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

• 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

• 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.
• Markus K. Brunnermeier & Lasse Heje Pedersen, 2005, "Predatory Trading," Journal of Finance, American Finance Association, volume 60, issue 4, pages 1825-1863, August, DOI: 10.1111/j.1540-6261.2005.00781.x.
• Francis A. Longstaff & Sanjay Mithal & Eric Neis, 2005, "Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market," Journal of Finance, American Finance Association, volume 60, issue 5, pages 2213-2253, October, DOI: 10.1111/j.1540-6261.2005.00797.x.
• Stefano Bosi & Guillaume Girmens & Michel Guillard, 2005, "Optimal Privatization Design and Financial Markets," Journal of Public Economic Theory, Association for Public Economic Theory, volume 7, issue 5, pages 799-826, December, DOI: 10.1111/j.1467-9779.2005.00246.x.
• Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2005, "Monetary policy predictability in the euro area: An international comparison," Working Paper, Norges Bank, number 2005/7, Sep.
• Ajit Singh & Jack Glen & Ann Zammitt & Rafael De Hoyos & Alaka Singh & Bruce Weisse, 2005, "Shareholder value maximisation, stock market and new technology: should the US corporate model be the universal standard," Working Papers, Centre for Business Research, University of Cambridge, number wp315, Sep.
• Brandt, Michael W & Santa-Clara, Pedro & Valkanov, Rossen, 2005, "Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt4ft420b6, Mar.
• Case, Karl E. & Quigley, John M. & Shiller, Robert J., 2005, "Comparing Wealth Effects: The Stock Market versus the Housing Market," Berkeley Program on Housing and Urban Policy, Working Paper Series, Berkeley Program on Housing and Urban Policy, number qt28d3s92s, Jun.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," CIRANO Working Papers, CIRANO, number 2005s-03, Feb.
• Farooq Malik & Bradley Ewing & James Payne, 2005, "Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns," Canadian Journal of Economics, Canadian Economics Association, volume 38, issue 3, pages 1037-1056, August, DOI: 10.1111/j.0008-4085.2005.00315.x.
• Harrison Hong & Jose Scheinkman & Wei Xiong, 2005, "Asset Float and Speculative Bubbles," Levine's Bibliography, UCLA Department of Economics, number 122247000000000861, Jan.
• Harrison Hong & Jose Scheinkman & Wei Xiong, 2005, "Advisors and Asset Prices: A Model of the Origins of Bubbles," Levine's Bibliography, UCLA Department of Economics, number 122247000000001003, Dec.
• Juan Carlos Echeverry & Leopoldo Fergusson & Pablo QuerubÔøΩn, 2005, "Budget Inflexibility," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2070, Sep.
• Kandel, Shmuel & Wohl, Avi & Braverman, Oded, 2005, "The (Bad?) Timing of Mutual Fund Investors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5243, Sep.
• Bacchetta, Philippe & van Wincoop, Eric, 2005, "Rational Inattention: A Solution to the Forward Discount Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5261, Oct.
• Lettau, Martin & Van Nieuwerburgh, Stijn, 2005, "Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5355, Nov.
• Uppal, Raman & Dumas, Bernard & Kurshev, Alexander, 2005, "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5367, Nov.
• Danthine, Jean-Pierre & Siconolfi, Paolo & Donaldson, John B, 2005, "Distribution Risk and Equity Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5425, Dec.
• Veronesi, Pietro & Pástor, LuboÅ¡, 2005, "Technological Revolutions and Stock Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5428, Dec.
• Ellul, Andrew & Shin, Hyun Song & Tonks, Ian, 2005, "Opening and Closing the Market: Evidence from the London Stock Exchange," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 40, issue 4, pages 779-801, December.
• Turnovsky, Stephen J. & Bianconi, Marcelo, 2005, "Welfare Gains From Stabilization In A Stochastically Growing Economy With Idiosyncratic Shocks And Flexible Labor Supply," Macroeconomic Dynamics, Cambridge University Press, volume 9, issue 3, pages 321-357, June.
• Georg Zachmann, 2005, "Convergence of Electricity Wholesale Prices in Europe?: A Kalman Filter Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 512.
• Min-Hsien Chiang & Chihwa Kao, 2005, "Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model," Economics Bulletin, AccessEcon, volume 3, issue 10, pages 1-13.
• Kian-Ping Lim & Melvin J. Hinich, 2005, "Cross-temporal universality of non-linear dependencies in Asian stock markets," Economics Bulletin, AccessEcon, volume 7, issue 1, pages 1-6.
• Kevin E. Beaubrun-Diant, 2005, "Can a Time-to-Plan Model explain the Equity Premium Puzzle," Economics Bulletin, AccessEcon, volume 7, issue 2, pages 1-8.
• Yusuke Osaki, 2005, "Dependent background risks and asset prices," Economics Bulletin, AccessEcon, volume 4, issue 8, pages 1-8.
• Manfred Stadler & Tobias Schuele, 2005, "Signalling Effects of a Large Player in a Global Game of Creditor Coordination," Economics Bulletin, AccessEcon, volume 4, issue 12, pages 1-7.
• Sergio Da Silva & Paulo Ceretta & Silvia Nunes & Newton Da Costa, Jr, 2005, "Stockmarket comovements revisited," Economics Bulletin, AccessEcon, volume 7, issue 3, pages 1-9.
• Kian-Ping Lim & Melvin J. Hinich, 2005, "Non-linear Market Behavior: Events Detection in the Malaysian Stock Market," Economics Bulletin, AccessEcon, volume 7, issue 6, pages 1-5.
• Gerhard Kling, 2005, "The impact of trading mechanisms and stock characteristics on order processing and information costs: A panel GMM approach," Economics Bulletin, AccessEcon, volume 7, issue 5, pages 1-11.
