Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

2006

• 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(0x89654ae8).
• 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.
• Janchung Wang & Hsinan Hsu, 2006, "Price Expectation and the Pricing of Stock Index Futures: Evidence from Developed and Emerging Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 639-660, DOI: 10.1142/S0219091506000884.
• Chaoshin Chiao & David C. Cheng & Yunju Shao, 2006, "The Informative Content of the Net-Buy Information of Institutional Investors in the Taiwan Stock Market: A Revisit Using Conditional Analysis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 661-697, DOI: 10.1142/S0219091506000896.
• Ching-Mann Huang & Tsai-Yin Lin & Chih-Hsien Yu & Si-Ying Hoe, 2006, "Volatility–Volume Relationships Among Types of Traders Considering the Investment Limitation to Foreign Investors," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 575-596, DOI: 10.1142/S0219091506000902.
• Schmitz, Philipp & Glaser, Markus & Weber, Martin, 2006, "Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 06-12, Oct.
• Knedlik, Tobias, 2006, "Signaling Currency Crises in South Africa," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 19/2006.
• Detlefsen, Kai & Härdle, Wolfgang Karl, 2006, "Forecasting the term structure of variance swaps," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-052.

2005

• Kensuke Tetsuya, 2005, "Client Firms and Bank Mergers: Positive Wealth Effect of Bank Mergers on Distressed Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 113-130, DOI: 10.1142/S0219091505000282.
• James Laurenceson & Kam Ki Tang, 2005, "Shanghai's Development as an International Financial Center," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 147-166, DOI: 10.1142/S0219091505000294.
• Youngkyu Park & Kooyul Jung, 2005, "Stock Repurchase in Korea: Market Reactions and Operating Performance," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 81-112, DOI: 10.1142/S0219091505000300.
• Barrie A. Bailey & Jean L. Heck & Kathryn A. Wilkens, 2005, "International Mutual Fund Performance and Political Risk," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 167-184, DOI: 10.1142/S0219091505000312.
• Mao-Wei Hung & Jr-Yan Wang, 2005, "Asset Prices Under Prospect Theory and Habit Formation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-29, DOI: 10.1142/S0219091505000324.
• Chia-Cheng Ho & Chin-Chuan Lee & Chien-Ting Lin & C. Edward Wang, 2005, "Liquidity, Volatility and Stock Price Adjustment: Evidence from Seasoned Equity Offerings in an Emerging Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 31-51, DOI: 10.1142/S0219091505000336.
• Mahendra Chandra, 2005, "Estimating and Explaining Extreme Comovements in Asia-Pacific Equity Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 53-79, DOI: 10.1142/S0219091505000348.
• Che-Chun Lin & Lan-Chih Ho, 2005, "Valuing Individual Mortgage Servicing Contracts: A Comparison between Adjustable Rate Mortgages and Fixed Rate Mortgages," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 131-146, DOI: 10.1142/S021909150500035X.
• Shao-Chi Chang & Jung-Ho Lai & Chen-Hsiang Yu, 2005, "The Intra-Industry Effect of Share Repurchase Deregulation: Evidence from Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 251-277, DOI: 10.1142/S0219091505000361.
• Chiung-Ju Liang & Ming-Li Yao & Jung-Chu Lin, 2005, "The Effects of High-Tech Companies' Strategic Alliance Announcements on the Stock Prices of the Relevant Companies: A Comparative Analysis of Indirect Benefits for Taiwan's High-Tech Industry Versus Other Industries 1998–2002," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 235-250, DOI: 10.1142/S0219091505000373.
• Louis T. W. Cheng & Ricky W. F. Szeto & T. Y. Leung, 2005, "Insider Trading Activities Before the Simultaneous Announcements of Earnings and Dividends," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 279-307, DOI: 10.1142/S0219091505000385.
• Sang-Gyung Jun & Frank C. Jen, 2005, "The Determinants and Implications of Matching Maturities," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 309-337, DOI: 10.1142/S0219091505000397.
• Chao-Hsien Lin & Hsinan Hsu & Chwan-Yi Chiang, 2005, "Trading Patterns and Performance of Trader Types in Taiwan Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 217-234, DOI: 10.1142/S0219091505000403.
• Robin K. Chou & Wan-Chen Lee & Sheng-Syan Chen, 2005, "The Market Reaction Around Ex-Dates of Stock Splits Before and After Decimalization," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 201-216, DOI: 10.1142/S0219091505000415.
• Changi Nam & Dong-Hoon Yang & Myeong-Cheol Park & Gil-Hwan Oh & Jong-Hyun Park, 2005, "Stock Market Reaction to Mergers and Acquisitions in Anticipation of a Subsequent Related Significant Event: Evidence from the Korean Telecommunications Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 185-200, DOI: 10.1142/S0219091505000427.
