Research classified by Journal of Economic Literature (JEL) codes

2013

• Martin Čihák & Asli Demirgüč-Kunt & Erik Feyen & Ross Levine, 2013, "Financial Development in 205 Economies, 1960 to 2010," NBER Working Papers, National Bureau of Economic Research, Inc, number 18946, Apr.
• Adrian Buss & Bernard Dumas, 2013, "The Dynamic Properties of Financial-Market Equilibrium with Trading Fees," NBER Working Papers, National Bureau of Economic Research, Inc, number 19155, Jun.
• Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013, "Asset Pricing in the Dark: The Cross Section of OTC Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 19309, Aug.
• Ing-Haw Cheng & Harrison Hong & Kelly Shue, 2013, "Do Managers Do Good with Other People's Money?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19432, Sep.
• Turan G. Bali & Nusret Cakici & Robert F. Whitelaw, 2013, "Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?," NBER Working Papers, National Bureau of Economic Research, Inc, number 19460, Sep.
• Bernard Herskovic & Bryan Kelly & Hanno Lustig & Stijn Van Nieuwerburgh, 2013, "Firm Volatility in Granular Networks," NBER Working Papers, National Bureau of Economic Research, Inc, number 19466, Sep.
• Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2013, "The Joint Cross Section of Stocks and Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 19590, Oct.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2013, "Moral Hazard, Informed Trading, and Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 19619, Nov.
• Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2013, "Parameter Learning in General Equilibrium: The Asset Pricing Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 19705, Dec.
• Petru CATAN & Viorica ŞEPTELICI, 2013, "Financial Stability Review Of The Microfinance Sector In Moldova," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 3, pages 89-95.
• Alina MOLDOVAN-MADAN, 2013, "New Opportunities On The Market Of Mergers And Acquisitions For 2014," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 4, pages 182-186.
• Michael Bleaney & Zhiyong Li, 2013, "The performance of bid-ask spread estimators under less than ideal conditions," Discussion Papers, University of Nottingham, School of Economics, number 13/05, May.
• Jeremy Bulow & Paul Klemperer, 2013, "Market-Based Bank Capital Regulation," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2013-W12, Sep.
• Rintaro Tamaki, 2013, "The future of the Asian economic and financial community," OECD Journal: Financial Market Trends, OECD Publishing, volume 2012, issue 2, pages 67-78, DOI: 10.1787/fmt-2012-5k49lchclctd.
• Martin Feldkircher & Gerhard Fenz & Robert Ferstl & Gerald Krenn & Benjamin Neudorfer & Claus Puhr & Thomas Reininger & Stefan W. Schmitz & Martin Schneider & Christoph Siebenbrunner & Michael Sigmund, 2013, "ARNIE in Action: The 2013 FSAP Stress Tests for the Austrian Banking System," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 26, pages 100-118.
• Ciupac-Ulici Maria-Lenuta & Ardelean Ciprian George & Nistor Ioan Alin, 2013, "Theoretical Aspects Of Financial Liberalization Process," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 867-875, July.
• NAN Anca-Petruta, 2013, "Study About The Usage Of Agricultural Insurance Based On Indexes In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 331-338, December.
• Tarnaczi Tibor & Kulcsar Edina, 2013, "The Comparative Risk And Performance Analysis Of Hungarian And Romanian Exchange Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 451-462, December.
• Nattapol TAKKABUTR, 2013, "Model-free Implied Volatility Index of Japanese Stock Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 13-03, Mar.
• Petra Valickova & Tomas Havranek & Roman Horvath, 2013, "Financial Development and Economic Growth: A Meta-Analysis," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 331, Jul.
• Michał Brzozowski & Joanna Siwińska-Gorzelak, 2013, "Public Spending Volatility and Financial Market Development," CESifo Economic Studies, CESifo Group, volume 59, issue 1, pages 72-92, March.
• Erkko Etula, 2013, "Broker-Dealer Risk Appetite and Commodity Returns," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 3, pages 486-521, June.
• Seongman Moon & Carlos Velasco, 2013, "On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 151-173, December.
