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

1998

• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for European Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for Bermudan and American Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for Barrier Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Foreign Exchange Option Symmetry".
• Valery A. Kholodnyi & John F. Price, 1998, "Validity of the Symmetry Relationships for Options with Consistently Smoothed Payoffs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Foreign Exchange Option Symmetry".
• William N. Goetzmann & Evan Geov Gatev & K. Geert Rouwenhorst, 1998, "Pairs Trading: Performance of a Relative Value Arbitrage Rule," Yale School of Management Working Papers, Yale School of Management, number ysm109, Dec.
• Evan Gatev & William N. Goetzmann & K. Geert Rouwenhorst, 1998, "Pairs Trading: Performance of a Relative Value Arbitrage Rule," Yale School of Management Working Papers, Yale School of Management, number ysm26, Nov.
• William Goetzmann & Evan g. Gatev & K. Geert Rouwenhorst, 1998, "Pairs Trading: Performance of a Relative Value Arbitrage Rule," Yale School of Management Working Papers, Yale School of Management, number ysm3, Nov.
• William N. Goetzmann & Stephen J. Brown, 1998, "Mutual Fund Styles," Yale School of Management Working Papers, Yale School of Management, number ysm40, Oct.
• Massimo Massa & William N. Goetzmann, 1998, "Index Funds and Stock Market Growth," Yale School of Management Working Papers, Yale School of Management, number ysm99, Sep.
• Dankenbring, Henning, 1998, "Volatility estimates of the short term interest rate with an application to German data," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,96.

