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

2007

• Massimo Guidolin & Giovanna Nicodano, 2007, "Small caps in international equity portfolios: the effects of variance risk," Working Papers, Federal Reserve Bank of St. Louis, number 2005-075, DOI: 10.20955/wp.2005.075.
• Pierre-Olivier Weill & Dimitri Vayanos, 2007, "A Search-Based Theory of the On-the-Run Phenomenon," FMG Discussion Papers, Financial Markets Group, number dp577, Jan.
• Matthew Rabin & Dimitri Vayanos, 2007, "The Gambler's and Hot-Hand Fallacies:Theory and Applications," FMG Discussion Papers, Financial Markets Group, number dp578, Jan.
• Lasse Heje Pederson & Markus K Brunnermeier, 2007, "Market Liquidity and Funding Liquidity," FMG Discussion Papers, Financial Markets Group, number dp580, Feb.
• John Y. Campbell & Yves Nosbusch, 2007, "Intergenerational Risksharing and Equilibrium Asset Prices," FMG Discussion Papers, Financial Markets Group, number dp589, Feb.
• Drobyshevsky Sergey & Polevoy D., 2007, "Financial aspects of currency integration in CIS," Research Paper Series, Gaidar Institute for Economic Policy, issue 109P.
• Rose-Anne Dana & Cuong Le Van, 2007, "Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00188761, Jul.
• Chi-sang Tam & Ip-wing Yu, 2007, "Modelling Sovereign Bond Yield Curves of the US, Japan and Germany," Working Papers, Hong Kong Monetary Authority, number 0709, Jun.
• Campbell, John & Cocco, Joao, 2007, "How Do House Prices Affect Consumption? Evidence from Micro Data," Scholarly Articles, Harvard University Department of Economics, number 3122600.
• Nosbusch, Yves & Campbell, John, 2007, "Intergenerational Risksharing and Equilibrium Asset Prices," Scholarly Articles, Harvard University Department of Economics, number 3196340.
• Xiaodong Du & David A. Hennessy & William M. Edwards, 2007, "Determinants of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 07-wp454, Oct.
• Richard T. Baillie & Claudio Morana, 2007, "Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 11-2007, Mar.
• Biais, Bruno & Green, Richard, 2007, "The Microstructure of the Bond Market in the 20th Century," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 482, Aug.
• Cüneyt AKAR, 2007, "İktisadi krizlerin ve takvimsel faktörlerin bireysel hisse senetlerinin getirisi ve volatilitesi üzerindeki etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 253, pages 115-132.
• Tanya Araujo & Francisco Louçã, 2007, "The Seismography of Crashes in Financial Markets," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2007/05, Mar.
• Agustín Saade & Daniel Osorio & Dairo Estrada, 2007, "An equilibrium approach to financial stability analysis: the Colombian case," Annals of Finance, Springer, volume 3, issue 1, pages 75-105, January, DOI: 10.1007/s10436-006-0058-7.
• Stefano Athanasoulis & Oren Sussman, 2007, "Habit formation and the equity–premium puzzle: a skeptical view," Annals of Finance, Springer, volume 3, issue 2, pages 193-212, March, DOI: 10.1007/s10436-006-0041-3.
• Markus Glaser & Martin Weber, 2007, "Overconfidence and trading volume," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), volume 32, issue 1, pages 1-36, June, DOI: 10.1007/s10713-007-0003-3.
• Dennis Coates & Bonnie Wilson, 2007, "Interest group activity and long-run stock market performance," Public Choice, Springer, volume 133, issue 3, pages 343-358, December, DOI: 10.1007/s11127-007-9191-8.
• Dennis Coates & Jac Heckelman & Bonnie Wilson, 2007, "Determinants of interest group formation," Public Choice, Springer, volume 133, issue 3, pages 377-391, December, DOI: 10.1007/s11127-007-9195-4.
• Francis X. Diebold & Kamil Yılmaz, 2007, "Macroeconomic Volatility and Stock Market Volatility,World-Wide," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 0711, Nov.
• Christian Hopp & Axel Dreher, 2007, "Do Differences in Institutional and Legal Environments Explain Cross-Country Variations in IPO Underpricing?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-172, Aug, DOI: 10.3929/ethz-a-005430983.
