Research classified by Journal of Economic Literature (JEL) codes

2010

• Stephen Morris & Hyun Song Shin, 2010, "Contagious Adverse Selection - Revised November, 2010," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1282, Nov.
• Catherine Karyotis, 2010, "Rétrospective et perspective : six décennies de comptes courants de titres," Revue d'Économie Financière, Programme National Persée, volume 97, issue 2, pages 71-85, DOI: 10.3406/ecofi.2010.5393.
• Françoise Le Quéré, 2010, "L’habillage de portefeuille par les gérants de fonds dans la littérature : incitations, effets et risques," Revue d'Économie Financière, Programme National Persée, volume 97, issue 2, pages 275-293, DOI: 10.3406/ecofi.2010.5405.
• Christian Saint-Étienne, 2010, "À quelles conditions la finance est-elle utile ? Enjeux d’une place financière puissante à Paris," Revue d'Économie Financière, Programme National Persée, volume 98, issue 3, pages 317-332, DOI: 10.3406/ecofi.2010.5799.
• Carlo D'Adda, 2010, "Dalla crisi finanziaria alla crisi reale," Moneta e Credito, Economia civile, volume 63, issue 249, pages 59-66.
• Ugo Sacchetti, 2010, "Global imbalances: a gathering storm," PSL Quarterly Review, Economia civile, volume 63, issue 252, pages 7-38.
• Ivo Maes, 2010, "Alexandre Lamfalussy and the origins of the BIS macro-prudential approach to financial stability," PSL Quarterly Review, Economia civile, volume 63, issue 254, pages 265-292.
• Ralf Becker & Adam Clements, 2010, "Volatility and the role of order book structure," NCER Working Paper Series, National Centre for Econometric Research, number 64, Oct.
• Humala, Alberto & Rodriguez, Gabriel, 2010, "Some stylized facts of returns in the foreign exchange and stock markets in Peru," Working Papers, Banco Central de Reserva del Perú, number 2010-017, Dec.
• Monika Piazzesi & Martin Schneider & Tim Landvoigt, 2010, "The Housing Market(s) of San Diego," 2010 Meeting Papers, Society for Economic Dynamics, number 1309.
• Xavier Ragot & Francois Le Grand, 2010, "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," 2010 Meeting Papers, Society for Economic Dynamics, number 300.
• Ricardo Lagos & Gara Afonso, 2010, "Trade Dynamics in the Market for Federal Funds," 2010 Meeting Papers, Society for Economic Dynamics, number 424.
• Paul Alagidede & Theodore Panagiotidis, 2010, "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Working Paper series, Rimini Centre for Economic Analysis, number 06_10, Jan.
• Theodore Panagiotidis, 2010, "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Working Paper series, Rimini Centre for Economic Analysis, number 20_10, Jan.
• Paola Brighi & Stefano d'Addona & Antonio Carlo Francesco Della Bina, 2010, "Too Small or too Low? New Evidence on the 4-Factor Model," Working Paper series, Rimini Centre for Economic Analysis, number 31_10, Jan.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010, "Why a Diversified Portfolio Should Include African Assets," Working Paper series, Rimini Centre for Economic Analysis, number 33_10, Jan.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010, "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Working Paper series, Rimini Centre for Economic Analysis, number 42_10, Jan.
• Biswa Bhattacharyay, 2010, "Financing Asia’s Infrastructure: Modes of Development and Integration of Asian Financial Markets," ADBI Working Papers, Asian Development Bank Institute, number 229, Jul.
• Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2010, "Episodic Nonlinearity in Leading Global Currencies," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 3-2010, Jun.
• Waldemar Rotfuß, 2010, "Options, futures, and other derivatives in Russia: an overview," Journal of Financial Transformation, Capco Institute, volume 29, pages 149-154.
• Agapie, Adriana & Bratianu, Constantin, 2010, "Repetitive Stochastic Guesstimation for Estimating Parameters in a GARCH(1,1) Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 213-222, July.
• Necula, Ciprian, 2010, "Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 93-106, September.
