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

1997

• 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.
• 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, 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.

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.
• 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.
• 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.
• Patric Hendershott, 1996, "Public Policy and the Housing Market," NBER Books, National Bureau of Economic Research, Inc, number hend96-1.
• 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.

1995

• Jeffrey A. Frankel, 1995, "Financial Markets and Monetary Policy," MIT Press Books, The MIT Press, number 0262061740, edition 1, ISBN: ARRAY(0x8cec3bb8), 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.
• 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.

1994

• Grosfeld, Irena, 1994, "Financial Systems in Transition: Is there a Case for a Bank Based System?," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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.
• Jeffrey A. Frankel, 1994, "The Internationalization of Equity Markets," NBER Books, National Bureau of Economic Research, Inc, number fran94-1.
• 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.

1993

• 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.
• 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.

1992

• P Martin & H Rey, 2000, "Financial Integration and Asset Returns," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0451, Feb.
• 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.

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, Academic Publishing UNWE, 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.
• Freddy Hernán Cepeda López, 2008, "La topología de redes como herramienta de seguimiento en el Sistema de Pagos de Alto Valor en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 513, May, DOI: 10.32468/be.513.
• Gloria Alonso & Juan Nicolás Hernandez & José David Pulido & Martha Lucía Villa, 2008, "Medidas alternativas de tasa de cambio real para Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 514, May, DOI: 10.32468/be.514.
• Javier Gutiérrez Rueda & Diego M. Vásquez E., 2008, "Un Análisis de Cointegración para el Riesgo de Crédito," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 035, Sep, DOI: 10.32468/tef.35.
• Agustín Saade Ospina, 2008, "Aproximación cuantitativa a la centralidad de los bancos en el mercado interbancario: enfoque de juegos cooperativos," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 037, Sep, DOI: 10.32468/tef.37.
• Agustín Saade Ospina, 2010, "Estructura de red del Mercado Electrónico Colombiano (MEC) e identificación de agentes sistémicos según criterios de centralidad," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 054, Sep, DOI: 10.32468/tef.54.
• Tom Doan, 2025, "RATS programs to replicate Diebold and Yilmaz EJ 2009 spillover calculations," Statistical Software Components, Boston College Department of Economics, number RTZ00044, revised .
• Tom Doan, 2025, "RATS programs to replicate Diebold,Rudebusch,Aruoba 2006 factor model," Statistical Software Components, Boston College Department of Economics, number RTZ00047, revised .
• Tom Doan, 2025, "RATS program to estimate various forms of DCC GARCH models," Statistical Software Components, Boston College Department of Economics, number RTZ00174, revised .
• Christian EWERHART, 2009, "Vanishing Liquidity, Market Runs,and the Welfare Impact of TARP," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-01, Jan.
• Eric Ghysels & Alberto Plazzi & Rossen I. Valkanov, 2011, "Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-06, Feb.
• Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov, 2011, "Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-07, Jan.
• Andrea Frazzini & Lasse Heje Pedersen, 2012, "Betting Against Beta," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-17, May.
• Bruno Biais & Richard C. Green, , "The Microstructure of the Bond Market in the 20th Century," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2005-E57.
• LESPLINGART, Clothilde & MAJOIS, Christophe & PETITJEAN, Mikael, 2012, "Liquidity and CDS premiums on European companies around the Subprime crisis," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2440, Jan, DOI: 10.1007/s11147-012-9076-y.
