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

2001

• Abul M. M. Masih & Rumi Masih, 2001, "Dynamic Modeling of Stock Market Interdependencies: An Empirical Investigation of Australia and the Asian NICs," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 02, pages 235-264, DOI: 10.1142/S0219091501000401.
• Robert Dekle & Cheng Hsiao & Siyan Wang, 2001, "The Real Effects of Capital Inflows on Emerging Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 02, pages 165-202, DOI: 10.1142/S0219091501000413.
• Rong-I Wu, 2001, "Entry into the WTO and the Internationalization of the Taiwan Financial Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 325-328, DOI: 10.1142/S0219091501000425.
• Hubert Neiss, 2001, "Lessons of Financial Reforms in Industrial Countries for Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 339-341, DOI: 10.1142/S0219091501000437.
• James H. Scott, 2001, "Internationalization of the Taiwan Financial Industry: Equity Markets, Efficiency and Short-Term Capital Flows," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 329-338, DOI: 10.1142/S0219091501000449.
• Michael H. Moskow, 2001, "Productivity, Innovation, and Internet Banking in the United States," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 343-349, DOI: 10.1142/S0219091501000450.
• Klaus Friedrich, 2001, "Knowledge-Based Economy and the Development of the Financial Industry in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 355-358, DOI: 10.1142/S0219091501000462.
• Klaus Friedrich, 2001, "Lessons of Financial Reforms in Industrial Countries for Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 351-354, DOI: 10.1142/S0219091501000474.
• Thomas M. F. Yeh, 2001, "Knowledge-Based Economy and the Development of the Financial Industry in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 281-291, DOI: 10.1142/S0219091501000498.
• Gary Stern, 2001, "Credibility and Reform of Financial Institution Regulation," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 359-364, DOI: 10.1142/S0219091501000504.
• Mu-Tsai Chen, 2001, "Financial Services and International Competitiveness of the Taiwan Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 265-280, DOI: 10.1142/S0219091501000516.
• Sheng-Yann Lii, 2001, "Entry into the WTO and Taiwan's Financial Internationalization," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 293-301, DOI: 10.1142/S0219091501000528.
• Sean Chen, 2001, "Scaling New Heights: Taiwan's Financial Reform in a Global Context," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 303-310, DOI: 10.1142/S021909150100053X.
• Chi-Lin Wea, 2001, "Financial Services and International Competitiveness of the Taiwan Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 03, pages 311-324, DOI: 10.1142/S0219091501000565.
• George G. Kaufman, 2001, "Emerging Economies and International Financial Centers," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 04, pages 365-377, DOI: 10.1142/S0219091501000577.
• Jong Man Kang & Youngkap Kim & Myung Chul Yi & Donald R. Chambers, 2001, "Stock Market Reactions to Bank Industry Restructuring: The Korean Experience of 1997 and 1998," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 04, pages 403-415, DOI: 10.1142/S0219091501000589.
• Tsangyao Chang & Chien-Chung Nieh, 2001, "International Transmission of Stock Price Movements among Taiwan and Its Trading Partners: Hong Kong, Japan and the United States," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 04, pages 379-401, DOI: 10.1142/S0219091501000590.
• Eden S. H. Yu & Ivan Chan Hung Chin & Henry Fu Yiu Hang & George Lo Chi Wai, 2001, "Managing Risk by Using Derivatives: The Case of Hong Kong Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 04, pages 417-425, DOI: 10.1142/S0219091501000607.
• Gili Yen & Cheng F. Lee & Cheng-Lung Chen & Wei-Chi Lin, 2001, "On the Chinese Lunar New Year Effect in Six Asian Stock Markets: An Empirical Analysis (1991–2000)," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 04, pages 463-478, DOI: 10.1142/S0219091501000619.
• Yin K. Wen, 2001, "Financial Liberalization and Tests of Capital Flow Mobility in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 04, pages 427-461, DOI: 10.1142/S0219091501000620.
• Hsiao Cheng & Victor Gastañaga, 2001, "Factors Affecting Foreign Direct Investment — with an Analysis of the Disparity between the Coastal and Western Regions of China," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 04, pages 479-493, DOI: 10.1142/S0219091501000632.
• Siew Tong Fock & Ann Chai Wong, 2001, "Post-East Asian Financial Crisis: Challenges and Opportunities for the Banking and Financial Services Sector in Singapore," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 04, pages 495-521, DOI: 10.1142/S0219091501000644.