• John Muellbauer, 2013, "Conditional eurobonds and the eurozone sovereign debt crisis," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 29, issue 3, pages 610-645, AUTUMN.
• Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2013, "The Wealth-Consumption Ratio," The Review of Asset Pricing Studies, Society for Financial Studies, volume 3, issue 1, pages 38-94.
• Ian W. Martin, 2013, "Consumption-Based Asset Pricing with Higher Cumulants," The Review of Economic Studies, Review of Economic Studies Ltd, volume 80, issue 2, pages 745-773.
• Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013, "Asset Pricing in the Dark: The Cross-Section of OTC Stocks," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 12, pages 2985-3028.
• Mikhail Chernov & Alexander S. Gorbenko & Igor Makarov, 2013, "CDS Auctions," The Review of Financial Studies, Society for Financial Studies, volume 26, issue 3, pages 768-805.
• Avram Marioara & Drãguºin Cristina-Petrina, 2013, "The Current Status of Financing Public Higher Education Institutions in Romania – The Case of The University of Craiova," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1070-1075, May.
• John Muellbauer, 2013, "Conditional Eurobonds and the Eurozone Sovereign Debt Crisis," Economics Series Working Papers, University of Oxford, Department of Economics, number 681, Oct.
• Gaël Giraud & Cécile Renourad (ed.), 2013, "20 Propuestas para reformar el capitalismo," Books, Fondo Editorial, Universidad del Pacífico, number 13-02, edition 1.
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 1. Hacer de la función social de la empresa una prioridad estretégica: estimular y controlar," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 1, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 2. Por un control independiente, financiero y extrafinanciero de las empresas," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 2, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 3. Integrar el medio ambiente, lo social y la gobernanza al análisis financiero y la inversión," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 3, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 4. Valorizar al asalariado para volver a dar sentido a la empresa," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 4, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 5. Remunerar a los operadores financieros por su justo valor," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 5, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 6. Formar a los analistas y a los operadores financieros," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 6, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 7. Titulizar mejor para reparar los daños de la crisis," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 7, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 8. Transformar los derivados de crédito en activos dignos de confianza," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 8, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 9. Restaurar la función principal de los mercados de futuros de materias primas," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 9, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 10. Poner la matemática financiera al servicio de lo real," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 10, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 11. Mejorar el control de los riesgos," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 11, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 12. Regular los fondos de pensiones para salvar a los jubilados europeos," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 12, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 13. Reglamentar los mercados extrabursátiles," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 13, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 14. Combinar Basilea II con los objetivos de la política económica," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 14, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 15. Restablecer la verdad contable de los derivados exóticos," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 15, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 16. Por una tributación desterritorializada para las multinacionales," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 16, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 17. Hacia herramientas de medición de optimización fiscal," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 17, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 18. Establecer impuesto globales," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 18, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 19. Reformar el BCE para prevenir las burbujas," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 19, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Gaël Giraud & Cécile Renourad, 2013, "Propuesta 20. Por un capitalismo "verde", justo y pluralista," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 20, in: Gaël Giraud & Cécile Renourad, "20 Propuestas para reformar el capitalismo".
• Alessandro Carretta & Vincenzo Farina & Elvira Anna Graziano & Marco Reale, 2013, "Does Investor Attention Influence Stock Market Activity? The Case of Spin-Off Deals," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 1, in: Alessandro Carretta & Gianluca Mattarocci, "Asset Pricing, Real Estate and Public Finance over the Crisis", DOI: 10.1057/9781137293770_2.
• Yuanhua Feng & Lixin Sun, 2013, "A semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 69, Dec.
• Slawomir Ireneusz Bukowski, 2013, "The Degree of the Polish and Slovak equity market integration with the euro area equity market," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 115/2013, Jan.
• García Muñoz, Luis Manuel, 2013, "CVA, FVA (and DVA?) with stochastic spreads. A feasible replication approach under realistic assumptions," MPRA Paper, University Library of Munich, Germany, number 44252, Feb.
