Research classified by Journal of Economic Literature (JEL) codes

2012

• Belke, Ansgar H. & Dreger, Christian & Ochmann, Richard, 2012, "Do Wealthier Households Save More? The Impact of the Demographic Factor," IZA Discussion Papers, IZA Network @ LISER, number 6567, May.
• Banerji, Sanjay & Raj, Rajesh S.N. & Sen, Kunal, 2012, "Monitoring Costs, Credit Constraints and Entrepreneurship," IZA Discussion Papers, IZA Network @ LISER, number 6594, May.
• Gicheva, Dora & Ionescu, Felicia & Simpson, Nicole B., 2012, "The Effects of Credit Status on College Attainment and College Completion," IZA Discussion Papers, IZA Network @ LISER, number 6719, Jul.
• Alex YiHou Huang & Chiao-Ming Cheng & Wen-Cheng Hu & Chih-Chun Chen, 2012, "Oil Prices and Stock Prices of Alternative Energy Companies: Time Varying Relationship with Recent Evidence," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 8, issue 2, pages 221-258, July.
• Florinita Duca, 2012, "What Determines The Capital Structure Of Listed Firms In Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 4, issue 3a, pages 523-531, September.
• William Barnett & Fredj Jawadi, 2012, "Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201237, Sep, revised Sep 2012.
• Marcel Blais & Philip Protter, 2012, "Signing trades and an evaluation of the Lee–Ready algorithm," Annals of Finance, Springer, volume 8, issue 1, pages 1-13, February, DOI: 10.1007/s10436-011-0184-8.
• Dilip Madan, 2012, "A two price theory of financial equilibrium with risk management implications," Annals of Finance, Springer, volume 8, issue 4, pages 489-505, November, DOI: 10.1007/s10436-012-0200-7.
• Jürgen Huber & Michael Kirchler, 2012, "The impact of instructions and procedure on reducing confusion and bubbles in experimental asset markets," Experimental Economics, Springer;Economic Science Association, volume 15, issue 1, pages 89-105, March, DOI: 10.1007/s10683-011-9290-8.
• Andreas Storkenmaier & Martin Wagener & Christof Weinhardt, 2012, "Public information in fragmented markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 2, pages 179-215, June, DOI: 10.1007/s11408-012-0185-2.
• Nicholas Rueilin Lee, 2012, "Firm ratings, momentum strategies, and crises: evidence from the US and Taiwanese stock markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 4, pages 449-468, December, DOI: 10.1007/s11408-012-0195-0.
• David Downs & Z. Güner, 2012, "Information Producers and Valuation: Evidence from Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 44, issue 1, pages 167-183, January, DOI: 10.1007/s11146-010-9294-8.
• William Hardin & Gow-Cheng Huang & Kartono Liano, 2012, "Dividend Size, Yield, Clienteles and REITs," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 2, pages 435-449, August, DOI: 10.1007/s11146-010-9276-x.
• Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012, "Episodic Nonlinearity in Leading Global Currencies," Open Economies Review, Springer, volume 23, issue 2, pages 337-357, April, DOI: 10.1007/s11079-010-9194-9.
• John Turner & Wenwen Zhan, 2012, "Property rights and competing for the affections of Demos: the impact of the 1867 Reform Act on stock prices," Public Choice, Springer, volume 150, issue 3, pages 609-631, March, DOI: 10.1007/s11127-010-9719-1.
• John Goodell & Richard Bodey, 2012, "Price-earnings changes during US presidential election cycles: voter uncertainty and other determinants," Public Choice, Springer, volume 150, issue 3, pages 633-650, March, DOI: 10.1007/s11127-010-9720-8.
• Yoshie Saito, 2012, "The demand for accounting information: young NASDAQ listings versus S&P 500 NYSE listings," Review of Quantitative Finance and Accounting, Springer, volume 38, issue 2, pages 149-175, February, DOI: 10.1007/s11156-010-0223-y.
• Shah Khalid & Wali Ullah & Fazli Rabbi, 2012, "Impact of Financial Reforms on Stock Price Index of Karachi Stock Exchange: An ARDL Cointegration Approach," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 1-2, pages 46-52, March-Jun.
• Marc de Kamps & Daniel Ladley & Aistis Simaitis, 2012, "Heterogeneous Beliefs in Over-The-Counter Markets," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 13/03, Aug, revised Sep 2013.
• Jian Wu & Zhengjun Zhang & Yong Zhao, 2012, "Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory," Journal of Reviews on Global Economics, Lifescience Global, volume 1, pages 62-81.
• Nadezda Sinenko & Deniss Titarenko & Mikus Arins, 2012, "Latvian Financial Stress Index," Discussion Papers, Latvijas Banka, number 2012/01, Dec.
• Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini, 2012, "A Reconsideration of Arrow-Lind: Risk Aversion, Risk Sharing, and Agent Choice," Cahiers de recherche, CIRPEE, number 1201.
• Eric Fesselmeyer & Leonard J. Mirman & Marc Santugini, 2012, "Risk Sharing in an Asymmetric Environment," Cahiers de recherche, CIRPEE, number 1236.
• Lora R. Todorova & Bodo Vogt, 2012, "Herding in a Laboratory Asset Market with a Rich Action Set," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 120022, Sep.
• Paul Alagidede & Theodore Panagiotidis, 2012, "Stock returns and Inflation:Evidence from Quantile Regressions," Discussion Paper Series, Department of Economics, University of Macedonia, number 2012_04, Apr, revised Apr 2012.
• Dániel Holló, 2012, "A system-wide financial stress indicator for the Hungarian financial system," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2012/105.
• Adeline Saillard, 2012, "The role of complementarity and the financial liberalization in the financial crisis," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12038, Jun.
• Martin Širůček, 2012, "Effect of money supply on the Dow Jones Industrial Average stock index," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, volume 60, issue 2, pages 399-408, DOI: 10.11118/actaun201260020399.
• J. Vermeulen, 2012, "Belgium’s progress towards SEPA – the Single Euro Payments Area," Economic Review, National Bank of Belgium, issue iii, pages 45-68, December.
• Blazej Mazur & Mateusz Pipien, 2012, "On the empirical importance of periodicity in the volatility of financial time series," NBP Working Papers, Narodowy Bank Polski, number 124.
• John Geanakoplos & Lasse Heje Pedersen, 2012, "Monitoring Leverage," NBER Chapters, National Bureau of Economic Research, Inc, "Risk Topography: Systemic Risk and Macro Modeling".
• Tim Landvoigt & Monika Piazzesi & Martin Schneider, 2012, "The Housing Market(s) of San Diego," NBER Working Papers, National Bureau of Economic Research, Inc, number 17723, Jan.
• Manuel Adelino & Antoinette Schoar & Felipe Severino, 2012, "Credit Supply and House Prices: Evidence from Mortgage Market Segmentation," NBER Working Papers, National Bureau of Economic Research, Inc, number 17832, Feb.
• Robert S. Harris & Tim Jenkinson & Steven N. Kaplan, 2012, "Private Equity Performance: What Do We Know?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17874, Feb.
• Farley Grubb, 2012, "Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775," NBER Working Papers, National Bureau of Economic Research, Inc, number 17997, Apr.
• Frederico Belo & Pierre Collin-Dufresne & Robert S. Goldstein, 2012, "Endogenous Dividend Dynamics and the Term Structure of Dividend Strips," NBER Working Papers, National Bureau of Economic Research, Inc, number 18450, Oct.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2012, "Insider Trading, Stochastic Liquidity and Equilibrium Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 18451, Oct.
• Pierre Collin-Dufresne & Vyacheslav Fos, 2012, "Do prices reveal the presence of informed trading?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18452, Oct.
• Zhi Da & Ravi Jagannathan & Jianfeng Shen, 2012, "Building Castles in the Air: Evidence from Industry IPO Waves," NBER Working Papers, National Bureau of Economic Research, Inc, number 18555, Nov.
• Geert Bekaert & Alexander Popov, 2012, "On the Link Between the Volatility and Skewness of Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 18556, Nov.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012, "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1211, Aug.
• Vayanos, Dimitri & Wang, Jiang, 2012, "Theories of Liquidity," Foundations and Trends(R) in Finance, now publishers, volume 6, issue 4, pages 221-317, November, DOI: 10.1561/0500000014.
• Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2012, "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," Working papers, National Bank of Serbia, number 21, Jul.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2012, "Basics of Levy processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W06, Jun.
• Halmi Mirela, 2012, "The Correlation Between The Exchange Rate And The Direct Foreign Investments," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 809-815, July.
• Trenca Ioan & Mutu Simona & Petria Nicolae, 2012, "Analyzing The European Market Of Interest Rate Swap Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 614-619, December.
• Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2012, "Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 12-01, Jan.
• Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012, "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 2, pages 354-389, 2012 06.
• Giovanni Cespa & Xavier Vives, 2012, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, volume 79, issue 2, pages 539-580.
• Hui Chen & Scott Joslin, 2012, "Generalized Transform Analysis of Affine Processes and Applications in Finance," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 7, pages 2225-2256.
• Oana Caliþoiu, 2012, "The Role of Stock Exchange in Romanian Market Capital Development," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1306-1310, May.
• Munteanu Irena, 2012, "The Leasing Market in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1559-1562, May.
• Georgeta VINTILA & Floriniþa DUCA, 2012, "The Impact of Financial Leverage to Profitability Study of Companies Listed in Bucharest Stock Exchange," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1741-1744, May.
