Research classified by Journal of Economic Literature (JEL) codes

2013

• 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.
• Shakill Hassan, 2013, "South African Capital Markets: An Overview," ERSA Working Paper Series, Economic Research Southern Africa, number 391, Nov.
• 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.
• Phelim P. Boyle & Chenghu Ma, 2013, "Mean-Preserving-Spread Risk Aversion and The CAPM," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Chenghu Ma & Wing-Keung Wong, 2013, "Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• 马成虎 & 汪先珍, 2013, "中国股市价格的跳跃行为：基于上证综指高频数据的参数分析," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
• Bruna Škarica, 2013, "Determinants of Non-Performing Loans in Central and Eastern European Countries," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1307, Nov.
• Julijana Angelovska, 2013, "Detecting Positive Feedback Trading when Autocorrelation is Positive," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 16, issue 1, pages 93-101, May.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013, "What determines stock market behavior in Russia and other emerging countries?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 4/2013.
• Korhonen, Iikka & Peresetsky, Anatoly, 2013, "Extracting global stochastic trend from non-synchronous data," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2013.
• Agarwal, Vikas & Ma, Linlin, 2013, "Managerial multitasking in the mutual fund industry," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-10.
• Auer, Benjamin R. & Rottmann, Horst, 2013, "Is there a Friday the 13th effect in ermerging Asian stock markets?," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 35.
• Lee, Bong Soo & Ryu, Doojin, 2013, "Stock returns and implied volatility: A new VAR approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2013-.
• Stein, Michael, 2013, "German Real Estate Funds – Changes in Return Distributions and Portfolio Favourability," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 454, DOI: 10.4419/86788512.
• Stein, Michael & Piazolo, Daniel & Stoyanov, Stoyan V., 2013, "Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 465, DOI: 10.4419/86788525.
• Adams, Zeno & Füss, Roland & Gropp, Reint E., 2013, "Spillover effects among financial institutions: A state-dependent sensitivity value-at-risk approach," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 20, DOI: 10.2139/ssrn.2267853.
• Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016, "Competition between equity markets: A review of the consolidation versus fragmentation debate," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 35, revised 2016, DOI: 10.2139/ssrn.2362216.
• Bibinger, Markus & Mykland, Per A., 2013, "Inference for multi-dimensional high-frequency data: Equivalence of methods, central limit theorems, and an application to conditional independence testing," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-006.
• Dönges, Jutta & Heinemann, Frank & Daniëls, Tijmen R., 2013, "Crossing network versus dealer market: Unique equilibrium in the allocation of order flow," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-007.
• Bibinger, Markus & Hautsch, Nikolaus & Malec, Peter & Reiss, Markus, 2013, "Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-017.
• Bibinger, Markus & Vetter, Mathias, 2013, "Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-029.
• Grammig, Joachim & Jank, Stephan, 2013, "Creative destruction and asset prices," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 61.
• Schüler, Yves S. & Fink, Fabian, 2013, "The Transmission of US Financial Stress: Evidence for Emerging Market Economies," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79692.
• Conrad, Christian & Weber, Enzo, 2013, "Measuring Persistence in Volatility Spillovers," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79850.
• Nima Nonejad, 2013, "Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-26, 08.
• Christian Bender & Mikko S. Pakkanen & Hasanjan Sayit, 2013, "Sticky continuous processes have consistent price systems," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-38, Aug.
• Peter Christoffersen & Mathieu Fournier & Kris Jacobs, 2013, "The Factor Structure in Equity Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-47, 06.
• Alina MOLDOVAN-MADAN, 2013, "New Opportunities On The Market Of Mergers And Acquisitions For 2014," Economy and Sociology, The Journal Economy and Sociology, issue 4, pages 182-186.
• Christian Lambert Nguena & Roger Tsafack Nanfosso, 2013, "Financial Deepening Dynamics and Implication for Financial Policy Coordination in a Monetary Union: the case of WAEMU," AAYE Policy Research Working Paper Series, Association of African Young Economists, number 13_005, Jul, revised Nov 2013.
• Christian Lambert Nguena & Roger Tsafack Nanfosso, 2013, "On the Sensitivity of Banking Activity Shocks: Evidence from the CEMAC Sub-region," AAYE Policy Research Working Paper Series, Association of African Young Economists, number 13_007, Jun, revised Nov 2013.
• Christian Lambert Nguena & Roger Tsafack Nanfosso, 2013, "Financial Deepening Dynamics and Implication for Financial Policy Coordination in a Monetary Union: the case of WAEMU," AAYE Policy Research Working Paper Series, Association of African Young Economists, number 5, Jul, revised Nov 2013.