• Andrew Lo & Harry Mamaysky & Jiang Wang, 2001, "Asset Prices and Trading Volume Under Fixed Transactions Costs," Yale School of Management Working Papers, Yale School of Management, number ysm188, Jun, revised 01 Sep 2009.
• William Goetzmann & Lingfeng Li & K. Rouwenhorst, 2001, "Long-Term Global Market Correlations," Yale School of Management Working Papers, Yale School of Management, number ysm237, Oct, revised 01 Jan 2008.
• Andrew Lo & Harry Mamaysky & Jiang Wang, 2001, "Asset Prices and Trading Volume Under Fixed Transactions Costs," Yale School of Management Working Papers, Yale School of Management, number ysm188, Jun, revised 01 Sep 2009.
• Berlemann, Michael & Schmidt, Carsten, 2001, "Predictive accuracy of political stock markets: Empirical evidence from a European perspective," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,57.
• Hansen, Jan & Schmidt, Carsten & Strobel, Martin, 2001, "Manipulation in political stock markets: Preconditions and evidence," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,61.
• Berlemann, Michael & Schmidt, Carsten, 2001, "Predictive accuracy of political stock markets: Empirical evidence from an European perspective," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 05/01.
• Faruk Selcuk & Ramazan Gencay, 2001, "Overnight Borrowing, Interest Rates and Extreme Value Theory," Working Papers, Department of Economics, Bilkent University, number 0103.
• Kent Daniel & Sheridan Titman & K.C. John Wei, 2001, "Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics?," Journal of Finance, American Finance Association, volume 56, issue 2, pages 743-766, April, DOI: 10.1111/0022-1082.00344.
• David Hirshleifer, 2001, "Investor Psychology and Asset Pricing," Journal of Finance, American Finance Association, volume 56, issue 4, pages 1533-1597, August, DOI: 10.1111/0022-1082.00379.
• Grinblatt, Mark & Han, Bing, 2001, "The Disposition Effect and Momentum," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt6qg5d62p, Oct.
• Liu, Jun & Longstaff, Francis & Pan, Jun, 2001, "Dynamic Asset Allocation with Event Risk," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt9fm6t5nb, Aug.
• Case, Karl E. & Quigley, John M. & Shiller, Robert J., 2001, "Comparing Wealth Effects: The Stock Market versus The Housing Market," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt44k6g6vx, Oct.
• René Garcia & Richard Luger & Eric Renault, 2001, "Asymmetric Smiles, Leverage Effects and Structural Parameters," CIRANO Working Papers, CIRANO, number 2001s-01, Jan.
• René Garcia & Richard Luger & Eric Renault, 2001, "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)," CIRANO Working Papers, CIRANO, number 2001s-02, Jan.
• Annamaria Lusardi & Pierre-Carl Michaud & Olivia S. Mitchell, 2013, "Optimal Financial Knowledge and Wealth Inequality," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 133, Mar.
• Liutang Gong & Heng-fu Zou, 2001, "Direct preferences for wealth, the risk premium puzzle, growth, and policy effectiveness," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 53.
• Karl E. Case & John M. Quigley & Robert J. Shiller, 2001, "Comparing Wealth Effects: The Stock Market versus the Housing Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1335, Oct.
• João Amaro de Matos & Paula Antão, 2001, "Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid," Economics Bulletin, AccessEcon, volume 7, issue 1, pages 1-7.
• Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2001, "Asset market linkages in crisis periods," Working Paper Series, European Central Bank, number 71, Jul.
• Goetzmann, William N. & Ibbotson, Roger G. & Peng, Liang, 2001, "A new historical database for the NYSE 1815 to 1925: Performance and predictability," Journal of Financial Markets, Elsevier, volume 4, issue 1, pages 1-32, January.
• Allen, Franklin & Santomero, Anthony M., 2001, "What do financial intermediaries do?," Journal of Banking & Finance, Elsevier, volume 25, issue 2, pages 271-294, February.
• Bekaert, Geert & Hodrick, Robert J. & Marshall, David A., 2001, "Peso problem explanations for term structure anomalies," Journal of Monetary Economics, Elsevier, volume 48, issue 2, pages 241-270, October.
• Leighton Vaughan Williams, 2001, "Insiders and International finance: Evidence From Complementary Markets Patterns in Neighboring Areas," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 5, issue 2, pages 208-214, Winter.
• Frederic S. Mishkin, 2001, "Marco de análisis, hechos e implicaciones de la inestabilidad financiera mundial," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 48, issue 03, pages 12-37.