• Duca Floriniþa & Mihalache Raluca Andreea, 2012, "Corporate Governance Codes and their Implementation," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1090-1093, Decembre.
• Radu Ioana & Sava Catalina Claudia, 2012, "Driving Economic Growth and Stock Market Liquidity through the Dynamics of the Mutual Fund Industry," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1341-1346, Decembre.
• Radu Ioana & Nistor Ioan Alin & Ciupac-Ulici Maria Lenuþa, 2012, "Main Determinants of the Mutual Funds Dynamics in Romania before and after the Financial Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1347-1352, Decembre.
• Bãtrînca Ghiorghe, 2012, "Practical Difficulties Generated by Cargo Description in Contracts for International Sale of Goods and Bills of Lading," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 5-9, Decembre.
• Birãu Felicia Ramona, 2012, "Statistical Analysis of Emerging Capital Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 3, pages 1-61, Decembre.
• Neil Shephard & Ole E. Barndorff-Nielsen, 2012, "Basics of Levy processes," Economics Series Working Papers, University of Oxford, Department of Economics, number 610, Jun.
• Eckhard Platen & Renata Rendek, 2012, "Approximating the numéraire portfolio by naive diversification," Journal of Asset Management, Palgrave Macmillan, volume 13, issue 1, pages 34-50, February, DOI: 10.1057/jam.2011.36.
• Jean-Paul Fitoussi & Joseph E. Stiglitz, 2012, "On the Measurement of Social Progress and Wellbeing: Some Further Thoughts," International Economic Association Series, Palgrave Macmillan, chapter 1, in: Franklin Allen & Masahiko Aoki & Jean-Paul Fitoussi & Nobuhiro Kiyotaki & Roger Gordon & Joseph E. S, "The Global Macro Economy and Finance", DOI: 10.1057/9781137034250_2.
• Botos, Katalin, 2012, "‘Saving Capitalism from the Capitalists’," Public Finance Quarterly, Corvinus University of Budapest, volume 57, issue 1, pages 140-148.
• Kovács, Levente, 2012, "Bank Taxes in the European Union," Public Finance Quarterly, Corvinus University of Budapest, volume 57, issue 3, pages 332-346.
• Syeda Rabab Mudakkar & Jamshed Y. Uppal, 2012, "Risk Management in the Financial Services Sector—Applicability and Performance of VaR Models in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 51, issue 4, pages 399-417.
• Mohammad, Sulaiman D. & Naqvi, Syed Iqbal Hussain & Lal, Irfan & Zehra, Saba, 2012, "Arbitrage Price Theory (APT) and Karachi Stock Exchange (KSE)," MPRA Paper, University Library of Munich, Germany, number 106875, Feb.
• Simplice A, Asongu, 2012, "African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment," MPRA Paper, University Library of Munich, Germany, number 36055, Jan.
• De Silva, Dakshina & Pownall, Rachel A. J., 2012, "Going green: does it depend on education, gender, or income?," MPRA Paper, University Library of Munich, Germany, number 36465, Feb.
• Chen, Shiu-Sheng, 2012, "Revisiting the empirical linkages between stock returns and trading volume," MPRA Paper, University Library of Munich, Germany, number 36897, Feb.
• Arru, Daniela & Iacovoni, Davide & Monteforte, Libero & Pericoli, Filippo Maria, 2012, "EMU sovereign spreads and macroeconomic news," MPRA Paper, University Library of Munich, Germany, number 37200, Mar.
• Giusti, Giovanni & Jiang, Janet Hua & Xu, Yiping, 2012, "Eliminating Laboratory Asset Bubbles by Paying Interest on Cash," MPRA Paper, University Library of Munich, Germany, number 37321, Mar.
• Bicchetti, David & Maystre, Nicolas, 2012, "The synchronized and long-lasting structural change on commodity markets: evidence from high frequency data," MPRA Paper, University Library of Munich, Germany, number 37486, Mar.
• Simplice A, Asongu, 2012, "Democracy and Stock Market Performance in African Countries," MPRA Paper, University Library of Munich, Germany, number 38168, Apr.
• Selcuk, Cemil, 2012, "Distressed sales and liquidity in OTC markets," MPRA Paper, University Library of Munich, Germany, number 38188, Apr.
• Stavarek, Daniel & Heryan, Tomas, 2012, "Day of the week effect in central European stock markets," MPRA Paper, University Library of Munich, Germany, number 38431, Apr.
• FOUNANOU, Mathurin/M & RATSIMALAHELO, Zaka/Z, 2012, "Regulation and supervision of microfinance institutions: an example of cooperative credit society," MPRA Paper, University Library of Munich, Germany, number 39581, Mar.
