Research classified by Journal of Economic Literature (JEL) codes

2011

• Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2011, "Conditional jumps in volatility and their economic determinants," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0138, Sep.
• Simon Keel & David Ardia, 2011, "Generalized marginal risk," Journal of Asset Management, Palgrave Macmillan, volume 12, issue 2, pages 123-131, June, DOI: 10.1057/jam.2010.30.
• Alberto Humala & Gabriel Rodriguez, 2011, "Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2011-325.
• Maretno A. Harjoto & John K. Paglia, 2011, "Funding Continuum for Private Business Owners: Evidence from the Pepperdine Private Capital Markets Project Survey," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 15, issue 2, pages 1-22, Winter.
• Pawel Uminski, 2011, "The Importance Of The Financial Sector And Its Impact On Economic System In The United States In Years 1970 – 2010," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 6, issue 3, pages 59-68, September, DOI: 10.12775/EQUIL2011.020.
• Nagy, Zoltán Imre, 2011, "The Unique Features of the Financing of Professional Football," Public Finance Quarterly, Corvinus University of Budapest, volume 56, issue 4, pages 539-552.
• Stefano Herzel & Marco Nicolosi & Catalin Starica, 2011, "The cost of sustainability on optimal portfolio choices," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 84/2011, Feb.
• Attaullah Shah, 2011, "Impact of Judicial Efficiency on Debt Maturity Structure: Evidence from Judicial Districts of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 50, issue 4, pages 663-682.
• Ijaz Hussain, 2011, "Growth and Financing Behaviour of Firms of Textile Industry in Pakistan: A Panel Data Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 50, issue 4, pages 699-714.
• Jonas Teitge & Andreas Nastansky, 2011, "Interdependenzen in den Renditen DAX-notierter Unternehmen nach Branchen," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 47, Apr.
• Mukherjee, Dr. Kedar nath, 2011, "Impact of Futures Trading on Indian Agricultural Commodity Market," MPRA Paper, University Library of Munich, Germany, number 29290, Feb, revised 04 Mar 2011.
• Estrada, Fernando, 2011, "Theory of financial risk," MPRA Paper, University Library of Munich, Germany, number 29665, Mar.
• Simplice A, Asongu, 2011, "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," MPRA Paper, University Library of Munich, Germany, number 30120, Apr.
• Simplice A., Asongu, 2011, "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 30391, Apr.
• El-Khatib, Youssef & Abdulnasser, Hatemi-J, 2011, "On the calculation of price sensitivities with jump-diffusion structure," MPRA Paper, University Library of Munich, Germany, number 30596.
• Onour, Ibrahim, 2011, "الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة
  [Options as Islamic Financial Derivative: Thoughts provoking discussion]," MPRA Paper, University Library of Munich, Germany, number 30707, Apr.
• Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011, "A Note on institutional hierarchy and volatility in financial markets," MPRA Paper, University Library of Munich, Germany, number 30902.
• Furceri, Davide & Zdzienicka, Aleksandra, 2011, "How costly are debt crises?," MPRA Paper, University Library of Munich, Germany, number 30953.
• Yamori, Nobuyoshi, 2011, "Commodity ETFs in the Japanese Stock Exchanges," MPRA Paper, University Library of Munich, Germany, number 31003, May.
• Simplice A., Asongu, 2011, "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper, University Library of Munich, Germany, number 31174, May.
• Pinto, Cristian F. & Acuña, Andres A., 2011, "Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
  [Consistency in the evaluation of financial investment performance: Mean-variance versus stochastic dominance te," MPRA Paper, University Library of Munich, Germany, number 31301, Jun.
• Leung, Charles Ka Yui & CHEUNG, W. Y. Patrick & TANG, C. H. Edward, 2011, "Financial Crisis and the Comovements of Housing Sub-markets: Do relationships change after a crisis?," MPRA Paper, University Library of Munich, Germany, number 31627, Jun.
• Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011, "The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?," MPRA Paper, University Library of Munich, Germany, number 32255.
• Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011, "In the Shadow of the United States: The International Transmission Effect of Asset Returns," MPRA Paper, University Library of Munich, Germany, number 32776.
• Lenz, Rainer, 2011, "Get rid of banks and build up a modern financial world," MPRA Paper, University Library of Munich, Germany, number 33501, Sep.
• Mukherjee, Dr. Kedar nath, 2011, "Commodity investments: opportunities for Indian institutional investors," MPRA Paper, University Library of Munich, Germany, number 33510, Sep.
• Carretta, Alessandro & Farina, Vincenzo & Graziano, Elvira Anna & Reale, Marco, 2011, "Does investor attention influence stock market activity? The case of spin-off deals," MPRA Paper, University Library of Munich, Germany, number 33545, Jun.
• Dicembrino, Claudio & Scandizzo, Pasquale Lucio, 2011, "Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market," MPRA Paper, University Library of Munich, Germany, number 33715, Nov.
• Afego, Pyemo, 2011, "Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market," MPRA Paper, University Library of Munich, Germany, number 33931, Mar, revised 16 May 2011.
• Blanchard, michel & Bernard, philippe, 2011, "The performance of amateur traders on a public internet site: a case of a stock-exchange contest," MPRA Paper, University Library of Munich, Germany, number 34304, Oct.
• Cotter, John & Gabriel, Stuart & Roll, Richard, 2011, "Integration and contagion in US housing markets," MPRA Paper, University Library of Munich, Germany, number 34591.
• Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011, "Is the Chinese Stock Market Really Efficient," MPRA Paper, University Library of Munich, Germany, number 35219, Aug.
• Ozsoz, Emre, 2011, "What determines return risks for bank equities in Turkey?," MPRA Paper, University Library of Munich, Germany, number 35291, Oct.
• Chittedi, Krishnareddy, 2011, "Does oil price matter for Indian stock markets?," MPRA Paper, University Library of Munich, Germany, number 35334, Nov, revised 01 Dec 2011.
• Simplice A, Asongu, 2011, "Democracy and stock market performance in developing countries," MPRA Paper, University Library of Munich, Germany, number 35506, Dec.
• Simplice A, Asongu, 2011, "Government quality determinants of stock market performance in developing countries," MPRA Paper, University Library of Munich, Germany, number 35508, Dec.
• Gabrielsen, Alexandros & Marzo, Massimiliano & Zagaglia, Paolo, 2011, "Measuring market liquidity: an introductory survey," MPRA Paper, University Library of Munich, Germany, number 35829, Dec.
• Pacheco, Luís, 2011, "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper, University Library of Munich, Germany, number 36551, Dec.
• Stefanescu, Razvan & Dumitriu, Ramona, 2011, "Turn - of - the - month effect on the Bucharest stock exchange," MPRA Paper, University Library of Munich, Germany, number 36566, Mar, revised 10 Feb 2012.
• Guzman, Giselle C., 2011, "The case for higher frequency inflation expectations," MPRA Paper, University Library of Munich, Germany, number 36656, Jun.
• Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2011, "Modelación de los rendimientos bursátiles mexicanos mediante los modelos TGARCH y EGARCH: Un estudio econométrico para 30 acciones y el Índice de Precios y Cotizaciones
  [Modeling Mexican stock returns with TGARCH and EGARCH models: An econometric ," MPRA Paper, University Library of Munich, Germany, number 36872, Sep.
• Simplice A, Asongu, 2011, "Political crises and risk of financial contagion in developing countries: Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 37459, Jul.
• Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin, 2011, "Mutual funds performance appraisal using stochastic multicriteria acceptability analysis," MPRA Paper, University Library of Munich, Germany, number 37953.
• Rossi, Francesco, 2011, "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 38303, Jul, revised Nov 2011.
• Faruque, Muhammad U, 2011, "An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh," MPRA Paper, University Library of Munich, Germany, number 38675, Jun.
• Rossi, Francesco, 2011, "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper, University Library of Munich, Germany, number 38682, Nov, revised 31 Mar 2012.
