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

2006

• 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.
• Rajnish Mehra, 2006, "The Equity Premium in India," NBER Working Papers, National Bureau of Economic Research, Inc, number 12434, Aug.
• 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.
• Abdul Qayyum & A. R. Kemal, 2006, "Volatility Spillover between the Stock Market and the Foreign Market in Pakistan," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2006:7.
• 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
  [The devotional dimension in tnterest-oriented Shariah rulings]," MPRA Paper, University Library of Munich, Germany, number 93433.
• 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.
• Bertrand Jacquillat, 2006, "Corporate governance of stock exchanges," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 153-171, DOI: 10.3406/ecofi.2006.4448.
• Pierre de Lauzun & Ruben Lee, 2006, "Governance of market infrastructures : Key issues," Revue d'Économie Financière, Programme National Persée, volume 82, issue 1, pages 173-183, DOI: 10.3406/ecofi.2006.4449.
• Christian de Perthuis & Jean-Christophe Boccon-Gibod, 2006, "The European CO2 emissions market: what has been learned after one year ?," Revue d'Économie Financière, Programme National Persée, volume 83, issue 2, pages 111-127, DOI: 10.3406/ecofi.2006.4426.
• Bagnoli, Mark & Watts, Susan G., 2006, "Financial Reporting and Supplemental Voluntary Disclosures," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1186, Jan.
• Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2006, "The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps," Working Paper, Economics Department, Queen's University, number 1188, Feb.
• Hanno Lustig & Christopher Sleet & Sevin Yeltekin, 2006, "Optimal Debt Maturity Management," 2006 Meeting Papers, Society for Economic Dynamics, number 367.
• Andrea Caggese, 2006, "Entrepreneurial Risk, Investment and Innovation," 2006 Meeting Papers, Society for Economic Dynamics, number 412.
• Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2006, "An Equilibrium Model of Global Imbalances and Low Interest Rates," 2006 Meeting Papers, Society for Economic Dynamics, number 894.
• Paul Zarembka, 2006, "Initiation of the 9-11 Operation, with Evidence of Insider Trading Beforehand," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, chapter 2, in: Paul Zarembka, "THE HIDDEN HISTORY OF 9-11-2001".
• Paul Zarembka (ed.), 2006, "The Hidden History Of 9-11-2001," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, number volm23a, ISBN: ARRAY(0x66a9e7a0).
• Gunnar Bardsen & Kjersti-Gro Lindquist & Dimitrios P.Tsomocos, 2006, "Evaluation of macroeconomic models for financial stability analysis," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe01.
• Dimitrios Christelis & Tullio Jappelli & Mario Padula, 2006, "Cognitive Abilities and Portfolio Choice," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 157, May.
• Luigi Guiso & Tullio Jappelli, 2006, "Information Acquisition and Portfolio Performance," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 167, Oct.
• Alvaro Escribano & Roberto Pascual, 2006, "Asymmetries in bid and ask responses to innovations in the trading process," Empirical Economics, Springer, volume 30, issue 4, pages 913-946, January, DOI: 10.1007/s00181-005-0006-9.
• Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2006, "Are Incomplete Markets Able to Achieve Minimal Efficiency?," Studies in Economic Theory, Springer, chapter 7, in: Christian Schultz & Karl Vind, "Institutions, Equilibria and Efficiency", DOI: 10.1007/3-540-28161-4_7.
• Stijn Claessens & Erik Feijen & Luc Laeven, 2006, "Does Campaign Finance imply Political Favors?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-002/2, Jan.
• Cars Hommes, 2006, "Interacting Agents in Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-029/1, Mar.
• Michael W. Brandt & Francis X. Diebold, 2006, "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," The Journal of Business, University of Chicago Press, volume 79, issue 1, pages 61-74, January, DOI: 10.1086/497405.
• Eduardo Levy Yeyati, 2006, "Optimal Debt? On the Insurance Value of International Debt Flows to Developing Countries," Business School Working Papers, Universidad Torcuato Di Tella, number 2006-12, Oct.