1997

• Brichs Serra, Elisabet & Buch, Claudia M. & Nienaber, Thomas, 1997, "The role of banks: Evidence from Germany and the US," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 802.
• Riedel, Frank, 1997, "The term structure of interest rates when the growth rate is unobservable," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1997,78.
• Canoles, W. Bruce & Thompson, Sarahelen R. & Irwin, Scott H. & France, Virginia G., 1997, "An Analysis Of The Profiles And Motivations Of Habitual Commodity Speculators," ACE OFOR Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, number 14768, DOI: 10.22004/ag.econ.14768.
• Jackson, Thomas E. & Irwin, Scott H. & Good, Darrel L., 1997, "1995 Pricing Performance Of Market Advisory Services For Corn And Soybeans," AgMAS Project Research Reports, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics, number 14790, DOI: 10.22004/ag.econ.14790.
• Alexander Michaelides & Serena Ng, 1997, "Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators," Boston College Working Papers in Economics, Boston College Department of Economics, number 373, Jun.
• Serena Ng & Francisco Ruge-Murcia, 1997, "Explaining the Persistence of Commodity Prices," Boston College Working Papers in Economics, Boston College Department of Economics, number 374, Apr.
• Eric Ghysels & Joann Jasiak, 1997, "GARCH for Irregularly Spaced Data: The ACD-GARCH Model," CIRANO Working Papers, CIRANO, number 97s-06, Feb.
• René Garcia & Eric Renault, 1997, "A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models," CIRANO Working Papers, CIRANO, number 97s-13, Apr.
• Jean-François L'Her & Jean-Marc Suret, 1997, "Liberalization, Political Risk and Stock Market Returns in Emerging Markets," CIRANO Working Papers, CIRANO, number 97s-15, Apr.
• Alogoskoufis, George & Portes, Richard & Rey, Hélène, 1997, "The Emergence of the Euro as an International Currency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1741, Oct.
• Robert J. Shiller & Stefano G. Athanasoulis, 1997, "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1097, Jun.
• Alogoskoufis, G. & Portes, R. & Rey, H., 1997, "The Emergence of the Euro as an International Currency," DELTA Working Papers, DELTA (Ecole normale supérieure), number 97-28.
• Brown, Stephen J. & Goetzmann, William N., 1997, "Mutual fund styles," Journal of Financial Economics, Elsevier, volume 43, issue 3, pages 373-399, March.
• Mark J. Holmes & Kul B. Luintel, 1997, "The Regional Demand for Building Society Mortgage Finance," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 1, issue 1, pages 65-81, Summer.
• Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997, "\"Peso problem\" explanations for term structure anomalies," Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago, number WP-97-07.
• Süleyman Basak & Domenico Cuoco, , "An Equilibrium Model with Restricted Stock Market Participation (Reprint 066)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 01-97.
• Gabriel Hawawini & Donald B. Keim, , "The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 07-97.
• Clemens, Christiane & Soretz, Susanne, 1997, "Welfare Effects of Income Taxation in a Model of Stochastic Growth," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-210, Oct.
• Cormac Ó. Gráda, 1997, "Immigrants, Savers, and Runners: The Emigrant Industrial Savings Bank in the 1850s," Discussion Papers, University of Copenhagen. Department of Economics, number 97-24, Dec.
• Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997, ""Peso Problem" Explanations for Term Structure Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 6147, Aug.
• Sara Fisher Ellison & Wallace P. Mullin, 1997, "Gradual Incorporation of Information into Stock Prices: Empirical Strategies," NBER Working Papers, National Bureau of Economic Research, Inc, number 6218, Oct.
• Rama Cont & Marc Potters & Jean-Philippe Bouchaud, 1997, "Scaling in stock market data: stable laws and beyond," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 9705087, May.
• Mark Holmes & Yangru Wu, 1997, "Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 133, issue 1, pages 76-89, March, DOI: 10.1007/BF02707677.
• Anthony M. Santomero, 1997, "Commercial Bank Risk Management: An Analysis of the Process," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 95-11, Feb.
• David F. Babbel & Anthony M. Santomero, 1997, "Risk Management by Insurers: An Analysis of the Process," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 96-16, Feb.
• Peter F. Christoffersen & Francis X. Diebold, 1997, "How Relevant is Volatility Forecasting for Financial Risk Management?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-45, Oct.
• W. Bruce Canoles & Sarahelen R. Thompson & Scott H. Irwin & Virginia G. France & ., 1997, "An Analysis of the Profiles and Motivations of Habitual Commodity Speculators," Finance, University Library of Munich, Germany, number 9705001, May.
• Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1997, "Noise Traders, Market Sentiment, and Futures Price Behavior," Finance, University Library of Munich, Germany, number 9707001, Jul.
• Meifang Chu, 1997, "The Random Yield Curve and Interest Rate Options," Finance, University Library of Munich, Germany, number 9710003, Oct.
• Min-Kyoung Kim & Raymond M. Leuthold & ., 1997, "The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle," Finance, University Library of Munich, Germany, number 9711001, Nov.
• Matthew Spiegel, 1997, "Closed-End Fund Discounts in a Rational Agent Economy," Finance, University Library of Munich, Germany, number 9712002, Dec.
• Cheng K. Wu, 1997, "New Result in Theory of Consumption: Changes in Savings and Income Growth," Macroeconomics, University Library of Munich, Germany, number 9706007, Jun.

