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

2005

• 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.
• Hanno Lustig & Stijn Van Nieuwerburgh, 2005, "The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street," NBER Working Papers, National Bureau of Economic Research, Inc, number 11564, Aug.
• Philippe Bacchetta & Eric van Wincoop, 2005, "Rational Inattention: A Solution to the Forward Discount Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 11633, Sep.
• Stefano DellaVigna & Joshua Pollet, 2005, "Investor Inattention, Firm Reaction, and Friday Earnings Announcements," NBER Working Papers, National Bureau of Economic Research, Inc, number 11683, Oct.
• Hanno Lustig & Christopher Sleet & Sevin Yeltekin, 2005, "Fiscal Hedging and the Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 11687, Oct.
• Xavier Gabaix & Parameswaran Gopikrishnan & Vasiliki Plerou & H. Eugene Stanley, 2005, "Institutional Investors and Stock Market Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 11722, Nov.
• Raghuram G. Rajan, 2005, "Has Financial Development Made the World Riskier?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11728, Nov.
• Martin D. D. Evans & Richard K. Lyons, 2005, "Understanding Order Flow," NBER Working Papers, National Bureau of Economic Research, Inc, number 11748, Nov.
• Marcin Kacperczyk & Clemens Sialm & Lu Zheng, 2005, "Unobserved Actions of Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 11766, Nov.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2005, "Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 11775, Nov.
• Bernard Dumas & Alexander Kurshev & Raman Uppal, 2005, "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11803, Nov.
• Ricardo Caballero & Arvind Krishnamurthy, 2005, "Financial System Risk and Flight to Quality," NBER Working Papers, National Bureau of Economic Research, Inc, number 11834, Dec.
• Lubos Pastor & Pietro Veronesi, 2005, "Technological Revolutions and Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 11876, Dec.
• Cochrane, John H., 2005, "Financial Markets and the Real Economy," Foundations and Trends(R) in Finance, now publishers, volume 1, issue 1, pages 1-101, July, DOI: 10.1561/0500000001.
• Luigi Guiso & Tullio Jappelli, 2005, "Awareness and Stock Market Participation," Review of Finance, European Finance Association, volume 9, issue 4, pages 537-567.
• Michael W. Brandt & Amit Goyal & Pedro Santa-Clara & Jonathan R. Stroud, 2005, "A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 3, pages 831-873.
• Rafael Romeu, 2005, "Why Are Asset Markets Modeled Successfully, But Not Their Dealers?," IMF Staff Papers, Palgrave Macmillan, volume 52, issue 3, pages 1-1.
• Francis X. Diebold & Monika Piazzesi & Glenn D. Rudebusch, 2005, "Modeling Bond Yields in Finance and Macroeconomics," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-008, Jan.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Volatility Forecasting," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-011, Feb.
• Sosa Navarro, Ramiro, 2005, "Default Recovery Rates and Implied Default Probability Estimations: Evidence from the Argentinean Crisis," MPRA Paper, University Library of Munich, Germany, number 11054, Jan.
• Douch, Mohamed, 2005, "The macroeconomic effects of monetary policy and financial crisis," MPRA Paper, University Library of Munich, Germany, number 1120, May.
• Akber, Hira, 2005, "Scope of Hedge Fund in Pakistan," MPRA Paper, University Library of Munich, Germany, number 116335, Jul, revised 12 Dec 2022.
• Nadeem, Sher, 2005, "Implications of Insider Trading on Share Market in Karachi," MPRA Paper, University Library of Munich, Germany, number 116447, Aug, revised 04 Feb 2023.
• Gray, Wesley, 2005, "Two Essays on Self Tender Offers," MPRA Paper, University Library of Munich, Germany, number 11919, Feb, revised 30 Nov 2005.
• Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L., 2005, "Hurst exponents, Markov processes, and nonlinear diffusion equations," MPRA Paper, University Library of Munich, Germany, number 2152, Dec.
• Hossain, Monzur & Shahiduzzaman, Md., 2005, "Development of Non Bank Financial Institutions to Strengthen the Financial System of Bangladesh," MPRA Paper, University Library of Munich, Germany, number 24734.