• Philippe BACCHETTA & Eric VAN WINCOOP, 2007, "Random Walk Expectations and the Forward Discount Puzzle," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 07.01, Jan.
• Lawrence A. Leger & Vitor Leone, 2007, "Changes in the risk structure of stock returns. Consumer Confidence and the Dotcom Bubble," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_15, Jun, revised Jun 2007.
• Vitor Leone & Lawrence A. Leger, 2007, "Generating Innovations in Economic Variables," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_19, Jul, revised Jul 2007.
• Muhammad Arshad Khan & Sajawal Khan, 2007, "Financial Sector Restructuring in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 12, issue Special E, pages 98-125, September.
• André Lemelin, 2007, "Bond Indebtedness in a Recursive Dynamic CGE Model," Cahiers de recherche, CIRPEE, number 0710.
• Hiona Balfoussia & Mike Wickens, 2007, "Macroeconomic Sources of Risk in the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 1, pages 205-236, February.
• Haitham A. Al-Zoubi & Aktham Maghyereh, 2007, "Stationary Component in Stock Prices: A Reappraisal of Empirical Findings," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 3-4, pages 287-322, September.
• Eichberger, Jürgen & Spanjers, Willy, 2007, "Liquidity and ambiguity : banks or asset markets?," Papers, Sonderforschungsbreich 504, number 07-18.
• Paiella, Monica & Pozzolo, Alberto Franco, 2007, "Choosing Between Fixed and Adjustable Rate Mortgages," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp07033, Apr.
• Rose-Anne Dana & Cuong Le Van, 2007, "Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07068, Jul, DOI: 10.1111/j.1467-9965.2010.00402.x.
• Mark Carey & René M. Stulz, 2007, "The Risks of Financial Institutions," NBER Books, National Bureau of Economic Research, Inc, number care06-1.
• Sebastian Edwards, 2007, "Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences," NBER Books, National Bureau of Economic Research, Inc, number edwa06-1.
• Kristin J. Forbes, 2007, "The Microeconomic Evidence on Capital Controls: No Free Lunch," NBER Chapters, National Bureau of Economic Research, Inc, "Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences".
• Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007, "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, National Bureau of Economic Research, Inc, "The Risks of Financial Institutions".
• Lubos Pastor & Robert F. Stambaugh, 2007, "Predictive Systems: Living with Imperfect Predictors," NBER Working Papers, National Bureau of Economic Research, Inc, number 12814, Jan.
• Mark Mitchell & Lasse Heje Pedersen & Todd Pulvino, 2007, "Slow Moving Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 12877, Jan.
• Ricardo J. Caballero & Arvind Krishnamurthy, 2007, "Collective Risk Management in a Flight to Quality Episode," NBER Working Papers, National Bureau of Economic Research, Inc, number 12896, Feb.
• Lars Peter Hansen, 2007, "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 12948, Mar.
• Monika Piazzesi & Martin Schneider, 2007, "Inflation Illusion, Credit, and Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 12957, Mar.
• Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007, "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 13107, May.
• Ravi Bansal & Robert Dittmar & Dana Kiku, 2007, "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13108, May.
• Ravi Bansal, 2007, "Long-Run Risks and Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 13196, Jun.
• Michael F. Gallmeyer & Burton Hollifield & Francisco Palomino & Stanley E. Zin, 2007, "Arbitrage-Free Bond Pricing with Dynamic Macroeconomic Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 13245, Jul.
• Gary B. Gorton & Fumio Hayashi & K. Geert Rouwenhorst, 2007, "The Fundamentals of Commodity Futures Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13249, Jul.
• Rui Albuquerque & Neng Wang, 2007, "Agency Conflicts, Investment, and Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 13251, Jul.
• Stefano DellaVigna, 2007, "Psychology and Economics: Evidence from the Field," NBER Working Papers, National Bureau of Economic Research, Inc, number 13420, Sep.
• Michael Greenstone, 2007, "Is the "Surge" Working? Some New Facts," NBER Working Papers, National Bureau of Economic Research, Inc, number 13458, Oct.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2007, "Wall Street and Silicon Valley: A Delicate Interaction," NBER Working Papers, National Bureau of Economic Research, Inc, number 13475, Oct.