1996

• Takatoshi Ito & Tokuo Iwaisako, 1996, "Explaining Asset Bubbles in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 14, issue 1, pages 143-193, July.
• Ben S. Bernanke & Julio J. Rotemberg, 1996, "NBER Macroeconomics Annual 1995, Volume 10," NBER Books, National Bureau of Economic Research, Inc, number bern95-1, September.
• Jeffrey A. Frankel & Giampaolo Galli & Alberto Giovannini, 1996, "The Microstructure of Foreign Exchange Markets," NBER Books, National Bureau of Economic Research, Inc, number fran96-1, September.
• Patric Hendershott, 1996, "Public Policy and the Housing Market," NBER Books, National Bureau of Economic Research, Inc, number hend96-1, September.
• Jon A. Christopherson & Wayne E. Ferson & Debra A. Glassman, 1996, "Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 5830, Nov.
• Singh, Ajit, 1996, "Pension reform, the stock market, capital formation and economic growth: a critical commentary on the World Bank's proposals," MPRA Paper, University Library of Munich, Germany, number 54924, Apr.
• Frank Milne & Xing Jin, 1996, "The Existence Of Equilibrium In A Financial Market With General Personal And Corporate Tax Structures," Working Paper, Economics Department, Queen's University, number 939, Nov.
• Alain Arneodo & Jean-Philippe Bouchaud & Rama Cont & Jean-Francois Muzy & Marc Potters & Didier Sornette, 1996, "Comment on "Turbulent cascades in foreign exchange markets"," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 9607120, Jul.
• Ajit Singh, 1996, "Pension reform, the stock market, capital formation and economic growth: A critical commentary on the World Bank's proposals," International Social Security Review, John Wiley & Sons, volume 49, issue 3, pages 21-43, July, DOI: 10.1111/j.1468-246X.1996.tb01108.x.
• William A. Barnett & Yi Liu, 1996, "The CAPM-Extended Divisia Monetary Aggregate with Exact Tracking under Risk," Finance, University Library of Munich, Germany, number 9602001, Feb.
• B. S. Balakrishna, 1996, "Analytic Representations and Approximations to American Option Pricing," Finance, University Library of Munich, Germany, number 9602002, Feb, revised 13 Apr 1996.
• Bakshi, Gurdip S & Chen, Zhiwu, 1996, "The Spirit of Capitalism and Stock-Market Prices," American Economic Review, American Economic Association, volume 86, issue 1, pages 133-157, March.
• Willard, Kristen L & Guinnane, Timothy W & Rosen, Harvey S, 1996, "Turning Points in the Civil War: Views from the Greenback Market," American Economic Review, American Economic Association, volume 86, issue 4, pages 1001-1018, September.
• Jin, Xing & Milne, Frank, 1996, "The Existence of Equilibrium in a Financial Market with General Personal and Corporate Tax Structures," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273373, Nov, DOI: 10.22004/ag.econ.273373.
• Christopher S. Adam, 1996, "A note on private sector asset portfolios in developing economies: econometric estimates from the Kenyan economy," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 1996-01.
• Gurdip S. Bakshi & Zhiwu Chen, 1996, "The Spirit of Capitalism and Stock-Market Prices," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 511.
• Graham, John R. & Harvey, Campbell R., 1996, "Market timing ability and volatility implied in investment newsletters' asset allocation recommendations," Journal of Financial Economics, Elsevier, volume 42, issue 3, pages 397-421, November.
• Ajit Singh, 1996, "Pension Reform, The Stock Market, Capital Formation and Economic Growth: A Critical Commentary on the World Bank's Proposals," SCEPA working paper series., Schwartz Center for Economic Policy Analysis (SCEPA), The New School, number 1996-03, Apr.
• Brian J. Hall & David E. Weinstein, 1996, "The Myth of the Patient Japanese: Corporate Myopia and Financial Distress in Japan and the U.S," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1770.
• Davidson, S. & Peker, A., 1996, "Weekends in Malaysia," Papers, Melbourne - Centre in Finance, number 96-2.
• Franklin Allen & Douglas Gale, , "Financial Markets, Intermediaries, and Intertemporal Smoothing (Revision of 5-95) (Reprint 061)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 14-96.

1995

• Ganti Subrahmanyam & Sooraj B. Swami, 1995, "A Direct Translog Model of India's Household Sector Financial Portfolios," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 30, issue 2, pages 265-274, July.
• Franklin R. Edwards & Frederic S. Mishkin, 1995, "The decline of traditional banking: implications for financial stability and regulatory policy," Economic Policy Review, Federal Reserve Bank of New York, volume 1, issue Jul, pages 27-45.
• Harchaoui, T. & Lasserre, P., 1995, "Testing the Option Vakue Theory of Irreversible Investment," G.R.E.Q.A.M., Universite Aix-Marseille III, number 95b04.
• Andrei Shleifer & Robert W. Vishny, 1995, "A Survey of Corporate Governance," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1741.
• Eric Jacquier & Nicholas G. Polson & Peter Rossi, , "Stochastic Volatility: Univariate and Multivariate Extensions," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 19-95.
• Athanasoulis, S. & Shiller, R.J., 1995, "World Income Components: Measuring and Exploting International Risk Sharing Opportunities," Papers, Yale - Economic Growth Center, number 725.
• Jeffrey A. Frankel, 1995, "Financial Markets and Monetary Policy," MIT Press Books, The MIT Press, number 0262061740, edition 1, ISBN: ARRAY(0x6ad469d8), December.
• Franklin R. Edwards & Frederic S. Mishkin, 1995, "The Decline of Traditional Banking: Implications for Financial Stabilityand Regulatory Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 4993, Jan.
• Robert J. Shiller & Stefano Athanasoulis, 1995, "World Income Components: Measuring and Exploiting International Risk Sharing Opportunities," NBER Working Papers, National Bureau of Economic Research, Inc, number 5095, Apr.
• Benjamin M. Friedman, 1995, "Economic Implications of Changing Share Ownership," NBER Working Papers, National Bureau of Economic Research, Inc, number 5141, Jun.
• Takatoshi Ito & Tokuo Iwaisako, 1995, "Explaining Asset Bubbles in Japan," NBER Working Papers, National Bureau of Economic Research, Inc, number 5358, Nov.
• Kristen L. Willard & Timothy W. Guinnane & Harvey S. Rosen, 1995, "Turning Points in the Civil War: Views from the Greenback Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 5381, Dec.
• Singh, Ajit, 1995, "'Openness' and the 'Market Friendly' approach to development: learning the right lessons from development experience," MPRA Paper, University Library of Munich, Germany, number 54988, Oct.
• Nicholas Economides & Robert A. Schwartz, 1995, "Equity Trading Practices and Market Structure: Assessing Asset Managers' Demand for Immediacy," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 95-08.