• Yalincak, Orhun Hakan, 2005, "Criticism of the Black-Scholes Model: But Why Is It Still Used? (The Answer Is Simpler than the Formula)," MPRA Paper, University Library of Munich, Germany, number 63208.
• Lukáš Bortel, 2005, "Vazba mezi právem, ekonomií a hospodářstvím
  [Linkage of law, economics and economy]," Politická ekonomie, Prague University of Economics and Business, volume 2005, issue 5, pages 661-674, DOI: 10.18267/j.polek.529.
• Pierre Bollon & Carlos Pardo, 2005, "Actifs gérés pour compte de tiers : citius, altius, fortius ?," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 13-22, DOI: 10.3406/ecofi.2005.3965.
• Jean-François Boulier & Carlos Pardo, 2005, "Mini guide de la gestion pour compte de tiers ou ce que vous avez toujours voulu savoir sur la gestion d'actifs," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 35-60, DOI: 10.3406/ecofi.2005.3968.
• Bent Jesper Christensen & Morten Ø. Nielsen, 2005, "The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices," Working Paper, Economics Department, Queen's University, number 1186, Nov.
• Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2005, "Forecasting Exchange Rate Volatility In The Presence Of Jumps," Working Paper, Economics Department, Queen's University, number 1187, Dec.
• Robert Kollmann, 2005, "International Asset Portfolios: A Dynamic General Equilibrium Perspective," 2005 Meeting Papers, Society for Economic Dynamics, number 184.
• Ivan Werning & George-Marios Angeletos, 2005, "Crises and Prices: Information Aggregation, Multiplicity and Volatility," 2005 Meeting Papers, Society for Economic Dynamics, number 284.
• Jessica Wachter & Martin Lettau, 2005, "Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium," 2005 Meeting Papers, Society for Economic Dynamics, number 302.
• Michael F. Gallmeyer & Burton Hollifield, 2005, "Taylor Rules, McCallum Rules and the Term Structure of Interest Rates," 2005 Meeting Papers, Society for Economic Dynamics, number 676.
• Vincenzo Quadrini & Urban Jermann, 2005, "Financial Development and Macroeconomic Stability," 2005 Meeting Papers, Society for Economic Dynamics, number 692.
• Morris Davis & Robert F. Martin, 2005, "Housing, House Prices, and the Equity Premium Revisited," 2005 Meeting Papers, Society for Economic Dynamics, number 753.
• Pietro Veronesi & Lubos Pastor, 2005, "Was There a Nasdaq Bubble in the Late 1990s?," 2005 Meeting Papers, Society for Economic Dynamics, number 95.
• Donal Bredin & Stuart Hyde & Gerard O'Reilly, 2005, "UK Stock returns & the impact of domestic monetary policy shocks," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1167, Oct.
• John Landon-Lane & Kim Oosterlinck, 2005, "Hope springs eternal… French bondholders and the Soviet Repudiation (1915-1919)," Departmental Working Papers, Rutgers University, Department of Economics, number 200513, Nov.
• Martin Shubik, 2005, "A double auction market: Teaching, experiment, and theory," Simulation & Gaming, , volume 36, issue 2, pages 166-182, June, DOI: 10.1177/1046878105277536.
• Willi Semmler & Lars Grüne, 2005, "Asset Pricing and Loss Aversion," Computing in Economics and Finance 2005, Society for Computational Economics, number 199, Nov.
• Michel PHILIP & Patrick Micheletti, 2005, "HRM and Value Creation," Computing in Economics and Finance 2005, Society for Computational Economics, number 264, Nov.
• Esben Hoeg, 2005, "Volatility and realized quadratic variation of differenced returns," Computing in Economics and Finance 2005, Society for Computational Economics, number 333, Nov.
• Wolfgang Drobetz & Roger Fix, 2005, "What are the Determinants of the Capital Structure? Evidence from Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 141, issue I, pages 71-113, March.
• Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2005, "Are incomplete markets able to achieve minimal efficiency?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 25, issue 1, pages 75-87, January, DOI: 10.1007/s00199-003-0406-z.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Springer Books, Springer, chapter 0, in: Michèle Breton & Hatem Ben-Ameur, "Numerical Methods in Finance", DOI: 10.1007/0-387-25118-9_9.