• Simplice A., Asongu, 2011, "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper, University Library of Munich, Germany, number 39630, May.
• Singh, Saurabh & Saharawat, Swati, 2011, "Hedging dynamics with gold futures," MPRA Paper, University Library of Munich, Germany, number 41472.
• Peresetsky, A. A., 2011, "What determines the behavior of the Russian stock market," MPRA Paper, University Library of Munich, Germany, number 41508.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange," MPRA Paper, University Library of Munich, Germany, number 41602, Mar, revised 20 Mar 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Monthly seasonality in the Bucharest stock exchange," MPRA Paper, University Library of Munich, Germany, number 41603, Apr, revised 08 Apr 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Holiday effect on the Romanian stock market," MPRA Paper, University Library of Munich, Germany, number 41635, Sep, revised 08 Sep 2011.
• Ayala, Alfonso, 2011, "Algunos conceptos sobre la evaluación de portafolios de inversión
  [Some concepts on the assessment of investment portfolios]," MPRA Paper, University Library of Munich, Germany, number 42404, Apr.
• Lee, King Fuei, 2011, "Demographics and the Long-Horizon Returns of Dividend-Yield Strategies in the US," MPRA Paper, University Library of Munich, Germany, number 46350.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2011, "Mutual influence of exchange assets: analysis and estimation," MPRA Paper, University Library of Munich, Germany, number 50779, May.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2011, "Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading," MPRA Paper, University Library of Munich, Germany, number 50791, Nov.
• Silva, Pedro & Almeida, Liliana, 2011, "Weather and stock markets: empirical evidence from Portugal," MPRA Paper, University Library of Munich, Germany, number 54119, Dec.
• Kumar, Dr.B.Pradeep, 2011, "Financial Exclusion: A Theoretical Approach," MPRA Paper, University Library of Munich, Germany, number 89864, May, revised 17 Jun 2011.
• Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng, 2011, ""Ripple" Effects in South African House Prices," Working Papers, University of Pretoria, Department of Economics, number 201102, Feb.
• Petr Musílek, 2011, "European System of Financial Supervision
  [Evropský systém dohledu finančního trhu]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2011, issue 2, pages 7-17, DOI: 10.18267/j.cfuc.102.
• Jan Vlachý, 2011, "Obchodování s deriváty a pokoutní bankéři - ohlédnutí za finančním trhem v meziválečném Československu
  [Derivatives and Bucketshops: A Forgotten History of Czech Financial Markets between the World Wars]," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 2, pages 205-223, DOI: 10.18267/j.polek.781.
• Tobias Adrian & Paolo Colla & Hyun Song Shin, 2011, "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1396, Dec.
• Jean-Paul Tchang, 2011, "Le marché obligataire chinois," Revue d'Économie Financière, Programme National Persée, volume 102, issue 2, pages 85-98.
• John Hatgioannides & Marika Karanassou, 2011, "Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory," Working Papers, Queen Mary University of London, School of Economics and Finance, number 686, Dec.
• Jacques Pézier, 2011, "Rationalization of Investment Preference Criteria," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-12, Jul.
• Jean Imbs & Giovanni Favara, 2011, "Credit Supply and the Price of Housing," 2011 Meeting Papers, Society for Economic Dynamics, number 1342.
• Ricardo Lagos & Gara Afonson, 2011, "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers, Society for Economic Dynamics, number 314.
• Xavier Vives & Giovanni Cespa, 2011, "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers, Society for Economic Dynamics, number 929.
• Chaido Dritsaki, 2011, "The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 40, pages 25-56, June.
• Douglas H. Brooks & Juthathip Jongwanich, 2011, "Cross-Border Mergers and Acquisitions and Financial Development: Evidence from Emerging Asia," ADB Economics Working Paper Series, Asian Development Bank, number 249, Feb.
• Jack W. Hou, 2011, "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," ADBI Working Papers, Asian Development Bank Institute, number 323, Nov.