1994

• Jeffrey A. Frankel, 1994, "The Internationalization of Equity Markets," NBER Books, National Bureau of Economic Research, Inc, number fran94-1, September.
• Wayne Ferson & Campbell R. Harvey, 1994, "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Chapters, National Bureau of Economic Research, Inc, "The Internationalization of Equity Markets".
• Campbell R. Harvey & Roger D. Huang, 1994, "The Impact of the Federal Reserve Bank's Open Market Operations," NBER Working Papers, National Bureau of Economic Research, Inc, number 4663, Feb.
• John R. Graham & Campbell R. Harvey, 1994, "Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations," NBER Working Papers, National Bureau of Economic Research, Inc, number 4890, Oct.
• Eduardo Ley & Hal R. Varian, 1994, "Are there Psychological Barriers in the Dow-Jones Index?," Finance, University Library of Munich, Germany, number 9401002, Jan, revised 27 Oct 2001.
• Grosfeld, Irena, 1994, "Financial Systems in Transition: Is there a Case for a Bank Based System?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1062, Nov.
• Audretsch, David B & Elston, Julie Ann, 1994, "Does Firm Size Matter? Evidence on the Impacts of Liquidity Constraints on Firm Investment Behaviour in Germany," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1072, Nov.
• Singh, Ajit, 1994, "Openness and the market friendly approach to development: Learning the right lessons from development experience," World Development, Elsevier, volume 22, issue 12, pages 1811-1823, December.

1993

• Eichengreen, Barry, 1993, "A Marshall Plan for the East: Options for 1993," Center for International and Development Economics Research (CIDER) Working Papers, University of California-Berkeley, Department of Economics, number 233185, Feb, DOI: 10.22004/ag.econ.233185.
• Bloch, M. & Guerard, J. & Markowitz, H. & Todd, P. & Xu, G., 1993, "A comparison of some aspects of the U.S. and Japanese equity markets," Japan and the World Economy, Elsevier, volume 5, issue 1, pages 3-26, May.
• Wayne E. Ferson & Campbell R. Harvey, 1993, "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 4595, Dec.
• Guillermo A. Calvo & Leonardo Leiderman & Carmen M. Reinhart, 1993, "Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors," IMF Staff Papers, Palgrave Macmillan, volume 40, issue 1, pages 108-151, March.
• Timothy D. Lane, 1993, "Market Discipline," IMF Staff Papers, Palgrave Macmillan, volume 40, issue 1, pages 53-88, March.
• Barry Eichengreen., 1993, "A Marshall Plan for the East: Options for 1993," Center for International and Development Economics Research (CIDER) Working Papers, University of California at Berkeley, number C93-010, Feb.

1992

• Mr. Leonardo Leiderman & Ms. Carmen Reinhart & Mr. Guillermo Calvo, 1992, "Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors," IMF Working Papers, International Monetary Fund, number 1992/062, Aug.
• P Martin & H Rey, 2000, "Financial Integration and Asset Returns," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0451, Feb.