• Agar Brugiavini & Gwena�l Piaser, 2006, "Non-exclusivity and adverse selection: An application to the annuity market," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_39.
• Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu, 2006, "Information Asymmetry and Asset Prices: Evidence from the China Foreign share discount," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0005.
• Dan Bernhardt & Ryan J. Davies & John Spicer, 2006, "Long‐term information, short‐lived securities," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 26, issue 5, pages 466-502, May.
• Monika Witkowska, 2006, "Fundamentals and stock returns on the Warsaw Stock Exchange. The application of panel data models," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 11, May.
• A. Mansur M. Masih & Trent Winduss, 2006, "Who Leads the Australian Interest Rates in the Short and Long Run? An Application of Long Run Structural Modelling," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 1-24, DOI: 10.1142/S0219091506000628.
• Wen-Hsiu Kuo & Shih-Ju Chan, 2006, "The Impact of Introduction of QFIIs Trading on the Lead and Volatility Behavior: Evidence for Taiwan Index Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 25-49, DOI: 10.1142/S021909150600063X.
• Morgan Aries & Gianfranco Giromini & Gunter Meissner, 2006, "A Model for a Fair Exchange Rate," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 51-66, DOI: 10.1142/S0219091506000641.
• Wan-Chun Liu & Chen-Min Hsu, 2006, "Financial Structure, Corporate Finance and Growth of Taiwan's Manufacturing Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 67-95, DOI: 10.1142/S0219091506000653.
• Cheng-Few Lee, 2006, "Recap of the Eleventh Conference on Pacific Basin Finance, Economics, and Accounting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 149-179, DOI: 10.1142/S0219091506000665.
• Cheng-Few Lee, 2006, "Recap of the Twelfth Conference on Pacific Basin Finance, Economics, and Accounting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 181-212, DOI: 10.1142/S0219091506000677.
• Benjamas Jirasakuldech & Riza Emekter & Peter Went, 2006, "Fundamental Value Hypothesis and Return Behavior: Evidence from Emerging Equity Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 97-127, DOI: 10.1142/S0219091506000689.
• Chiou-Fa Lin, 2006, "Transparency — An Empirical Study Using Taiwan Stock Exchange Data," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 01, pages 129-147, DOI: 10.1142/S0219091506000690.
• Andrew Carverhill & Alex W. H. Chan, 2006, "Jardine Matheson Group's Delisting from the Stock Exchange of Hong Kong: Evidence on International Market Integration/Segmentation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 213-228, DOI: 10.1142/S0219091506000707.
• Nabil Maghrebi & Mark J. Holmes & Eric J. Pentecost, 2006, "Are There Asymmetries in the Relationship Between Exchange Rate Fluctuations and Stock Market Volatility in Pacific Basin Countries?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 229-256, DOI: 10.1142/S0219091506000719.
• Chu-Hsiung Lin & Chang-Cheng Chang Chien & Sunwu Winfred Chen, 2006, "Incorporating the Time-Varying Tail-Fatness into the Historical Simulation Method for Portfolio Value-at-Risk," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 257-274, DOI: 10.1142/S0219091506000720.
• Hwahsin Cheng & John L. Glascock, 2006, "Stock Market Linkages Before and After the Asian Financial Crisis: Evidence from Three Greater China Economic Area Stock Markets and the US," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 297-315, DOI: 10.1142/S0219091506000732.
• Jianguo Chen & Ben R. Marshall & Jenny Zhang & Siva Ganesh, 2006, "Financial Distress Prediction in China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 317-336, DOI: 10.1142/S0219091506000744.
• Dong-Hoon Yang & Inman Song & Junesuh Yi & Young-Hyeon Yoon, 2006, "Effects of Derivatives on Bank Risk," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 275-295, DOI: 10.1142/S0219091506000756.
• Cheng-Few Lee, 2006, "Recap of the Thirteenth Conference on Pacific Basin Finance, Economics, and Accounting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 337-358, DOI: 10.1142/S0219091506000768.