• Simplice A, Asongu, 2012, "Government quality determinants of stock market performance in African countries," MPRA Paper, University Library of Munich, Germany, number 39631, Jun.
• Marques, Luís Miguel & Fuinhas, José Alberto & Marques, António Cardoso, 2012, "Interação entre o mercado acionista e o crescimento económico: Uma apreciação do caso português (1993-2010)
  [Interaction between the stock market and economic growth: An assessment of the Portuguese case (1993-2010)]," MPRA Paper, University Library of Munich, Germany, number 39808, Jul.
• Delatte, Anne-Laure & Lopez, Claude, 2012, "Commodity and Equity Markets: Some Stylized Facts from a Copula Approach," MPRA Paper, University Library of Munich, Germany, number 39860, Jul.
• Sinha, Pankaj & Goyal, Lavleen, 2012, "Algorithm for construction of portfolio of stocks using Treynor’s ratio," MPRA Paper, University Library of Munich, Germany, number 40134, Jul.
• Sinha, Pankaj & Mathur, Kritika, 2012, "Evolution of security transaction tax in India," MPRA Paper, University Library of Munich, Germany, number 40165, Jun.
• Liberati, Caterina & Marzo, Massimiliano & Zagaglia, Paolo & Zappa, Paola, 2012, "Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil," MPRA Paper, University Library of Munich, Germany, number 40223, Jul.
• Barnett, William A. & Jawadi, Fredj, 2012, "Introduction to Recent Developments in Alternative Finance: Empirical Assessments and Economic Implications," MPRA Paper, University Library of Munich, Germany, number 40971, Aug.
• Lazarevski, Dimche & Mrsik, Jadranka, 2012, "Reformed Pensions Systems in Central and Eastern Europe: Challenges to future safe pension benefits," MPRA Paper, University Library of Munich, Germany, number 41996, May.
• Luis Manuel, García Muñoz, 2012, "Collateral choice and the fundamental theorem of asset pricing," MPRA Paper, University Library of Munich, Germany, number 42451, Oct.
• Mukherjee, Dr. Kedar nath, 2012, "Corporate Bond Market in India: Current Scope and Future Challenges," MPRA Paper, University Library of Munich, Germany, number 42478, Jun.
• Vanini, Paolo, 2012, "Fiancial Innovation, Structuring and Risk Transfer," MPRA Paper, University Library of Munich, Germany, number 42536, Nov.
• Durán-Vázquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2012, "Un modelo GARCH con asimetría condicional autorregresiva para modelar series de tiempo: Una aplicación para el Indice de Precios y Cotizaciones
  [A GARCH model with autorregresive conditional asymmetry to model time-series: An application to the re," MPRA Paper, University Library of Munich, Germany, number 42548, Nov.
• Delisle, R. Jared & Lee, Bong Soo & Mauck, Nathan, 2012, "The dynamic relation between short sellers, option traders, and aggregate returns," MPRA Paper, University Library of Munich, Germany, number 42566, Nov.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2012, "Dynamic Co-movements between Stock Market Returns and Policy Uncertainty," MPRA Paper, University Library of Munich, Germany, number 42905, Nov.
• Rossi, Francesco, 2012, "U.K. cross-sectional equity data: The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 43312, Nov, revised Nov 2012.
• Baumöhl, Eduard & Lyócsa, Štefan, 2012, "Constructing weekly returns based on daily stock market data: A puzzle for empirical research?," MPRA Paper, University Library of Munich, Germany, number 43431, Dec.
• Lyócsa, Štefan & Baumöhl, Eduard, 2012, "Testing the covariance stationarity of CEE stocks," MPRA Paper, University Library of Munich, Germany, number 43432, Dec.
• Carney, Richard W. & Liu, Wai-Man (Raymond) & Ngo, Phong T. H., 2012, "Responding to Financial Crisis: The Rise of State Ownership and Implications for Firm Performance," MPRA Paper, University Library of Munich, Germany, number 43600, Oct.
• Kohonen, Anssi, 2012, "Transmission of Government Default Risk in the Eurozone," MPRA Paper, University Library of Munich, Germany, number 43823, Dec.
• Hoffmann, Peter, 2012, "A dynamic limit order market with fast and slow traders," MPRA Paper, University Library of Munich, Germany, number 44621, Jul, revised Jan 2013.
• Shumska, Svitlana & Stepanenko-Lypovyk, Bohdana, 2012, "Міжнародні Злиття Та Поглинання У Фінансовому Секторі: Світові Тенденції Та Особливості Прояву В Україні
  [International mergers and acquisitions in financial sector: global trends and theirs features in Ukraine]," MPRA Paper, University Library of Munich, Germany, number 48426, Dec, revised Jul 2013.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2012, "Mutual influence of the exchange assets: practical aspects," MPRA Paper, University Library of Munich, Germany, number 50785, Feb.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2012, "The necessity of stock markets information incorporation into the methodology of credit rating agencies," MPRA Paper, University Library of Munich, Germany, number 50790, Sep.