• Henry Penikas, 2011, "Copula-Based Price Risk Hedging Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 22, issue 2, pages 3-21.
• Nor Hayati Bt Ahmad & Mohamad Akbar Noor & Bin Mohamad Noor, 2011, "The Impact of 1998 and 2008 Financial Crises on Profitability of Islamic Banks," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 34, issue 1, pages 1-22.
• Luis Pacheco, 2011, "Moody’s credit ratings and the stock market performance of Portuguese rated firms," Working Papers, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), number 22/2011, Dec.
• Young Wook Han, 2011, "Structural Breaks and Long Memory Property in Korean Won Exchange Rates: Adaptive FIGARCH Model," East Asian Economic Review, Korea Institute for International Economic Policy, volume 15, issue 2, pages 33-59, DOI: 10.11644/KIEP.JEAI.2011.15.2.229.
• Shahin Shojai & George Feiger, 2011, "Economists’ Hubris – The Case of Award Winning Finance Literature," Journal of Financial Transformation, Capco Institute, volume 31, pages 9-17.
• Mansor, Ibrahim H., 2011, "Financial Market Risk and Gold Investment in an Emerging Market: The Case of Malaysia," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 79-89, December.
• Paul Zarembka and Radhika Desai (ed.), 2011, "Revitalizing Marxist Theory For Today'S Capitalism," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, number volm27a, ISBN: ARRAY(0x82d53d10).
• Silvia Gabrieli, 2011, "The microstructure of the money market before and after the financial crisis: a network perspective," CEIS Research Paper, Tor Vergata University, CEIS, number 181, Jan, revised 19 Jan 2011.
• Joel H. Eita, 2011, "Determinants of Stock Market Prices in Namibia," ERSA Working Paper Series, Economic Research Southern Africa, number 209, Mar.
• Jamela Hoveni & Lumengo Bonga-Bonga, 2011, "Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 252, Oct.
• Joanna B³ach, 2011, "Financial Innovations and Their Role in the Modern Financial System – Identification and Systematization of the Problem," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 7, issue 3, pages 13-26, November.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011, "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-23, May.
• Alexander S. Gorbenko & Andrey Malenko, 2011, "Competition among Sellers in Securities Auctions," American Economic Review, American Economic Association, volume 101, issue 5, pages 1806-1841, August.
• Robert Gallagher & Niall O’ Sullivan, 2011, "Asset Price Effects Arising from Sports Results and Investor Mood: The Case of a Homogenous Fan Base Area," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 57, issue 4, pages 285-302, DOI: 10.3790/aeq.57.4.285.
• Laura Daniela TANASE (ROSCA), 2011, "The Degree Of Financial Education At The Romanian People," Journal of Doctoral Research in Economics, The Bucharest University of Economic Studies, volume 3, issue 1, pages 23-37, March.
• Asongu Simplice, 2011, "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 11/003, Apr.
• Asongu Simplice, 2011, "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 11/004, Apr.
• Asongu Simplice, 2011, "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 11/006, May.
• Asongu Simplice, 2011, "Government Quality Determinants of Stock Market Performance in African Countries," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 11/019, Dec.
• Asongu Simplice, 2011, "Democracy and Stock Market Performance in African Countries," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 11/021, Dec.
• Harris, James Michael & Williams, Robert P., 2011, "The Changing Debt Maturity Structure of U.S. Farms," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association, number 103889, DOI: 10.22004/ag.econ.103889.
• Ferto, Imre & Fogarasi, Jozsef, 2011, "On Trade Impact of Exchange Rate Volatility and Institutional Quality: The Case of Central European Countries," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland, European Association of Agricultural Economists, number 114351, DOI: 10.22004/ag.econ.114351.
• Ilhan MERIC & Benjamin EICHHORN & Charles McCCALL & Gulser MERIC, 2011, "The Co-Movements of National Stock Markets and Global Portfolio Diversification: 2001-2010," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 87-98, December.
• Alin Ionut Ciurlau, 2011, "Public Economy, Educational Services Provider," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 39, pages 29-36.