1991

• Singh, Ajit, 1991, "The stock market and economic development: Should developing countries encourage stock markets?," MPRA Paper, University Library of Munich, Germany, number 53881, Oct, revised 16 Dec 1991.
• Singh, Ajit, 1991, "The stock market and economic development: should developing countries encourage stock markets?," MPRA Paper, University Library of Munich, Germany, number 54927, Dec.
• Kollmann, Robert, 1991, ""Essays on International Business Cycles", PhD thesis, Economics Department, University of Chicago, 1991," MPRA Paper, University Library of Munich, Germany, number 69905.

1990

• Markus Glaser & Martin Weber, 1990, "Overconfidence and trading volume," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 32, issue 1, pages 1-36, January.

1989

• Luis E. Rivero M., 1989, "Literature trends on the relationship between finance and economic growth," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 14, issue 4, pages 121-137, January-D.
• Galai, D, 1989, "A Note On Equilibrium Warrant Pricing-Models And Accounting For Executive Stock-Options," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue 2, pages 313-315, DOI: http://hdl.handle.net/10.2307/24912.

1988

• Rafael Cosgaya & Ildefonso Grande, 1988, "La bolsa de Bilbao: evolución y perspectivas de futuro," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 13, issue 04, pages 286-301.
• Bruce D. Meyer, 1988, "Implications of the Illinois Reemployment Bonus Experiments For Theories of Unemployment and Policy Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 2783, Dec.
• Bruce D. Meyer, 1988, "Implications of the Illinois Reemployment Bonus Experiments for Theories of Unemployment and Policy Design," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 622, Nov.

1986

• Gilroy, Bernard Michael & Broll, Udo, 1986, "Collateral in Banking Policy and Adverse Selection," MPRA Paper, University Library of Munich, Germany, number 18709.
• Broll, Udo & Gilroy, Michael B, 1986, "Collateral in Banking Policy and Adverse Selection," The Manchester School of Economic & Social Studies, University of Manchester, volume 54, issue 4, pages 357-366, December.

1985

• Lee, Cwj, 1985, "Stochastic Properties Of Cross-Sectional Financial Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 23, issue 1, pages 213-227, DOI: http://hdl.handle.net/10.2307/24909.

1982

• Emery, Gw & Cogger, Ko, 1982, "The Measurement Of Liquidity," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue 2, pages 290-303, DOI: http://hdl.handle.net/10.2307/24907.
• Lev, B & Ohlson, Ja, 1982, "Market-Based Empirical-Research In Accounting - A Review, Interpretation, And Extension," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue , pages 249-322, DOI: http://hdl.handle.net/10.2307/26746.
• Beaver, Wh, 1982, "Market-Based Empirical-Research In Accounting - A Review, Interpretation, And Extension - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue , pages 323-331, DOI: http://hdl.handle.net/10.2307/26746.

1981

• Noreen, E & Wolfson, M, 1981, "Equilibrium Warrant Pricing-Models And Accounting For Executive Stock-Options," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue 2, pages 384-398, DOI: http://hdl.handle.net/10.2307/24908.
• Dale, Charles, 1981, "Brownian motion in the treasury bill futures market," MPRA Paper, University Library of Munich, Germany, number 46530, May.

1970

• Wing-Keung Wong & Jun Du & Terence Tai-Leung Chong, 2005, "Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan," Finance Working Papers, East Asian Bureau of Economic Research, number 22587, Jan.

1914

• Elyès Jouini & Hedi Kallal, 2001, "Efficient Trading Strategies in the Presence of Market Frictions," Post-Print, HAL, number halshs-00167150.

1900

1899

• Martine Quinzii & Michael Magill, 1899, "Normative Properties Of Stock Market Equilibrium With Moral Hazard," Working Papers, University of California, Davis, Department of Economics, number 79, Dec.