• Shahzad, Syed jawad hussain & Ali, Paeman & Saleem, Fawad & Ali, Sajid & Akram, Sehrish, 2013, "Stock market efficiency: Behavioral or traditional paradigm?Evidence from Karachi Stock Exchange (KSE) and investors community of Pakistan," MPRA Paper, University Library of Munich, Germany, number 45095, Mar.
• Hatemi-J, Abdulnasser, 2013, "A New Asymmetric GARCH Model: Testing, Estimation and Application," MPRA Paper, University Library of Munich, Germany, number 45170, Mar.
• Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013, "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper, University Library of Munich, Germany, number 45615, Jan.
• Abounoori, Abbas Ali & Naderi, Esmaeil & Gandali Alikhani, Nadiya & Amiri, Ashkan, 2013, "Financial Time Series Forecasting by Developing a Hybrid Intelligent System," MPRA Paper, University Library of Munich, Germany, number 45860, Jan.
• Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2013, "Un modelo GARCH con asimetria condicional autorregresiva para modelar series de tiempo: Una aplicacion para los rendimientos del Indice de Precios y Cotizaciones de la BMV
  [A GARCH model with autorregresive conditional asymmetry to model time-seri," MPRA Paper, University Library of Munich, Germany, number 46328, Apr.
• Leung, Charles Ka Yui & Tang, Edward Chi Ho, 2013, "Speculating China economic growth through Hong Kong? Evidence from the stock market IPO and real estate markets," MPRA Paper, University Library of Munich, Germany, number 46346, Apr.
• Masciantonio, Sergio, 2013, "Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective," MPRA Paper, University Library of Munich, Germany, number 46788, Apr.
• Ivanov, Sergei, 2013, "Interest rate paradox," MPRA Paper, University Library of Munich, Germany, number 47723, Jun.
• Commendatore, Pasquale & Michetti, Elisabetta & Purificato, Francesco, 2013, "Financial Development and Agglomeration," MPRA Paper, University Library of Munich, Germany, number 48425, Jul.
• Ratti, Ronald A. & Hasan, M. Zahid, 2013, "Oil Price Shocks and Volatility in Australian Stock Returns ‎," MPRA Paper, University Library of Munich, Germany, number 49043, Jan.
• Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2013, "Further evidence on bear market predictability: The role of the external finance premium," MPRA Paper, University Library of Munich, Germany, number 49093, Aug.
• Akber, Ushna & Muhammad, Nabeel, 2013, "Is Pakistan Stock Market moving towards Weak-form efficiency? Evidence from the Karachi Stock Exchange and the Random Walk Nature of free-float of shares of KSE 30 Index," MPRA Paper, University Library of Munich, Germany, number 49128.
• Leung, Charles Ka Yui & Shi, Song & Tang, Edward Chi Ho, 2013, "Commodity house prices," MPRA Paper, University Library of Munich, Germany, number 49489, Sep.
• García Muñoz, Luis Manuel, 2013, "Interest rate modeling under multiple discounting curves," MPRA Paper, University Library of Munich, Germany, number 50357, Oct.
• Van Heerden, Dorathea & Rodrigues, Jose & Hockly, Dale & Lambert, Bongani & Taljard, Tjaart & Phiri, Andrew, 2013, "Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model," MPRA Paper, University Library of Munich, Germany, number 50544, Oct.
• Kozmenko, Olha & Kuzmenko, Olha, 2013, "Modeling the stability dynamics of Ukrainian banking system," MPRA Paper, University Library of Munich, Germany, number 50841, Aug.
• Chen, Yongmin & Gu, Dingwei & Yao, Zhiyong, 2013, "Rating Inflation versus Deflation: On Procyclical Credit Ratings," MPRA Paper, University Library of Munich, Germany, number 51159, Nov.
• Bayraci, Selcuk & Demiralay, Sercan, 2013, "Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets," MPRA Paper, University Library of Munich, Germany, number 51909, Nov.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013, "MOY effects in returns and in volatilities of the Romanian capital market," MPRA Paper, University Library of Munich, Germany, number 52474, Oct, revised 28 Oct 2013.