• Christian Lambert Nguena & Roger Tsafack Nanfosso, 2013, "On the Sensitivity of Banking Activity Shocks: Evidence from CEMAC Sub-region," AAYE Policy Research Working Paper Series, Association of African Young Economists, number 7, Jun, revised Nov 2013.
• Robert J. Shiller, 2013, "Reflections on Finance and the Good Society," American Economic Review, American Economic Association, volume 103, issue 3, pages 402-405, May, DOI: 10.1257/aer.103.3.402.
• David E. Fagnan & Jose Maria Fernandez & Andrew W. Lo & Roger M. Stein, 2013, "Can Financial Engineering Cure Cancer?," American Economic Review, American Economic Association, volume 103, issue 3, pages 406-411, May, DOI: 10.1257/aer.103.3.406.
• John H. Cochrane, 2013, "Finance: Function Matters, Not Size," Journal of Economic Perspectives, American Economic Association, volume 27, issue 2, pages 29-50, Spring.
• Robin Greenwood & David Scharfstein, 2013, "The Growth of Finance," Journal of Economic Perspectives, American Economic Association, volume 27, issue 2, pages 3-28, Spring.
• Andrei A. Kirilenko & Andrew W. Lo, 2013, "Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents," Journal of Economic Perspectives, American Economic Association, volume 27, issue 2, pages 51-72, Spring.
• Thomas Philippon & Ariell Reshef, 2013, "An International Look at the Growth of Modern Finance," Journal of Economic Perspectives, American Economic Association, volume 27, issue 2, pages 73-96, Spring.
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• Lumengo Bonga-Bonga, 2013, "Assessing the Stock Market Wealth Effect in South Africa," The African Finance Journal, Africagrowth Institute, volume 15, issue 1, pages 1-12.
• Asongu Simplice, 2013, "Globalization and Financial Market Contagion: Evidence from Financial Crisis and Natural Disasters," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 13/035, Sep.
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• D'Antoni, Jeremy M. & Detre, Joshua D., 2013, "Determining the Nature of Dependency between Agribusiness and Non-Agribusiness Stocks," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida, Southern Agricultural Economics Association, number 143080, DOI: 10.22004/ag.econ.143080.
• Pancrazi, Roberto, , "How Benefcial Was the Great Moderation After All?," Economic Research Papers, University of Warwick - Department of Economics, number 270533, DOI: 10.22004/ag.econ.270533.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2013, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1311, Feb, revised 26 Feb 2013.
• Bogdan DIMA & Ioan CUZMAN & Stefana DIMA (CRISTEA) & Otilia SARAMAT, 2013, "Effects of Financial and Non-Financial Information Disclosure on Prices’ Mechanisms for Emergent Markets: The Case of Bucharest Stock Exchange," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 12, issue 1, pages 76-100, March.
• Yusuf Volkan Topuz & Nazlı Aksit, 2013, "The Effect of Marketing Expenses on Stock Returns: The Case of ISE Food Industry," Anadolu University Journal of Social Sciences, Anadolu University, volume 13, issue 1, pages 53-60, March.
• Yusuf Kaderli & Ali Petek & Mustafa Doganer & Gokce Babayigit, 2013, "The sensitivity to market index and non-systematic risk measurement of sector indices ın Borsa İstanbul," Anadolu University Journal of Social Sciences, Anadolu University, volume 13, issue 3, pages 55-64, September.
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• Igbinedion Sunday Osahon & Oriakhi Dickson, 2013, "Fiscal Deficits And Stock Prices In Nigeria: An Empirical Evidence," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 22, issue 1, pages 259-274, june.
• Domagoj Sajter, 2013, "Algorithmic And High-Frequency Trading," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 22, issue 1, pages 321-336, june.
• Tihana Skrinjaric, 2013, "Investment Strategies Tailored To Daily Seasonality In Stock Returns," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 22, issue 1, pages 97-120, june.
• Giovanni Petrella & Andrea Resti, 2013, "Basel 3 and the liquidity of corporate and government bonds in Europe," BANCARIA, Bancaria Editrice, volume 3, pages 22-36, March.
• Andrea Paltrinieri, 2013, "Stock Exchanges mergers: the case for the United Arab Emirates," BANCARIA, Bancaria Editrice, volume 6, pages 94-102, June.
• Conrad, Christian & Weber, Enzo, 2013, "Measuring Persistence in Volatility Spillovers," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 473, Apr.
• Anca Meda Burca, 2013, "Romanian Medical Services Financing Alternatives. A Quantitative Review Of Literature," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Eric Ghysels & Pierre Guérin & Massimiliano Marcellino, 2013, "Regime Switches in the Risk-Return Trade-Off," Staff Working Papers, Bank of Canada, number 13-51, DOI: 10.34989/swp-2013-51.