• Harrison Hong & Jose A. Scheinkman & Wei Xiong, 2007, "Advisors and Asset Prices: A Model of the Origins of Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc, number 13504, Oct.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007, "The Affine Arbitrage-Free Class of: Nelson-Siegel Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 13611, Nov.
• Zhi Da & Pengjie Gao & Ravi Jagannathan, 2007, "When Does a Mutual Fund's Trade Reveal its Skill?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13625, Nov.
• John A. Tatom, 2007, "Why Is the Foreclosure Rate So High in Indiana?," NFI Reports, Indiana State University, Scott College of Business, Networks Financial Institute, number 2007-NFI-04, Aug.
• Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007, "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 74, issue 4, pages 1005-1033.
• Josef Lakonishok & Inmoo Lee & Neil D. Pearson & Allen M. Poteshman, 2007, "Option Market Activity," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 3, pages 813-857.
• Darrell Duffie & Nicolae Gârleanu & Lasse Heje Pedersen, 2007, "Valuation in Over-the-Counter Markets," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 6, pages 1865-1900, November.
• Monica Paiella & Alberto Franco Pozzolo, 2007, "Choosing between Fixed- and Adjustable-Rate Mortgages," Palgrave Macmillan Books, Palgrave Macmillan, chapter 0, in: Sumit Agarwal & Brent W. Ambrose, "Household Credit Usage", DOI: 10.1057/9780230608917_13.
• Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2007, "The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-029, Sep.
• Francis X. Diebold & Canlin Li & Vivian Z. Yue, 2007, "Global Yield Curve Dynamics and Interactions: A Dynamic Nelson-Siegel Approach," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-030, May.
• Singh, Bhupal, 2007, "Corporate choice for overseas borrowings: The Indian evidence," MPRA Paper, University Library of Munich, Germany, number 13220.
• Cifter, Atilla & Ozun, Alper, 2007, "Multiscale Systematic Risk: An Application on ISE-30," MPRA Paper, University Library of Munich, Germany, number 2484, Mar.
• Ozun, Alper & Cifter, Atilla, 2007, "Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas," MPRA Paper, University Library of Munich, Germany, number 2711, Apr.
• Siddiqi, Hammad, 2007, "Rational Interacting Agents and Volatility Clustering: A New Approach," MPRA Paper, University Library of Munich, Germany, number 2984, Apr.
• Cotter, John & Dowd, Kevin, 2007, "Intra-Day Seasonality in Foreign Exchange Market Transactions," MPRA Paper, University Library of Munich, Germany, number 3502.
• Cotter, John, 2007, "Extreme risk in Asian equity markets," MPRA Paper, University Library of Munich, Germany, number 3536.
• Khan, Muhammad Arshad & khan, Sajawal, 2007, "Financial Sector Restructuring in Pakistan," MPRA Paper, University Library of Munich, Germany, number 4141, Aug.
• Tatom, John, 2007, "Why is the foreclosure rate so high in Indiana?," MPRA Paper, University Library of Munich, Germany, number 4674, Aug.
• de Vilder, Robin G. & Visser, Marcel P., 2007, "Volatility Proxies for Discrete Time Models," MPRA Paper, University Library of Munich, Germany, number 4917, Sep.
• Tuysuz, Sukriye, 2007, "The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility," MPRA Paper, University Library of Munich, Germany, number 5381, Sep.
• Dionne, Georges & Harchaoui, Tarek, 2007, "Bank Capital, Securitization and Credit Risk: an Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 56693, revised 2007.
• McCauley, Joseph L., 2007, "Ito Processes with Finitely Many States of Memory," MPRA Paper, University Library of Munich, Germany, number 5811, Nov.
• Horobet, Alexandra & Ilie, Livia, 2007, "Regulation versus Competition on European Financial Markets," MPRA Paper, University Library of Munich, Germany, number 6133, Dec.
• Siddiqi, Hammad, 2007, "Stock Price Manipulation: The Role of Intermediaries," MPRA Paper, University Library of Munich, Germany, number 6374, Dec.
• Febrian, Erie & Herwany, Aldrin, 2007, "Co-integration and Causality Among Jakarta Stock Exchange, Singapore Stock Exchange, and Kuala Lumpur Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 9632, Oct.