• Jean Fernand Nguema, 2005, "Stochastic dominance on optimal portfolio with one risk-less and two risky assets," Economics Bulletin, AccessEcon, volume 7, issue 7, pages 1-7.
• Sergio Da Silva & Jefferson Cunha & Newton Da Costa, Jr, 2005, "Stock selection based on cluster analysis," Economics Bulletin, AccessEcon, volume 13, issue 1, pages 1-9.
• Sergio Da Silva & Newton Da Costa, Jr & Joao Tusi & Andre Santos, 2005, "Evaluating Brazilian mutual funds with stochastic frontiers," Economics Bulletin, AccessEcon, volume 13, issue 2, pages 1-6.
• Cornelia Holthausen & Cyril Monnet, 2005, "Securities settlement and dinancial integration: Why do we care?," Research Bulletin, European Central Bank, volume 2, pages 8-9.
• Miller, Darius P. & Puthenpurackal, John J., 2005, "Security fungibility and the cost of capital: evidence from global bonds," Working Paper Series, European Central Bank, number 426, Jan.
• Zaghini, Andrea & Wilhelmsen, Björn-Roger, 2005, "Monetary policy predictability in the euro area: an international comparison," Working Paper Series, European Central Bank, number 504, Jul.
• Carey, Mark & Stulz, Rene M., 2005, "The Risks of Financial Institutions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-13, Jun.
• Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen, 2005, "Over-the-Counter Markets," Econometrica, Econometric Society, volume 73, issue 6, pages 1815-1847, November.
• Diks, Cees & van der Weide, Roy, 2005, "Herding, a-synchronous updating and heterogeneity in memory in a CBS," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 4, pages 741-763, April.
• Wachter, Jessica A., 2005, "Solving models with external habit," Finance Research Letters, Elsevier, volume 2, issue 4, pages 210-226, December.
• Feltenstein, Andrew & Lagunoff, Roger, 2005, "International versus domestic auditing of bank solvency," Journal of International Economics, Elsevier, volume 67, issue 1, pages 73-96, September.
• Matteo, T. Di & Aste, T. & Dacorogna, Michel M., 2005, "Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development," Journal of Banking & Finance, Elsevier, volume 29, issue 4, pages 827-851, April.
• Ghysels, Eric & Santa-Clara, Pedro & Valkanov, Rossen, 2005, "There is a risk-return trade-off after all," Journal of Financial Economics, Elsevier, volume 76, issue 3, pages 509-548, June.
• Acharya, Viral V. & Pedersen, Lasse Heje, 2005, "Asset pricing with liquidity risk," Journal of Financial Economics, Elsevier, volume 77, issue 2, pages 375-410, August.
• Evans, Martin D.D. & Lyons, Richard K., 2005, "Do currency markets absorb news quickly?," Journal of International Money and Finance, Elsevier, volume 24, issue 2, pages 197-217, March.
• Gallmeyer, Michael F. & Hollifield, Burton & Zin, Stanley E., 2005, "Taylor rules, McCallum rules and the term structure of interest rates," Journal of Monetary Economics, Elsevier, volume 52, issue 5, pages 921-950, July.
• Nava Ashraf & Dean Karlan & Wesley Yin, 2005, "Deposit Collectors," Working Papers, Economic Growth Center, Yale University, number 930, Dec.
• Lezaun, Javier & Millo, Yuval, 2005, "Regulatory experiments: putting GM crops and financial markets on trial," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 36102, Feb.
• Schwarze, Reimund & Wein, Thomas, 2005, "Is the market classification of risk always efficient? evidence from german third party motor insurance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 36104, Feb.
• Lourdes Treviño, 2005, "Development and volume growth of organized derivatives trade in emerging markets," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 31-82, November.
• Raghuram G. Rajan, 2005, "Has Financial Development Made the World Riskier?," Working Papers, eSocialSciences, number id:248.
• Ramiro Sosa Navarro, 2005, "Default Recovery Rates and Implied Default Probability Estimations: Evidence from the Argentinean Crisis," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-10.
• Stefano Bosi, 2005, "Sunspot Bubbles," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-25.
• Philippe Bacchetta & Eric van Wincoop, 2005, "Can Information Heterogeneity Explain the Exchange Rate Determination?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp155, Aug.
• Philippe Bacchetta & Eric van Wincoop, 2005, "Rational Inattention: A Solution to the Forward Discount Puzzle," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp156, Sep.
• Jean-Pierre DANTHINE & John B. DONALDSON & Paolo SICONOLFI, 2005, "Distribution Risk and Equity Returns," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp161, Nov.
• Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005, "Modeling Bond Yields in Finance and Macroeconomics," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-04, Jan, DOI: 10.24148/wp2005-04.
• Raghuram G. Rajan, 2005, "Has financial development made the world riskier?," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, issue Aug, pages 313-369.
• Hui Guo & Robert Whitelaw, 2005, "Uncovering the risk-return relation in the stock market," Working Papers, Federal Reserve Bank of St. Louis, number 2001-001, DOI: 10.20955/wp.2001.001.
• John Y. Campbell & Tarun Ramadorai & Tuomo O. Vuolteenaho, 2005, "Caught On Tape: Institutional Order Flow and Stock Returns," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2080.
• John Y. Campbell & Jens Hilscher & Jan Szilagyi, 2005, "In Searach of Distress Risk," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2081.
• John Y. Campbell & Joao F. Cocco, 2005, "How Do House Prices Affect Consumption? Evidence From Micro Data," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2083.
• John Y. Campbell & Samuel B. Thompson, 2005, "Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2084.
• 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(0x92cfa990).
• 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.