• Cheng-Few Lee & Kehluh Wang & Ya-Hui Peng, 2006, "Cost Structure and Efficiency of the Credit Departments of the Farmers' Associations in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 03, pages 385-403, DOI: 10.1142/S021909150600077X.
• John J. Cheh & Evgeny A. Lapshin & Il-Woon Kim, 2006, "An Application of Self-Organizing Maps to Financial Structure Analysis of Keiretsu versus Non-Keiretsu Firms in Japan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 03, pages 405-429, DOI: 10.1142/S0219091506000781.
• Ata Assaf, 2006, "Canadian REITs and Stock Prices: Fractional Cointegration and Long Memory," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 03, pages 441-462, DOI: 10.1142/S0219091506000793.
• Angela Y. N. Yip, 2006, "Business Failure Prediction: A Case-Based Reasoning Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 03, pages 491-508, DOI: 10.1142/S021909150600080X.
• Stephen X. H. Gong & Michael Firth & Kevin Cullinane, 2006, "Beta Estimation and Stability in the US-Listed International Transportation Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 03, pages 463-490, DOI: 10.1142/S0219091506000811.
• Tatsuyoshi Miyakoshi, 2006, "News and Asian Emerging Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 03, pages 359-384, DOI: 10.1142/S0219091506000823.
• Asim Ghosh & Ronnie Clayton, 2006, "Debt and Equity Market Reaction to Employment Reports," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 03, pages 431-440, DOI: 10.1142/S0219091506000835.
• D. E. Allen & A. Soongswang, 2006, "Post-Takeover Effects on Thai Bidding Firms: Are Takeovers in the Bidder's Interests?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 509-531, DOI: 10.1142/S0219091506000847.
• Hamish D. Anderson, 2006, "Discounted Private Placements in New Zealand: Exploitation or Fair Compensation?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 533-548, DOI: 10.1142/S0219091506000859.
• Pablo Gonzalo Ramirez & Toyohiko Hachiya, 2006, "Measuring Firm-Specific Organizational Capital and its Impact on Value and Productivity: Evidence From Japan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 549-574, DOI: 10.1142/S0219091506000860.
• Zhongzhi (Lawrence) He & Lawrence Kryzanowski, 2006, "The Cross Section of Expected Returns and Amortized Spreads," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 597-638, DOI: 10.1142/S0219091506000872.

2005

• Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005, "Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting," Working Papers, Georgetown University, Department of Economics, number gueconwpa~05-05-01, May.
• Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005, "Exchange Rate Fundamentals and Order Flow (July 2004)," Working Papers, Georgetown University, Department of Economics, number gueconwpa~05-05-03, May.
• Martin D. D. Evans (Georgetown University), 2005, "Understanding Order Flow," Working Papers, Georgetown University, Department of Economics, number gueconwpa~05-05-19, May.
• Martin D. D. Evans (Georgetown University), 2005, "Foreign Exchange Market Microstructure," Working Papers, Georgetown University, Department of Economics, number gueconwpa~05-05-20, May.
• Alexandros Kontonikas & Alberto Montagnoli, 2005, "Optimal Monetary Policy and Asset Price Misalignments," Working Papers, Business School - Economics, University of Glasgow, number 2005_9, Nov.
• Stefano Bosi & Guillaume Girmens & Michel Guillard, 2005, "Optimal privatization design and financial markets," Post-Print, HAL, number hal-02877996, Dec, DOI: 10.1111/j.1467-9779.2005.00246.x.
• David A. Hennessy, 2005, "Feeding and the Equilibrium Feeder Animal Price-Weight Schedule," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 05-wp395, Jun.
• Williams, Marion & Rudden, Kyle & Medici, André & Mitchell, Olivia S. & Masci, Pietro & Brunton, P. Desmond & Osborne, Derek M. & Bobb, Euric Allan & Dowers, Kenroy & Thompson, Lawrence H. & Díaz Cass, 2005, "Workable Pension Systems: Reforms in the Caribbean," IDB Publications (Books), Inter-American Development Bank, number 198, ISBN: ARRAY(0x99246728), November.