• Joseph E. Stiglitz, 2001, "La reforma de la arquitectura económica mundial: lecciones derivadas de las últimas crisis," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 48, issue 03, pages 38-57.
• Angel Martínez González-Tablas & Bibiana Medialdea, 2001, "Reflexión crítica sobre la globalización financiera," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 48, issue 03, pages 58-91.
• Fco. Javier Gutiérrez Hurtado & Luis Fernando Lobejón Herrero, 2001, "Pasado y presente de las reformas de las relaciones financieras y monetarias internacionales," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 48, issue 03, pages 156-191.
• Juan Antonio Maroto Acín & Mónica Melle Hernández, 2001, "Sistemas financieros y economía real: modelos de relación y gobierno de las empresas," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 48, issue 03, pages 262-293.
• F. Gómez Bezares & J.A. Madariaga & J. Santibánez & M. Larreina, 2001, "Estrategia en la nueva industria de plazas financieras: una propuesta para Bilbao," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 48, issue 03, pages 396-432.
• Menkveld, A.J., 2001, "Splitting Orders in Fragmented Markets; evidence from cross-listed stocks," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-20, Jun.
• Murinde V. & Poshakwala S., 2001, "Volatility in the Emerging Stock Markets in Central and Eastern Europe: Evidence on Croatia, Czech Republic, Hungary, Poland, Russia and Slovakia," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 73-102, July - De.
• Stefano Bosi & Guillaume Girmens & Michel Guillard, 2001, "Optimal Privatization Design and Financial Markets," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 01-01.
• Guillaume Girmens, 2001, "Privatization, International Asset Trade and Financial Markets," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 01-14.
• Radek Pluhaø, 2001, "Credit Risk on the Bond Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 51, issue 3, pages 147-165, March.
• Casper G. De Vries & Philipp Hartman & Stefan Straetmans, 2001, "Asset market linkages in crisis periods," Proceedings, Federal Reserve Bank of Chicago, number 727.
• Zheng, H. & Thomas, L.C. & Allen, D.E., 2001, "The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management," Papers, University of Southampton - Department of Accounting and Management Science, number 01-176.
• Hartmann, P. & Straetmans, S. & De Vries, C.G., 2001, "Asset Market Linkages in Crisis Periods," Papers, Quebec a Montreal - Recherche en gestion, number 71.
• Chaves, R.A. & Sanchez, S. & Schor, S. & Tesliuc, E., 2001, "Financial Markets, Credit Constraints, and Investment in Rural Romania," Papers, World Bank - Technical Papers, number 499.

2000

• Audretsch, David B. & Elston, Julie Ann, 2000, "Does Firm Size Matter? Evidence on the Impact of Liquidity Constraints of Firm Investment Behavior in Germany," Discussion Paper Series, Hamburg Institute of International Economics, number 26306, DOI: 10.22004/ag.econ.26306.
• Bernhardt, Dan & Davies, Ryan & Spicer, John, 2000, "Long-term information, short-lived derivative securities," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273420, Aug, DOI: 10.22004/ag.econ.273420.
• Martín A. Rossi, 2000, "La hipótesis de eficiencia en los mercados de acciones. El caso del Mercado de Valores de Buenos Aires," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 1, pages 37-69, January-J.
• Younes Bensalah, 2000, "Steps in Applying Extreme Value Theory to Finance: A Review," Staff Working Papers, Bank of Canada, number 00-20, DOI: 10.34989/swp-2000-20.
• David A. Chapman & Neil D. Pearson, 2000, "Is the Short Rate Drift Actually Nonlinear?," Journal of Finance, American Finance Association, volume 55, issue 1, pages 355-388, February, DOI: 10.1111/0022-1082.00208.
• Grinblatt, Mark & Keloharju, Matti, 2000, "Tax Loss Trading and Wash Sales," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt0dq642kg, Apr.
• Martin, Philippe & Rey, Hélène, 2000, "Financial Super-Markets: Size Matters for Asset Trade," Center for International and Development Economics Research, Working Paper Series, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley, number qt0dr2z6p9, Jul.
• P Martin & H Rey, 2000, "Financial Super-Markets: Size Matters for Asset Trade," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0450, Mar.
• Aylin Seckin, 2000, "Habit Formation with Recursive Preferences," CIRANO Working Papers, CIRANO, number 2000s-43, Oct.