• Hans-Helmut Kotz & Reinhard H. Schmidt, 2007, "Les capitales financières : la place de Francfort et ses perspectives," Revue d'Économie Financière, Programme National Persée, volume 90, issue 4, pages 157-175, DOI: 10.3406/ecofi.2007.4408.
• Arnaud de Bresson, 2007, "Le pôle de compétitivité Finance Innovation : à la conquête de nouveaux « talents »," Revue d'Économie Financière, Programme National Persée, volume 90, issue 4, pages 177-183, DOI: 10.3406/ecofi.2007.4409.
• Giuseppe Bertola, 2007, "Finance and Welfare States in Globalising Markets," RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia, in: Christopher Kent & Jeremy Lawson, "The Structure and Resilience of the Financial System".
• Bernardo Guimaraes, 2007, "Optimal external debt and default," 2007 Meeting Papers, Society for Economic Dynamics, number 104.
• Urban Jermann & Vincenzo Quadrini, 2007, "Financial Innovations and Macroeconomic Volatility," 2007 Meeting Papers, Society for Economic Dynamics, number 50.
• Pierre-Olivier Weill & Guillaume Rocheteau & Ricardo Lagos, 2007, "Crashes and Recoveries in Illiquid Markets," 2007 Meeting Papers, Society for Economic Dynamics, number 981.
• Andrea Coppola, 2007, "Forecasting Oil Price Movements: Exploiting the Information in the Future Market," CEIS Research Paper, Tor Vergata University, CEIS, number 100, Mar.
• Bonnie Wilson & Dennis Coates, 2007, "Interest Group Activity and Long-Run Stock Market Performance," Working Papers, Saint Louis University, Department of Economics, number 2007-02, Apr.
• Bonnie Wilson & Dennis Coates & Jac Heckelman, 2007, "Determinants of Interest Group Formation," Working Papers, Saint Louis University, Department of Economics, number 2007-03, Jun.
• Andreas Ziegler & Michael Schröder & Anja Schulz & Richard Stehle, 2007, "Multifaktormodelle zur Erklärung deutscher Aktienrenditen: Eine empirische Analyse," Schmalenbach Journal of Business Research, Springer, volume 59, issue 3, pages 355-389, May, DOI: 10.1007/BF03371701.
• Philippe Bacchetta & Eric van Wincoop, 2007, "Random Walk Expectations and the Forward Discount Puzzle," Working Papers, Swiss National Bank, Study Center Gerzensee, number 07.01, Jan.
• Tanya Araujo & Francisco Louca, 2007, "The geometry of crashes. A measure of the dynamics of stock market crises," Quantitative Finance, Taylor & Francis Journals, volume 7, issue 1, pages 63-74, DOI: 10.1080/14697680601019530.
• John M Maheu & Thomas H McCurdy, 2007, "Modeling foreign exchange rates with jumps," Working Papers, University of Toronto, Department of Economics, number tecipa-279, Feb.
• Jeff Dominitz & Charles F. Manski, 2007, "Expected Equity Returns and Portfolio Choice: Evidence from the Health and Retirement Study," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 369-379, 04-05.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007, "Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility," The Review of Economics and Statistics, MIT Press, volume 89, issue 4, pages 701-720, November.
• Juan Pablo Domínguez H., 2007, "Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 23, pages 63-90, january-j.
• David Veredas, 2007, "Macro Surprises and short-term behavior in bond futures," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136236.
• Guang Bi & David E. Giles, 2007, "An Application of Extreme Value Theory to U.S. Movie Box Office Returns," Econometrics Working Papers, Department of Economics, University of Victoria, number 0705, Jul.
• Antonella Basso & Stefania Funari, 2007, "DEA models for ethical and non ethical mutual funds with negative data," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 153, Jun.
• Solomon Tadesse, 2007, "Innovation, Information and Financial Architecture," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp877, Jun.
• Solomon Tadesse, 2007, "Financial Development and Technology," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp879, Jun.
• Hiona Balfoussia & Mike Wickens, 2007, "Macroeconomic Sources of Risk in the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 1, pages 205-236, February, DOI: 10.1111/j.0022-2879.2007.00009.x.

