Research classified by Journal of Economic Literature (JEL) codes

2011

• 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.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011, "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8503, Aug.
• de Jong, Frank & Degryse, Hans & van Kervel, Vincent, 2011, "The impact of dark trading and visible fragmentation on market quality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8630, Nov.
• Gerrit Reher & Bernd Wilfling, 2011, "Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 1711, Jan.
• Jizheng Huang & Heng-fu Zou, 2011, "Asset pricing and the Modigliani-Miller theorem with the spirit of capitalism," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 456.
• Brevik, Frode & d’Addona, Stefano, 2010, "Information Quality and Stock Returns Revisited," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 6, pages 1419-1446, December.
• Malinova, Katya & Park, Andreas, 2010, "Trading Volume in Dealer Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 45, issue 6, pages 1447-1484, December.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1809, Jul.
• Ana Fostel & John Geanakoplos, 2011, "Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1809R, Aug.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011, "Information Aggregation, Investment, and Managerial Incentives," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1816, Aug.
• Juergen Huber & Martin Shubik & Shyam Sunder, 2011, "Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1830R, Oct, revised Apr 2013.
• Juergen Huber & Martin Shubik & Shyam Sunder, 2011, "Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1830R3, Oct, revised Jun 2017.
• Juergen Huber & Martin Shubik & Shyam Sunder, 2011, "Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1830RR, Oct, revised Jul 2015.
• John Geanakoplos, 2011, "Greek Debt and American Debt: Graduation Speech at the University of Athens Economics and Business School," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1837, Dec.
• John Geanakoplos & Lasse H. Pedersen, 2011, "Monitoring Leverage," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1838, Dec.
• Lena Cleanthous & Pany Karamanou, 2011, "The ECB Monetary Policy and the Current Financial Crisis," Working Papers, Central Bank of Cyprus, number 2011-1, Jan.
• Marina Theodosiou & Filip Zikes, 2011, "A Comprehensive Comparison of Alternative Tests for Jumps in Asset Prices," Working Papers, Central Bank of Cyprus, number 2011-2, Jul.
• Corina SBUGHEA, 2011, "The Origins of the Global Financial Crisis and Its Impact on Romanian Economy," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 107-112.
• Christos Kollias & Catherine Kyrtsou & Stephanos Papadamou, 2011, "The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 57.
• Mechthild Schrooten, 2011, "Risiken im Bankensektor weiter hoch: Regulierung muss gestärkt werden," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 78, issue 9, pages 2-8.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1116.
• Guglielmo Maria Caporale & Alessandro Girardi, 2011, "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1139.
• Narayan, Paresh Kumar & Zhang, Zhichao & Zheng, Xinwei, 2011, "Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market," Working Papers, Deakin University, Department of Economics, number fe_2011_11, Jan, DOI: 10.1080/1540496X.2015.1061799.
• Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011, "The Determinants and Long-term Projections of Saving Rates in Developing Asia," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0821, Oct.
• Nicky J. Ferguson & Jie Michael Guo & Nicky Herbert Y.T. Lam & Dennis Philip, 2011, "Media Sentiment and UK Stock Returns," Department of Economics Working Papers, Durham University, Department of Economics, number 2011_06, Jan.
• Jack W. Hou, 2011, "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 23213, Nov.
• Jack W. Hou, 2011, "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 23213, Nov.
• Jack W. Hou, 2011, "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," Trade Working Papers, East Asian Bureau of Economic Research, number 23213, Nov.
• Cespa, Giovanni & Vives, Xavier, 2011, "Higher order expectations, illiquidity, and short-term trading," IESE Research Papers, IESE Business School, number D/915, Jul.
• Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas, 2011, "Market liquidity as dynamic factors," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 163, 42-50.
• Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2011, "The Role of Securitization in Mortgage Renegotiation," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2011-2, Jan.
• Allen, Franklin & Gu, Xian & Kowalewski, Oskar, 2011, "Financial Crisis, Structure and Reform," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-37, Apr.