• Kozmenko, Olha & Kuzmenko, Olha, 2012, "The integration of the banking, insurance and reinsurance markets in Russia and Ukraine," MPRA Paper, University Library of Munich, Germany, number 50842, Oct.
• Wagner, Helmut & Matanovic, Eva, 2012, "Volatility Impact of Stock Index Futures Trading - A Revised Analysis," MPRA Paper, University Library of Munich, Germany, number 51204.
• Ahmed, Tehseen & Malik, Saif Ullah, 2012, "Determinants of Inflow of Foreign Direct Investment (FDI) into Pakistan," MPRA Paper, University Library of Munich, Germany, number 54737, Oct.
• Gulino, Salvatore, 2012, "Obsolescence Of The 30-Year Mortgage," MPRA Paper, University Library of Munich, Germany, number 55354, Mar.
• Sirucek, Martin, 2012, "Effect of money supply on the Dow Jones Industrial Average stock index," MPRA Paper, University Library of Munich, Germany, number 68167, revised 2012.
• Degiannakis, Stavros & Floros, Christos & Livada, Alexandra, 2012, "Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence," MPRA Paper, University Library of Munich, Germany, number 80463.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir, 2012, "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers, University of Pretoria, Department of Economics, number 201228, Sep.
• Milan Bašta, 2012, "Wavelets and Estimation of Long Memory in Log Volatility and Time Series Perturbed by Noise," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2012, issue 2, pages 3-20, DOI: 10.18267/j.aop.360.
• Petr Dvořák, 2012, "Some Questions about Churning by Derivatives
  [K některým otázkám zjišťování churningu u derivátů]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2012, issue 4, pages 6-14, DOI: 10.18267/j.cfuc.2.
• Václav Leinweber, 2012, "Application of financial market approaches related to uncertainty into the area of Corporate Finance," Ekonomika a Management, Prague University of Economics and Business, volume 2012, issue 2, pages 24-36.
• Tomáš Buus, 2012, "What is Self-Influential Economic Theory?," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2012, issue 1, pages 28-40, DOI: 10.18267/j.efaj.13.
• Michel Boutillier & Nathalie Lévy & Valérie Oheix, 2012, "Un siècle et demi d’activité titres des banques commerciales américaines (un plaidoyer pour l’unité et la plasticité du système de financement)," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 49-70.
• Pierre Jacquet & Jean-Paul Pollin, 2012, "Systèmes financiers et croissance," Revue d'Économie Financière, Programme National Persée, volume 106, issue 2, pages 77-108.
• Arnoud W. A. Boot & Matej Marinc, 2012, "La stabilité du secteur bancaire : gérer la négociabilité et la complexité," Revue d'Économie Financière, Programme National Persée, volume 106, issue 2, pages 171-194.
• Błażej Mazur & Mateusz Pipień, 2012, "On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 2, pages 95-116, June.
• Niyati Bhanja & Arif Billah Dar & Aviral Kumar Tiwari & Olaolu Richard Olayeni, 2012, "Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 3, pages 199-213, September.
• Frank Milne, 2012, "Economic Crises: The Impact On Australia And Canada," Working Paper, Economics Department, Queen's University, number 1296, Aug.
• Carol Alexander & Marcel Prokopczuk & Anannit Sumawon, 2012, "The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-01, Jan.
• Jianfeng Yu, 2012, "Online Appendix to "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models"," Online Appendices, Review of Economic Dynamics, number 10-230, Apr.
• Jianfeng Yu, 2012, "Code and data files for "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models"," Computer Codes, Review of Economic Dynamics, number 10-230, revised .
• Jianfeng Yu, 2012, "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 3, pages 317-335, October, DOI: 10.1016/j.red.2012.04.001.
• Eric Ghysels & Andros Kourtellos & Elena Andreou, 2012, "Should macroeconomic forecasters use daily financial data and how?," 2012 Meeting Papers, Society for Economic Dynamics, number 1196.
• Josef Schroth, 2012, "Financial Crisis Resolution," 2012 Meeting Papers, Society for Economic Dynamics, number 617.
• Muhammad Farhan Malik & Muhammad Usman Qureshi & Muhammad Azeem, 2012, "Determination of Share Price: Evidence from Karachi Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 43, pages 97-114, March.
• Nawazish Mirza & Ayesha Afzal, 2012, "Some Preliminary Evidence on Stock Price Bubbles in an Emerging Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 44, pages 55-86, June.
• Suhail Palakkod, 2012, "Integration of Capital, Commodity and Currency Markets: A Study on Volatility Spillover," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 44, pages 87-100, June.
• Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2012, "Measuring Market Liquidity: An Introductory Survey," Working Paper series, Rimini Centre for Economic Analysis, number 02_12, Jan.
• Lucio Sarno & Paul Schneider & Christian Wagner, 2012, "Properties of Foreign Exchange Risk Premiums," Working Paper series, Rimini Centre for Economic Analysis, number 10_12, Mar.
• John M. Maheu & Thomas H. McCurdy & Xiaofei Zhao, 2012, "Do Jumps Contribute to the Dynamics of the Equity Premium?," Working Paper series, Rimini Centre for Economic Analysis, number 47_12, Jun.
• Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012, "Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil," Working Paper series, Rimini Centre for Economic Analysis, number 57_12, Jul.
• A. Noy Siackhachanh, 2012, "Strengthening the Financial System and Mobilizing Savings to Support More Balanced Growth in ASEAN+3," Working Papers on Regional Economic Integration, Asian Development Bank, number 94, Apr.
• Leonardo Becchetti & Nicola Ciampoli, 2012, "What is new in the finance-growth nexus: OTC derivatives, bank assets and growth," AICCON Working Papers, Associazione Italiana per la Cultura della Cooperazione e del Non Profit, number 110-2012, Jun.
• Luís Gomes & Vasco Soares, 2012, "Dependência De Longo Prazo Em Retornos Accionistas: Modelação E Evidência Empírica Internacional," Working Papers, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), number 23/2012, Jan.
• Moawia Alghalith & Tracy Polius & Martin Franklin, 2012, "The Impact of the Exchange Rate on the Stock Market - L’impatto del tasso di cambio sul mercato azionario," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 65, issue 4, pages 495-502.
• Christophe Faugere, 2012, "Making Sense of Asset Prices: A Guide to Required Yield Theory, Part 1 -- Valuing the Stock Market," Journal of Financial Transformation, Capco Institute, volume 34, pages 129-148.
• Julio Carmona & Ángel León & Antoni Vaello-Sebastià, 2012, "Executive Stock Options and Time Diversification," QM&ET Working Papers, University of Alicante, D. Quantitative Methods and Economic Theory, number 12-16, Nov.
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2012, "Do Wealthier Households Save More? The Impact of the Demographic Factor," ROME Working Papers, ROME Network, number 201203, May.
• Ghada Ali TIMRAZ & Faris Nasif AL-SHUBIRI, 2012, "The Impact Of Stock Options Trading On The Market Value Of Companies Listed In Kuwait Stock Exchange," Business Excellence and Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 2, issue 3, pages 63-76, September.
• Florinita DUCA, 2012, "An Investigation into the Impact of the Usage of Debt on the Profitability of Romanian Companies," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 60, issue 3, pages 84-87, September.
• Pasquale Tridico, 2012, "The impact of the economic crisis on the EU labour market: a comparative perspective," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0153, May.
• Leonardo Becchetti & Nicola Ciampoli, 2012, "What is New in the Finance-growth Nexus: OTC Derivatives, Bank Assets and Growth," CEIS Research Paper, Tor Vergata University, CEIS, number 243, Jul, revised 20 Jul 2012.
• Federico Nucera, 2012, "The co-movement between sovereign and bank credit risk during the financial crisis: the case of the Euro Area," Rivista Bancaria - Minerva Bancaria, Istituto di Cultura Bancaria Francesco Parrillo, issue 6, December.
• Agata Gemzik-Salwach, 2012, "The Use Of A Value At Risk Measure For The Analysis Of Bank Interest Margins," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 8, issue 4, pages 15-29, February.
• Cameron Truong, 2013, "The January effect, does options trading matter?," Australian Journal of Management, Australian School of Business, volume 38, issue 1, pages 31-48, April, DOI: 10.1177/0312896212440267.
• Christophe Schinckus, 2012, "Financial Economics and Non-representative Art," Journal of Interdisciplinary Economics, , volume 24, issue 1, pages 77-97, January.
• Emre Tarim, 2012, "Storytelling and Structural Incoherence in Financial Markets," Journal of Interdisciplinary Economics, , volume 24, issue 2, pages 115-144, June.
• Joachim Grammig & Erik Theissen, 2012, "Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 64, issue 2, pages 82-100, April.
• Sarah Draus & Mark van Achter, 2012, "Circuit Breakers and Market Runs," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 313, May.
• Shan, Liwei & Gong, Stephen X., 2012, "Investor sentiment and stock returns: Wenchuan Earthquake," Finance Research Letters, Elsevier, volume 9, issue 1, pages 36-47, DOI: 10.1016/j.frl.2011.07.002.
• Jarrow, Robert & Protter, Philip, 2012, "Discrete versus continuous time models: Local martingales and singular processes in asset pricing theory," Finance Research Letters, Elsevier, volume 9, issue 2, pages 58-62, DOI: 10.1016/j.frl.2012.03.002.