• Walid Hejazi & Huiwen Lai & Xian Yang, 2000, "The expectations hypothesis, term premia, and the Canadian term structure of interest rates," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 1, pages 133-148, February.
• MICHEL, Philippe & WIGNIOLLE, Bertrand, 2000, "Temporary bubbles in an economy with under-accumulation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000061, Dec.
• René Garcia & Richard Luger & Eric Renault, 2000, "Asymmetric Smiles, Leverage Effects and Structural Parameters," Working Papers, Center for Research in Economics and Statistics, number 2000-57.
• Pascual, Roberto & Escribano, Álvaro & Tapia, Mikel, 2000, "BLM: bidimensional approach to measure liquidity," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 9958, Jul.
• Jiongmin Yong, 2000, "Optimal Portfolios in an Incomplete Market," Annals of Economics and Finance, Society for AEF, volume 1, issue 2, pages 359-381, November.
• Frey, Bruno S. & Kucher, Marcel, 2000, "History as Reflected in Capital Markets: The Case of World War II," The Journal of Economic History, Cambridge University Press, volume 60, issue 2, pages 468-496, June.
• Barnett, William A. & Hinich, Melvin J. & Yue, Piyu, 2000, "The Exact Theoretical Rational Expectations Monetary Aggregate," Macroeconomic Dynamics, Cambridge University Press, volume 4, issue 2, pages 197-221, June.
• Hirota, S. & Saijo, T. & Hamaguchi, Y. & Kawagoe, T., 2000, "Does the Free-rider Problem Occur in Corporate Takeovers? Evidence from Laboratory Markets," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0512, Jan.
• Darrell Duffie & Jun Pan & Kenneth Singleton, 2000, "Transform Analysis and Asset Pricing for Affine Jump-Diffusions," Econometrica, Econometric Society, volume 68, issue 6, pages 1343-1376, November.
• Michaelides, Alexander & Ng, Serena, 2000, "Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators," Journal of Econometrics, Elsevier, volume 96, issue 2, pages 231-266, June.
• Martin, Philippe & Rey, H., 2000, "Financial integration and asset returns," European Economic Review, Elsevier, volume 44, issue 7, pages 1327-1350, June.
• Michaelides, Alexander & Ng, Serena, 2000, "Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three simulation estimators," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 198, Jun.
• Giovanni BARONE-ADESI & Patrick GAGLIARDINI & Fabio TROJANI, 2000, "On the Informational Content of Changing Risk for Dynamic Asset Allocation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp23, Mar.
• Rita De Siano, 2000, "Financial Variables as Leading Indicators: Evidence from the G7 Countries," STUDI ECONOMICI, FrancoAngeli Editore, volume 2000, issue 72.
• Martin Èihák, 2000, "Chaos Theory," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 10, pages 559-561, October.
• Miloš Filip, 2000, "Dividends in the Czech Capital Market and an Optimal Investment Strategy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 12, pages 685-698, December.
• Jan Hájek, 2000, "The Impact of the Introduction of the Euro on the Structure and the Trade Volume of the European Derivatives Exchanges," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 7-8, pages 406-420, July.
• Michel, P. & Wigniolle, B., 2000, "Temporary Bubbles in an Economy with Under-Accumulation," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.91.
• Pierluigi Bologna, 2000, "Index Futures Activity and Stock Market Volatility: An Empirical Analysis of the Italian Stock Exchange," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 59, issue 1, pages 51-88, April.
• Hélène Rey & Philippe Martin, 2000, "Financial Integration and Asset Returns," Post-Print, HAL, number hal-03609284, Jun.
• Serena Ng & Francisco J. Ruge-Murcia, 2000, "Explaining the Persistence of Commodity Prices," Computational Economics, Springer;Society for Computational Economics, volume 16, issue 1/2, pages 149-171, October.
• Egbert Dierker & Hildegard Dierker & Birgit Grodal, 2000, "Nonexistence of Constrained Efficient Equilibria when Markets are Incomplete," CIE Discussion Papers, University of Copenhagen. Department of Economics. Centre for Industrial Economics, number 2000-07, Oct.
• Martín A. Rossi, 2000, "La hipótesis de eficiencia en los mercados de acciones. El caso del Mercado de Valores de Buenos Aires," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 1, pages 37-69, January-J.
• Thomas J. Flavin & Michele G. Limosani, 2000, "Explaining European Short-term Interest Rate Differentials: An Application of Tobin's Portfolio Theory," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1000500, May.