• Felicia Ramona Birau, 2011, "An Analysis Of Weak-Form Efficiency On The Bucharest Stock Exchange," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 39, pages 194-205.
• Maria-Lenuta ULICI & Ioan Alin NISTOR, 2011, "Financial Liberalization and Stock Market Efficiency," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 13, pages 154-160, December.
• Ioan E. NISTOR & Ioana RADU, 2011, "Global Tendencies in Investment Funds Market Development," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 13, pages 16-21, December.
• Svetlana Vlady & Ekrem Tufan & Bahattin Hamarat, 2011, "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 16, pages 161-175, April.
• Svetlana Vlady & Ekrem Tufan, PhD, 2011, "Causality Of Weather Conditions In Australian Stock Equity Returns," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 17, pages 184-197, November.
• Zsolt Darvas & Jakob Weizsäcker, 2011, "Financial transaction tax: Small is beautiful," Society and Economy, Akadémiai Kiadó, Hungary, volume 33, issue 3, pages 449-473, December.
• Mihaela IONASCU, 2011, "Properties of Analysts’ Forecasts for Romanian Listed Companies: How Much Do Firm-Specific Factors Matter?," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 10, issue 3, pages 318-325, September.
• Mirela DOBRE, 2011, "Stock Investors’ Response to Disclosures of Material Weaknesses in Internal Control," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 10, issue 3, pages 397-423, September.
• Maria de Lourdes Rollenberg Mollo, 2011, "Capital Fictício, Autonomia Produção-Circulação e Crises: Precedentes Teóricos para o Entendimento da Crise Atual," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 12, issue 3, pages 475-496.
• Ralph S.J. Koijen & Stijn Van Nieuwerburgh, 2011, "Predictability of Returns and Cash Flows," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 467-491, December.
• Claudio Borio, 2011, "Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward," Annual Review of Financial Economics, Annual Reviews, volume 3, issue 1, pages 87-117, December.
• john cotter & kevin dowd, 2011, "Estimating financial risk measures for futures positions: a non-parametric approach," Papers, arXiv.org, number 1103.5666, Mar.
• Damien Lamberton & Mohammed Mikou, 2011, "Exercise Boundary of the American Put Near Maturity in an Exponential L\'evy Model," Papers, arXiv.org, number 1105.0284, May.
• Song Song & Peter J. Bickel, 2011, "Large Vector Auto Regressions," Papers, arXiv.org, number 1106.3915, Jun.
• Eleonora Kontus, 2011, "Short-Term Financing And Its Implications On Solvency And Profitability Of Company," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 20, issue 2, pages 443-468, december.
• Michele Leonardo Bianchi & Mariano Loddo & Maria Grazia Miele, 2011, "The Exchange Traded Funds in Italy," BANCARIA, Bancaria Editrice, volume 1, pages 90-102, January.
• Christian Dreger & J¨¹rgen Wolters, 2011, "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 43-52, February.
• Nicholas Apergis & John Sorros, 2011, "Long-Term Debt and the Value of the Firm,Evidence from International Listed Manufacturing Firms," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 60-72, February.
• Cornelia Pop, 2011, "Bucharest Stock Exchange Position Within The Central And Eastern European Region," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Anna Pomeranets & Daniel G. Weaver, 2011, "Security Transaction Taxes and Market Quality," Staff Working Papers, Bank of Canada, number 11-26, DOI: 10.34989/swp-2011-26.
• Ricardo Bebczuk & Tamara Burdisso & Jorge Carrera & Máximo Sangiácomo, 2011, "A New Look into Credit Procyclicality: International Panel Evidence," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201155, Oct.
• Arif Oduncu, 2011, "The Effects of Currency Futures Trading on Turkish Currency Market," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 5, issue 1, pages 97-109.
• Marco Rocco, 2011, "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 99, Jul.
• Michele Leonardo Bianchi & Maria Grazia Miele, 2011, "Italian open-end funds: performance of asset management companies," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 795, Feb.