• Ricardo Caballero & Arvind Krishnamurthy, 2005, "Exchange Rate Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective," International Journal of Central Banking, International Journal of Central Banking, volume 1, issue 1, May.
• Venegas-Martínez, Francisco, 2005, "De Bachelier a Merton: 100 años del movimiento Browniano en economía y finanzas," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 1, pages 9-64, primer se.
• Tanya Araujo & Francisco Louçã, 2005, "The Geometry of Crashes - A Measure of the Dynamics of Stock Market Crises," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2005/15.
• Paula Albuquerque, 2005, "The interdealer market and the central bank intervention," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2005/09.
• Hennessy, David A., 2005, "Feeding and the Equilibrium Feeder Animal Price-Weight Schedule," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12365, Jun.
• William A. Barnett & Shu Wu, 2005, "On user costs of risky monetary assets," Annals of Finance, Springer, volume 1, issue 1, pages 35-50, January, DOI: 10.1007/s10436-004-0003-6.
• Mordecai Kurz & Hehui Jin & Maurizio Motolese, 2005, "Determinants of stock market volatility and risk premia," Annals of Finance, Springer, volume 1, issue 2, pages 109-147, July, DOI: 10.1007/s10436-004-0004-5.
• Benoit B. Mandelbrot, 2005, "Parallel cartoons of fractal models of finance," Annals of Finance, Springer, volume 1, issue 2, pages 179-192, October, DOI: 10.1007/s10436-004-0007-2.
• Benoit B. Mandelbrot, 2005, "The inescapable need for fractal tools in finance," Annals of Finance, Springer, volume 1, issue 2, pages 193-195, October, DOI: 10.1007/s10436-004-0008-1.
• Asger Lunde & Allan Timmermann, 2005, "Completion time structures of stock price movements," Annals of Finance, Springer, volume 1, issue 3, pages 293-326, August, DOI: 10.1007/s10436-005-0012-0.
• Željko Šević, 2005, "Emerging Markets: Preferences, R isks, Performance..," Economic Change and Restructuring, Springer, volume 38, issue 1, pages 1-10, March, DOI: 10.1007/s10644-005-4520-8.
• Luigi Guiso & Tullio Jappelli, 2005, "Awareness and Stock Market Participation," Review of Finance, Springer, volume 9, issue 4, pages 537-567, December, DOI: 10.1007/s10679-005-5000-8.
• Joost Pennings & Philip Garcia & Eligius Hendrix, 2005, "Towards a Theory of Revealed Economic Behavior: The Economic-Neurosciences Interface," Journal of Bioeconomics, Springer, volume 7, issue 2, pages 113-127, January, DOI: 10.1007/s10818-005-6417-z.
• Jean-Pierre Danthine & John B. Donaldson & Paolo Siconolfi, 2005, "Distribution Risk and Equity Returns," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 05.10, Nov.
• Reimund Schwarze & Thomas Wein, 2005, "Is the Market Classification of Risk Always Efficient? - Evidence from German Third Party Motor Insurance," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 3, Mar.
• André Lemelin, 2005, "La dette obligataire dans un MÉGC dynamique séquentiel," Cahiers de recherche, CIRPEE, number 0505.
• Glaser, Markus & Langer, Thomas & Weber, Martin, 2005, "Overconfidence of professionals and lay men : individual differences within and between tasks?," Papers, Sonderforschungsbreich 504, number 05-25.
• Wing-Keung Wong & Guorui Bian, 2005, "Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution," Monash Economics Working Papers, Monash University, Department of Economics, number 09/05, Jun.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-04.
• BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 04-2005.
• Wayne E. Ferson & Andrew F. Siegel & Pisun (Tracy) Xu, 2005, "Mimicking Portfolios with Conditioning Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 11020, Jan.
• Wayne E. Ferson & Andrea Heuson & Tie Su, 2005, "Weak and Semi-Strong Form Stock Return Predictability Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 11021, Jan.
• Martin D.D. Evans & Richard K. Lyons, 2005, "Do Currency Markets Absorb News Quickly?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11041, Jan.