• Bradley T. Ewing & Farooq Malik, 2000, "The Information Content of the Paper-Bill Spread: The Case of Canada," Journal of Economic Insight, Missouri Valley Economic Association, volume 26, issue 2, pages 73-86.
• Ben S. Bernanke & Julio J. Rotemberg, 2000, "NBER Macroeconomics Annual 1999, Volume 14," NBER Books, National Bureau of Economic Research, Inc, number bern00-1.
• Kent Daniel & Sheridan Titman, 2000, "Market Efficiency in an Irrational World," NBER Working Papers, National Bureau of Economic Research, Inc, number 7489, Jan.
• Kent D. Daniel & David Hirshleifer & Avanidhar Subrahmanyam, 2000, "Covariance Risk, Mispricing, and the Cross Section of Security Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 7615, Mar.
• Evan Gatev & Stephen A. Ross, 2000, "Rebels, Conformists, Contrarians and Momentum Traders," NBER Working Papers, National Bureau of Economic Research, Inc, number 7835, Aug.
• Graciela Kaminsky & Richard K. Lyons & Sergio Schmukler, 2000, "Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 7855, Aug.
• Paul Mylonas & Sebastian Schich & Thorsteinn Thorgeirsson & Gert Wehinger, 2000, "New Issues in Public Debt Management: Government Surpluses in Several OECD Countries, the Common Currency in Europe and Rapidly Rising Debt in Japan," OECD Economics Department Working Papers, OECD Publishing, number 239, Apr, DOI: 10.1787/071758446643.
• Frank Riedel, 2000, "Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate," Review of Finance, European Finance Association, volume 4, issue 1, pages 51-67.
• MacKinlay, A Craig & Pastor, Lubos, 2000, "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," The Review of Financial Studies, Society for Financial Studies, volume 13, issue 4, pages 883-916.
• Dimitrios P Tsomocos, 2000, "Equilibrium Analysis, Banking and Financial Instability," Economics Series Working Papers, University of Oxford, Department of Economics, number 2003-FE-08, Jan.
• Eduardo Levy-Yeyati & Angel Ubide, 2000, "Crises, Contagion, and the Closed-End Country Fund Puzzle," IMF Staff Papers, Palgrave Macmillan, volume 47, issue 1, pages 1-3.
• Moorthy, Vivek & Singh, Bhupal & Dhal, Sarat Chandra, 2000, "Bond financing and debt stability: theoretical issues and empirical analysis for India," MPRA Paper, University Library of Munich, Germany, number 12148, Jun.
• Reinhart, Carmen, 2000, "The mirage of floating exchange rates," MPRA Paper, University Library of Munich, Germany, number 13736, May.
• Gaivoronski, A & Stella, F, 2000, "Nonstationary Optimization Approach for Finding Universal Portfolios," MPRA Paper, University Library of Munich, Germany, number 21913.
• Singh, Ajit & Singh, Alaka & Wiesse, Bruce, 2000, "Information technology, venture capital and the stock market," MPRA Paper, University Library of Munich, Germany, number 53718, Oct.
• Noland, Marcus, 2000, "The Philippines in the Asian Financial Crisis: How the Sick Man Avoided Pneumonia," MPRA Paper, University Library of Munich, Germany, number 55665, May.
• Carmen M. Reinhart, 2000, "The Mirage of Floating Exchange Rates," Annual Proceedings, The Association for the Study of the Cuban Economy, volume 10.
• Dan Bernhardt & Ryan Davies & John Spicer, 2000, "Long-term Information, Short-lived Derivative Securities," Working Paper, Economics Department, Queen's University, number 994, Aug.
• Paul Zarembka (ed.), 2000, "Value, Capitalist Dynamics, And Money," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, number volm18a, ISBN: ARRAY(0x8950d1c0).
• Bruce Mizrach & Yijie Zhang, 2000, "Should ECNs be SOES-able?," Departmental Working Papers, Rutgers University, Department of Economics, number 200010, Jul.
• Luigi Guiso & Tullio Jappelli, 2000, "Household Portfolios in Italy," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 43, Jul.
• Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud, 2000, "Correlation structure of extreme stock returns," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 0006034, Jun.
• Harris Dellas & Martin K. Hess, 2000, "Financial Development and the Sensitivity of Stock Markets to External Influences," Working Papers, Swiss National Bank, Study Center Gerzensee, number 00.06, Jun.