• He, Jie & Qian, Jun & Strahan, Philip E., 2011, "Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 11-61, Oct.
• Andreas Park & Hamid Sabourian, 2011, "Herding and Contrarian Behavior in Financial Markets," Econometrica, Econometric Society, volume 79, issue 4, pages 973-1026, July.
• Tim Bollerslev & Viktor Todorov, 2011, "Estimation of Jump Tails," Econometrica, Econometric Society, volume 79, issue 6, pages 1727-1783, November, DOI: ECTA9240.
• Andreas Georgantopoulos & Anastasios Tsamis, 2011, "Investigating Seasonal Patterns in Developing Countries: The Case of FYROM Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 1, issue 4, pages 211-219.
• Cerrato, Mario & Crosby, John & Kaleem, Muhammad, 2011, "Measuring the Economic Significance of Structural Exchange Rate Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-62.
• Papanastasopoulos, Georgios & Thomakos, Dimitrios & Wang, Tao, 2011, "Accruals and the performance of stock returns following external financing activities," The British Accounting Review, Elsevier, volume 43, issue 3, pages 214-229, DOI: 10.1016/j.bar.2011.06.007.
• Demir, FIrat & Dahi, Omar S., 2011, "Asymmetric effects of financial development on South-South and South-North trade: Panel data evidence from emerging markets," Journal of Development Economics, Elsevier, volume 94, issue 1, pages 139-149, January.
• Lee, Yuan-Ming & Wang, Kuan-Min, 2011, "The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 710-727, January.
• Lee, Yuan-Ming & Wang, Kuan-Min, 2011, "The effectiveness of the sunshine effect in Taiwan's stock market before and after the 1997 financial crisis," Economic Modelling, Elsevier, volume 28, issue 1, pages 710-727, DOI: 10.1016/j.econmod.2010.05.008.
• Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David, 2011, "Market liquidity as dynamic factors," Journal of Econometrics, Elsevier, volume 163, issue 1, pages 42-50, July.
• Schmeling, Maik & Schrimpf, Andreas, 2011, "Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?," European Economic Review, Elsevier, volume 55, issue 5, pages 702-719, June.
• Moreno, Manuel & Serrano, Pedro & Stute, Winfried, 2011, "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects," European Journal of Operational Research, Elsevier, volume 214, issue 3, pages 656-664, November.
• Li, Yan & Yang, Liyan, 2011, "Testing conditional factor models: A nonparametric approach," Journal of Empirical Finance, Elsevier, volume 18, issue 5, pages 972-992, DOI: 10.1016/j.jempfin.2011.07.004.
• Ben Sita, Bernard & Westerholm, P. Joakim, 2011, "The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects," International Review of Financial Analysis, Elsevier, volume 20, issue 5, pages 306-310, DOI: 10.1016/j.irfa.2011.06.002.
• İnaltekin, Hazer & Jarrow, Robert A. & Sağlam, Mehmet & Yıldırım, Yıldıray, 2011, "Housing prices and the optimal time-on-the-market decision," Finance Research Letters, Elsevier, volume 8, issue 4, pages 171-179, DOI: 10.1016/j.frl.2011.06.001.
• Szyszka, Adam, 2011, "The genesis of the 2008 global financial crisis and challenges to the neoclassical paradigm of finance," Global Finance Journal, Elsevier, volume 22, issue 3, pages 211-216, DOI: 10.1016/j.gfj.2011.10.011.
• Long, Cheryl & Zhang, Xiaobo, 2011, "Cluster-based industrialization in China: Financing and performance," Journal of International Economics, Elsevier, volume 84, issue 1, pages 112-123, May.
• Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A., 2011, "Worst case risk measurement: Back to the future?," Insurance: Mathematics and Economics, Elsevier, volume 49, issue 3, pages 380-392, DOI: 10.1016/j.insmatheco.2011.06.001.