• Carolyn W. Chang & Jack S. K. Chang, 2005, "Doubly-Binomial Option Pricing with Application to Insurance Derivatives," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 03, pages 501-523, DOI: 10.1142/S0219091505000439.
• Robert W. Faff & David Hillier & Michael D. McKenzie, 2005, "An Investigation of Conditional Autocorrelation and Cross-Autocorrelation in Emerging Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 03, pages 467-499, DOI: 10.1142/S0219091505000440.
• Maximilian J. B. Hall & Ganjar Mustika, 2005, "An Empirical Study of Optimal Bank Corrective Action for Indonesia Employing the Dynamic Contingent Claims Model," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 03, pages 339-376, DOI: 10.1142/S0219091505000452.
• Hsien-Chang Kuo & Lie-Huey Wang, 2005, "The Effect of the Degree of Internationalization on Capital Structure for Listed Multinational Corporations in Taiwan during the Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 03, pages 447-466, DOI: 10.1142/S0219091505000464.
• Mei-Chen Lin, 2005, "Returns and Investor Behavior in Taiwan: Does Overconfidence Explain this Relationship?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 03, pages 405-446, DOI: 10.1142/S0219091505000476.
• Hsiao-Tien Pao & Yao-Yu Chih, 2005, "Comparison of Linear and Nonlinear Models for Panel Data Forecasting: Debt Policy in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 03, pages 525-541, DOI: 10.1142/S0219091505000488.
• Paul S. L. Yip, 2005, "On the Maintenance Costs and Exit Costs of the Peg in Hong Kong," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 03, pages 377-403, DOI: 10.1142/S021909150500049X.
• Chen-Lung Chin & Tyrone T. Lin & Chia-Chi Lee, 2005, "Convertible Bonds Issuance Terms, Management Forecasts, and Earnings Management: Evidence from Taiwan Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 03, pages 543-571, DOI: 10.1142/S0219091505000506.
• Asma Mobarek & A. Sabur Mollah, 2005, "The General Determinants of Share Returns: An Empirical Investigation on the Dhaka Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 04, pages 593-612, DOI: 10.1142/S0219091505000518.
• Cheng-Few Lee, 2005, "Recap of the Ninth Conference on Pacific Basin Finance, Economics, and Accounting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 04, pages 733-745, DOI: 10.1142/S021909150500052X.
• Cheng-Few Lee, 2005, "Recap of the Tenth Conference on Pacific Basin Finance, Economics, and Accounting," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 04, pages 747-765, DOI: 10.1142/S0219091505000531.
• Francis In & Jonathan A. Batten, 2005, "Expectations and Equilibrium in High-Grade Australian Bond Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 04, pages 573-592, DOI: 10.1142/S0219091505000543.
• Luis Ferruz Agudo & Cristina Ortiz Lázaro, 2005, "Does Mutual Fund Management in India Correspond to its Investment Objective Classification?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 04, pages 659-685, DOI: 10.1142/S0219091505000555.
• D. K. Malhotra & Vivek Bhargava & Mukesh Chaudhry, 2005, "Determinants of Treasury-LIBOR Swap Spreads," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 04, pages 687-705, DOI: 10.1142/S0219091505000567.
• Donghyun Park & Junggun Oh, 2005, "Korea's Post-Crisis Monetary Policy Reforms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 04, pages 707-731, DOI: 10.1142/S0219091505000579.
• Qi Luo & Toyohiko Hachiya, 2005, "Corporate Governance, Cash Holdings, and Firm Value: Evidence from Japan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 04, pages 613-636, DOI: 10.1142/S0219091505000580.
• Shuh-Chyi Doong & Sheng-Yung Yang & Thomas C. Chiang, 2005, "Response Asymmetries in Asian Stock Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 04, pages 637-657, DOI: 10.1142/S0219091505000592.
• Stephen J. Brown & William N. Goetzmann & Bing Liang, 2005, "Fees On Fees In Funds Of Funds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: H Gifford Fong, "The World Of Hedge Funds Characteristics and Analysis".
• Robert C. Merton & Zvi Bodie, 2005, "Design Of Financial Systems: Towards A Synthesis Of Function And Structure," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: H Gifford Fong, "The World Of Risk Management".
• Glaser, Markus & Langer, Thomas & Weber, Martin, 2005, "Overconfidence of Professionals and Lay Men: Individual Differences Within and Between Tasks?," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 05-25, Apr.
• William N. Goetzmann & Massimo Massa, 2005, "Disposition Matters: Volume, Volatility and Price Impact of Behavioral Bias," Yale School of Management Working Papers, Yale School of Management, number ysm447, Apr.