• Ali Hakan MUTLUAY & Tuncay Turan TURABOGLU, 2013, "The Effects of Exchange Rate Fluctuations on Corporations and Evidence from Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 7, issue 1, pages 59-78.
• Ali Osman GURBUZ & Serhat YANIK & Yusuf AYTURK, 2013, "Income Diversification and Bank Performance: Evidence From Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 7, issue 1, pages 9-29.
• Sergio Masciantonio, 2013, "Identifying and tracking global, EU and Eurozone systemically important banks with public data," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 204, Oct.
• Marcello Pericoli, 2013, "Macroeconomic and monetary policy surprises and the term structure of interest rates," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 927, Sep.
• Gómez-González, José Eduardo & Silva, Luisa & Restrepo, Sergio & Salazar, Mauricio, 2013, "Flujos de capitales y fragilidad financiera," Chapters, Banco de la Republica de Colombia, chapter 7, in: Rincón-Castro, Hernán & Velasco, Andrés M., "Flujos de capitales, choques externos y respuestas de política en países emergentes", DOI: 10.32468/Ebook.664-270-5.
• Zárate-Perdomo, Juan Pablo & Cobo-Serna, Adolfo León & Gómez-González, José Eduardo, 2013, "Lecciones de las crisis financieras recientes para diseñar y ejecutar la política monetaria y la financiera en Colombia," Chapters, Banco de la Republica de Colombia, chapter 17, in: Rincón-Castro, Hernán & Velasco, Andrés M., "Flujos de capitales, choques externos y respuestas de política en países emergentes", DOI: 10.32468/Ebook.664-270-5.
• Carlos Eduardo León Rincón & Karen Julieth Leiton & Jhonatan Perez Villalobos, 2013, "Extracting the sovereigns’ CDS market hierarchy: a correlation-filtering approach," Borradores de Economia, Banco de la Republica de Colombia, number 766, May, DOI: 10.32468/be.766.
• Ligia Alba Melo B. & Jorge Ramos F. & Hector Zarate S., 2013, "Mercado de bonos soberanos y estabilidad financiera: Una aplicación de Gráficos Acíclicos Direccionados (GAD) y modelos SVAR," Borradores de Economia, Banco de la Republica de Colombia, number 795, Dec, DOI: 10.32468/be.795.
• Iftikhar-ul-Amin & Nadia Iftikhar & Muhammad Yasir, 2013, "Board Composition, CEO Duality and Corporate Financial Performance," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 5, issue 1, pages 13-27, April, DOI: dx.doi.org/10.22547/BER/5.1.2.
• Monesa & Laila Taskeen Qazi, 2013, "The Effects of Oil Price Shocks on Economic Growth of Oil Exporting Countries: A Case of Six OPEC Economies," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 5, issue 1, pages 65-87, April, DOI: dx.doi.org/10.22547/BER/5.1.5.
• Hanana Khan & Romana Bangash, 2013, "Nexus Between Microcredit and Poverty Alleviation: Time Series Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 5, issue 2, pages 1-13, October, DOI: dx.doi.org/10.22547/BER/5.2.1.
• M Fahad Siddiqui & Shah Wali Khan, 2013, "Testing Hubris Hypothesis for Mergers in Pakistan: Using Event Study Technique," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 5, issue 2, pages 89-105, October, DOI: dx.doi.org/10.22547/BER/5.2.7.
• Delatte, A-L. & Claude Lopez, 2013, "Commodity and Equity Markets: Some Stylized Facts from a Copula," Working papers, Banque de France, number 421.
• Nadežda Sinenko & Deniss Titarenko & Mikus Arinš, 2013, "The Latvian financial stress index as an important element of the financial system stability monitoring framework," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 13, issue 2, pages 85-110, December.
• Beißner, Patrick, 2015, "Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 447, Dec.
• Beißner, Patrick, 2016, "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 493, Mar.
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• Juthathip Jongwanich & Douglas H. Brooks & Archanun Kohpaiboon, 2013, "Cross-border Mergers and Acquisitions and Financial Development: Evidence from Emerging Asia," Asian Economic Journal, East Asian Economic Association, volume 27, issue 3, pages 265-284, September.
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• Jean-Paul Fitoussi & Joseph E. Stiglitz, 2013, "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," Global Policy, London School of Economics and Political Science, volume 4, issue 3, pages 290-293, September.
• Pasquale TRIDICO, 2013, "The impact of the economic crisis on EU labour markets: A comparative perspective," International Labour Review, International Labour Organization, volume 152, issue 2, pages 175-190, June.
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• Nikolai Stähler, 2013, "Recent Developments In Quantitative Models Of Sovereign Default," Journal of Economic Surveys, Wiley Blackwell, volume 27, issue 4, pages 605-633, September.
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