2006

• Zeno Rotondi, 2006, "The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 65, issue 2, pages 193-224, November.
• Jean-Luc Gaffard, 2006, "Dynamique industrielle, productivité et croissance," Post-Print, HAL, number hal-03389305, Jul, DOI: 10.3917/reof.098.0245.
• Jean-Luc Gaffard, 2006, "Dynamique industrielle, productivité et croissance," Sciences Po Economics Publications (main), HAL, number hal-03389305, Jul, DOI: 10.3917/reof.098.0245.
• Campbell, John & Yogo, Motohiro, 2006, "Efficient tests of stock return predictability," Scholarly Articles, Harvard University Department of Economics, number 3122601.
• Claudio Morana, 2006, "International Stock Markets Comovements: the Role of Economic and Financial Integration," ICER Working Papers, ICER - International Centre for Economic Research, number 25-2006, Jul.
• Andrea Beltratti & Claudio Morana, 2006, "Comovements in International Stock Markets," ICER Working Papers, ICER - International Centre for Economic Research, number 3-2006, Jul.
• Cüneyt AKAR, 2006, "Finansal piyasalarda krizlerin ve takvimsel faktörlerin volatilite ve getiri üzerine etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 246, pages 41-53.
• Martin D. D. Evans & Richard K. Lyons, 2006, "Understanding order flow," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 11, issue 1, pages 3-23, DOI: 10.1002/ijfe.287.
• Mr. Ayhan Kose & Mr. Eswar S Prasad & Mr. Kenneth Rogoff & Shang-Jin Wei, 2006, "Financial Globalization: A Reappraisal," IMF Working Papers, International Monetary Fund, number 2006/189, Aug.
• Antonio Ruiz-Porras, 2006, "Financial Systems And Banking Crises: An Assessment," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 5, issue 1, pages 13-27, Marzo 200.
• Peter F. Christoffersen & Francis X. Diebold, 2006, "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," Management Science, INFORMS, volume 52, issue 8, pages 1273-1287, August, DOI: 10.1287/mnsc.1060.0520.
• Wolfers, Justin & Zitzewitz, Eric, 2006, "Five Open Questions About Prediction Markets," IZA Discussion Papers, IZA Network @ LISER, number 1975, Feb.
• William Barnett & John Keating & Unja Chae, 2006, "The Discounted Economic Stock of Money with VAR Forecasting," Annals of Finance, Springer, volume 2, issue 3, pages 229-258, July, DOI: 10.1007/s10436-006-0038-y.
• George Christodoulakis, 2006, "Generalised Rational Bias in Financial Forecasts," Annals of Finance, Springer, volume 2, issue 4, pages 397-405, October, DOI: 10.1007/s10436-006-0043-1.
• Haibin Zhu, 2006, "An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market," Journal of Financial Services Research, Springer;Western Finance Association, volume 29, issue 3, pages 211-235, June, DOI: 10.1007/s10693-006-7626-x.
• Raj Aggarwal & Aigbe Akhigbe & James McNulty, 2006, "Are Differences in Acquiring Bank Profit Efficiency Priced in Financial Markets?," Journal of Financial Services Research, Springer;Western Finance Association, volume 30, issue 3, pages 265-286, December, DOI: 10.1007/s10693-006-0419-4.
• Byoung-ky Chang & Sung-hoon Sim, 2006, "Real Estate, Stock, and Bond Market Nexus: An ARDL Bounds Testing Approach," Korean Economic Review, Korean Economic Association, volume 22, pages 153-175.
• Joachim Merz & Henning Stolze & Markus Zwick, 2006, "Wirkungen alternativer Steuerreformmodelle auf die Einkommensverteilung von Freien und anderen Berufen," FFB-Discussionpaper, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)), LEUPHANA University Lüneburg, number 64, Jul.
• Glaser, Markus & Schmitz, Philipp, 2006, "Privatanleger am Optionsscheinmarkt," Papers, Sonderforschungsbreich 504, number 06-15.
• Schmitz, Philipp & Glaser, Markus & Weber, Martin, 2006, "Individual investor sentiment and stock returns - what do we learn from warrant traders?," Papers, Sonderforschungsbreich 504, number 06-12.