• Steusloff, Tatjana & Krusenbaum, Lena, , "Einfluss von Online-Ratings auf die Preisbereitschaft von Konsumenten am Beispiel von Amazon
  [Influence of Online Ratings on Consumers’ Willingness-to-pay on the Example of Amazon]," Duesseldorf Working Papers in Applied Management and Economics, Duesseldorf University of Applied Sciences, number 39.
• Thuraisamy, Kannan & Sharma, Susan S. & Ahmed, Huson Ali, 2012, "The relationship between Asian equity and commodity futures markets," Working Papers, Deakin University, Department of Economics, number fe_2012_07, Jan, DOI: 10.1016/j.asieco.2013.04.003.
• Westerlund, Joakim & Narayan, Paresh, 2014, "Testing for predictability in conditionally heteroskedastic stock returns," Working Papers, Deakin University, Department of Economics, number fe_2014_01, Jan, DOI: 10.1093/jjfinec/nbu001.
• Westerlund, Joakim & Narayan, Paresh, 2014, "A random coefficient approach to the predictability of stock returns in panels," Working Papers, Deakin University, Department of Economics, number fe_2014_10, Jan, DOI: 10.1093/jjfinec/nbu003.
• Westerlund, Joakim & Narayan, Paresh, 2014, "Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns," Working Papers, Deakin University, Department of Economics, number fe_2014_13, Jan.
• Westerlund, Joakim & Karabiyik, Hande & Narayan, Paresh, 2015, "Testing for predictability in panels with general predictors," Working Papers, Deakin University, Department of Economics, number fe_2015_10, Jan, DOI: 10.1002/jae.2535.
• Joakim Westerlund & Paresh K Narayan & Xinwei Zheng, , "Testing For Stock Return Predictability In A Large Chinese Panel," Working Papers, Deakin University, Department of Economics, number 2015_11.
• Lucinda Brickler & Adam Copeland & Antoine Martin, 2011, "Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask," Liberty Street Economics, Federal Reserve Bank of New York, number 20110411, Apr.
• Mary Amiti & David E. Weinstein, 2011, "Did Trade Finance Contribute to the Global Trade Collapse?," Liberty Street Economics, Federal Reserve Bank of New York, number 20110629, Jun.
• Antoine Martin, 2011, "Stabilizing the Tri-Party Repo Market by Eliminating the “Unwind”," Liberty Street Economics, Federal Reserve Bank of New York, number 20110720, Jul.
• David O. Lucca & Ernst Schaumburg, 2011, "What to Make of Market Measures of Inflation Expectations?," Liberty Street Economics, Federal Reserve Bank of New York, number 20110815, Aug.
• Olivier Armantier & Eric Ghysels & Asani Sarkar & Jeffrey Shrader, 2011, "Is There Stigma to Discount Window Borrowing?," Liberty Street Economics, Federal Reserve Bank of New York, number 20110831, Aug.
• Roosevelt D. Bowman & Jan J. J. Groen, 2011, "An Examination of U.S. Dollar Declines," Liberty Street Economics, Federal Reserve Bank of New York, number 20110926, Sep.
• James J. McAndrews & Asani Sarkar & Zhenyu Wang, 2011, "Did the Fed’s Term Auction Facility Work?," Liberty Street Economics, Federal Reserve Bank of New York, number 20111011, Oct.
• Katherine Femia & Jeff W. Huther & Andrea Tambalotti, 2011, "Sizing Up the Fed's Maturity Extension Program," Liberty Street Economics, Federal Reserve Bank of New York, number 20111019, Oct.
• Antoine Martin, 2011, "Remaining Risks in the Tri-Party Repo Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20111107, Nov.
• Kenneth D. Garbade, 2011, "The Evolution of Federal Debt Ceilings," Liberty Street Economics, Federal Reserve Bank of New York, number 20111114, Nov.
• Kathryn Chen & Michael J. Fleming & John Jackson & Ada Li & Asani Sarkar, 2011, "How Might Increased Transparency Affect the CDS Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20111123, Nov.
• Gara Afonso, 2011, "When Do Trade Frictions Increase Liquidity?," Liberty Street Economics, Federal Reserve Bank of New York, number 20111219, Dec.
• Donald P. Morgan & Kevin J. Pan, 2012, "Do Payday Lenders Target Minorities," Liberty Street Economics, Federal Reserve Bank of New York, number 20120208, Feb.
• James Vickery, 2012, "The Dodd-Frank Act’s Potential Effects on the Credit Rating Industry," Liberty Street Economics, Federal Reserve Bank of New York, number 20120215, Feb.
• Antoine Martin, 2012, "Is Risk Rising in the Tri-Party Repo Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20120229, Feb.
• Michael J. Fleming, 2012, "Failure Is No Longer a (Free) Option for Agency Debt and Mortgage-Backed Securities," Liberty Street Economics, Federal Reserve Bank of New York, number 20120319, Mar.
