimal External Debt and Default," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0847, Feb.
• Chiona Balfoussia & Michael Wickens & Michael R. Wickens, 2004, "Macroeconomic Sources of Risk in the Term Structure," CESifo Working Paper Series, CESifo, number 1329.
• Axel Dreher & Christian Hopp, 2007, "Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing?," CESifo Working Paper Series, CESifo, number 2082.
• J. Doyne Farmer & John Geanakoplos, 2008, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Levine's Working Paper Archive, David K. Levine, number 122247000000002067, Apr.
• Giuseppe Bertola & Anna Lo Prete, 2008, "Openness, Financial Markets, and Policies: Cross-Country and Dynamic Patterns," Working Papers, Czech National Bank, Research and Statistics Department, number 2008/13, Dec.
• Alejandro Reveiz Herault & Carlos Eduardo Le�n Rinc�n, 2008, "�ndice representativo del mercado de deuda p�blica interna: IDXTES," Borradores de Economia, Banco de la Republica, number 4522, Feb.
• Alejandro Reveiz Herault, 2008, "Artificial Markets under a Complexity Perspective," Borradores de Economia, Banco de la Republica, number 4616, Apr.
• Freddy Hern�n Cepeda L�pez, 2008, "La topolog�a de redes como herramienta de Seguimiento en el sistema de Pagos de Alto Valor en Colombia," Borradores de Economia, Banco de la Republica, number 4676, May.
• Gloria Alonso Masmela & Juan Nic�las Hern�ndez & Jos� David Pulido & Martha Luc�a Villa, 2008, "Medidas Alternativas De Tasa De Cambio Real Para Colombia," Borradores de Economia, Banco de la Republica, number 4679, May.
• Bacchetta, Philippe & van Wincoop, Eric, 2008, "Higher Order Expectations in Asset Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6648, Jan.
• Vayanos, Dimitri & Greenwood, Robin, 2008, "Bond Supply and Excess Bond Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6694, Feb.
• Kollmann, Robert & Martin, Philippe & Coeurdacier, Nicolas, 2008, "International Portfolios, Capital Accumulation and Foreign Assets Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6902, Jul.
• Michelacci, Claudio & Schivardi, Fabiano, 2008, "Does Idiosyncratic Business Risk Matter?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6910, Jul.
• Buiter, Willem, 2008, "Housing Wealth isn't Wealth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6920, Jul.
• Vayanos, Dimitri & Woolley, Paul, 2008, "An Institutional Theory of Momentum and Reversal," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7068, Dec.
• Gonzalo, Jesús & Olmo, José, 2008, "Testing downside risk efficiency under market distress," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084321, Sep.
• Dufour, Jean-Marie & García, René & Taamouti, Abderrahim, 2008, "Measuring causality between volatility and returns with high-frequency data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084422, Sep.
• Chiarella, C. & Iori, G. & Perello, J., 2008, "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Working Papers, Department of Economics, City St George's, University of London, number 08/04.
• Gonzalo, J. & Olmo, J., 2008, "Testing Downside Risk Efficiency Under Market Distress," Working Papers, Department of Economics, City St George's, University of London, number 08/11.
• Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy, 2008, "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 2, pages 331-353, June.
• De Jong, Frank, 2008, "Valuation of pension liabilities in incomplete markets," Journal of Pension Economics and Finance, Cambridge University Press, volume 7, issue 3, pages 277-294, November.
• J. Doyne Farmer & John Geanakoplos, 2008, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1647, Mar.
• Batsch, Laurent (ed.), 2008, "Les déterminants du coût du capital des petites capitalisations : application aux segments B et C de la Bourse de Paris," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/121.
• Thai Ha Huy & Cuong Le Van & Manh Hung Nguyen, 2008, "No arbitrage condition and existence of equilibrium in infinite or finite dimension with expected risk averse utilities," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 38, Jul.
• Poonam Gupta & Rana Hasan & Utsav Kumar, 2008, "What Constrains Indian Manufacturing?," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22162, Jan.
• Sandrine LARDIC & Karine MICHALON & François DOSSOU, 2008, "Can earnings forecasts be improved by taking into account the forecast bias?," Economics Bulletin, AccessEcon, volume 7, issue 11, pages 1-20.