• Simonato, Jean-Guy, 2012, "GARCH processes with skewed and leptokurtic innovations: Revisiting the Johnson Su case," Finance Research Letters, Elsevier, volume 9, issue 4, pages 213-219, DOI: 10.1016/j.frl.2012.06.002.
• Akay, Ozgur (Ozzy) & Cyree, Ken B. & Griffiths, Mark D. & Winters, Drew B., 2012, "What does PIN identify? Evidence from the T-bill market," Journal of Financial Markets, Elsevier, volume 15, issue 1, pages 29-46, DOI: 10.1016/j.finmar.2011.08.005.
• Lecce, Steven & Lepone, Andrew & McKenzie, Michael D. & Segara, Reuben, 2012, "The impact of naked short selling on the securities lending and equity market," Journal of Financial Markets, Elsevier, volume 15, issue 1, pages 81-107, DOI: 10.1016/j.finmar.2011.07.001.
• Fong, Wai Mun, 2012, "Do expected business conditions explain the value premium?," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 181-206, DOI: 10.1016/j.finmar.2011.08.004.
• Rhee, S. Ghon & Wu, Feng, 2012, "Anything wrong with breaking a buck? An empirical evaluation of NASDAQ's $1 minimum bid price maintenance criterion," Journal of Financial Markets, Elsevier, volume 15, issue 2, pages 258-285, DOI: 10.1016/j.finmar.2011.09.002.
• van Gulick, Gerwald & De Waegenaere, Anja & Norde, Henk, 2012, "Excess based allocation of risk capital," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 1, pages 26-42, DOI: 10.1016/j.insmatheco.2011.09.003.
• Vivian, Andrew & Wohar, Mark E., 2012, "Commodity volatility breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 395-422, DOI: 10.1016/j.intfin.2011.12.003.
• Murtazashvili, Irina & Vozlyublennaia, Nadia, 2012, "The role of data limitations, seasonality and frequency in asset pricing models," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 3, pages 555-574, DOI: 10.1016/j.intfin.2011.12.001.
• Smales, Lee A., 2012, "30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 1006-1023, DOI: 10.1016/j.intfin.2011.12.004.
• Abdou, Hussein A. & Pointon, John & El-Masry, Ahmed & Olugbode, Moji & Lister, Roger J., 2012, "A variable impact neural network analysis of dividend policies and share prices of transportation and related companies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 796-813, DOI: 10.1016/j.intfin.2012.04.008.
• Galagedera, Don U.A., 2012, "Recent trends in relative performance of global equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 834-854, DOI: 10.1016/j.intfin.2012.05.003.
• Bangassa, Kenbata & Su, Chen & Joseph, Nathan L., 2012, "Selectivity and timing performance of UK investment trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1149-1175, DOI: 10.1016/j.intfin.2012.06.001.
• Koutmos, Dimitrios, 2012, "An intertemporal capital asset pricing model with heterogeneous expectations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1176-1187, DOI: 10.1016/j.intfin.2012.05.007.
• Broussard, John Paul & Vaihekoski, Mika, 2012, "Profitability of pairs trading strategy in an illiquid market with multiple share classes," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 5, pages 1188-1201, DOI: 10.1016/j.intfin.2012.06.002.
• Chakrabarty, Bidisha & Moulton, Pamela C., 2012, "Earnings announcements and attention constraints: The role of market design," Journal of Accounting and Economics, Elsevier, volume 53, issue 3, pages 612-634, DOI: 10.1016/j.jacceco.2012.01.001.
• Kadan, Ohad & Madureira, Leonardo & Wang, Rong & Zach, Tzachi, 2012, "Analysts' industry expertise," Journal of Accounting and Economics, Elsevier, volume 54, issue 2, pages 95-120, DOI: 10.1016/j.jacceco.2012.05.002.
• Horioka, Charles Yuji & Terada-Hagiwara, Akiko, 2012, "The determinants and long-term projections of saving rates in Developing Asia," Japan and the World Economy, Elsevier, volume 24, issue 2, pages 128-137, DOI: 10.1016/j.japwor.2012.01.006.
• Allen, Franklin & Gu, Xian & Kowalewski, Oskar, 2012, "Financial crisis, structure and reform," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 2960-2973, DOI: 10.1016/j.jbankfin.2012.06.002.
• Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A., 2012, "Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3302-3317, DOI: 10.1016/j.jbankfin.2012.07.018.
• Chavez-Demoulin, V. & McGill, J.A., 2012, "High-frequency financial data modeling using Hawkes processes," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3415-3426, DOI: 10.1016/j.jbankfin.2012.08.011.