• Stefanescu, Razvan & Dumitriu, Ramona, 2013, "Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union," MPRA Paper, University Library of Munich, Germany, number 53069, Mar, revised 04 Apr 2013.
• Malik, Saif Ullah, 2013, "Role of Foreign Private Investment and Remittance in Stock Market Development: Study of South Asia," MPRA Paper, University Library of Munich, Germany, number 54530, Oct.
• Asongu, Simplice, 2013, "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," MPRA Paper, University Library of Munich, Germany, number 56803, Jan.
• Rossi, Fabrizio & Cebula, Richard, 2013, "Stock Market Reactions to Announcements of Board of Director Appointments: Evidence from Italy," MPRA Paper, University Library of Munich, Germany, number 58403, Sep.
• Szarowska, Irena, 2013, "Can tax policy co-cause the crisis?," MPRA Paper, University Library of Munich, Germany, number 59780.
• Okur, Mustafa & Cevik, Emrah Ismail, 2013, "Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE," MPRA Paper, University Library of Munich, Germany, number 71477, revised 2013.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013, "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working Papers, University of Pretoria, Department of Economics, number 201325, May.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013, "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working Papers, University of Pretoria, Department of Economics, number 201343, Aug.
• Jakub Kučera, 2013, "Definition, Benefits and Risks of High-Frequency Trading
  [Vymezení, přínosy a rizika vysokofrekvenčního obchodování]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2013, issue 5, pages 3-30, DOI: 10.18267/j.aop.413.
• Jiří Sedláček, 2013, "Using R in Finance
  [Využití R v oblasti financí]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2013, issue 4, pages 145-163, DOI: 10.18267/j.cfuc.363.
• Filippo Cavazzuti, 2013, "Luigi Spaventa in Consob (Luigi Spaventa at Consob)," Moneta e Credito, Economia civile, volume 66, issue 263, pages 299-335.
• Lahura, Erick & Vargas, Paula, 2013, "La Relación Dinámica entre el Sistema Financiero y el nivel de actividad real en el Perú: 1965-2011," Working Papers, Banco Central de Reserva del Perú, number 2013-019, Dec.
• Shakill Hassan, 2013, "South African Capital Markets An Overview," Working Papers, South African Reserve Bank, number 5962, Oct.
• Zilu Shang & Chris Brooks & Rachel McCloy, 2013, "Are Investors Guided by the News Disclosed by Companies or by Journalists?," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2013-04, Jun.
• Saki Bigio, 2013, "Financial Frictions in Production Networks," 2013 Meeting Papers, Society for Economic Dynamics, number 121.
• Carlos Thomas & Galo Nuno, 2013, "Bank Leverage Cyles," 2013 Meeting Papers, Society for Economic Dynamics, number 220.
• Pengfei Wang & Lifang Xu & Jianjun Miao, 2013, "Stock Market Bubbles and Unemployment," 2013 Meeting Papers, Society for Economic Dynamics, number 720.
• Kaiji Chen, 2013, "The Role of Allocative Efficiency in A Decade of Recovery," 2013 Meeting Papers, Society for Economic Dynamics, number 886.
• Sergio Schmukler & Tatiana Didier, 2013, "The Financing and Growth of Firms in China and India: Evidence from Capital Markets," 2013 Meeting Papers, Society for Economic Dynamics, number 98.
• Mehmet Pekkaya, 2013, "Estimation Fractional Integration Parameter and an Application to Major Turkish Financial Time Series," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 4, issue 2, pages 1-91.
• Sangbae Kim & Taehun Jung, 2013, "The Effect of Initial Margin on Long-run and Short-run Volatilities in Japan," East Asian Economic Review, Korea Institute for International Economic Policy, volume 17, issue 3, pages 311-332, DOI: 10.11644/KIEP.JEAI.2013.17.3.268.
• Ignacio Garrón Vedia & Javier Aliaga Lordemann, 2013, "Pruebas de Tensión al Sistema Bancario Boliviano," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 6/2013, Jun.