• Mohammad Saleh JAHUR & S.M. Nasrul QUADIR, 2010, "Development Of Bond Market In Bangladesh: Issues, Status And Policies," Management Research and Practice, Research Centre in Public Administration and Public Services, Bucharest, Romania, volume 2, issue 3, pages 299-313, September.
• Mahdi SALEHI & Saeid Jabarzadeh KANGARLOUEI, 2010, "An Investigation of the Effect of Audit Quality on Accrual Reliability of Listed Companies on Tehran Stock Exchange," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 11, issue 5, pages 940-960, December.
• Karl E. Case & John Cotter & Stuart A. Gabriel, 2010, "Housing risk and return : evidence from a housing asset-pricing model," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/2562, May.
• Maria Czech, 2010, "Analiza struktury inwestorow na warszawskim parkiecie w aspeckie fluktuacji indeksu WIG20," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 6, issue 4, pages 92-102, December.
• Agata Gemzik-Salwach, 2010, "KSZTAlTOWANIE SIe MARz ODSETKOWYCH BANKoW," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 6, issue special, pages 64-73, December.
• Vasileios Kallinterakis & Nomana Munir & Mirjana Radovic-Markovic, 2010, "Herd Behaviour, Illiquidity and Extreme Market States," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 9, issue 3, pages 305-324, December, DOI: 10.1177/097265271000900303.
• Christophe Schinckus, 2010, "Semiotics of Financial Marketplace," Journal of Interdisciplinary Economics, , volume 22, issue 4, pages 317-333, July.
• Thorsten Hock, 2010, "Tactical Size Rotation in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 146, issue III, pages 553-576, September.
• Thomas Hemmelgarn & Gaëtan Nicodème, 2010, "The 2008 Financial Crisis and Taxation Policy," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 10-006.RS.
• Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2010, "Looking far in the past: revisiting the growth-returns nexus with non-parametric tests," Empirical Economics, Springer, volume 38, issue 3, pages 743-766, June, DOI: 10.1007/s00181-009-0288-4.
• Masaaki Fukasawa, 2010, "Central limit theorem for the realized volatility based on tick time sampling," Finance and Stochastics, Springer, volume 14, issue 2, pages 209-233, April, DOI: 10.1007/s00780-008-0087-3.
• Constantinos Kardaras, 2012, "Market viability via absence of arbitrage of the first kind," Finance and Stochastics, Springer, volume 16, issue 4, pages 651-667, October, DOI: 10.1007/s00780-012-0172-5.
• Ashkan Nikeghbali & Eckhard Platen, 2013, "A reading guide for last passage times with financial applications in view," Finance and Stochastics, Springer, volume 17, issue 3, pages 615-640, July, DOI: 10.1007/s00780-013-0207-6.
• Lakshmi Balasubramanyan & Ramesh Mohan, 2010, "How well is productivity being priced?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 4, pages 415-429, October, DOI: 10.1007/s12197-009-9083-5.
• Felix Kubler & Karl Schmedders, 2010, "Non-parametric counterfactual analysis in dynamic general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 1, pages 181-200, October, DOI: 10.1007/s00199-009-0475-8.
• Baruch Lev & Siyi Li & Theodore Sougiannis, 2010, "The usefulness of accounting estimates for predicting cash flows and earnings," Review of Accounting Studies, Springer, volume 15, issue 4, pages 779-807, December, DOI: 10.1007/s11142-009-9107-6.
• Edi Karni, 2010, "A mechanism for thawing the credit markets," Review of Economic Design, Springer;Society for Economic Design, volume 14, issue 3, pages 243-249, September, DOI: 10.1007/s10058-009-0101-z.
• Fariz Huseynov, 2010, "Review of CIS Stock Markets: Future Perspectives," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 17, issue 1, pages 63-79, May, DOI: 10.1007/s11300-010-0136-4.
• Arvid Raknerud & Øivind Skare, 2010, "Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach," Discussion Papers, Statistics Norway, Research Department, number 614, Mar.
• Alagidede, Paul & Panagiotidis, Theodore, 2010, "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-07, Apr.
• Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010, "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-15, Nov.
• Marina Nikiforow, 2010, "Does training on behavioural finance influence fund managers' perception and behaviour?," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 7, pages 515-528, DOI: 10.1080/09603100903459832.
• Shane Miller & Eckhard Platen, 2010, "Real-World Pricing for a Modified Constant Elasticity of Variance Model," Applied Mathematical Finance, Taylor & Francis Journals, volume 17, issue 2, pages 147-175, DOI: 10.1080/13504860903155035.
• Claus Aastrup Jensen & Nikolaj Malchow-Møller & Jan Rose Skaksen, 2010, "Does coordination of immigration policies among destination countries increase immigration?," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 19, issue 3, pages 357-384, DOI: 10.1080/09638199.2010.499687.
• Jorge Caiado & Nuno Crato, 2010, "Identifying common dynamic features in stock returns," Quantitative Finance, Taylor & Francis Journals, volume 10, issue 7, pages 797-807, DOI: 10.1080/14697680903567152.
• Thomas Hemmelgarn & Gaetan Nicodeme, 2010, "The 2008 Financial Crisis and Taxation Policy," Taxation Papers, Directorate General Taxation and Customs Union, European Commission, number 20, Jan.
• Selim Elekdag & Ibrahim Burak Kanli & Zahid Samancioglu & Cagri Sarikaya, 2010, "Finansal Stres ve Iktisadi Faaliyet," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 10, issue 2, pages 1-8.
• Selim Elekdag & Ibrahim Burak Kanli, 2010, "Finansal Stres ve Iktisadi Faaliyet," CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1006.
• Manish Kumar, 2010, "A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 2, pages 21-39, December.
• Glode, V. & Green, R.C. & Lowery, R., 2010, "Financial Expertise as an Arms Race," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-87S.
• van Gulick, G. & De Waegenaere, A.M.B. & Norde, H.W., 2010, "Excess Based Allocation of Risk Capital," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-123.
• Glode, V. & Green, R.C. & Lowery, R., 2010, "Financial Expertise as an Arms Race," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6316f2ea-660e-4b55-82fc-1.
• Glode, V. & Green, R.C. & Lowery, R., 2010, "Financial Expertise as an Arms Race," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7f1ffc85-7ad2-4d99-82a2-b.
• Chun Liu & John M Maheu, 2010, "Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market," Working Papers, University of Toronto, Department of Economics, number tecipa-401, Apr.
• Jude C. EGGOH, 2010, "DeVELOPPEMENT FINANCIER, INSTABILITe FINANCIeRE ET CROISSANCE eCONOMIQUE : UN ReEXAMEN DE LA RELATION," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 32, pages 9-30.
• Moinas, Sophie, 2010, "Hidden Limit Orders and Liquidity in Order Driven Markets," TSE Working Papers, Toulouse School of Economics (TSE), number 10-147, Mar.
• John Cotter & Jim Hanly, 2010, "Hedging: Scaling and the Investor Horizon," Working Papers, Geary Institute, University College Dublin, number 201002, Jan.
• Karl Case & John Cotter & Stuart Gabriel, 2010, "Housing Risk and Return: Evidence From a Housing Asset-Pricing Model," Working Papers, Geary Institute, University College Dublin, number 201005, Jan.
• John Cotter & Jim Hanly, 2010, "Time Varying Risk Aversion: An Application to Energy Hedging," Working Papers, Geary Institute, University College Dublin, number 201007, Jan.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010, "Unit Roots and Structural Change: An Application to US House-Price Indices," Working papers, University of Connecticut, Department of Economics, number 2010-04, Feb, revised Dec 2010.
• Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010, "Should macroeconomic forecasters use daily financial data and how?," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 09-2010, Nov.
• James Crotty, 2010, "The Bonus-Driven “Rainmaker” Financial Firm: How These Firms Enrich Top Employees, Destroy Shareholder Value and Create Systemic Financial Instability (revised)," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp209_revised3.