• Yu-Lieh Huang & Chia-Wen Ho, 2008, "Demarcating stable and turbulent regimes in Taiwan's stock market," Economics Bulletin, AccessEcon, volume 3, issue 35, pages 1-11.
• Gerhard Kling, 2008, "Disclosure of mergers without regulatory restrictions: Insider trading in pre-1914 Germany," Economics Bulletin, AccessEcon, volume 7, issue 2, pages 1-7.
• Sergio Da Silva & Roberto Meurer & Caio Guttler, 2008, "Is the Brazilian stockmarket efficient?," Economics Bulletin, AccessEcon, volume 7, issue 1, pages 1-16.
• Sichong Chen, 2008, "Exploring the driving force and price adjustment of the J-REIT market," Economics Bulletin, AccessEcon, volume 7, issue 4, pages 1-9.
• Shyh-Wei Chen, 2008, "Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries," Economics Bulletin, AccessEcon, volume 3, issue 11, pages 1-11.
• Tsangyao Chang & Wen-Chi Liu, 2008, "Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests," Economics Bulletin, AccessEcon, volume 3, issue 34, pages 1-12.
• Chi-Wei Su & Ya-Wen Chang & Yahn-Shir Chen & Hsu-Ling Chang, 2008, "The Relationship between Stock Price and EPS: Evidence Based on Taiwan Panel Data," Economics Bulletin, AccessEcon, volume 3, issue 30, pages 1-12.
• Sergio Da Silva & Mauricio Nunes, 2008, "Explosive and periodically collapsing bubbles in emerging stockmarkets," Economics Bulletin, AccessEcon, volume 3, issue 46, pages 1-18.
• Andrea Morone, 2008, "Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment," Economics Bulletin, AccessEcon, volume 3, issue 40, pages 1-7.
• Marielle de Jong & Gilbert Cette, 2008, "The rocky ride of break-even inflation rates," Economics Bulletin, AccessEcon, volume 5, issue 31, pages 1-8.
• Duc NGUYEN, 2008, "An empirical analysis of structural changes in emerging market volatility," Economics Bulletin, AccessEcon, volume 6, issue 10, pages 1-10.
• Sergio Da Silva & Raul Matsushita & Ricardo Giglio, 2008, "The relative efficiency of stockmarkets," Economics Bulletin, AccessEcon, volume 7, issue 6, pages 1-12.
• Terence Tai-Leung Chong & Sheung Tat Chan, 2008, "Structural Change in the Efficiency of the Japanese Stock Market after the Millennium," Economics Bulletin, AccessEcon, volume 7, issue 7, pages 1-7.
• Gueorgui I. Kolev, 2008, "Forecasting aggregate stock returns using the number of initial public offerings as a predictor," Economics Bulletin, AccessEcon, volume 7, issue 13, pages 1-8.
• Shyh-Wei Chen, 2008, "Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market," Economics Bulletin, AccessEcon, volume 7, issue 15, pages 1-16.
• Terence Tai-Leung Chong & Chen Li & Ho Tin Yu, 2008, "Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach," Economics Bulletin, AccessEcon, volume 7, issue 12, pages 1-6.
• William Shambora & Shamila Jayasuriya, 2008, "The world is shrinking: Evidence for stock market convergence," Economics Bulletin, AccessEcon, volume 7, issue 14, pages 1-12.
• Guglielmo Maria Caporale & Nikolaos Philippas & Fotini Economou, 2008, "Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange," Economics Bulletin, AccessEcon, volume 7, issue 17, pages 1-13.
• Donati, Paola & Donati, Francesco, 2008, "Modelling and Forecasting the Yield Curve under Model uncertainty," Working Paper Series, European Central Bank, number 917, Aug.
• Bech, Morten L. & Atalay, Enghin, 2008, "The topology of the federal funds market," Working Paper Series, European Central Bank, number 986, Dec.
• Strickland, Chris M. & Martin, Gael M. & Forbes, Catherine S., 2008, "Parameterisation and efficient MCMC estimation of non-Gaussian state space models," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 6, pages 2911-2930, February.