• Luis Fernando Melo & Joan Camilo Granados, 2011, "Regulación y valor en riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 64, pages 110-177, July, DOI: 10.32468/Espe.6404.
• Shahid Ali & Qamar Ishtiaq & Muhammad Naveed, 2011, "Impact of Dividend Policy on Shareholders' Wealth: A Case of Karachi Stock Exchange," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 3, issue 1, pages 106-121, April, DOI: dx.doi.org/10.22547/BER/3.1.7.
• Qurat-ul-Ain & Sharif Ullah Jan & Muhammad Rafiq, 2011, "Effect of Macroeconomic Factors on Capital Structure Decisions of Firm: Evidence from a Developing Country," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 3, issue 1, pages 64-90, April, DOI: dx.doi.org/10.22547/BER/3.1.5.
• Adnan Javed & Muhammad Rafiq & Sarfaraz Khan & Muhammad Mohsin Khan, 2011, "The Impact Of Macroeconomic Variables On Stock Market: Empirical Evidence On Karachi Stock Exchange By Using ARDL Model," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 3, issue 2, pages 125-142, October, DOI: dx.doi.org/10.22547/BER/3.2.1.
• Amir Hussain & Zia Obaid & Sajid Afridi, 2011, "Testing of CAPM in An Emerging Economy: A Case Study of Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 3, issue 2, pages 143-153, October, DOI: dx.doi.org/10.22547/BER/3.2.2.
• Asmat Ullah & Syed Waqar Hussain & Zahoor Khan & Muhammad Rafiq, 2011, "Shocks in Macroeconomic Variables and Stock Market Stability: Case Study of KSE-100 Index," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 3, issue 2, pages 154-163, October, DOI: dx.doi.org/10.22547/BER/3.2.3.
• Zia Obaid & Amir Hussain, 2011, "Effects of Alcohol Sales Restriction on DUI Related Convictions: A Case Study of Kentucky," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 3, issue 2, pages 218-228, October, DOI: dx.doi.org/10.22547/BER/3.2.7.
• Kenan Hrapović, 2011, "Financial Reporting and Characteristics of Impairment of Assets in Republic of Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 56, issue 189, pages 117-130, April – J.
• Vesna Karadžic & Tamara Backovic Vulic, 2011, "The Montenegrin Capital Market: Calendar Anomalies," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 56, issue 191, pages 107-122, October-D.
• Sanvi Avouyi-Dovi & Julien Idier., 2011, "The impact of unconventional monetary policy on the market for collateral: The case of the French bond market," Working papers, Banque de France, number 339.
• Kurt Brannas & Albina Soultanaeva, 2011, "Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 11, issue 1, pages 109-124, July.
• Stefan Avdjiev, 2011, "News driven business cycles and data on asset prices in estimated DSGE models," BIS Working Papers, Bank for International Settlements, number 358, Nov.
• Peter L. Rousseau & Paul Wachtel, 2011, "What Is Happening To The Impact Of Financial Deepening On Economic Growth?," Economic Inquiry, Western Economic Association International, volume 49, issue 1, pages 276-288, January.
• Marco Taboga, 2011, "Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings," International Finance, Wiley Blackwell, volume 14, issue 1, pages 135-164, April, DOI: j.1468-2362.2011.01279.x.
• Alexander Puetz & Stefan Ruenzi, 2011, "Overconfidence Among Professional Investors: Evidence from Mutual Fund Managers," Journal of Business Finance & Accounting, Wiley Blackwell, volume 38, issue 5-6, pages 684-712, June, DOI: j.1468-5957.2010.02237.x.
• Terrence Hendershott & Charles M. Jones & Albert J. Menkveld, 2011, "Does Algorithmic Trading Improve Liquidity?," Journal of Finance, American Finance Association, volume 66, issue 1, pages 1-33, February, DOI: j.1540-6261.2010.01624.x.