• Fernandez-Pol, Eduardo, 2010, "The Financial Crisis 2007-08 and Causality: A Hicksian Perspective," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp10-03.
• Antonio Ciccone & Elias Papaioannou, 2010, "Estimating cross-industry cross-country models using benchmark industry characteristics," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1235, Sep, revised Jun 2016.
• Mansor H. Ibrahim, 2010, "Short-horizon Asymmetry in Conditional Mean of Asean Stock Market Returns," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, volume 6, issue 2, pages 115-128.
• Ron Bird & Danny Yeung, 2010, "How Do Investors React Under Uncertainty?," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney, number 8, Apr.
• Eckhard Platen & Renata Rendek, 2010, "Approximating the Numeraire Portfolio by Naive Diversification," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 281, Aug.
• Bertrand B. Maillet & Jean-Philippe R. M�decin, 2010, "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_10.
• Michael Donadelli & Federico Silvestri, 2010, "Why Should Naive Investors Avoid Stock Markets ?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2010_19.
• Boško Živković & Jelena Minović, 2010, "Illiquidity of Frontier Financial Market: Case of Serbia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 3, pages 349-367.
• Caprio, Gerard, Jr., 2010, "Safe and sound banking : a role for countercyclical regulatory requirements ?," Policy Research Working Paper Series, The World Bank, number 5198, Feb.
• Peter Chobanov & Amine Lahiani & Nikolay Nenovsky, 2010, "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1002, Oct.
• John Cotter & Kevin Dowd, 2010, "Estimating financial risk measures for futures positions: A nonparametric approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 30, issue 7, pages 689-703, July.
• Paul Alagidede & Theodore Panagiotidis, 2010, "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, John Wiley & Sons, volume 19, issue 3, pages 91-100, August, DOI: 10.1016/j.rfe.2010.04.002.
• Krzysztof Kontek, 2010, "Maximum likelihood estimator for the uneven power distribution: application to DJI returns," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 43, May.
• Gabriele Di Filippo, 2010, "Conventions in the Foreign Exchange Market:Do they really explain Exchange Rate Dynamics?," FIW Working Paper series, FIW, number 044, Jan.
• Pütz, Alexander & Ruenzi, Stefan, 2010, "Overconfidence among professional investors: Evidence from mutual fund managers," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 08-08 [rev.].
• Grammig, Joachim G. & Peter, Franziska J., 2010, "Tell-tale tails: A data driven approach to estimate unique market information shares," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-06.
• Agarwal, Vikas & Jiang, Wei & Tang, Yuehua & Yang, Baozhong, 2010, "Uncovering hedge fund skill from the portfolio holdings they hide," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-09.
• Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y., 2010, "Risk and return in convertible arbitrage: Evidence from the convertible bond market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-19.
• Draus, Sarah, 2010, "Does inter-market competition lead to less regulation?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/13.
• Hautsch, Nikolaus & Podolskij, Mark, 2010, "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/17.
• Verrier, Tatjana, 2010, "Selected Essays in Stock Market Liquidity. Innovative XLM Measure at the Frankfurt Stock Exchange: Cloudy Skies, Time of the Day and the Role of Designated Sponsors for Stock Market Liquidity," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 41600.
• Hautsch, Nikolaus & Podolskij, Mark, 2010, "Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-038.
• Schulz, Frowin C., 2010, "Robust estimation of integrated variance and quarticity under flat price and no trading bias," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 4/10.
• Schulz, Frowin C., 2010, "Explaining time-varying risk of electricity forwards: trading activity and news announcements," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 8/10.
• Lischewski, Judith & Voronkova, Svitlana, 2010, "Size, value and liquidity: Do they really matter on an emerging stock market?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-070.
• Tim Bollerslev & Viktor Todorov, 2010, "Estimation of Jump Tails," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-16, Apr.
• Nikolaus Hautsch & Mark Podolskij, 2010, "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-29, Jul.
• Rasmus Tangsgaard Varneskov, 2010, "The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-39, Aug.
• Nektarios Aslanidis & Charlotte Christiansen, 2010, "Sign and Quantiles of the Realized Stock-Bond Correlation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-55, Aug.
