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

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• Tan Ngoc Vu & Duc Hong Vo & Michael McAleer, 2019, "Rent seeking for export licenses: Application to the Vietnam rice market," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-13, Mar.
• Stephen Turnovsky & Marcelo Bianconi, undated, "The Welfare Gains from Stabilization in a Stochastically Growing Economy with Idiosyncratic Shocks and Flexible Labor Supply," Working Papers, University of Washington, Department of Economics, number UWEC-2004-08-P.
• Luis Gil-Alana & Antonio Moreno, 2007, "Uncovering the U.S. Term Premium: An Alternative Route," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/07, Oct.
• Arshad Ullah Jadoon & Guo Tianci & Yan Yunxian, 0, "Pakistan’s Stock Market Reaction to Large and Small Shocks in Oil Prices: An Assessment with the MT-NARDL Model," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-16.
• George M. Constantinides & Thaleia Zariphopoulou, undated, "Bounds on Prices of Contingent Claims in an Intertemporal Economy with Proportional Transaction Costs and General Preferences," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 347.
• A. CRAIG MacKINLAY & LUBOŠ PÁSTOR, undated, "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 362.
• A. CRAIG MacKINLAY & LUBOŠ PÁSTOR, undated, "Asset Pricing Models: Implications for Expected Returns and Portfolio Selection," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 510.
• Nicholas Economides & Robert A. Schwartz,, undated, "Equity Trading Practices and Market Structure: Assessing Asset Managers' Demand for Immediacy," Financial Networks, Economics of Networks, number 9508.
• Michael W. Brandt & Francis X. Diebold & April, undated, "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 03-15.
• François Ortalo-Magné & Matteo Iacoviello, undated, "Hedging Housing Risk in London," Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research, number 02-03.
• Mouhua Liao, undated, "Periodic, Complete-participation Trade in the Lagos-Rocheteau Model," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2014-08-06.
• Bruno S. Frey & Marcel Kucher, undated, "History as Reflected in Capital Markets: The Case of World War II," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 002.
• Peter Woehrmann & Willi Semmler & Martin Lettau, undated, "Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 225.
• Peter Woehrmann, undated, "A dynamic model of the financial�real interaction as a model selection criterion for nonparametric stock market prediction," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 226.

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• Zhuan Pei & David S. Lee & David Card & Andrea Weber, 2018, "Local Polynomial Order in Regression Discontinuity Designs," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 622, Aug.
• Nicola Borri & Pietro Reichlin, 2021, "Optimal Taxation with Home Ownership and Wealth Inequality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 40, pages 64-84, April, DOI: 10.1016/j.red.2020.09.003.
• Wenli Li & Edison Yu, 2022, "Real Estate Taxes and Home Value: Evidence from TCJA," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 43, pages 125-151, January, DOI: 10.1016/j.red.2021.02.003.
• Yongsung Chang & Jay Hong & Marios Karabarbounis & Yicheng Wang & Tao Zhang, 2022, "Income Volatility and Portfolio Choices," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 44, pages 65-90, April, DOI: 10.1016/j.red.2021.04.004.
• Gaetano Bloise & Pietro Reichlin, 2023, "Low safe interest rates: A case for dynamic inefficiency?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 51, pages 633-656, December, DOI: 10.1016/j.red.2023.06.005.
• A. van Witteloostuijn & K.S. Muehlfeld, 2008, "Trader personality and trading performance: A framework and financial market experiment," Working Papers, Utrecht School of Economics, number 08-28.
• Jaccard Ivan, 2011, "Asset Pricing and Housing Supply in a Production Economy," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-40, October, DOI: 10.2202/1935-1690.1685.
• Zhou Xia & Carroll Christopher D., 2012, "Dynamics of Wealth and Consumption: New and Improved Measures for U.S. States," The B.E. Journal of Macroeconomics, De Gruyter, volume 12, issue 2, pages 1-44, March, DOI: 10.1515/1935-1690.2403.
• Case Karl E. & Quigley John M. & Shiller Robert J., 2005, "Comparing Wealth Effects: The Stock Market versus the Housing Market," The B.E. Journal of Macroeconomics, De Gruyter, volume 5, issue 1, pages 1-34, May, DOI: 10.2202/1534-6013.1235.
• Huang Dashan & Yu Baimin & Lu Zudi & Fabozzi Frank J. & Focardi Sergio & Fukushima Masao, 2010, "Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 2, pages 1-26, March, DOI: 10.2202/1558-3708.1805.
• Lee Jihyun & Kim Tong S & Lee Hoe Kyung, 2010, "Return-Volatility Relationship in High Frequency Data: Multiscale Horizon Dependency," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 1, pages 1-43, December, DOI: 10.2202/1558-3708.1717.
• Akdeniz Levent & Altay-Salih Aslihan & Caner Mehmet, 2003, "Time-Varying Betas Help in Asset Pricing: The Threshold CAPM," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 4, pages 1-18, March, DOI: 10.2202/1558-3708.1101.
• Grossi Luigi, 2004, "Analyzing Financial Time Series through Robust Estimators," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-15, May, DOI: 10.2202/1558-3708.1224.
• Lillo Fabrizio & Farmer J. Doyne, 2004, "The Long Memory of the Efficient Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 3, pages 1-35, September, DOI: 10.2202/1558-3708.1226.