• David Bicchetti & Nicolas Maystre Maystre, 2013, "The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data," Algorithmic Finance, IOS Press, volume 2, issue 3-4, pages 233-239.
• Martin Cihak & Asli Demirguc-Kunt & Erik Feyen & Ross Levine, 2013, "Financial Development in 205 Economies, 1960 to 2010," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 2, pages 17-36.
• Charles Goodhart, 2013, "Narratives of the Great Financial Crisis (GFC): Why I am out of step," Journal of Financial Perspectives, EY Global FS Institute, volume 1, issue 3, pages 13-19.
• Javier Aliaga Lordemann & Ignacio Garrón Vedia, 2013, "Pruebas de tensión al sistema bancario boliviano," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 19, pages 9-53.
• Suzana Baresa & Sinisa Bogdan & Zoran Ivanovic, 2013, "Strategy Of Stock Valuation By Fundamental Analysis," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 4, issue 1, pages 45-51.
• Mihaela Grubisic Seba, 2013, "Financing Policies Of Croatian Publicly Listed Firms," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 4, issue 2, pages 127-141.
• Slobodan Cerovic & Pero Petrovic & Stanislav Cerovic, 2013, "Economic Crisis Impact On Changes In International Financial Institutions Operating," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 4, issue 2, pages 187-199.
• Zhiqiang HU & Yizhu WANG, 2013, "The IPO Cycles in China's A-share IPO Market: Detection Based on a Three Regimes Markov Switching Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 115-131, October.
• Georgeta VINTILA, 2013, "A Study of the Relationship between Corporate Social Responsibility - Financial Performance - Firm Size," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 1, pages 62-67, March.
• Georgeta VINTILA & Florinita DUCA, 2013, "Study on CEO Duality and Corporate Governance of Companies Listed in Bucharest Stock Exchange," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 61, issue 2, pages 88-93, May.
• A. Ferrando & K. Mulier, 2013, "Firms financing constraints: Do perceptions match the actual situation?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 13/844, Jul.
• Marcin Mrowiec, 2013, "Rediscovering Mises-Hayek Monetary And Business Cycle Theory In Light Of The Current Crisis: Credit Expansion As A Source Of Economic Boom And Bust," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 9, issue 2, pages 64-74, October.
• Greg Clinch, 2013, "Disclosure quality, diversification and the cost of capital," Australian Journal of Management, Australian School of Business, volume 38, issue 3, pages 475-489, December, DOI: 10.1177/0312896213510700.
• Nan Li & Alex YiHou Huang, 2011, "Price Discovery between Sovereign Credit Default Swaps and Bond Yield Spreads of Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 2, pages 197-225, August, DOI: 10.1177/097265271101000203.
• Javed Iqbal, 2012, "Stock Market in Pakistan," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 11, issue 1, pages 61-91, April, DOI: 10.1177/097265271101100103.
• Claudio Borio, 2013, "On Time, Stocks and Flows: Understanding the Global Macroeconomic Challenges," National Institute Economic Review, National Institute of Economic and Social Research, volume 225, issue 1, pages 3-13, August.
• Veli Yilanci, 2013, "The Validity of the Halloween Effect in the Istanbul Stock Exchange," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, volume 1, issue 1, pages 21-30, January.
• Vincenzo Candila, 2013, "A Comparison of the Forecasting Performances of Multivariate Volatility Models," Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno, number 3_228, Nov.
• Artur Wyszyński, 2013, "Ekonomiczne aspekty wejścia klubów piłkarskich na giełdę," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5-6, pages 123-151.
• Renata Karkowska, 2013, "The empirical analysis of dynamic relationship between financial intermediary connections and market return volatility," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 32013, Dec.
• Shawkatul Islam Aziz & Shahanara Basher & Mohammad Rahim Uddin, 2013, "Efficiency Of The Stock Markets In Bangladesh: Evidence From Cse And Dse," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 5, issue 3 (Decemb, pages 397-415.