• Tim Bollerslev & Viktor Todorov, 2010, "Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-64, Sep.
• Almut E. D. Veraart, 2010, "How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-65, Sep.
• Nektarios Aslanidis & Isabel Casas, 2010, "Modelling asset correlations during the recent FInancial crisis: A semiparametric approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-71, 10.
• Yuan-Ming Lee & Kuan-Min Wang, 2010, "The Asymmetric Impulse of the Sunshine Effect on Stock Returns and Volatilities," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 12, issue 28, pages 606-633, June.
• Umar Bida Ndako, 2010, "Stock Markets, Banks and Economic Growth: Time Series Evidence from South Africa," The African Finance Journal, Africagrowth Institute, volume 12, issue 2, pages 72-92.
• Chandan Prayag & David du Toit & Kristin Kenmuir & Alastair Morrison & Chimwala Tembo, 2010, "Do Frontier Market Equities have a Role to Play in a Diversified International Equity Portfolio?," The African Finance Journal, Africagrowth Institute, volume 12, issue Conferenc, pages 75-97.
• Lect. Sanda Constantin Ph.D & Lect. Dana Adriana Lupşa-Tătaru Ph. D, 2010, "Capital Markets And The Cost Of Capital," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 38, pages 1-6, May.
• Ioan NISTOR & Maria ULICI, 2010, "Banking crisis. Case of U.S. banks versus UK banks," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 26-34, May.
• Dorina POANTA & Vera MORARIU, 2010, "Trends and expectations regarding lending activity," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 53-59, May.
• Ioan TRENCA & Maria Miruna POCHEA & Angela Maria FILIP, 2010, "Options evaluation - Black-Scholes model vs. binomial options pricing model," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 137-146, December.
• Cristina CURUTIU BALINT, 2010, "The correlation between the macroeconomic variables and the Bucharest stock exchange share prices," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 12, pages 189-195, December.
• Luca RICCETTI, 2010, "Minimum Tracking Error Volatility," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 340, Apr.
• PIROVANO, Mara, 2010, "Financial integration, monetary policy and stock prices: Empirical evidence for the new EU member states," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2010024, Oct.
• Alina Camelia Sargu, 2010, "The Impact of the European Financial Integration Process and Other International Tendencies on the Romanian Stock Market," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 15.
• Alberto Burchi, 2010, "Hedge funds regulation towards new challenges," BANCARIA, Bancaria Editrice, volume 11, pages 65-75, November.
• Beatriz García & Juan M. Garcia Lara & Fenando Penalva, 2010, "Accounting Conservatism and Firm Investment Efficiency," Working Papers, Departament Empresa, Universitat Autònoma de Barcelona, number 1004, Jan, revised Jan 2010.
• Paola Paiardini, 2009, "Informed Trading in Parallel Bond Markets," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0908, Oct.
• Cristina Curutiu, 2010, "WILL THE ROMANIAN SMEs BE LISTED ON THE BUCHAREST STOCK EXCHANGE?," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Benjamin M. Tabak & Daniel O. Cajueiro & Dimas M. Fazio, 2010, "Financial Fragility in a General Equilibrium Model: the Brazilian case," Working Papers Series, Central Bank of Brazil, Research Department, number 229, Dec.
• Javier Andrés & Óscar Arce & Carlos Thomas, 2010, "Banking competition, collateral constraints and optimal monetary policy," Working Papers, Banco de España, number 1001, Feb.
• Marco Taboga, 2010, "Under/over-valuation of the stock market and cyclically adjusted earnings," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 780, Dec.
• Gómez-Pineda, Javier G., 2010, "El mercado de bonos," Chapters, Banco de la Republica de Colombia, chapter 8, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Gómez-Pineda, Javier G., 2010, "El mercado de acciones," Chapters, Banco de la Republica de Colombia, chapter 9, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Gómez-Pineda, Javier G., 2010, "El mercado de derivados," Chapters, Banco de la Republica de Colombia, chapter 10, in: Gómez-Pineda, Javier G., "Dinero, banca y mercados financieros. Los países emergentes en la economía global", DOI: 10.32468/Ebook.682-773-7.