• Martin D.D. Evans & Richard K. Lyons, 2005, "Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting," NBER Working Papers, National Bureau of Economic Research, Inc, number 11042, Jan.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 11069, Jan.
• Francis X. Diebold & Monika Piazzesi & Glenn Rudebusch, 2005, "Modeling Bond Yields in Finance and Macroeconomics," NBER Working Papers, National Bureau of Economic Research, Inc, number 11089, Jan.
• Ali Hortacsu & Samita Sareen, 2005, "Order Flow and the Formation of Dealer Bids: Information Flows and Strategic Behavior in the Government of Canada Securities Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 11116, Feb.
• Josh Lerner & Antoinette Schoar & Wan Wong, 2005, "Smart Institutions, Foolish Choices? The Limited Partner Performance Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 11136, Feb.
• Martin Lettau & Jessica Wachter, 2005, "Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 11144, Feb.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Volatility Forecasting," NBER Working Papers, National Bureau of Economic Research, Inc, number 11188, Mar.
• John Cochrane, 2005, "Financial Markets and the Real Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 11193, Mar.
• Stefano DellaVigna & Joshua M. Pollet, 2005, "Attention, Demographics, and the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 11211, Mar.
• Genevieve Boyreau-Debray & Shang-Jin Wei, 2005, "Pitfalls of a State-Dominated Financial System: The Case of China," NBER Working Papers, National Bureau of Economic Research, Inc, number 11214, Mar.
• Richard K. Lyons & Michael J. Moore, 2005, "An Information Approach to International Currencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 11220, Mar.
• Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2005, "Portfolio Choice over the Life-Cycle in the Presence of 'Trickle Down' Labor Income," NBER Working Papers, National Bureau of Economic Research, Inc, number 11247, Apr.
• Cade Massey & Richard Thaler, 2005, "Overconfidence vs. Market Efficiency in the National Football League," NBER Working Papers, National Bureau of Economic Research, Inc, number 11270, Apr.
• Michael Gallmeyer & Burton Hollifield & Stanley E. Zin, 2005, "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 11276, Apr.
• Mitchell A. Petersen, 2005, "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," NBER Working Papers, National Bureau of Economic Research, Inc, number 11280, Apr.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2005, "Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 11312, May.
• Jeff Dominitz & Charles F. Manski, 2005, "Measuring and Interpreting Expectations of Equity Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 11313, May.
• Manju Puri & David Robinson, 2005, "Optimism and Economic Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 11361, May.
• Jianping Mei & Jose Scheinkman & Wei Xiong, 2005, "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 11362, May.
• Harrison Hong & Jose Scheinkman & Wei Xiong, 2005, "Asset Float and Speculative Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc, number 11367, May.
• Kristin J. Forbes, 2005, "The Microeconomic Evidence on Capital Controls: No Free Lunch," NBER Working Papers, National Bureau of Economic Research, Inc, number 11372, May.
• Lin Peng & Wei Xiong, 2005, "Investor Attention: Overconfidence and Category Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 11400, Jun.
• John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho, 2005, "Caught On Tape: Institutional Order Flow and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 11439, Jun.
• Raj Chetty & Joseph Rosenberg & Emmanuel Saez, 2005, "The Effects of Taxes on Market Responses to Dividend Announcements and Payments: What Can we Learn from the 2003 Dividend Tax Cut?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11452, Jul.
• John Y. Campbell & Samuel B. Thompson, 2005, "Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11468, Jul.
• Lars Peter Hansen & John Heaton & Nan Li, 2005, "Consumption Strikes Back?: Measuring Long-Run Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 11476, Jul.
• John Y. Campbell & João F. Cocco, 2005, "How Do House Prices Affect Consumption? Evidence From Micro Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 11534, Aug.
• James J. Choi & David Laibson & Brigitte C. Madrian, 2005, "$100 Bills on the Sidewalk: Suboptimal Investment in 401(k) Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 11554, Aug.
• Jessica A. Wachter, 2005, "Solving Models with External Habit," NBER Working Papers, National Bureau of Economic Research, Inc, number 11559, Aug.