• Florackis, Chris & Gregoriou, Andros & Kostakis, Alexandros, 2011, "Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3335-3350, DOI: 10.1016/j.jbankfin.2011.05.014.
• Cerrato, Mario & Sarantis, Nicholas & Saunders, Alex, 2011, "An investigation of customer order flow in the foreign exchange market," Journal of Banking & Finance, Elsevier, volume 35, issue 8, pages 1892-1906, August.
• Tsai, Chun-Li, 2011, "The reaction of stock returns to unexpected increases in the federal funds rate target," Journal of Economics and Business, Elsevier, volume 63, issue 2, pages 121-138, DOI: 10.1016/j.jeconbus.2010.11.006.
• Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011, "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, volume 100, issue 3, pages 496-513, June.
• Greenwood, Robin & Thesmar, David, 2011, "Stock price fragility," Journal of Financial Economics, Elsevier, volume 102, issue 3, pages 471-490, DOI: 10.1016/j.jfineco.2011.06.003.
• Kim, Heeho, 2011, "The risk adjusted uncovered equity parity," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1491-1505, DOI: 10.1016/j.jimonfin.2011.06.020.
• Volosovych, Vadym, 2011, "Measuring financial market integration over the long run: Is there a U-shape?," Journal of International Money and Finance, Elsevier, volume 30, issue 7, pages 1535-1561, DOI: 10.1016/j.jimonfin.2011.07.011.
• Hsu, Kuang-Chung & Chiang, Hui-Chu, 2011, "Nonlinear effects of monetary policy on stock returns in a smooth transition autoregressive model," The Quarterly Review of Economics and Finance, Elsevier, volume 51, issue 4, pages 339-349, DOI: 10.1016/j.qref.2011.08.003.
• Tervala, Juha, 2011, "Export pricing and the cross-country correlation of stock prices," Review of Financial Economics, Elsevier, volume 20, issue 2, pages 74-83, May.
• Keef, Stephen P. & Khaled, Mohammed S., 2011, "A review of the seasonal affective disorder hypothesis," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 40, issue 6, pages 959-967, DOI: 10.1016/j.socec.2011.08.012.
• Igor P. Rivera & Enzo D'Antonio di Vito & Andrés Fundia, 2011, "Valuación de Swaptions Bermuda basada en el modelo LIBOR adaptado a vectores frontera," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 5, issue 1, pages 77-92.
• Cohen, Lauren & Lou, Dong, 2011, "Complicated firms," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119066, Jun.
• Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011, "Preferred-habitat investors and the US term structure of real rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119074, Mar.
• Vayanos, Dimitri & Woolley, Paul, 2011, "Fund flows and asset prices: a baseline model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 29784, Jan.
• Gerard Caprio, 2011, "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," Chapters, Edward Elgar Publishing, chapter 14, in: Sylvester Eijffinger & Donato Masciandaro, "Handbook of Central Banking, Financial Regulation and Supervision".
• Yu‐Shan Wang & Chung‐Gee Lin & Shih‐Chieh Shih, 2011, "The dynamic relationship between agricultural futures and agriculture index in China," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 3, issue 3, pages 369-382, September, DOI: 10.1108/17561371111165798.
• Sameeksha Desai & Johan Eklund & Andreas Högberg, 2011, "Pro‐market reforms and allocation of capital in India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 3, issue 2, pages 123-139, May, DOI: 10.1108/17576381111133606.
• Philipp Koenig, 2011, "Modelling Correlation in Carbon and Energy Markets," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1107, Feb.
• Ernest Gnan, & Ryszard Kokoszczynski & Tomasz Lyziak & Robert McCauley (ed.), 2011, "Monetary Policy after the Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/3, ISBN: ARRAY(0x843d6ee0), May.
• Jens Forssbæck, 2011, "Divergence of risk indicators and the conditions for market discipline in banking," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/4, ISBN: ARRAY(0x834326c0), May.
• Eleftherios J. Thalassinos & Evagelos D. Politis, 2011, "International Stock Markets: A Co-integration Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 113-130.
