Research classified by Journal of Economic Literature (JEL) codes

2012

• Diego Alonso Agudelo Rueda & Edwin Villarraga & Santiago Giraldo, 2012, "Asimetría en la información y su efecto en los rendimientos en los mercados accionarios latinoamericanos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10669, Dec.
• José Armando Hernández, 2012, "Propuesta metodológica para la construcción de un ranking de emisores en la Bolsa de Valores de Colombia," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.1795.
• Maria Letizia Guerra & Carlo Alberto Magni & Luciano Stefanini, 2012, "Interval and fuzzy Average Internal Rate of Return for investment appraisal," Proyecciones Financieras y Valoración, Master Consultores, number 9641, Jun.
• Carlo Alberto Magni, 2012, "The AIRR Approach for Investment Performance Measurement," Proyecciones Financieras y Valoración, Master Consultores, number 9652, Jun.
• ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012, "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012003, Feb.
• Degryse, Hans & Van Achter, Mark & Wuyts, Gunther, 2012, "Internalization, Clearing and Settlement, and Liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 8765, Jan.
• Sarno, Lucio & Fratzscher, Marcel & Zinna, Gabriele, 2012, "The Scapegoat Theory of Exchange Rates: The First Tests," CEPR Discussion Papers, Centre for Economic Policy Research, number 8812, Feb.
• Verdelhan, Adrien & Van Nieuwerburgh, Stijn & Lustig, Hanno, 2012, "The Wealth-Consumption Ratio," CEPR Discussion Papers, Centre for Economic Policy Research, number 9022, Jun.
• Marc Lammerding & Patrick Stephan & Mark Trede & Bernd Wilfling, 2012, "Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2312, Jun.
• Martin Bohl & Philipp Kaufmann & Patrick Stephan, 2012, "From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 2412, Jun.
• María José Palacín-Sánchez & Eulalia María Jara-Corrales, 2012, "El mercado alternativo bursátil en España: una valoración," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 35, issue 98, pages 77-88, Agosto.
• Tianyi Wang & Zhuo Huang, 2012, "The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective," Annals of Economics and Finance, Society for AEF, volume 13, issue 1, pages 211-236, May.
• Zapata, Hector O. & Detre, Joshua D. & Hanabuchi, Tatsuya, 2012, "Historical Performance of Commodity and Stock Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 44, issue 3, pages 339-357, August.
• Franke, Günter & Herrmann, Markus & Weber, Thomas, 2012, "Loss Allocation in Securitization Transactions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 5, pages 1125-1153, October.
• Ansgar Belke & Christian Dreger & Richard Ochmann, 2012, "Do Wealthier Households Save More?: The Impact of the Demographic Factor," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1211.
• Farley Grubb, 2012, "Is Paper Money just Paper Money/ Experimentation and Local Variation in the Fiat Paper Monies Issued by the Colonial Government of British North America, 1690-1775: Part I," Working Papers, University of Delaware, Department of Economics, number 12-07.
• Anna Creti & Marc Joëts & Valérie Mignon, 2012, "On the links between stock and commodity markets' volatility," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-42.
• Eichberger, Jürgen & Rheinberger, Klaus & Summer, Martin, 2012, "Credit risk in general equilibrium," Working Paper Series, European Central Bank, number 1445, Jun.
• Larcker, David F. & McCall, Allan L. & Ormazabal, Gaizka, 2012, "The Economic Consequences of Proxy Advisor Say-on-Pay Voting Policies," Research Papers, Stanford University, Graduate School of Business, number 2105, Jul.
• Chen, Fei & Diebold, Francis X. & Schorfheide, Frank, 2012, "A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 12-09, May.
• Dutta, Kabir K. & Babbel, David F., 2012, "Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 12-15, Jul.
• Ahmet Ozcan, 2012, "The Relationship Between Macroeconomic Variables and ISE Industry Index," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 2, pages 184-189.
• Pyemo Afego, 2012, "Weak Form Efficiency of the Nigerian Stock Market: An Empirical Analysis (1984 2009)," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 3, pages 340-347.
• Yen-Hsien Lee & Fang Hao, 2012, "Oil and S&P 500 Markets: Evidence from the Nonlinear Model," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 2, issue 3, pages 272-280.
• Christev, Atanas & Melitz, Jacques, 2012, "EMU, EU, Market Integration and Consumption Smoothing," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-76.
• Cross, Rod & Kozyakin, Victor, 2012, "Fact And Fiction In FX Arbitrage Processes," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-86.