• Been-Lon Chen & Shian-Yu Liao, 2013, "Capital, Credit Constraints and the Comovement between Consumer Durables and Nondurables," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 13-A011, Oct.
• Bastien Drut, 2013, "La répression financière est-elle la solution pour « liquider » la dette publique dans la zone euro ?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-003, Jan.
• Quan-Hoang Vuong & Nancy K. Napier & Tran Tri Dung, 2013, "Rent-seekers' lost El Dorado: Vietnam's financial turmoil, 2007-2013," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-020, May.
• Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2013, "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-031, Sep.
• Kim Oosterlinck, 2013, "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 13-039, Oct.
• Argiro Svingou, 2013, "Cross-sectional Analysis of Stock Returns in Athens Stock Exchange for the Period 2004-2011," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 63, issue 1-2, pages 100-120, June.
• Yertai Tanai & Kuan-Pin Lin, 2013, "Mongolian and World Equity Markets: Volatilities and Correlations," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 3, issue 2, pages 136-164, December, DOI: 10.14208/eer.2013.03.02.003.
• Heeho Kim, 2013, "Uncertainty and risk premium puzzle," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 37, issue 1, pages 62-79, January, DOI: 10.1007/s12197-010-9170-7.
• Annalisa Fabretti, 2013, "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 8, issue 2, pages 277-293, October, DOI: 10.1007/s11403-012-0096-3.
• Angelo Antoci & Simone Borghesi & Marcello Galeotti, 2013, "Environmental options and technological innovation: an evolutionary game model," Journal of Evolutionary Economics, Springer, volume 23, issue 2, pages 247-269, April, DOI: 10.1007/s00191-011-0238-0.
• Colin D. B. Clubb, 2013, "Information dynamics, dividend displacement, conservatism, and earnings measurement: a development of the Ohlson (1995) valuation framework," Review of Accounting Studies, Springer, volume 18, issue 2, pages 360-385, June, DOI: 10.1007/s11142-012-9211-x.
• Mark T. Bradshaw & Lawrence D. Brown & Kelly Huang, 2013, "Do sell-side analysts exhibit differential target price forecasting ability?," Review of Accounting Studies, Springer, volume 18, issue 4, pages 930-955, December, DOI: 10.1007/s11142-012-9216-5.
• Jörg Breitung & Robinson Kruse, 2013, "When bubbles burst: econometric tests based on structural breaks," Statistical Papers, Springer, volume 54, issue 4, pages 911-930, November, DOI: 10.1007/s00362-012-0497-3.
• Imlak Shaikh & Puja Padhi, 2013, "RBI’s Monetary Policy and Macroeconomic Announcements: Impact on S&P CNX Nifty VIX," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 19, issue 4, pages 445-460, March, DOI: 10.1007/s11300-013-0255-9.
• Lukas Menkhoff, 2013, "Effiziente Finanzmärkte und soziale Dynamik," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 12, pages 864-867, December, DOI: 10.1007/s10273-013-1614-1.
• Thomas Fricke, 2013, "Finanzkrise: Der Reformeifer geht am Kern des Märkteproblems vorbei," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 93, issue 5, pages 342-347, May, DOI: 10.1007/s10273-013-1531-3.
• Julien Chevallier & Florian Ielpo, 2013, "Cross-market linkages between commodities, stocks and bonds," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 10, pages 1008-1018, July, DOI: 10.1080/13504851.2013.772286.
• Julien Chevallier & Florian Ielpo, 2013, "Volatility spillovers in commodity markets," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 13, pages 1211-1227, September, DOI: 10.1080/13504851.2013.799748.
• Julien Chevallier & Mathieu Gatumel & Florian Ielpo, 2013, "Understanding momentum in commodity markets," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 15, pages 1383-1402, October, DOI: 10.1080/13504851.2013.815300.
• Sofiane Aboura & Julien Chevallier, 2013, "An equicorrelation measure for equity, bond, foreign exchange and commodity returns," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 18, pages 1618-1624, December, DOI: 10.1080/13504851.2013.829192.