• Philippe Bacchetta & Eric van Wincoop, 2004, "A Scapegoat Model of Exchange Rate Fluctuations," Working Papers, Swiss National Bank, Study Center Gerzensee, number 04.01, Jan.
• Philippe Bacchetta & Eric van Wincoop, 2004, "Higher Order Expectations in Asset Pricing," Working Papers, Swiss National Bank, Study Center Gerzensee, number 04.03, May.
• Renneboog, L.D.R. & Vanbrabant, P., 2000, "Share Price Reactions to Sporty Performances of Soccer Clubs listed on the London Stock Exchange and the AIM," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-19.
• Peter F. Christoffersen & Francis X. Diebold, 2000, "How Relevant is Volatility Forecasting for Financial Risk Management?," The Review of Economics and Statistics, MIT Press, volume 82, issue 1, pages 12-22, February.
• Philippe Martin and Hélène Rey., 2000, "Financial Super-Markets: Size Matters for Asset Trade," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C00-110, Jul.
• Schmukler,Sergio L. & Versperoni,Esteban, 2000, "Globalization and firms'financing choices - evidence from emerging economies," Policy Research Working Paper Series, The World Bank, number 2323, Apr.
• Kaminsky,Graciela & Lyons,Richard K. & Schmukler,Sergio L., 2000, "Managers, investors, and crises : mutual fund strategies in emerging markets," Policy Research Working Paper Series, The World Bank, number 2399, Jul.
• John P. Bonin & Istvan Abel, 2000, "Retail Banking in Hungary: A Foreign Affair?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 356, Dec.
• Walid Hejazi & Huiwen Lai & Xian Yang, 2000, "The expectations hypothesis, term premia, and the Canadian term structure of interest rates," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 33, issue 1, pages 133-148, February, DOI: 10.1111/0008-4085.00009.
• Dosoung Choi & Frank C. Jen & H. Han Shin, 2000, "Causes and Consequences of the Korean Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-26, DOI: 10.1142/S0219091500000029.
• Ting-Wong Cheng & Kuo-Liang Wang & Chih-Chiang Weng, 2000, "A Study of Technical Efficiencies of CPA Firms in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 27-44, DOI: 10.1142/S0219091500000030.
• Kangmao Wang, 2000, "Rationale and Strategy for Expansion of Singapore Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 45-58, DOI: 10.1142/S0219091500000042.
• Friedrich Wu & Leslie Tang, 2000, "China's Capital Flight, 1990–1999: Estimates and Implications," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 59-75, DOI: 10.1142/S0219091500000054.
• Paul C. H. Chiu, 2000, "Taiwan's Current Financial Reform and Its Perspectives," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 77-85, DOI: 10.1142/S0219091500000066.
• Wuu-Long Lin & Anna Kuo, 2000, "An Overview of the East Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 107-120, DOI: 10.1142/S0219091500000078.
• Raymond Chiang & Chin-Shen Lee & Wen-Liang Hsieh, 2000, "The Market, Regulations, and Issuing Strategies of Covered Warrants in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 87-105, DOI: 10.1142/S021909150000008X.
• P. K. Chiang, 2000, "Taiwan's Economic Development and Outlook," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 121-137, DOI: 10.1142/S0219091500000091.
• Tsung-Ming Yeh & Yasuo Hoshino, 2000, "The Effects of Mergers and Acquisitions on Taiwanese Corporations," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 183-199, DOI: 10.1142/S0219091500000108.
• Khairy A. Tourk, 2000, "Conflicts and Consequences of the Southeast Asian Crisis: A Political Economy Analysis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 139-182, DOI: 10.1142/S021909150000011X.
• Chau-Chen Yang & Chung-Jiun Lin & Yi-Chen Lu, 2000, "Investment Strategy, Dividend Policy and Financial Constraints of the Firm," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 235-267, DOI: 10.1142/S0219091500000121.
• Chaoshin Chiao & Ken Hung, 2000, "Exchange-Rate Exposure of Taiwanese Exporting Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 201-233, DOI: 10.1142/S0219091500000133.
• Wei-Yi Lin, 2000, "The Role of the Financial Early-Warning System in Strengthening Financial Supervision and the Deposit Insurance Mechanism," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 02, pages 269-308, DOI: 10.1142/S0219091500000145.
• Samuel Tung, 2000, "The Effect of Information Asymmetry on Bid-Ask Spreads Around Earnings Announcements by NASDAQ Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 331-346, DOI: 10.1142/S0219091500000157.
