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

• Dimson, E. & Spaenjers, C., 2009, "Ex-Post : The Investment Performance of Collectible Stamps," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-64.
• Renneboog, L.D.R. & Spaenjers, C., 2009, "Buying Beauty : On Prices and Returns in the Art Market," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1ff2278f-d1ef-480f-994d-5.
• Renneboog, L.D.R. & Spaenjers, C., 2009, "The Iconic Boom in Modern Russian Art," Other publications TiSEM, Tilburg University, School of Economics and Management, number 65d8bb74-3d8e-4db1-aa02-4.
• Dimson, E. & Spaenjers, C., 2009, "Ex-Post : The Investment Performance of Collectible Stamps," Other publications TiSEM, Tilburg University, School of Economics and Management, number 68b9952c-21e0-45b0-aeb7-d.
• Dean Baker & Robert Pollin & Travis McArthur & Matt Sherman, 2009, "The Potential Revenue from Financial Transactions Taxes," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp212.
• Ari Tjahjawandita & Tito Dimas Pradono & Rullan Rinaldi, 2009, "Spatial Contagion of Global Financial Crisis," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200906, Aug, revised Aug 2009.
• Salva, C. & Sonney, F., 2009, "The value of analysts’ recommendations and the organization of financial research," Vlerick Leuven Gent Management School Working Paper Series, Vlerick Leuven Gent Management School, number 2009-10, Apr.
• M. Ayhan Kose & Eswar Prasad & Kenneth Rogoff & Shang-Jin Wei, 2009, "Financial Globalization: A Reappraisal," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 56, issue 2, pages 143-197.
• Demirguc-Kunt, Asli & Huizinga, Harry, 2009, "Bank activity and funding strategies : the impact on risk and returns," Policy Research Working Paper Series, The World Bank, number 4837, Feb.
• Kang Shi & Juanyi Xu, 2009, "Entry cost, the Tobin tax, and noise trading in the foreign exchange market," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 42, issue 4, pages 1501-1526, November, DOI: 10.1111/j.1540-5982.2009.01555.x.
• Francis X. 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, DOI: 10.1111/j.1468-0297.2008.02208.x.
• Wikil Kwak & Ho-Young Lee & Susan W. Eldridge, 2009, "Earnings Management by Japanese Bank Managers Using Discretionary Loan Loss Provisions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 1-26, DOI: 10.1142/S0219091509001526.
• Dar-Yeh Hwang & Alice C. Lee & Chi-Chun Liu & Lishu Ouyang, 2009, "Balanced Performance Index and Its Implications: Evidence from Taiwan's Commercial Banks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 27-62, DOI: 10.1142/S0219091509001538.
• Weihua Shi & Larry Eisenberg & Cheng-few Lee, 2009, "Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 63-85, DOI: 10.1142/S021909150900154X.
• Meijui Sun & K. C. Chen, 2009, "Corporate Asset Sales in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 87-102, DOI: 10.1142/S0219091509001551.
• Lisa M. Fairchild & Susan M. V. Flaherty & Yoon S. Shin, 2009, "Analysis of Unsolicited Credit Ratings in Japan: New Evidence from Moody's," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 103-123, DOI: 10.1142/S0219091509001563.
• Shyan Yuan Lee & Yi Fang Chung, 2009, "Extending the Maturity of a Defaulting Debt — The Longstaff Model Revisited," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 125-140, DOI: 10.1142/S0219091509001575.
• Yongjian E & Anthony Yanxiang Gu & Chau-Chen Yang, 2009, "Real Exchange Rate Behavior under Peg: Evidence from the Chinese RMB and Malaysian MYR," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 01, pages 141-158, DOI: 10.1142/S0219091509001587.
• James S. Ang & Gwoduan David Jou & Tsong-Yue Lai, 2009, "Alternative Formulas to Compute Implied Standard Deviation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 159-176, DOI: 10.1142/S0219091509001599.
• Ren-Raw Chen & Cheng-Few Lee & Han-Hsing Lee, 2009, "Empirical Performance of the Constant Elasticity Variance Option Pricing Model," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 177-217, DOI: 10.1142/S0219091509001605.
• Wikil Kwak & Ho-Young Lee & Vivek Mande, 2009, "Institutional Ownership and Income Smoothing by Japanese Banks through Loan Loss Provisions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 219-243, DOI: 10.1142/S0219091509001617.
• Janet Hamilton & Shafiqur Rahman & Alice C. Lee, 2009, "EVA: Does Size Matter?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 267-287, DOI: 10.1142/S0219091509001629.
• Paresh Kumar Narayan, 2009, "On the Relationship between Stock Prices and Exchange Rates for India," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 289-308, DOI: 10.1142/S0219091509001630.
• Jen-Hung Huang & Hyley Huang & Cheng-Few Lee, 2009, "The Relationship between European Convertible Bond Issues and Corporate Governance: A Study of Electronics Companies in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 309-359, DOI: 10.1142/S0219091509001642.
• Cheng-Few Lee & Tim Robinson & Mark Christensen, 2009, "Recap of 16th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 361-375, DOI: 10.1142/S0219091509001654.
• Wan-Jiun Paul Chiou & Alice C. Lee & Cheng-Few Lee, 2009, "Variation in Stock Return Risks: An International Comparison," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 245-266, DOI: 10.1142/S0219091509001666.
• Dong-Hoon Yang, 2009, "Signaling through Accounting Accruals vs. Financial Policy: Evidence from Bank Loan Loss Provisions and Dividend Changes," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 377-402, DOI: 10.1142/S0219091509001678.
• Hsiu-Chuan Lee & Cheng-Yi Chien & Hsiang-Lan Chen & Yen-Sheng Huang, 2009, "The Extended Opening Session of the Futures Market and Stock Price Behavior: Evidence from the Taiwan Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 403-416, DOI: 10.1142/S021909150900168X.
• Bi-Huei Tsai & Cheng-Few Lee & Lili Sun, 2009, "The Impact of Auditors' Opinions, Macroeconomic and Industry Factors on Financial Distress Prediction: An Empirical Investigation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 417-454, DOI: 10.1142/S0219091509001691.
• Hung-Kun Chen & Yan-Shing Chen & Chia-Wei Huang & Yanzhi Wang, 2009, "Managerial Responses to Initial Market Reactions on Share Repurchases," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 455-474, DOI: 10.1142/S0219091509001708.
• Kin-Wai Lee & Cheng-Few Lee, 2009, "Cash Holdings, Corporate Governance Structure and Firm Valuation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 475-508, DOI: 10.1142/S021909150900171X.
• Ahmed Hachicha & Cheng-Few Lee, 2009, "Are Structural VARs with Long-Run Restrictions Useful for Developing Monetary Policy Strategy in Egypt?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 509-527, DOI: 10.1142/S0219091509001721.
• Ling Hu & Yating Yang, 2009, "A Bayesian Monte Carlo Markov Chain Method for Loss Models and Risk Measure Assessments," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 529-543, DOI: 10.1142/S0219091509001733.
• Yi-Cheng Shih & Bai-Jia Hsu, 2009, "Does Stock Misvaluation Differentiate the Motives for Takeovers?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 545-566, DOI: 10.1142/S0219091509001745.
• 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(0x53335d58).
• 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.
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• Hiona Balfoussia, 2008, "An Affine Factor Model of the Greek Term Structure," Working Papers, Bank of Greece, number 72, May.
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• 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.
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• 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.
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• 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.
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