0

• Muhammad Asif Khan & Adler Haymans Manurung, 2024, "Driving Sustainable Business Models in Indonesian Emerging Markets: An Empirical Analysis," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 6, issue 1, pages 53-63, May.
• Revoredo-Giha, Cesar & Zuppiroli, Marco, 2013, "Commodity futures markets: are they an effective price risk management tool for the European wheat supply chain?," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), volume 2, issue 3, pages 1-19, December, DOI: 10.22004/ag.econ.162073.
• Mohamed El Hedi Arouri & Julien Fouquau, 2009, "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Papers, arXiv.org, number 0905.3870, May.
• Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri, 2009, "Stock market integration in the Latin American markets: further evidence from nonlinear modeling," Papers, arXiv.org, number 0905.3874, May.
• Ivan O. Kitov, 2010, "Modeling share prices of banks and bankrupts," Papers, arXiv.org, number 1003.2692, Mar.
• Ivan O. Kitov & Oleg I. Kitov, 2010, "S&P 500 returns revisited," Papers, arXiv.org, number 1004.0213, Mar.
• John Cotter & Kevin Dowd, 2011, "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," Papers, arXiv.org, number 1103.5408, Mar.
• john cotter & kevin dowd, 2011, "Intra-Day Seasonality in Foreign Exchange Market Transactions," Papers, arXiv.org, number 1103.5664, Mar.
• John Cotter, 2011, "Absolute Return Volatility," Papers, arXiv.org, number 1103.5976, Mar.
• Geoff Willis, 2011, "Pricing, liquidity and the control of dynamic systems in finance and economics," Papers, arXiv.org, number 1105.5503, May.
• Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2011, "Measuring market liquidity: An introductory survey," Papers, arXiv.org, number 1112.6169, Dec.
• Jan Baldeaux & Alexander Badran, 2012, "Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model," Papers, arXiv.org, number 1203.5903, Mar, revised Aug 2012.
• Ivan Kitov, 2012, "ConocoPhillips' share price model revisited," Papers, arXiv.org, number 1204.5171, Apr.
• Ivan Kitov, 2012, "Cross comparison and modelling of Goldman Sachs, Morgan Stanley, JPMorgan Chase, Bank of America, and Franklin Resources," Papers, arXiv.org, number 1212.1661, Dec.
• Jing Li & Mingxin Xu, 2013, "Optimal Dynamic Portfolio with Mean-CVaR Criterion," Papers, arXiv.org, number 1308.2324, Aug.
• Pierre Cizeau & Marc Potters & Jean-Philippe Bouchaud, 2000, "Correlation structure of extreme stock returns," Papers, arXiv.org, number cond-mat/0006034, Jun, revised Jan 2001.
• Fabrizio Lillo & Rosario N. Mantegna & Jean-Philippe Bouchaud & Marc Potters, 2001, "Introducing Variety in Risk Management," Papers, arXiv.org, number cond-mat/0107208, Jul.
• T. Di Matteo & T. Aste & M. M. Dacorogna, 2003, "Using the Scaling Analysis to Characterize Financial Markets," Papers, arXiv.org, number cond-mat/0302434, Feb.
• Fabrizio Lillo & J. Doyne Farmer, 2003, "The long memory of the efficient market," Papers, arXiv.org, number cond-mat/0311053, Nov, revised Jul 2004.
• T. Di Matteo & T. Aste & M. M. Dacorogna, 2004, "Long term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development," Papers, arXiv.org, number cond-mat/0403681, Mar.
• Rama Cont & Marc Potters & Jean-Philippe Bouchaud, 1997, "Scaling in stock market data: stable laws and beyond," Papers, arXiv.org, number cond-mat/9705087, May.
• Laurent Laloux & Marc Potters & Rama Cont & Jean-Pierre Aguilar & Jean-Philippe Bouchaud, 1998, "Are Financial Crashes Predictable?," Papers, arXiv.org, number cond-mat/9804111, Apr.
• Takatoshi Ito & Michael Melvin, , "The Political Economy of Japan's Big Bang," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University, number 2132866.
• Alejandro Reveiz & Carlos Eduardo León Rincón, 2008, "Índice representativo del mercado de deuda pública interna: IDXTES," Borradores de Economia, Banco de la Republica de Colombia, number 488, Feb, DOI: 10.32468/be.488.
• Alejandro Reveiz Herault, 2008, "Artificial Markets under a Complexity Perspective," Borradores de Economia, Banco de la Republica de Colombia, number 510, Apr, DOI: 10.32468/be.510.
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