• Kenneth D. Garbade, 2012, "Innovations in Treasury Debt Instruments," Liberty Street Economics, Federal Reserve Bank of New York, number 20120409, Apr.
• Marco Del Negro & Daniel Herbst & Frank Schorfheide, 2012, "Forecasting the Great Recession: DSGE vs. Blue Chip," Liberty Street Economics, Federal Reserve Bank of New York, number 20120416, Apr.
• Michael J. Fleming & John Jackson & Ada Li & Asani Sarkar & Patricia Zobel, 2012, "The Impact of Trade Reporting on the Interest Rate Derivatives Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20120430, Apr.
• Adam Biesenbach & Marco Cipriani, 2012, "The Flash Crash, Two Years On," Liberty Street Economics, Federal Reserve Bank of New York, number 20120507, May.
• Adam Copeland & Isaac Davis & Eric LeSueur & Antoine Martin, 2012, "Mapping and Sizing the U.S. Repo Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20120625, Jun.
• David O. Lucca & Emanuel Moench, 2012, "The Puzzling Pre-FOMC Announcement “Drift”," Liberty Street Economics, Federal Reserve Bank of New York, number 20120711, Jul.
• Nicola Cetorelli, 2012, "Introducing a Series on the Evolution of Banks and Financial Intermediation," Liberty Street Economics, Federal Reserve Bank of New York, number 20120716, Jul.
• Benjamin H. Mandel & Donald P. Morgan & Chenyang Wei, 2012, "The Role of Bank Credit Enhancements in Securitization," Liberty Street Economics, Federal Reserve Bank of New York, number 20120718, Jul.
• Nicola Cetorelli & Stavros Peristiani, 2012, "The Dominant Role of Banks in Asset Securitization," Liberty Street Economics, Federal Reserve Bank of New York, number 20120719, Jul.
• Michele Braun & Adam Copeland & Alexa Herlach & Radhika Mithal, 2012, "Intraday Liquidity Flows," Liberty Street Economics, Federal Reserve Bank of New York, number 20120806, Aug.
• Kenneth D. Garbade & James J. McAndrews, 2012, "If Interest Rates Go Negative . . . Or, Be Careful What You Wish For," Liberty Street Economics, Federal Reserve Bank of New York, number 20120829, Aug.
• Adam Copeland & Antoine Martin, 2012, "The Odd Behavior of Repo Haircuts during the Financial Crisis," Liberty Street Economics, Federal Reserve Bank of New York, number 20120917, Sep.
• Michael Abrahams, 2012, "Federal Reserve Liquidity Facilities Gross $22 Billion for U.S. Taxpayers," Liberty Street Economics, Federal Reserve Bank of New York, number 20121107, Nov.
• Olivier Armantier, 2013, "A “Reference Price Auction” to Buy or Sell Different Assets Simultaneously," Liberty Street Economics, Federal Reserve Bank of New York, number 20130102, Jan.
• Michael J. Fleming & Sean Myers, 2013, "Primary Dealers’ Waning Role in Treasury Auctions," Liberty Street Economics, Federal Reserve Bank of New York, number 20130220, Feb.
• Kenneth D. Garbade, 2013, "How the Nation Resolved Its First Debt Ceiling Crisis," Liberty Street Economics, Federal Reserve Bank of New York, number 20130304, Mar.
• Jan J. J. Groen & Kevin McNeil & Menno Middeldorp, 2013, "A New Approach for Identifying Demand and Supply Shocks in the Oil Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20130325, Mar.
• Michael J. Fleming & John Sporn, 2013, "How Liquid Is the Inflation Swap Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20130401, Apr.
• Tobias Adrian & Richard K. Crump & Emanuel Moench, 2013, "Do Treasury Term Premia Rise around Monetary Tightenings?," Liberty Street Economics, Federal Reserve Bank of New York, number 20130415, Apr.
• Fernando M. Duarte & Carlo Rosa, 2013, "Are Stocks Cheap? A Review of the Evidence," Liberty Street Economics, Federal Reserve Bank of New York, number 20130508, May.
• Leyla Alkan & Vic Chakrian & Adam Copeland & Isaac Davis & Antoine Martin, 2013, "Magnifying the Risk of Fire Sales in the Tri-Party Repo Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20130717, Jul.
• Tobias Adrian & Michael J. Fleming, 2013, "The Recent Bond Market Selloff in Historical Perspective," Liberty Street Economics, Federal Reserve Bank of New York, number 20130805, Aug.
• Brian Begalle & Adam Copeland & Antoine Martin & James J. McAndrews & Susan McLaughlin, 2013, "Are Higher Haircuts Better? A Paradox," Liberty Street Economics, Federal Reserve Bank of New York, number 20130819, Aug.
• Jan J. J. Groen & Menno Middeldorp, 2013, "Creating a History of U.S. Inflation Expectations," Liberty Street Economics, Federal Reserve Bank of New York, number 20130821, Aug.