• Georges Dionne & Thouraya Triki, 2013, "On risk management determinants: what really matters?," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 2, pages 145-164, February, DOI: 10.1080/1351847X.2012.664156.
• S. Alfarano & M. Milakovic & M. Raddant, 2013, "A note on institutional hierarchy and volatility in financial markets," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 6, pages 449-465, July, DOI: 10.1080/1351847X.2011.601871.
• Pekka Mannonen & Elias Oikarinen, 2013, "Risk premium, macroeconomic shocks, and information technology: an empirical analysis," International Review of Applied Economics, Taylor & Francis Journals, volume 27, issue 5, pages 695-705, September, DOI: 10.1080/02692171.2013.804494.
• Nikolaus Hautsch & Mark Podolskij, 2013, "Preaveraging-Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 2, pages 165-183, April, DOI: 10.1080/07350015.2012.754313.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013, "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 2, pages 240-251, April, DOI: 10.1080/07350015.2013.767199.
• Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu, 2013, "The reactive volatility model," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 11, pages 1697-1706, November, DOI: 10.1080/14697688.2013.797594.
• Mustafa Okur & Emrah Cevik, 2013, "Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 26, issue 3, pages 99-116, January, DOI: 10.1080/1331677X.2013.11517624.
• Claude B. Erb & Campbell R. Harvey, 2013, "The Golden Dilemma," Financial Analysts Journal, Taylor & Francis Journals, volume 69, issue 4, pages 10-42, July, DOI: 10.2469/faj.v69.n4.1.
• Pyemo N. Afego, 2013, "Stock Price Response to Earnings Announcements: Evidence From the Nigerian Stock Market," Journal of African Business, Taylor & Francis Journals, volume 14, issue 3, pages 141-149, December, DOI: 10.1080/15228916.2013.844008.
• Simplice A. Asongu, 2013, "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," Journal of African Business, Taylor & Francis Journals, volume 14, issue 3, pages 186-201, December, DOI: 10.1080/15228916.2013.844043.
• Pham, Thu Phuong & Westerholm, P. Joakim, 2013, "An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17210, Oct, revised 16 Oct 2013.
• Pham, Thu Phuong, 2013, "Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17211, Oct, revised 16 Oct 2013.
• Pham, Thu Phuong & Westerholm, P. Joakim, 2013, "A survey of research into broker identity and limit order book," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17212, Oct, revised 16 Oct 2013.
• Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu, 2013, "Reserve Options Mechanism : A New Macroprudential Tool to Limit the Adverse Effects of Capital Flow Volatility on Exchange Rates," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 13, issue 3, pages 45-60.
• Arif Oduncu & Yasin Akcelik & Ergun Ermisoglu, 2013, "Reserve Options Mechanism and FX Volatility," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1303.
• Huseyin Cagri Akkoyun & Ramazan Karasahin & Gursu Keles, 2013, "Systemic Risk Contribution of Individual Banks," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1318.
• , H. B., 2013, "Ergodic Markov equilibrium with incomplete markets and short sales," Theoretical Economics, Econometric Society, volume 8, issue 1, January.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2013, "Identifying Cross-Sided Liquidity Externalities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-154/IV/DSF63, Oct.
• Noussair, C.N. & Tucker, S., 2013, "Experimental Research On Asset Pricing," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-020.
• Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013, "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Discussion Paper, Tilburg University, Center for Economic Research, number 2013-046.
• Noussair, C.N. & Tucker, S., 2013, "Experimental Research On Asset Pricing," Other publications TiSEM, Tilburg University, School of Economics and Management, number d5f4235c-17a8-407b-800b-2.
• Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013, "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM, Tilburg University, School of Economics and Management, number ec4ce347-9cad-4d91-b347-d.
• Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013, "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Other publications TiSEM, Tilburg University, School of Economics and Management, number f8f93890-8d13-41c2-9fb0-9.
• Pekka Mannonen & Elias Oikarinen, 2013, "Risk premium, macroeconomics shocks, and information technology: An empirical analysis," Discussion Papers, Aboa Centre for Economics, number 84, Apr.