• A-Ting Chou, 2000, "Review and Outlook for the Asia-Pacific Financial Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 401-411, DOI: 10.1142/S0219091500000169.
• Chang-Tseh Hsieh & Binshan Lin & Cheng-Few Lee, 2000, "A DSS Approach to Managing the Risks of Online Trading," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 413-427, DOI: 10.1142/S0219091500000170.
• Vei-Lin Chan & Sheng-Cheng Hu, 2000, "Financial Liberalization in Taiwan," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 429-449, DOI: 10.1142/S0219091500000182.
• Dennis K. K. Fan & Raymond W. So, 2000, "A Survey on Capital Structure Decisions of Hong Kong Firms," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 347-365, DOI: 10.1142/S0219091500000194.
• Huimin Chung & William T. Lin & Soushan Wu, 2000, "An Analysis of Long Memory in Volatility for Asian Stock Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 309-330, DOI: 10.1142/S0219091500000200.
• Chunchi Wu, 2000, "International Trade Relations and the Contagious Effects of the Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 367-399, DOI: 10.1142/S0219091500000212.
• Woo Suk Choi & Sang Bin Lee, 2000, "Price Limits and Limit Order Flow: Evidence from the Korea Stock Exchange," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 04, pages 451-474, DOI: 10.1142/S0219091500000224.
• Anthony H. Tu & Shen-Yuan Chen, 2000, "Bank Market Structure and Performance in Taiwan Before and After the 1991 Liberalization," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 04, pages 475-490, DOI: 10.1142/S0219091500000236.
• Erh-Cheng Hwa, 2000, "How Taiwan Weathered the Asian Financial Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 04, pages 491-518, DOI: 10.1142/S0219091500000248.
• Paul C. H. Chiu, 2000, "Taiwan's Experience in Dealing with the Asian Financial Crisis and Examination of the Role of Short-term Capital Flows in the Emerging Market Economy," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 04, pages 557-564, DOI: 10.1142/S021909150000025X.
• Mel Jameson & Michael J. Sullivan & Richard L. Constand, 2000, "Ownership Structure and Performance of Japanese Firms: Horizontal Keiretsu, Vertical Keiretsu, and Independents," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 04, pages 535-556, DOI: 10.1142/S0219091500000261.
• Horace Chueh, 2000, "Price Clustering in the Nikkei 225 Stock Index Futures Contract on the SIMEX: An Intraday Empirical Analysis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 04, pages 519-533, DOI: 10.1142/S0219091500000273.
• William N. Goetzmann & Massimo Massa & K. Geert Rouwenhorst, 2000, "Behavioral Factors in Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm135, Mar.
• Evan Gatev & Stephen Ross, 2000, "Rebels, Conformists, Contrarians And Momentum Traders," Yale School of Management Working Papers, Yale School of Management, number ysm137, Apr, revised 01 Jan 2003.
• Mark Grinblatt & Matti Keloharju, 2000, "Tax-Loss Trading and Wash Sales," Yale School of Management Working Papers, Yale School of Management, number ysm148, Aug, revised 01 Nov 2002.
• William N. Goetzmann & Roger G. Ibbotson & Liang Peng, 2000, "A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability," Yale School of Management Working Papers, Yale School of Management, number ysm154, Aug.
• Massimo Massa & William Goetzmann & K. Rouwenhorst, 2000, "Behavioral Factors in Mutual Fund Flows," Yale School of Management Working Papers, Yale School of Management, number ysm8, Mar, revised 01 Jan 2001.
• Evan Gatev & Stephen Ross, 2000, "Rebels, Conformists, Contrarians And Momentum Traders," Yale School of Management Working Papers, Yale School of Management, number ysm137, Apr, revised 01 Jan 2003.
• Berndt, Markus & Reichl, Bettina, 2000, "Risk diversification and tax competition: The influence of risk correlations and tax provisions on tax competition," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 104.
• Audretsch, David B. & Elston, Julie Ann, 2000, "Does firm size matter? Evidence on the impact of liquidity constraint on firm investment behavior in Germany," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 113.

1999

• Massimo Massa & William N. Goetzmann, 1999, "Index Funds and Stock Market Growth," Yale School of Management Working Papers, Yale School of Management, number ysm23, Apr.
• Haigh, Michael S. & Holt, Matthew T., 1999, "Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies," 1999 Annual meeting, August 8-11, Nashville, TN, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 21625, DOI: 10.22004/ag.econ.21625.