• Christoph Kaserer & Niklas Wagner & Ann-Kristin Achleitner, 2005, "Managing Investment Risks of Institutional Private Equity Investors — The Challenge of Illiquidity," Springer Books, Springer, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel, "Risk Management", DOI: 10.1007/3-540-26993-2_13.
• Ajit Singh & Jack Glen & Ann Zammit & 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?," International Review of Applied Economics, Taylor & Francis Journals, volume 19, issue 4, pages 419-437, DOI: 10.1080/02692170500208533.
• Namwon Hyung & Casper G. de Vries, 2005, "Portfolio Diversification Effects of Downside Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-008/2, Jan.
• Peter Boswijk & Cars H. Hommes & Sebastiano Manzan, 2005, "Behavioral Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-052/1, May.
• Cars Hommes, 2005, "Heterogeneous Agent Models: Two Simple Case Studies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-055/1, May.
• Cars H. Hommes, 2005, "Heterogeneous Agent Models in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-056/1, May.
• William N. Goetzmann & Lingfeng Li & K. Geert Rouwenhorst, 2005, "Long-Term Global Market Correlations," The Journal of Business, University of Chicago Press, volume 78, issue 1, pages 1-38, January, DOI: 10.1086/426518.
• Allan Timmermann & David Blake, 2005, "International Asset Allocation with Time-Varying Investment Opportunities," The Journal of Business, University of Chicago Press, volume 78, issue 1, pages 71-98, January, DOI: 10.1086/426520.
• David Veredas, 2005, "Macro surprises and short-term behavior in bond futures," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136194.
• Carl Chiarella & Giulia Iori, 2005, "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 152, Feb.
• Annastiina Silvennoinen & Timo Teräsvirta, 2005, "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 168, Oct.
• Solomon Tadesse, 2005, "Financial Development and Technology," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp749, Feb.
• Solomon Tadesse, 2005, "Stock Markets Liquidity, Corporate Governance and Small Firms," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp883, Jun.
• Solomon Tadesse & Chuck Kwok, 2005, "National Culture and Financial Systems," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp884, Mar.
• Farooq Malik & Bradley T. Ewing & James E. Payne, 2005, "Measuring volatility persistence in the presence of sudden changes in the variance of Canadian stock returns," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 38, issue 3, pages 1037-1056, August, DOI: 10.1111/j.0008-4085.2005.00315.x.
• T. Di Matteo & T. Aste & Michel M. Dacorogna, 2005, "Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development," Econometrics, University Library of Munich, Germany, number 0503004, Mar.
• Marcos Mailoc López de Prado & Achim Peijan, 2005, "Measuring Loss Potential of Hedge Fund Strategies," Finance, University Library of Munich, Germany, number 0503010, Mar.
• 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.

2004

• Chung H. Lee, 2004, "Economic Development in China and Its Implications for East Asia," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200412.
• Philippe Martin & Helene Rey, 2004, "Financial Super-Markets: Size Matters for Asset Trade," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00176904, DOI: 10.1016/j.jinteco.2003.12.001.
• Ahuja, Rajeev, 2004, "Health insurance for the poor in India," Indian Council for Research on International Economic Relations, New Delhi Working Papers, Indian Council for Research on International Economic Relations, New Delhi, India, number 123, Mar.
• Stephen Morris & Hyun Song Shin, 2004, "Liquidity Black Holes," Review of Finance, Springer, volume 8, issue 1, pages 1-18.
• Eugene N. White, 2004, "Bubbles and Busts: The 1990s in the Mirror of the 1920s," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2004/09, Mar.
• Philippe BACCHETTA & Eric VAN WINCOOP, 2004, "A Scapegoat Model of Exchange Rate Fluctuations," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 04.01, Jan.
• Sinn, Hans-Werner, 2004, "The new systems competition," Munich Reprints in Economics, University of Munich, Department of Economics, number 19608.
• Alfonso Mendoza, 2004, "Modelling long memory and risk premia in Latin American sovereign bond markets," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 65, Sep, revised 13 Oct 2004.