• Michael J. Fleming, 2013, "Information on Dealer Activity in Specific Treasury Issues Now Available," Liberty Street Economics, Federal Reserve Bank of New York, number 20130826, Aug.
• Linda S. Goldberg, 2013, "What’s News?," Liberty Street Economics, Federal Reserve Bank of New York, number 20131007, Oct.
• Tobias Adrian & Michael J. Fleming & Jonathan Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu, 2013, "Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed-Income Markets," Liberty Street Economics, Federal Reserve Bank of New York, number 20131016a, Oct.
• Tobias Adrian & Nina Boyarchenko, 2013, "Intermediary Leverage Cycles and Financial Stability," Liberty Street Economics, Federal Reserve Bank of New York, number 20131120, Nov.
• Fernando M. Duarte & Carlo Rosa, 2013, "A Way With Words: The Economics of the Fed’s Press Conference," Liberty Street Economics, Federal Reserve Bank of New York, number 20131125, Nov.
• Gara Afonso & Alex Entz & Eric LeSueur, 2013, "Who’s Lending in the Federal Funds Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20131202, Dec.
• Gara Afonso & Alex Entz & Eric LeSueur, 2013, "Who’s Borrowing in the Fed Funds Market?," Liberty Street Economics, Federal Reserve Bank of New York, number 20131209, Dec.
• João A. C. Santos, 2014, "The Transformation of Banking: Tying Loan Interest Rates to Borrowers' Credit Default Swap Spreads," Liberty Street Economics, Federal Reserve Bank of New York, number 20140210, Feb.
• Thomas M. Eisenbach & Tanju Yorulmazer, 2014, "What Makes a Bank Stable? A Framework for Analysis," Liberty Street Economics, Federal Reserve Bank of New York, number 20140224, Feb.
• Thomas M. Eisenbach & Tanju Yorulmazer, 2014, "Factors that Affect Bank Stability," Liberty Street Economics, Federal Reserve Bank of New York, number 20140226, Feb.
• Carlo Rosa & Andrea Tambalotti, 2014, "How Unconventional Are Large-Scale Asset Purchases?," Liberty Street Economics, Federal Reserve Bank of New York, number 20140303, Mar.
• Jan J. J. Groen & Richard Peck, 2014, "Risk Aversion, Global Asset Prices, and Fed Tightening Signals," Liberty Street Economics, Federal Reserve Bank of New York, number 20140305, Mar.
• Samuel Antill & David Hou & Asani Sarkar, 2014, "The Growth of Murky Finance," Liberty Street Economics, Federal Reserve Bank of New York, number 20140327, Mar.
• Nicola Cetorelli & James J. McAndrews & James Traina, 2014, "Evolution in Bank Complexity," Liberty Street Economics, Federal Reserve Bank of New York, number 20140328, Mar.
• Nicola Cetorelli & Linda S. Goldberg & Arun Gupta, 2014, "Measuring Global Bank Complexity," Liberty Street Economics, Federal Reserve Bank of New York, number 20140331, Mar.
• David O. Lucca & Or Shachar, 2014, "Lunch Anyone? Volatility on the Tokyo Stock Exchange around the Lunch Break on May 23, 2013, and Stock Market Circuit Breakers," Liberty Street Economics, Federal Reserve Bank of New York, number 20140409, Apr.
• Tobias Adrian & João A. C. Santos, 2014, "Liquidity Risk, Liquidity Management, and Liquidity Policies," Liberty Street Economics, Federal Reserve Bank of New York, number 20140414b, Apr.
• Fernando M. Duarte & Thomas M. Eisenbach, 2014, "On Fire-Sale Externalities, TARP Was Close to Optimal," Liberty Street Economics, Federal Reserve Bank of New York, number 20140415, Apr.
• Tobias Adrian & Nina Boyarchenko, 2014, "Liquidity Policies and Systemic Risk," Liberty Street Economics, Federal Reserve Bank of New York, number 20140417, Apr.
• João A. C. Santos & Javier Suarez, 2014, "How Liquidity Standards Can Improve Lending of Last Resort Policies," Liberty Street Economics, Federal Reserve Bank of New York, number 20140418, Apr.
• Nina Boyarchenko, 2014, "No Good Deals—No Bad Models," Liberty Street Economics, Federal Reserve Bank of New York, number 20140505, May.
• Tobias Adrian & Richard K. Crump & Benjamin Mills & Emanuel Moench, 2014, "Treasury Term Premia: 1961-Present," Liberty Street Economics, Federal Reserve Bank of New York, number 20140512, May.
• Adam Copeland & Isaac Davis & Ira Selig, 2014, "What’s Your WAM? Taking Stock of Dealers’ Funding Durability," Liberty Street Economics, Federal Reserve Bank of New York, number 20140609, Jun.
• Adam Copeland & Isaac Davis & Eric LeSueur & Antoine Martin, 2014, "Lifting the Veil on the U.S. Bilateral Repo Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20140709, Jul.