• Campbell, John Y. & Hilscher, Jens & Szilagyi, Jan, 2005, "In search of distress risk," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,27.
• Diebold, Francis X. & Piazzesi, Monica & Rudebusch, Glenn D., 2005, "Modeling bond yields in finance and macroeconomics," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/03.
• Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005, "Volatility forecasting," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/08.
• Guiso, Luigi & Jappelli, Tullio, 2005, "Awareness and stock market participation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/29.
• Salzman, Diego & Trifan, Emanuela, 2005, "Emotions, Bayesian inference, and financial decision making," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 166.
• Schwarze, Reimund & Wein, Thomas, 2005, "Is the market classification of risk always efficient? Evidence from German third party motor insurance," German Risk and Insurance Review (GRIR), University of Cologne, Department of Risk Management and Insurance, volume 1, issue 4, pages 173-202.
• John H. Cochrane & Monika Piazzesi, 2005, "Bond Risk Premia," American Economic Review, American Economic Association, volume 95, issue 1, pages 138-160, March, DOI: 10.1257/0002828053828581.
• Martin D. D. Evans & Richard K. Lyons, 2005, "Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting," American Economic Review, American Economic Association, volume 95, issue 2, pages 405-414, May.
• Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005, "Modeling Bond Yields in Finance and Macroeconomics," American Economic Review, American Economic Association, volume 95, issue 2, pages 415-420, May.
• Markus K. Brunnermeier & Jonathan A. Parker, 2005, "Optimal Expectations," American Economic Review, American Economic Association, volume 95, issue 4, pages 1092-1118, September.
• Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005, "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, volume 95, issue 5, pages 1403-1426, December.
• Hennessy, David A., 2005, "Feeding and the Equilibrium Feeder Animal Price-Weight Schedule," Hebrew University of Jerusalem Archive, Hebrew University of Jerusalem, number 18468, DOI: 10.22004/ag.econ.18468.
• Jesper Christensen, Bent & Orregaard Nielsen, Morten, 2005, "The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273663, Nov, DOI: 10.22004/ag.econ.273663.
• Busch, Thomas & Jesper Christensen, Bent & Orregaard Nielsen, Morten, 2005, "Forecasting Exchange Rate Volatility in the Presence of Jumps," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273664, Dec, DOI: 10.22004/ag.econ.273664.
• Wong, Wing-Keung & Du, Jun & Chong, Terence Tai-Leung, 2005, "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 1, issue 2, pages 1-23, DOI: 10.22004/ag.econ.50272.
• Ashraf, Nava & Karlan, Dean S. & Yin, Wesley, 2005, "Deposit Collectors," Center Discussion Papers, Yale University, Economic Growth Center, number 28502, DOI: 10.22004/ag.econ.28502.
• Boswijk, H.P. & Hommes C.H. & Manzan, S., 2005, "Behavioral Heterogeneity in Stock Prices," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-12.
• Ingrid Lo & Stephen Sapp, 2005, "Order Submission: The Choice between Limit and Market Orders," Staff Working Papers, Bank of Canada, number 05-42, DOI: 10.34989/swp-2005-42.
• Sean D. Campbell & Francis X. Diebold, 2005, "Weather Forecasting for Weather Derivatives," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 6-16, March.
• J L Ford & David Kelsey & W Pang, 2005, "Ambiguity in Financial Markets: Herding and Contrarian Behaviour," Discussion Papers, Department of Economics, University of Birmingham, number 05-11, May.
• Nikola A. Tarashev, 2005, "An empirical evaluation of structural credit risk models," BIS Working Papers, Bank for International Settlements, number 179, Jul.
• Antonios Sangvinatsos & Jessica A. Wachter, 2005, "Does the Failure of the Expectations Hypothesis Matter for Long‐Term Investors?," Journal of Finance, American Finance Association, volume 60, issue 1, pages 179-230, February, DOI: 10.1111/j.1540-6261.2005.00728.x.
• John H. Boyd & Jian Hu & Ravi Jagannathan, 2005, "The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks," Journal of Finance, American Finance Association, volume 60, issue 2, pages 649-672, April, DOI: 10.1111/j.1540-6261.2005.00742.x.
• Randolph B. Cohen & Joshua D. Coval & Ľuboš Pástor, 2005, "Judging Fund Managers by the Company They Keep," Journal of Finance, American Finance Association, volume 60, issue 3, pages 1057-1096, June, DOI: 10.1111/j.1540-6261.2005.00756.x.
• Hanno N. Lustig & Stijn G. Van Nieuwerburgh, 2005, "Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective," Journal of Finance, American Finance Association, volume 60, issue 3, pages 1167-1219, June, DOI: 10.1111/j.1540-6261.2005.00759.x.