• Söehnke Bartram & Stephen Taylor & Yaw-Huei Wang, 2004, "The Euro and European Financial Market Integration," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 49, Sep, revised 13 Oct 2004.
• Alexandros Kontikas & Alberto Montagnoli, 2004, "Optimal Monetary Policy and Asset Price Misalignments," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 80, Sep.
• Eduardo S. Schwartz & Lenos Trigeorgis (ed.), 2004, "Real Options and Investment under Uncertainty: Classical Readings and Recent Contributions," MIT Press Books, The MIT Press, number 0262693186, edition 1, ISBN: ARRAY(0x7203e980), December.
• Chen Chien-Hsun & Shih Hui-Tzu, 2004, "Initial Public Offering and Corporate Governance in China's Transitional Economy," NBER Chapters, National Bureau of Economic Research, Inc, "Governance, Regulation, and Privatization in the Asia-Pacific Region".
• James J. Choi & David Laibson & Brigitte Madrian & Andrew Metrick, 2004, "Employees' Investment Decisions about Company Stock," NBER Working Papers, National Bureau of Economic Research, Inc, number 10228, Jan.
• Philippe Bacchetta & Eric van Wincoop, 2004, "A Scapegoat Model of Exchange Rate Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 10245, Jan.
• Josef Lakonishok & Inmoo Lee & Allen M. Poteshman, 2004, "Investor Behavior in the Option Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 10264, Feb.
• Dimitri Vayanos, 2004, "Flight to Quality, Flight to Liquidity, and the Pricing of Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 10327, Feb.
• Michael W. Brandt & Pedro Santa-Clara, 2004, "Dynamic Portfolio Selection by Augmenting the Asset Space," NBER Working Papers, National Bureau of Economic Research, Inc, number 10372, Mar.
• Francis A. Longstaff, 2004, "Financial Claustrophobia: Asset Pricing in Illiquid Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 10411, Apr.
• Francis A. Longstaff & Sanjay Mithal & Eric Neis, 2004, "Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 10418, Apr.
• Francis A. Longstaff, 2004, "Optimal Recursive Refinancing and the Valuation of Mortgage-Backed Securities," NBER Working Papers, National Bureau of Economic Research, Inc, number 10422, Apr.
• James J. Choi & David Laibson & Brigitte C. Madrian & Andrew Metrick, 2004, "Consumption-Wealth Comovement of the Wrong Sign," NBER Working Papers, National Bureau of Economic Research, Inc, number 10454, Apr.
• Xiaohong Chen & Sydney C. Ludvigson, 2004, "Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 10503, May.
• Monika Piazzesi & Eric Swanson, 2004, "Futures Prices as Risk-adjusted Forecasts of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 10547, Jun.
• Rene M. Stulz, 2004, "Should We Fear Derivatives?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10574, Jun.
• Lubos Pastor & Pietro Veronesi, 2004, "Was There a Nasdaq Bubble in the Late 1990s?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10581, Jun.
• Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba, 2004, "The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 10616, Jul.
• Robert C. Merton & Zvi Bodie, 2004, "The Design of Financial Systems: Towards a Synthesis of Function and Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 10620, Jul.
• Jacob Boudoukh & Roni Michaely & Matthew Richardson & Michael Roberts, 2004, "On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 10651, Jul.
• Wayne E. Ferson & Andrea Heuson & Tie Su, 2004, "Weak and Semi-Strong Form Stock Return Predictability, Revisited," NBER Working Papers, National Bureau of Economic Research, Inc, number 10689, Aug.
• John M. Griffin & Federico Nardari & Rene M. Stulz, 2004, "Stock Market Trading and Market Conditions," NBER Working Papers, National Bureau of Economic Research, Inc, number 10719, Sep.
• Markus K. Brunnermeier & Lasse Heje Pedersen, 2004, "Predatory Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 10755, Sep.
• Pierre Collin-Dufresne & Christopher S. Jones & Robert S. Goldstein, 2004, "Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 10756, Sep.
• Viral V. Acharya & Lasse Heje Pedersen, 2004, "Asset Pricing with Liquidity Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 10814, Oct.