• Javier G. Gómez-Pineda, 2010, "Dinero, banca y mercados financieros. Los países emergentes en la economía global," Books, Banco de la Republica de Colombia, number 2010-05, ISBN: ARRAY(0x85105e38), November, DOI: 10.32468/Ebook.682-773-7.
• Salman Ahmad & Mohammad Gul & Gohar Saeed, 2010, "Effects Of Interest Rates On Stock Market Capitalization," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 2, issue 1, pages 18-22, April, DOI: ..
• Muhammad Akbar & Shahid Ali, 2010, "A Test Of The Validity Of The CAPM In Pakistani Equity Market," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 2, issue 1, pages 23-28, April, DOI: ..
• Muhammad Atiq & Muhammad Rafiq & Roohullah, 2010, "Factors Affecting Stock Prices: A Case Study Of Karachi Stock Exchange," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 2, issue 1, pages 7-12, April, DOI: ..
• Muhammad Akbar & Muhammad Kamran Khan & Shahid Ali, 2010, "The Relationship between EVA and Stock Returns: Empirical Evidence from KSE," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 2, issue 2, pages 1-5, October, DOI: ..
• Goran Andjelic & Ivana Milosev & Vladimir Djakovic, 2010, "Extreme Value Theory In Emerging Markets," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 185, pages 63-106, April - J.
• Ana Manola & Branko Uroševic, 2010, "Option-Based Valuation Of Mortgage-Backed Securities," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 186, pages 42-66, July – Se.
• Sanvi Avouyi-Dovi & Julien Idier., 2010, "Central bank liquidity and market liquidity: the role of collateral provision on the French government debt securities market," Working papers, Banque de France, number 278.
• Fran cois Le Grand & Xavier Ragot, 2010, "Prices and volumes of options: A simple theory of risk sharing when markets are incomplete," Working papers, Banque de France, number 302.
• Wei Chen & J L Ford, 2010, "Volatility and the Hedging Effectiveness of China Fuel Oil Futures," Discussion Papers, Department of Economics, University of Birmingham, number 10-15, Apr.
• Elena Argentesi & Helmut Lütkepohl & Massimo Motta, 2010, "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, Verein für Socialpolitik, volume 11, issue 3, pages 381-396, August, DOI: 10.1111/j.1468-0475.2009.00495.x.
• Gerard Hoberg & Gordon Phillips, 2010, "Real and Financial Industry Booms and Busts," Journal of Finance, American Finance Association, volume 65, issue 1, pages 45-86, February, DOI: 10.1111/j.1540-6261.2009.01523.x.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2010, "Sell‐Side School Ties," Journal of Finance, American Finance Association, volume 65, issue 4, pages 1409-1437, August, DOI: 10.1111/j.1540-6261.2010.01574.x.
• David Abad & Roberto Pascual, 2010, "Switching To A Temporary Call Auction In Times Of High Uncertainty," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 33, issue 1, pages 45-75, March, DOI: 10.1111/j.1475-6803.2010.01262.x.
• Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2010, "Why do firms pay for liquidity provision in limit order markets?," Working Paper, Norges Bank, number 2010/12, Jun.
• Kjell Bjørn Nordal & Randi Næs, 2010, "The relationship between bankruptcy risk and growth for non-listed firms," Working Paper, Norges Bank, number 2010/31, Dec.
• Jong-Ku Kang, 2010, "Empirical Estimation of Banks' Herding in the Korean Loan Markets (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 16, issue 1, pages 1-36, March.
• Mehmet Hasan Eken & Taylan Ozgür Uner, 2010, "Calendar Effects in the Stock Market and a Practice Relatedn to the Istanbul Stock Exchange Market (ISEM)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 12, issue 45, pages 59-95.
• Argentesi Elena & Lütkepohl Helmut & Motta Massimo, 2010, "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, De Gruyter, volume 11, issue 3, pages 381-396, August, DOI: 10.1111/j.1468-0475.2009.00495.x.