• Chris M Strickland & Gael Martin & Catherine S Forbes, 2006, "Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/06, Dec.
• Zhangpeng Gao & Shahidur Rahman, 2006, "A New Direction of Fund Rating Based on the Finite Normal Mixture Model," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0603, Mar.
• Zhangpeng Gao & Shahidur Rahman, 2006, "A Comparative Simulation Study of Fund Performance Measures," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0604, Apr.
• Takeo Hoshi & Andrew Rose & Shin-ichi Fukuda & Takatoshi Ito, 2006, "International Finance (NBER-TCER-CEPR-University of Tokyo)," NBER Books, National Bureau of Economic Research, Inc, number hosh05-1.
• Lubos Pastor & Meenakshi Sinha & Bhaskaran Swaminathan, 2006, "Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 11941, Jan.
• Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2006, "An Equilibrium Model of "Global Imbalances" and Low Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 11996, Feb.
• Murray Carlson & Zeigham Khokher & Sheridan Titman, 2006, "Equilibrium Exhaustible Resource Price Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 12000, Feb.
• J. Bradford DeLong & Konstantin Magin, 2006, "A Short Note on the Size of the Dot-Com Bubble," NBER Working Papers, National Bureau of Economic Research, Inc, number 12011, Feb.
• Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen, 2006, "Valuation in Over-the-Counter Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12020, Feb.
• John H. Cochrane, 2006, "The Dog That Did Not Bark: A Defense of Return Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 12026, Feb.
• Justin Wolfers & Eric Zitzewitz, 2006, "Five Open Questions About Prediction Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12060, Feb.
• Gary Gorton & Ping He, 2006, "Agency-Based Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 12084, Mar.
• Patrick Bolton & Jose Scheinkman & Wei Xiong, 2006, "Pay for Short-Term Performance: Executive Compensation in Speculative Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12107, Mar.
• Martin Lettau & Stijn Van Nieuwerburgh, 2006, "Reconciling the Return Predictability Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 12109, Mar.
• Eugene N. White, 2006, "Bubbles and Busts: The 1990s in the Mirror of the 1920s," NBER Working Papers, National Bureau of Economic Research, Inc, number 12138, Apr.
• Long Chen & Ralitsa Petkova & Lu Zhang, 2006, "The Expected Value Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 12183, May.
• John Y. Campbell & Yves Nosbusch, 2006, "Intergenerational Risksharing and Equilibrium Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 12204, May.
• Francis A. Longstaff & Arvind Rajan, 2006, "An Empirical Analysis of the Pricing of Collateralized Debt Obligations," NBER Working Papers, National Bureau of Economic Research, Inc, number 12210, May.
• James Dow & Gary Gorton, 2006, "Noise Traders," NBER Working Papers, National Bureau of Economic Research, Inc, number 12256, May.
• Alessandro Beber & Michael W. Brandt, 2006, "Resolving Macroeconomic Uncertainty in Stock and Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12270, Jun.
• Urban Jermann & Vincenzo Quadrini, 2006, "Financial Innovations and Macroeconomic Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 12308, Jun.
• Miki Kohara & Charles Yuji Horioka, 2006, "Do Borrowing Constraints Matter? An Analysis of Why the Permanent Income Hypothesis Does Not Apply in Japan," NBER Working Papers, National Bureau of Economic Research, Inc, number 12330, Jun.
• Zhonglan Dai & Edward Maydew & Douglas A. Shackelford & Harold H. Zhang, 2006, "Capital Gains Taxes and Asset Prices: Capitalization or Lock-In?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12342, Jun.
• William O. Brown, Jr. & J. Harold Mulherin & Marc D. Weidenmier, 2006, "Competing With the NYSE," NBER Working Papers, National Bureau of Economic Research, Inc, number 12343, Jun.
• John Y. Campbell & Jens Hilscher & Jan Szilagyi, 2006, "In Search of Distress Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 12362, Jul.
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• M. Ayhan Kose & Eswar Prasad & Kenneth S. Rogoff & Shang-Jin Wei, 2006, "Financial Globalization: A Reappraisal," NBER Working Papers, National Bureau of Economic Research, Inc, number 12484, Aug.
• Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2006, "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," NBER Working Papers, National Bureau of Economic Research, Inc, number 12658, Oct.