• Gradojevic, Nikola & Gencay, Ramazan, 2008, "Overnight interest rates and aggregate market expectations," Economics Letters, Elsevier, volume 100, issue 1, pages 27-30, July.
• Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2008, "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," Journal of Econometrics, Elsevier, volume 146, issue 2, pages 351-363, October.
• Morana, Claudio & Beltratti, Andrea, 2008, "Comovements in international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 18, issue 1, pages 31-45, February.
• Grinblatt, Mark & Liu, Jun, 2008, "Debt policy, corporate taxes, and discount rates," Journal of Economic Theory, Elsevier, volume 141, issue 1, pages 225-254, July.
• Chen, Long & Petkova, Ralitsa & Zhang, Lu, 2008, "The expected value premium," Journal of Financial Economics, Elsevier, volume 87, issue 2, pages 269-280, February.
• Claessens, Stijn & Feijen, Erik & Laeven, Luc, 2008, "Political connections and preferential access to finance: The role of campaign contributions," Journal of Financial Economics, Elsevier, volume 88, issue 3, pages 554-580, June.
• Hong, Harrison & Scheinkman, José & Xiong, Wei, 2008, "Advisors and asset prices: A model of the origins of bubbles," Journal of Financial Economics, Elsevier, volume 89, issue 2, pages 268-287, August.
• Hoti, Suhejla & McAleer, Michael & Pauwels, Laurent L., 2008, "Multivariate volatility in environmental finance," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 78, issue 2, pages 189-199, DOI: 10.1016/j.matcom.2008.01.038.
• Magill, Michael & Quinzii, Martine, 2008, "Normative properties of stock market equilibrium with moral hazard," Journal of Mathematical Economics, Elsevier, volume 44, issue 7-8, pages 785-806, July.
• Piazzesi, Monika & Swanson, Eric T., 2008, "Futures prices as risk-adjusted forecasts of monetary policy," Journal of Monetary Economics, Elsevier, volume 55, issue 4, pages 677-691, May.
• Bianconi, Marcelo, 2008, "Heterogeneity, adverse selection and valuation with endogenous labor supply," International Review of Economics & Finance, Elsevier, volume 17, issue 1, pages 113-126.
• Leger, Lawrence & Leone, Vitor, 2008, "Changes in the risk structure of stock returns: Consumer Confidence and the dotcom bubble," Review of Financial Economics, Elsevier, volume 17, issue 3, pages 228-244, August.
• Stephen Fagan & Ramazan Gencay, 2008, "Liquidity-Induced Dynamics in Futures Markets," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2008_01, Jan.
• Mariano, Beatriz, 2008, "Do reputational concerns lead to reliable ratings?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24433, May.
• Guimaraes, Bernardo, 2008, "Optimal external debt and default," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3604, Feb.
• Luigi Guiso & Tullio Jappelli, 2008, "Financial Literacy and Portfolio Diversification," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 0812, revised Oct 2008.
• claudio Michelacci & Fabiano Schivardi, 2008, "Does Idiosyncratic Business Risk Matter?," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 0813, revised Jul 2008.
• Dean Baker, 2008, "The Benefits of a Financial Transactions Tax," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2008-35, Dec.
• Poonam Gupta, 2008, "What Constrains Indian Manufacturing," Working Papers, eSocialSciences, number id:1597.
• Giulia PICCILLO, 2008, "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 ces09.02, Dec.
• Luigi Guiso & Tullio Jappelli, 2008, "Financial Literacy and Portfolio Diversification," Economics Working Papers, European University Institute, number ECO2008/31.
• Zdenìk Zmeškal, 2008, "Application of the American Real Flexible Switch Options Methodology A Generalized Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 05-06, pages 261-275, August.
• Güray Küçükkocaoglu, 2008, "Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 1, pages 46-84, April.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008, "An arbitrage-free generalized Nelson-Siegel term structure model," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-07.
• Kristin J. Forbes, 2008, "Why do foreigners invest in the United States?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-27.
• Christopher J. Mayer & Karen M. Pence, 2008, "Subprime mortgages: what, where, and to whom?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2008-29.