• Robert F. Engle & Eric Ghysels & Bumjean Sohn, 2013, "Stock Market Volatility and Macroeconomic Fundamentals," The Review of Economics and Statistics, MIT Press, volume 95, issue 3, pages 776-797, July.
• Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013, "Equilibrium Fast Trading," TSE Working Papers, Toulouse School of Economics (TSE), number 13-387, Mar, revised Sep 2014.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Goodness C. Aye, 2013, "Time-Varying Effects of Housing and Stock Prices on U.S. Consumption," Working papers, University of Connecticut, Department of Economics, number 2013-13, Jun.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2013, "Evolution of Monetary Policy in the US: The Role of Asset Prices," Working papers, University of Connecticut, Department of Economics, number 2013-20, Aug, revised Dec 2013.
• Mercedes Alda & Luis Ferruz, 2013, "Management fees: Determinants and influence of legal limits. Evidence from Spanish pension funds," Estudios de Economia, University of Chile, Department of Economics, volume 40, issue 2 Year 20, pages 157-178, December.
• Csóka, P. & Herings, P.J.J., 2013, "Risk allocation under liquidity constraints," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 057, Jan, DOI: 10.26481/umagsb.2013057.
• Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2013, "Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals," Working Papers on Finance, University of St. Gallen, School of Finance, number 1318, May.
• Jan Baldeaux & Eckhard Platen, 2013, "Credit Derivative Evaluation and CVA under the Benchmark Approach," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 324, Feb.
• KiHoon Jimmy Hong, 2013, "Does More Frequent Trading Increase the Volatility? – Theoretical Evidence at Asset and Portfolio Level," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 332, May.
• Maurizio d'AMATO, 2013, "Real Estate Valuation Using Cyclical Capitalization Models," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 8, issue 2, pages 54-71.
• Umut Halaç & Fatma Dilvin Taşkın & Efe Çağlar Çağlı, 2013, "Turkish Stock Market Integration with Oil Prices: Cointegration Analysis with Unknown Regime Shifts," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 4, pages 499-513.
• Didier, Tatiana & Schmukler, Sergio L., 2013, "The financing and growth of firms in China and India : evidence from capital markets," Policy Research Working Paper Series, The World Bank, number 6401, Apr.
• Petra Valickova & Tomas Havranek & Roman Horvath, 2013, "Financial Development and Economic Growth: A Meta-Analysis," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1045, Mar.
• Philippe Bracke, 2013, "House Prices and Rents: Micro Evidence from a Matched Dataset in Central London_x0003_," ERSA conference papers, European Regional Science Association, number ersa13p112, Nov.
• Nadezhda Lvova & Ivan Darushin, 2013, "Russian Securities Market: Prospects for Regional Development," ERSA conference papers, European Regional Science Association, number ersa13p804, Nov.
• Carolina Castagnetti & Eduardo Rossi, 2013, "Euro Corporate Bond Risk Factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 372-391, April.
• Javier Andrés & Óscar Arce & Carlos Thomas, 2013, "Banking Competition, Collateral Constraints, and Optimal Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue s2, pages 87-125, December, DOI: 10.1111/jmcb.12072.
• Stelios D. Bekiros, 2013, "Irrational fads, short‐term memory emulation, and asset predictability," Review of Financial Economics, John Wiley & Sons, volume 22, issue 4, pages 213-219, November, DOI: 10.1016/j.rfe.2013.05.005.
• Josephine Sudiman & David Edmund Allen & Robert John Powell, 2013, "The Contribution Of Foreign Investors To Price Discovery In The Indonesian Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 02, pages 1-24, DOI: 10.1142/S2010495213500085.
• Jeffrey R. Stokes, 2013, "What is the (Real Option) Value of a College Degree?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03n04, pages 1-27, DOI: 10.1142/S2010139213500158.
• Terence Tai-Leung Chong & Tau-Hing Lam, 2013, "How To Make A Profitable Trading Strategy More Profitable?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 03, pages 1-17, DOI: 10.1142/S0217590813500197.