• Dimitri Vayanos & Pierre-Olivier Weill, 2006, "A Search-Based Theory of the On-the-Run Phenomenon," NBER Working Papers, National Bureau of Economic Research, Inc, number 12670, Nov.
• Dirk Jenter & Katharina Lewellen & Jerold B. Warner, 2006, "Security Issue Timing: What Do Managers Know, and When Do They Know It?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12724, Dec.
• Lubos Pastor & Lucian Taylor & Pietro Veronesi, 2006, "Entrepreneurial Learning, the IPO Decision, and the Post-IPO Drop in Firm Profitability," NBER Working Papers, National Bureau of Economic Research, Inc, number 12792, Dec.
• Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006, "Evaluation of macroeconomic models for financial stability analysis," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 6806, Feb.
• Hongbin Li & Lingsheng Meng & Junsen Zhang, 2006, "Why Do Entrepreneurs Enter Politics? Evidence from China," Economic Inquiry, Western Economic Association International, volume 44, issue 3, pages 559-578, July.
• Lorenzo Cappiello & Robert F. Engle & Kevin Sheppard, 2006, "Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 4, pages 537-572.
• Xavier Gabaix & Parameswaran Gopikrishnan & Vasiliki Plerou & H. Eugene Stanley, 2006, "Institutional Investors and Stock Market Volatility," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 121, issue 2, pages 461-504.
• Andrew Ellul & Marco Pagano, 2006, "IPO Underpricing and After-Market Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 2, pages 381-421.
• Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 2006, "Pairs Trading: Performance of a Relative-Value Arbitrage Rule," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 3, pages 797-827.
• Jun Pan & Allen M. Poteshman, 2006, "The Information in Option Volume for Future Stock Prices," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 3, pages 871-908.
• Dimitrios P Tsomocos & Gunnar Bardsen & Department of Economics & NTNUKjersti-Gro Lindquist & Norges Bank, 2006, "Evaluation of macroeconomic models for financial stability analysis," Economics Series Working Papers, University of Oxford, Department of Economics, number 2006-FE-01, Feb.
• Christine Wilson & Allen Featherstone, 2006, "Adjusting the CAPM for Threshold Effects: An Application to Food and Agribusiness Stocks," Working Papers, Purdue University, College of Agriculture, Department of Agricultural Economics, number 06-08.
• Chuck C Y Kwok & Solomon Tadesse, 2006, "National culture and financial systems," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 37, issue 2, pages 227-247, March.
• Francis X. Diebold & Lei Ji & Canlin Li, 2006, "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-017, Mar.
• Fazal Husain & Abdul Qayyum, 2006, "Stock Market Liberalisations in the South Asian Region," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2006:6.
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• Pasha, Yasir, 2006, "The Role of Privatization in Stabilizing the Economy of Pakistan and Its After-Effects," MPRA Paper, University Library of Munich, Germany, number 116388, Apr, revised 08 Jun 2022.
• Arshad, Muhammad Nadeem, 2006, "Comparison of Products & Services Offered by Local and Foreign Banks in Pakistan," MPRA Paper, University Library of Munich, Germany, number 116411, Aug, revised 03 Jan 2023.
• Bartram, Sohnke M. & Bodnar, Gordon M., 2006, "Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets," MPRA Paper, University Library of Munich, Germany, number 13064, Jun, revised 02 Nov 2008.
• Bartram, Söhnke M. & Bodnar, Gordon M., 2006, "Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets," MPRA Paper, University Library of Munich, Germany, number 14018, Jun, revised 02 Nov 2008.
• Feng, Yuanhua, 2006, "A local dynamic conditional correlation model," MPRA Paper, University Library of Munich, Germany, number 1592.
• Ruiz-Porras, Antonio, 2006, "Financial systems and banking crises: An assessment," MPRA Paper, University Library of Munich, Germany, number 168, Jan.
• Qayyum, Abdul & Kemal, A. R., 2006, "Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan," MPRA Paper, University Library of Munich, Germany, number 1715.
• Husain, Fazal & Qayyum, Abdul, 2006, "Stock Market Liberalisations in the South Asian Region," MPRA Paper, University Library of Munich, Germany, number 1716.