• Zsolt Darvas & Jakob von Weizsäcker, 2010, "Financial-Transaction Tax- Small Is Beautiful," Bruegel Policy Contributions, Bruegel, number 379, Feb.
• Antonio Zoratto Sanvicente & Renato Teles Delgado, 2010, "Learning Theory and Equity Valuation: an Empirical Analysis," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 2, pages 113-139.
• Fábio Augusto Reis Gomes & Vicente Cresto, 2010, "Long-Short Fund Performance Evaluation in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 505-529.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 3/4, pages 457-480.
• Parail, V., 2010, "Properties of Electricity Prices and the Drivers of Interconnector Revenue," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1059, Nov.
• Schouten, M.C., 2010, "The Mechanism of Voting Efficiency," Working Papers, Centre for Business Research, University of Cambridge, number wp410, Sep.
• Rodolfo Apreda, 2010, "The pricing of financial assets in the physical world of finance," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 427, Aug.
• Francois Ortalo-Magne & Andrea Prat, 2010, "Spatial Asset Pricing: A First Step," STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 546, Apr.
• Jerome L. Stein, 2010, "A Critique of the Literature on the US Financial Debt Crisis," CESifo Working Paper Series, CESifo, number 2924.
• Thomas Hemmelgarn & Gaëtan J.A. Nicodème & Gaëtan J.A. Nicodeme, 2010, "The 2008 Financial Crisis and Taxation Policy," CESifo Working Paper Series, CESifo, number 2932.
• Guglielmo Maria Caporale & Alessandro Girardi, 2010, "Price Formation on the EuroMTS Platform," CESifo Working Paper Series, CESifo, number 2938.
• António Afonso & Christophe Rault, 2010, "Long-run Determinants of Sovereign Yields," CESifo Working Paper Series, CESifo, number 3155.
• Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2010, "Financial Frictions and Inflation Differentials in a Monetary Union," CESifo Working Paper Series, CESifo, number 3235.
• Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010, "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," CESifo Working Paper Series, CESifo, number 3281.
• Emilios Avgouleas, 2010, "The Regulation of Short Sales and its Reform," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 8, issue 01, pages 24-27, April.
• Andrea Resti & Andrea Sironi, 2010, "What Future for Basel II?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 8, issue 01, pages 3-7, April.
• Phoebus Athanassiou, 2010, "The Draft AIFM Directive and the Future of European Alternative Investment Fund Regulation," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 8, issue 01, pages 8-13, April.
• Martin Hellwig, 2010, "Capital Regulation after the Crisis: Business as Usual?," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 8, issue 02, pages 40-46, July.
• Donatella Gatti & Anne-Gael Vaubourg, 2010, "Credit and Unemployment: Do Institutions Matter?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 01, pages 37-43, April.
• Riccardo Revelli, 2010, "Italy: Inching Out of the Global Crisis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 01, pages 44-54, April.
• Dilip K. Das, 2010, "The Global Economy: Recovering from the Edge of a Financial And Economic Abyss," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 01, pages 55-61, April.
• Augustin Kwasi Fosu, 2010, "Africa's Economic Future: Learning from the Past," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 01, pages 62-71, April.
• Vito Tanzi, 2010, "Comments on Recent Fiscal Developments and Exit Strategies," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 02, pages 105-110, July.
• Hans-Werner Sinn, 2010, "Introduction by Hans-Werner Sinn," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 03, pages 12-19, October.
• Valdis Dombrovskis, 2010, "Managing the Crisis: Keynote Adress by Valdis Dombrovskis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 03, pages 25-26, October.
• Manfred J.M. Neumann, 2010, "Managing the Crisis by Manfred J.M. Neumann," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 03, pages 27-32, October.
• Horst Köhler, 2010, "Keynote Adress by Horst Köhler," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 03, pages 3-7, October.
• Jean-Claude Trichet, 2010, "Keynote Adress by Jean-Claude Trichet," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 11, issue 03, pages 8-11, October.