• Tim Bollerslev & Viktor Todorov, 2011, "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, volume 66, issue 6, pages 2165-2211, December, DOI: j.1540-6261.2011.01695.x.
• J. Ginger Meng & Gang Hu & Jushan Bai, 2011, "Olive: A Simple Method For Estimating Betas When Factors Are Measured With Error," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 34, issue 1, pages 27-60, March.
• Johannes A. Skjeltorp & Elvira Sojli & Wing Wah Tham, 2011, "Sunshine trading: Flashes of trading intent at the NASDAQ," Working Paper, Norges Bank, number 2011/17, Dec.
• Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna, 2011, "Preferred-habitat investors and the US term structure of real rates," Bank of England working papers, Bank of England, number 435, Jul.
• Alexandros E. Milionis & Dimitra K. Patsouri, 2011, "A conditional CAPM; implications for the estimation of systematic risk," Working Papers, Bank of Greece, number 131, May.
• Beum-Jo Park, 2011, "The extension of a continuous beliefs system and analyzing herd behavior in stock markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 17, issue 2, pages 27-55, June.
• Joonhyuk Song, 2011, "Analysis on the Forecasting Performance of KOSPI200 Volatility between Long Memory Model and Regime-Switching Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 17, issue 4, pages 99-127, December.
• A. Gabrielsen & M. Marzo & P. Zagaglia, 2011, "Measuring market liquidity: An introductory survey," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp802, Dec.
• Pedro Luiz Valls Pereira & Ricardo Pires de Souza Santos, 2011, "Modeling Financial Contagion using Copula," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 3, pages 335-363.
• Eduardo Pontual Ribeiro & Luiz Teles Menezes Neto & Rosemarie Bröker Bone, 2011, "Reserves and Valuation using Multiples for Oil and Gas Companies," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 4, pages 549-570.
• Daniel Cohen, 2011, "La crise grecque. Leçons pour l'Europe," Revue économique, Presses de Sciences-Po, volume 62, issue 3, pages 383-394.
• Jean-Paul Tchang, 2011, "Le marché obligataire chinois," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 85-98.
• Koenig, P., 2011, "Modelling Correlation in Carbon and Energy Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1123, Feb.
• Dunne, Peter & Forker, John & Zholos, Andrey, 2011, "The Value Relevance of Sentiment," Research Technical Papers, Central Bank of Ireland, number 5/RT/11, Mar.
• Theodoros M. Diasakos, 2011, "A Simple Characterization of Dynamic Completeness in Continuous Time," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 211.
• Riccardo Giacomelli & Elisa Luciano, 2011, "Equilibrium price of immediacy and infrequent trade," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 221, revised 2013.
• Giovanni Cespa & Xavier Vives, 2011, "Expectations, Liquidity, and Short-term Trading," CESifo Working Paper Series, CESifo, number 3390.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series, CESifo, number 3416.
• Keith E. Maskus & Rebecca Neumann & Tobias Seidel, 2011, "How National and International Financial Development Affect Industrial R&D," CESifo Working Paper Series, CESifo, number 3480.
• Guglielmo Maria Caporale & Alessandro Girardi, 2011, "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," CESifo Working Paper Series, CESifo, number 3525.
• Johannes Steinbrecher & Zwerschke Patrick, 2011, "Finanzierungssituation der sächsischen Handwerksunternehmen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 18, issue 04, pages 22-28, August.
• Sebastian Watzka & Friedrich Thießen, 2011, "Lässt sich das erneute Abgleiten in eine Wirtschafts- und Finanzkrise abwenden?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 64, issue 21, pages 03-10, November.
• Manfred Borchert, 2011, "Der Einfluss der Griechenlandkrise auf den BankensektorKollateralschäden der Griechenlandkrise," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 64, issue 22, pages 19-22, November.
• David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011, "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 12, in: Rodrigo Alfaro, "Financial Stability, Monetary Policy, and Central Banking".
• Brice Corgnet & Praveen Kujal & David Porter, 2011, "Reaction to Public Information in Markets: How Much Does Ambiguity Matter?," Working Papers, Chapman University, Economic Science Institute, number 11-01.