• Gualandri, Elisabetta & Grasso, Alessandro Giovanni, 2006, "Towards a new Approach to Regulation and Supervision in the EU: Post-FSAP and Comitology," MPRA Paper, University Library of Munich, Germany, number 1780, Mar.
• Hossein-Yekani, Seyed-Ali & Bakhshoodeh, Mohammad, 2006, "The importance of developing future contracts: a case study of Iran Agricultural Commodity Exchanges," MPRA Paper, University Library of Munich, Germany, number 29593, Dec.
• Cotter, John & Dowd, Kevin, 2006, "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," MPRA Paper, University Library of Munich, Germany, number 3495.
• Husain, Fazal, 2006, "Stock Prices, Real Sector and the Causal Analysis: The Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 4162.
• Bongini, Paola & Di Battista, Maria Luisa & Zavarrone, Emma, 2006, "David and Goliath: small banks in an era of consolidation. Evidence from Italy," MPRA Paper, University Library of Munich, Germany, number 4841.
• Merz, Joachim & Stolze, Henning & Zwick, Markus, 2006, "Wirkungen alternativer Steuerreformmodelle auf die Einkommensverteilung von Freien und anderen Berufen," MPRA Paper, University Library of Munich, Germany, number 5844, Jul.
• Saidi, Youssef & Zakoian, Jean-Michel, 2006, "Stationarity and geometric ergodicity of a class of nonlinear ARCH models," MPRA Paper, University Library of Munich, Germany, number 61988, revised 2006.
• Azman-Saini, W.N.W. & Habibullah, M.S. & Law, Siong Hook & Dayang-Afizzah, A.M., 2006, "Stock prices, exchange rates and causality in Malaysia: a note," MPRA Paper, University Library of Munich, Germany, number 656, Oct.
• Siddiqi, Hammad, 2006, "Belief merging and revision under social influence: An explanation for the volatility clustering puzzle," MPRA Paper, University Library of Munich, Germany, number 657, Aug.
• Abozaid, Abdualzeem, 2006, "البعد التعبدي في ارتباط المصالح بالأحكام الشرعية
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• Pascucci, Andrea & Foschi, Paolo, 2006, "Path dependent volatility," MPRA Paper, University Library of Munich, Germany, number 973, Nov.
• Edward Stringham & Peter Boettke, 2006, "The failings of legal centralism for helping stock markets in transition," Politická ekonomie, Prague University of Economics and Business, volume 2006, issue 1, pages 22-34, DOI: 10.18267/j.polek.543.
• Wieslaw Rozlucki, 2006, "Contribution des Bourses de valeurs à la reconstruction économique des pays d'Europe Centrale et Orientale," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 61-66, DOI: 10.3406/ecofi.2006.4035.
• Bertrand Jacquillat, 2006, "La gouvernance des entreprises de marché," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 169-188, DOI: 10.3406/ecofi.2006.4047.
• Pierre de Lauzun & Ruben Lee, 2006, "La gouvernance des infrastructures de marché : Interview à deux voix," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 189-200, DOI: 10.3406/ecofi.2006.4048.
• Christian de Perthuis & Jean-Christophe Boccon-Gibod, 2006, "Le marché européen des quotas de CO₂ : leçons d'un an de fonctionnement," Revue d'Économie Financière, Programme National Persée, volume 83, issue 2, pages 115-132, DOI: 10.3406/ecofi.2006.4003.
• Émile Alberola & Stéphanie Giamporcaro-Saunière, 2006, "Les agences d’analyse et de notation extra-financière : quels services pour quels investisseurs ?," Revue d'Économie Financière, Programme National Persée, volume 85, issue 4, pages 171-189, DOI: 10.3406/ecofi.2006.4151.
• Jean-Pierre Berdot & Jacques Léonard & Sophie Nivoix, 2006, "Valeurs de croissance contre valeurs de rendement : l’impossible stratégie," Revue d'Économie Financière, Programme National Persée, volume 86, issue 5, pages 363-373, DOI: 10.3406/ecofi.2006.4217.
• Wieslaw Rozlucki, 2006, "The contribution of stock exchanges to the economic restructuring of Central and Eastern Europe," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 55-60, DOI: 10.3406/ecofi.2006.4436.