• Darrell Duffie & Nicolae Garleanu & Lasse Heje Pedersen, 2004, "Over-the-Counter Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 10816, Oct.
• Pedro Santa-Clara & Shu Yan, 2004, "Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 10912, Nov.
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004, "There is a Risk-Return Tradeoff After All," NBER Working Papers, National Bureau of Economic Research, Inc, number 10913, Nov.
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004, "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 10914, Nov.
• Jun Pan & Allen Poteshman, 2004, "The Information of Option Volume for Future Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 10925, Nov.
• Michael W. Brandt & Amit Goyal & Pedro Santa-Clara & Jonathan Storud, 2004, "A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 10934, Nov.
• Mihir A. Desai & Alexander Dyck & Luigi Zingales, 2004, "Theft and Taxes," NBER Working Papers, National Bureau of Economic Research, Inc, number 10978, Dec.
• Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov, 2004, "Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 10996, Dec.
• David J. Brophy & Paige P. Ouimet & Clemens Sialm, 2004, "PIPE Dreams? The Performance of Companies Issuing Equity Privately," NBER Working Papers, National Bureau of Economic Research, Inc, number 11011, Dec.
• George-Marios Angeletos & Ivan Werning, 2004, "Crises and Prices: Information Aggregation, Multiplicity and Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 11015, Dec.
• Jeremy Large, 2004, "Cancellation and Uncertainty Aversion on Limit Order Books," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W05, Feb.
• Johann Scharler, 2004, "Understanding the Stock Market’s Response to Monetary Policy Shocks," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 93, Dec.
• Felix Rioja & Neven Valev, 2004, "Finance and the Sources of Growth at Various Stages of Economic Development," Economic Inquiry, Western Economic Association International, volume 42, issue 1, pages 127-140, January.
• Stephen Morris & Hyun Song Shin, 2004, "Liquidity Black Holes," Review of Finance, European Finance Association, volume 8, issue 1, pages 1-18.
• Jeremy Large, 2004, "Cancellation and uncertainty aversion on limit order books," Economics Series Working Papers, University of Oxford, Department of Economics, number 2004-FE-04, Feb.
• Dimitrios P Tsomocos & Charles A.E. Goodhart & Pojanart Sunirand, 2004, "A Model to Analyse Financial Fragility: Applications," Economics Series Working Papers, University of Oxford, Department of Economics, number 2004-FE-05, Feb.
• Oren Sussman & Stefano G. Athanasoulis, 2004, "Habit Formation and the Equity-Premium Puzzle: a Skeptical View," Economics Series Working Papers, University of Oxford, Department of Economics, number 2004-FE-12, Jun.
• Attaullah Shah & Tahir Hijazi, 2004, "The Determinants of Capital Structure of Stock Exchange-listed Non-financial Firms in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 605-618.
• Mohammed Nishat & Rozina Shaheen, 2004, "Macroeconomic Factors and Pakistani Equity Market," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 619-637.
• Bacha, Obiyathulla I., 2004, "The Market for Financial Derivatives: Removing Impediments to Growth," MPRA Paper, University Library of Munich, Germany, number 13074, Dec.
• Cotter, John, 2004, "Absolute Return Volatility," MPRA Paper, University Library of Munich, Germany, number 3529, revised 2005.
• Cotter, John, 2004, "Downside Risk for European Equity Markets," MPRA Paper, University Library of Munich, Germany, number 3537.
• Cotter, John, 2004, "International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000," MPRA Paper, University Library of Munich, Germany, number 3538.
• Grammig, Joachin & Heinen, Andreas & Rengifo, Erick, 2004, "Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model," MPRA Paper, University Library of Munich, Germany, number 8115, Aug.
• Esther Jeffers & Damien Moyé, 2004, "Dow Jones, CAC 40, SBF 120 : comment expliquer que le CAC 40 est le plus volatil ?," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 203-218, DOI: 10.3406/ecofi.2004.5039.
• Bruno Séjourné, 2004, "Volatilité des marchés boursiers et comportement des épargnants français," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 219-230, DOI: 10.3406/ecofi.2004.5040.