• Tang, Tanya Y.H. & Firth, Michael, 2012, "Earnings Persistence and Stock Market Reactions to the Different Information in Book-Tax Differences: Evidence from China," The International Journal of Accounting, Elsevier, volume 47, issue 3, pages 369-397, DOI: 10.1016/j.intacc.2012.07.004.
• Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012, "Is the Chinese stock market really inefficient?," China Economic Review, Elsevier, volume 23, issue 1, pages 122-137, DOI: 10.1016/j.chieco.2011.08.003.
• Shawky, Hany A. & Dai, Na & Cumming, Douglas, 2012, "Diversification in the hedge fund industry," Journal of Corporate Finance, Elsevier, volume 18, issue 1, pages 166-178, DOI: 10.1016/j.jcorpfin.2011.11.006.
• Xue, Yi & Gençay, Ramazan, 2012, "Hierarchical information and the rate of information diffusion," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 9, pages 1372-1401, DOI: 10.1016/j.jedc.2012.03.001.
• Louzis, Dimitrios P. & Vouldis, Angelos T., 2012, "A methodology for constructing a financial systemic stress index: An application to Greece," Economic Modelling, Elsevier, volume 29, issue 4, pages 1228-1241, DOI: 10.1016/j.econmod.2012.03.017.
• Ourir, Awatef & Snoussi, Wafa, 2012, "Markets liquidity risk under extremal dependence: Analysis with VaRs methods," Economic Modelling, Elsevier, volume 29, issue 5, pages 1830-1836, DOI: 10.1016/j.econmod.2012.05.036.
• Liu, Hsiang-Hsi, 2012, "Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes: An application of the trivariate FIEC–FIGARCH model," Economic Modelling, Elsevier, volume 29, issue 6, pages 2724-2733, DOI: 10.1016/j.econmod.2012.08.014.
• Schuster, Martin & Auer, Benjamin R., 2012, "A note on empirical Sharpe ratio dynamics," Economics Letters, Elsevier, volume 116, issue 1, pages 124-128, DOI: 10.1016/j.econlet.2012.02.005.
• Alagidede, Paul & Panagiotidis, Theodore, 2012, "Stock returns and inflation: Evidence from quantile regressions," Economics Letters, Elsevier, volume 117, issue 1, pages 283-286, DOI: 10.1016/j.econlet.2012.04.043.
• Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis, 2012, "An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks," Economics Letters, Elsevier, volume 117, issue 2, pages 452-454, DOI: 10.1016/j.econlet.2012.06.031.
• Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012, "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 75-93, DOI: 10.1016/j.jeconom.2012.01.011.
• Pirovano, Mara, 2012, "Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states," Economic Systems, Elsevier, volume 36, issue 3, pages 372-390, DOI: 10.1016/j.ecosys.2012.06.001.
• Maskus, Keith E. & Neumann, Rebecca & Seidel, Tobias, 2012, "How national and international financial development affect industrial R&D," European Economic Review, Elsevier, volume 56, issue 1, pages 72-83, DOI: 10.1016/j.euroecorev.2011.06.002.
• Kearney, Colm, 2012, "Emerging markets research: Trends, issues and future directions," Emerging Markets Review, Elsevier, volume 13, issue 2, pages 159-183, DOI: 10.1016/j.ememar.2012.01.003.
• Alzahrani, Ahmed A. & Gregoriou, Andros & Hudson, Robert, 2012, "Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market," Emerging Markets Review, Elsevier, volume 13, issue 2, pages 202-209, DOI: 10.1016/j.ememar.2012.02.003.
• Ekholm, Anders G., 2012, "Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 349-358, DOI: 10.1016/j.jempfin.2012.02.002.
• Weber, Enzo & Zhang, Yanqun, 2012, "Common influences, spillover and integration in Chinese stock markets," Journal of Empirical Finance, Elsevier, volume 19, issue 3, pages 382-394, DOI: 10.1016/j.jempfin.2012.03.001.
• Benavides, Guillermo & Capistrán, Carlos, 2012, "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 627-639, DOI: 10.1016/j.jempfin.2012.07.001.
• Cotter, John & Hanly, Jim, 2012, "A utility based approach to energy hedging," Energy Economics, Elsevier, volume 34, issue 3, pages 817-827, DOI: 10.1016/j.eneco.2011.07.009.
• Aggarwal, Raj & Akhigbe, Aigbe & Mohanty, Sunil K., 2012, "Oil price shocks and transportation firm asset prices," Energy Economics, Elsevier, volume 34, issue 5, pages 1370-1379, DOI: 10.1016/j.eneco.2012.05.001.
• Ullrich, Carl J., 2012, "Realized volatility and price spikes in electricity markets: The importance of observation frequency," Energy Economics, Elsevier, volume 34, issue 6, pages 1809-1818, DOI: 10.1016/j.eneco.2012.07.003.

2011

• 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 Staff Working Paper series, 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".
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