Research classified by Journal of Economic Literature (JEL) codes

2010

• Alva-Vázquez, Abraham. & Sierra-Juárez, Guillermo., 2010, "Opciones climáticas para el sector pesquero del pacífico mexicano," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 11, pages 29-61, segundo s.
• António Afonso & Christophe Rault, 2010, "Long-run Determinants of Sovereign Yields," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2010/15, Sep.
• Melik KAMISLI & Nuray GIRGINER, 2010, "Islem Bazlý Manipulasyonun Istatistiksel Siniflandýrma Analizleriyle Belirlenmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 11, issue 1, pages 1-30, May.
• Elena Márquez & Belén Nieto Doménech & Gonzalo Rubio Irigoyen, 2010, "Consumption, liquidity and the cross-sectional variation of expected returns," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2010-24, Jul.
• Yi-Hao Lai & Fu-Sung Chiang & Huang-Chieh Lin, 2010, "An Investigation of the Contagion Effect in Asian Stock Markets under Extreme Rate of Return Using Copula Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 6, issue 2, pages 247-270, July.
• Erhan Bayraktar & Hasanjan Sayit, 2010, "No arbitrage conditions for simple trading strategies," Annals of Finance, Springer, volume 6, issue 1, pages 147-156, January, DOI: 10.1007/s10436-009-0120-3.
• Paolo Guasoni & Miklós Rásonyi & Walter Schachermayer, 2010, "The fundamental theorem of asset pricing for continuous processes under small transaction costs," Annals of Finance, Springer, volume 6, issue 2, pages 157-191, March, DOI: 10.1007/s10436-008-0110-x.
• Andros Gregoriou, 2010, "Corporate Valuation and Dividends: UK Evidence from Panel Unit Root and Cointegration Tests," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 38, issue 1, pages 15-22, March, DOI: 10.1007/s11293-009-9203-9.
• Juan Brida & Wiston Risso, 2010, "Dynamics and Structure of the 30 Largest North American Companies," Computational Economics, Springer;Society for Computational Economics, volume 35, issue 1, pages 85-99, January, DOI: 10.1007/s10614-009-9187-1.
• Theodore Panagiotidis, 2010, "An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application," Computational Economics, Springer;Society for Computational Economics, volume 36, issue 2, pages 121-132, August, DOI: 10.1007/s10614-010-9225-z.
• Theodore Panagiotidis, 2010, "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 37, issue 3, pages 237-251, July, DOI: 10.1007/s10663-008-9100-5.
• Thomas Nitschka, 2010, "Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 1, pages 49-65, March, DOI: 10.1007/s11408-009-0119-9.
• Don Galagedera, 2010, "Association between environmental factors and equity market performance: evidence from a nonparametric frontier method," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 24, issue 3, pages 245-269, September, DOI: 10.1007/s11408-010-0133-y.
• Christos Alexakis & Emmanouil Mavrakis, 2010, "Is Moderate Market Performance in the U.S. a Sufficient Condition for Abnormal Returns on CEFs?," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 16, issue 1, pages 80-95, February, DOI: 10.1007/s11294-009-9245-4.
• Nicholas Apergis & John Sorros, 2010, "Disaggregated Earnings and Stock Prices: Evidence from International Listed Shipping Firms," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 16, issue 3, pages 269-281, August, DOI: 10.1007/s11294-010-9263-2.
• Elias Oikarinen, 2010, "Foreign Ownership of Stocks and Long-run Interdependence Between National Housing and Stock Markets—Evidence from Finnish Data," The Journal of Real Estate Finance and Economics, Springer, volume 41, issue 4, pages 486-509, November, DOI: 10.1007/s11146-009-9175-1.
• Frank Zhang, 2010, "An empirical analysis of alternative recovery risk models and implied recovery rates," Review of Derivatives Research, Springer, volume 13, issue 2, pages 101-124, July, DOI: 10.1007/s11147-009-9046-1.
• Alex Frino & Elvis Jarnecic & Hui Zheng, 2010, "Activity in futures: does underlying market size relate to futures trading volume?," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 3, pages 313-325, April, DOI: 10.1007/s11156-009-0132-0.
• Sidney Leung & Bertrand Horwitz, 2010, "Corporate governance and firm value during a financial crisis," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 4, pages 459-481, May, DOI: 10.1007/s11156-009-0141-z.