• Borys, Magdalena Morgese Borys, 2011, "Testing Multi-Factor Asset Pricing Models in the Visegrad Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 2, pages 118-139, June.
• Jean Paul Fitoussi & Joseph Stiglitz, 2011, "On the measurement of social progress and well being: some further thoughts," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2011-19, Oct.
• Beatriz Vaz de Melo Mendes, Silvia Regina Costa Lopes, 2011, "Dynamic Copulas and Long Range Dependence," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 2, pages 89-111, October.
• Turan G. Bali & Hao Zhou, 2011, "Risk, uncertainty, and expected returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-45.
• Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011, "The role of securitization in mortgage renegotiation," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2011-02.
• Sumit Agarwal & Gene Amromin & Itzhak Ben-David & Souphala Chomsisengphet & Douglas D. Evanoff, 2011, "Market-based loss mitigation practices for troubled mortgages following the financial crisis," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2011-03.
• Maria Kasch & Asani Sarkar, 2011, "Is there an S&P 500 index effect?," Staff Reports, Federal Reserve Bank of New York, number 484.
• Tobias Adrian & Richard K. Crump & Emanuel Moench, 2011, "Regression-based estimation of dynamic asset pricing models," Staff Reports, Federal Reserve Bank of New York, number 493.
• Tobias Adrian & Paolo Colla & Hyun Song Shin, 2011, "Which financial frictions? Parsing the evidence from the financial crisis of 2007-09," Staff Reports, Federal Reserve Bank of New York, number 528.
• Dimitri Vayanos & Paul Woolley, 2011, "Fund Flows and Asset Prices: A Baseline Model," FMG Discussion Papers, Financial Markets Group, number dp667, Jan.
• Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna, 2011, "Preferred-Habitat Investors and the US Term Structure of Real Rates," FMG Discussion Papers, Financial Markets Group, number dp674, Mar.
• Mikhail Chernov & Alexander S.Gorbenko & Igor Makarov, 2011, "CDS Auctions," FMG Discussion Papers, Financial Markets Group, number dp688, Jul.
• Yuliya S. Evlakhova, 2011, "Financial Market Concept within the Modern Finance Theory Framework," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 81-92, July.
• Pedro Gete and Paolo Porchia, 2011, "Fertility and Consumption when Having a Child is a Risky Investment," Working Papers, Georgetown University, Department of Economics, number gueconwpa~11-11-03, Jan.
• Mario Cerrato & Chia Chun Lo & Konstantinos Skindilias, 2011, "Adaptive continuous time Markov chain approximation model to general jump-diffusions," Working Papers, Business School - Economics, University of Glasgow, number 2011_16, Jun.
• Mario Cerrato & John Crosby & Muhammad Kaleem, 2011, "Measuring the economic significance of structural exchange rate models," Working Papers, Business School - Economics, University of Glasgow, number 2011_17, Jun.
• Parmendra Sharma & Eduardo Roca, 2011, "Reâ Designing Financial Systems: A Review of the Role of Stock Markets in Developing Economies," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201120.
• Robin Greenwood & David Thesmar, 2011, "Stock price fragility," Post-Print, HAL, number hal-00635979, Dec, DOI: 10.1016/j.jfineco.2011.06.003.
• Nadia Loukil & Ouidad Yousfi, 2011, "Firm's Information Environment and Stock Liquidity : Evidence from Tunisian Context," Post-Print, HAL, number hal-00813921, DOI: 10.1108/20421161211196111.
• Etienne Farvaque & Catherine Refait-Alexandre & Dhafer Saïdane, 2011, "Corporate Disclosure: A Review Of Its (Direct And Indirect) Benefits And Costs," Post-Print, HAL, number hal-03126778.
• Daniel Cohen, 2011, "La crise grecque. Leçons pour l'Europe," Post-Print, HAL, number halshs-00754539, Jun, DOI: 10.3917/reco.623.0383.