• Haigh, Michael S. & Holt, Matthew T., 1999, "Volatility Spillovers Between Foreign Exchange, Commodity And Freight Futures Prices: Implications For Hedging Strategies," Faculty Paper Series, Texas A&M University, Department of Agricultural Economics, number 23997, DOI: 10.22004/ag.econ.23997.
• Toni Gravelle, 1999, "Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market," Staff Working Papers, Bank of Canada, number 99-11, DOI: 10.34989/swp-1999-11.
• Toni Gravelle, 1999, "Liquidity of the Government of Canada Securities Market: Stylised Facts and Some Market Microstructure Comparisons to the United States Treasury Market," CGFS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Market Liquidity: Research Findings and Selected Policy Implications".
• Wayne E. Ferson & Campbell R. Harvey, 1999, "Conditioning Variables and the Cross Section of Stock Returns," Journal of Finance, American Finance Association, volume 54, issue 4, pages 1325-1360, August, DOI: 10.1111/0022-1082.00148.
• John Hassler, 1999, "Does Increased International Influence Cause Higher Stock Market Volatility?," Scandinavian Journal of Economics, Wiley Blackwell, volume 101, issue 1, pages 1-9, March, DOI: 10.1111/1467-9442.00137.
• Adeola F. Adenikinju & Olugboyega Oyeranti, 1999, "Characteristics and Behaviour of African Factor Markets and Market Institutions and Their Consequences for Economic Growth," CID Working Papers, Center for International Development at Harvard University, number 31A, Dec.
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2003, "There is a Risk-Return Tradeoff After All," CIRANO Working Papers, CIRANO, number 2003s-26, May.
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004, "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," CIRANO Working Papers, CIRANO, number 2004s-19, May.
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004, "There is a Risk-Return Tradeoff After All," CIRANO Working Papers, CIRANO, number 2004s-24, May.
• Tarek M. Harchaoui & Pierre Lasserre, 1995, "Testing the Option Value Theory of Irreversible Investment," CIRANO Working Papers, CIRANO, number 95s-41, Sep.
• Eric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1999, "Stochastic Volatility: Univariate and Multivariate Extensions," CIRANO Working Papers, CIRANO, number 99s-26, Jul.
• Tarek M. Harchaoui & Pierre Lasserre, 1999, "Testing the Option Value Theory of Irreversible Investment," CIRANO Working Papers, CIRANO, number 99s-35, Oct.
• René Garcia & Eric Renault, 1999, "Latent Variable Models for Stochastic Discount Factors," CIRANO Working Papers, CIRANO, number 99s-47, Nov.
• Demertzis, Maria & Hughes Hallett, Andrew, 1999, "EMU and the External Value of the Euro," CEPR Discussion Papers, Centre for Economic Policy Research, number 2058, Feb.
• Sarno, Lucio & Taylor, Mark P, 1999, "The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 2150, May.
• Martin, Philippe & Rey, Hélène, 1999, "Financial Super-Markets: Size Matters for Asset Trade," CEPR Discussion Papers, Centre for Economic Policy Research, number 2232, Sep.
• Perotti, Enrico C & van Oijen, Pieter, 1999, "Privatization, Political Risk and Stock Market Development," CEPR Discussion Papers, Centre for Economic Policy Research, number 2243, Sep.
• Martin, Philippe & Rey, Hélène, 1999, "Financial Integration and Asset Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 2282, Nov.
• Tarek M. Harchaoui & Pierre Lasserre, 1999, "Testing the Option Value Theory of Irreversible Investment," Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques, number 9905, May.
• Allen, Franklin & Gale, Douglas, 1999, "Diversity of Opinion and Financing of New Technologies," Journal of Financial Intermediation, Elsevier, volume 8, issue 1-2, pages 68-89, January.
• Roger Lagunoff & Stacey L. Schreft, 1999, "Financial fragility with rational and irrational exuberance," Proceedings, Federal Reserve Bank of Cleveland, pages 531-567.
• Roger Lagunoff & Stacey L. Schreft, 1999, "Financial fragility with rational and irrational exuberance," Research Working Paper, Federal Reserve Bank of Kansas City, number 99-01.
• Elyès Jouini & Hédi Kallal, 1999, "Efficient Trading Strategies in the Presence of Market Frictions," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-035, Sep.
• A. Craig MacKinlay & Lubos Pastor, , "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 13-99.
• Alon Brav & Christopher Geczy & Paul A. Gompers, , "Is the Abnormal Return Following Equity Issuances Anomalous?," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 2-99.