• Fan, Longzhen & Tian, Shu & Zhang, Chu, 2012, "Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 239-248, DOI: 10.1016/j.jbankfin.2011.07.006.
• Chou, Pin-Huang & Ho, Po-Hsin & Ko, Kuan-Cheng, 2012, "Do industries matter in explaining stock returns and asset-pricing anomalies?," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 355-370, DOI: 10.1016/j.jbankfin.2011.07.016.
• Mun, Kyung-Chun, 2012, "The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 383-394, DOI: 10.1016/j.jbankfin.2011.07.014.
• Avouyi-Dovi, Sanvi & Idier, Julien, 2012, "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Journal of Banking & Finance, Elsevier, volume 36, issue 2, pages 428-438, DOI: 10.1016/j.jbankfin.2011.07.019.
• Becerra, O. & Cavallo, E. & Scartascini, C., 2012, "The politics of financial development: The role of interest groups and government capabilities," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 626-643, DOI: 10.1016/j.jbankfin.2011.10.017.
• Xue, Yi & Gençay, Ramazan, 2012, "Trading frequency and volatility clustering," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 760-773, DOI: 10.1016/j.jbankfin.2011.09.008.
• Murtazashvili, Irina & Vozlyublennaia, Nadia, 2012, "The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1057-1066, DOI: 10.1016/j.jbankfin.2011.10.018.
• Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2012, "A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 934-956, DOI: 10.1016/j.jbankfin.2011.10.010.
• Price, S. McKay & Doran, James S. & Peterson, David R. & Bliss, Barbara A., 2012, "Earnings conference calls and stock returns: The incremental informativeness of textual tone," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 992-1011, DOI: 10.1016/j.jbankfin.2011.10.013.
• Huang, Wei & Liu, Qianqiu & Ghon Rhee, S. & Wu, Feng, 2012, "Extreme downside risk and expected stock returns," Journal of Banking & Finance, Elsevier, volume 36, issue 5, pages 1492-1502, DOI: 10.1016/j.jbankfin.2011.12.014.
• Mariano, Beatriz, 2012, "Market power and reputational concerns in the ratings industry," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1616-1626, DOI: 10.1016/j.jbankfin.2012.01.012.
• Chen, Shiu-Sheng, 2012, "Revisiting the empirical linkages between stock returns and trading volume," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1781-1788, DOI: 10.1016/j.jbankfin.2012.02.003.
• Levy, Tamir & Yagil, Joseph, 2012, "The week-of-the-year effect: Evidence from around the globe," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1963-1974, DOI: 10.1016/j.jbankfin.2012.03.004.
• Schuhmacher, Frank & Eling, Martin, 2012, "A decision-theoretic foundation for reward-to-risk performance measures," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 2077-2082, DOI: 10.1016/j.jbankfin.2012.03.013.
• Kim, Sangbae & In, Francis, 2012, "False discoveries in volatility timing of mutual funds," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 2083-2094, DOI: 10.1016/j.jbankfin.2012.03.014.
• Choy, Siu Kai & Wei, Jason, 2012, "Option trading: Information or differences of opinion?," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2299-2322, DOI: 10.1016/j.jbankfin.2012.04.010.
• Olmo, José & Sanso-Navarro, Marcos, 2012, "Forecasting the performance of hedge fund styles," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2351-2365, DOI: 10.1016/j.jbankfin.2012.04.016.
• Bruno, Giuseppe & De Bonis, Riccardo & Silvestrini, Andrea, 2012, "Do financial systems converge? New evidence from financial assets in OECD countries," Journal of Comparative Economics, Elsevier, volume 40, issue 1, pages 141-155, DOI: 10.1016/j.jce.2011.09.003.
• Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan, 2012, "Estimating behavioural heterogeneity under regime switching," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 446-460, DOI: 10.1016/j.jebo.2012.02.014.
• Ackert, Lucy F. & Kluger, Brian D. & Qi, Li, 2012, "Irrationality and beliefs in a laboratory asset market: Is it me or is it you?," Journal of Economic Behavior & Organization, Elsevier, volume 84, issue 1, pages 278-291, DOI: 10.1016/j.jebo.2012.03.014.
• Cohen, Lauren & Lou, Dong, 2012, "Complicated firms," Journal of Financial Economics, Elsevier, volume 104, issue 2, pages 383-400, DOI: 10.1016/j.jfineco.2011.08.006.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012, "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, volume 105, issue 2, pages 279-310, DOI: 10.1016/j.jfineco.2012.01.005.
• Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros, 2012, "Displacement risk and asset returns," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 491-510, DOI: 10.1016/j.jfineco.2012.04.002.
• Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur, 2012, "Systematic risk and the cross section of hedge fund returns," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 114-131, DOI: 10.1016/j.jfineco.2012.05.005.