• Atanas Christev & Jacques Melitz, 2011, "EMU, EU, Market Integration and Consumption Smoothing," Working Papers, CEPII research center, number 2011-21, Oct.
• Gunther Capelle-Blancard & Dramane Coulibaly, 2011, "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Working Papers, CEPII research center, number 2011-28, Dec.
• Gunther Capelle-Blancard & Dramane Coulibaly, 2011, "Index trading and agricultural commodity prices: A panel Granger causality analysis," International Economics, CEPII research center, issue 126-127, pages 51-71.
• Anna Creti & Maria-Eugenia Sanin, 2011, "Price versus quantities in the coordination of international environmental policy," International Economics, CEPII research center, issue 126-127, pages 109-130.
• Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011, "Corporate disclosure: A review of its (direct and indirect) benefits and costs," International Economics, CEPII research center, issue 128, pages 5-31.
• Marine Carrasco & Rachidi Kotchoni, 2011, "Adaptive Realized Kernels," CIRANO Working Papers, CIRANO, number 2011s-29, Feb.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive, David K. Levine, number 786969000000000168, Jul.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Levine's Working Paper Archive, David K. Levine, number 786969000000000192, Aug.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011, "Information Aggregation, Investment, and Managerial Incentives," Levine's Working Paper Archive, David K. Levine, number 786969000000000197, Aug.
• Mirzha de Manuel Armendía, 2011, "Market Efficiency in the EU Emissions Trading Scheme. An outlook for the third trading period," Bruges European Economic Research Papers, European Economic Studies Department, College of Europe, number 20, Mar.
• Aitor Ciarreta & Mónica Lagullón & Ainhoa Zarraga, 2011, "Modelación de los precios en el mercado eléctrico espanol," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Luis Fernando Melo & Joan Camilo Granados, 2011, "Regulación y valor en riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 64, pages 110-177, DOI: 10.32468/Espe.6404.
• Bernardo León & Andr�s Mora, 2011, "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 64, pages 178-211, DOI: 10.32468/Espe.6405.
• Martha López & Fernando Tenjo & H�ctor Z�rate, 2011, "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 64, pages 211-234, DOI: 10.32468/Espe.6406.
• Diego Alonso Agudelo Rueda, 2011, "Medidas intradiarias de liquidez y de costos de transacción asociados en la Bolsa de Valores de Colombia," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10662, Nov.
• Diego Alonso Agudelo Rueda & Milena Casta�o, 2011, "Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six Latin American countries 1999 -2008," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10663, Dec.
• Diego A. Agudelo & Edwin Villaraga & Santiago Giraldo, 2011, "Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 11086, Nov.
• María del Pilar Báez Roa & Juan Sergio Cruz Merch�n, 2011, "La estructura óptima de capital con reclamos contingentes: estudio de un caso en Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Jorge Mario Uribe Gil, 2011, "Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Charle Augusto Londono Henao & Yaneth María Cuan Jaramillo, 2011, "Modelos de precios de los activos: un ejercicio comparativo basado en redes neuronales aplicado al mercado de valores colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Diógenes Lagos Cortés & Carlos Enrique Vecino Arenas, 2011, "Medición de la aplicación de prácticas de gobierno corporativo en Colombia," Revista Tendencias, Universidad de Narino, volume 12, issue 2, pages 230-253.
• Vives, Xavier & Cespa, Giovanni, 2011, "Expectations, Liquidity, and Short-term Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8303, Mar.
• Zenou, Yves & Patacchini, Eleonora & Cohen-Cole, Ethan, 2011, "Systemic Risk and Network Formation in the Interbank Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8332, Apr.
• Foucault, Thierry & Cespa, Giovanni, 2011, "Learning from Prices, Liquidity Spillovers, and Market Segmentation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8350, Apr.
• Makarov, Igor & Chernov, Mikhail & Gorbenko, Alexander, 2011, "CDS Auctions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8456, Jun.