• Arie Harel & Giora Harpaz & Joseph Yagil, 2010, "A new paradigm for forecasting security returns in a market regulated by price limits," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 1, pages 113-121, July, DOI: 10.1007/s11156-009-0138-7.
• Lawrence Fisher & Daniel Weaver & Gwendolyn Webb, 2010, "Removing biases in computed returns," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 2, pages 137-161, August, DOI: 10.1007/s11156-009-0161-8.
• Michael Goldstein & Andriy Shkilko & Bonnie Ness & Robert Ness, 2010, "Inter-market competition for NYSE-listed securities under decimals," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 4, pages 371-391, November, DOI: 10.1007/s11156-009-0139-6.
• Jürgen Huber & Michael Kirchler & Thomas Stöckl, 2010, "The hot hand belief and the gambler’s fallacy in investment decisions under risk," Theory and Decision, Springer, volume 68, issue 4, pages 445-462, April, DOI: 10.1007/s11238-008-9106-2.
• Sang Hoon Kang & Seong-Min Yoon, 2010, "Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns," Korean Economic Review, Korean Economic Association, volume 26, pages 431-451.
• Günter Franke & Ferdinand Graf, 2010, "Portfolio Choice for HARA Investors: When Does 1/γ (not) Work?," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2010-11, Nov.
• Paul Alagidede & Theodore Panagiotidis, 2010, "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1022, Jul.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010, "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1034, Nov.
• Shaneera Boolell-Gunesh & Maxime Merli, 2010, "Trading activity and Overconfidence: First Evidence from a large European Database," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2010-06.
• Shaneera Boolell-Gunesh & Marie-Hélène Broihanne & Maxime Merli, 2010, "Investor Sophistication, Learning and the Disposition Effect," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2010-12.
• Petar Chobanov & Amine LAHIANI & Nikolay NENOVSKY, 2010, "Money Market Integration and Sovereign CDS Spreads Dynamics in the New EU States," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 1253.
• Gann, Philipp & Kretzschmar, Anne & Rudolph, Bernd, 2010, "Determinanten der Eigenkapitalrendite von Sparkassen," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 11786, Sep.
• Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010, "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche, CIRPEE, number 1021.
• Tolga Cenesizoglu, 2010, "Size, Book-to-Market Ratio and Macroeconomic News," Cahiers de recherche, CIRPEE, number 1033.
• Hassanzadeh, Ali & Ahmadian, Azam, 2010, "Effect of Stock Market Development on Economic Growth," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 1, issue 2, pages 31-52, March.
• Paul Alagidede & Theodore Panagiotidis, 2010, "Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_06, Apr, revised Apr 2010.
• Theodore Panagiotidis, 2010, "An out-of-sample test for nonlinearity in financial time series: An empirical application," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_08, Jun, revised Jun 2010.
• Stacey Schreft & Adam Bold, 2010, "The Ups & Downs of the Stock Market: Is This Time Different?," Working Papers, The Mutual Fund Research Center®, number 1, Sep.
• Levente Kovács, 2010, "New Model of Current Account Balances," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 6, issue 02, pages 31-35.
• Zsolt Darvas & Jakob von Weizsäcker, 2010, "Financial Transaction Tax: Small is Beautiful," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 1001, Jan, revised 31 Aug 2010.
• Ágnes Csermely & Zoltán Szalai, 2010, "The role of financial imbalances in monetary policy," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 5, issue 2, pages 6-12, June.
• Dominique Guegan & Chafic Merhy, 2010, "A note on fair value and illiquid markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10001, Jan.
• Alexander Subbotin & Thierry Chauveau, 2010, "Price Dynamics in a Market with Heterogeneous Investment Horizons and Boundedly Rational Traders," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10048, Apr, DOI: 10.1016/j.jedc.2013.01.011.
• Pierre-André Maugis, 2010, "Market efficiencies and market risks," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10094, Nov, DOI: 10.2139/ssrn.1590279.
• Lubos Pastor & Robert F. Stambaugh, 2010, "On the Size of the Active Management Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 15646, Jan.
• Robert S. Gibbons & Richard T. Holden & Michael L. Powell, 2010, "Rational-Expectations Equilibrium in Intermediate Good Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15783, Feb.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010, "Beauty Contests and Irrational Exuberance: A Neoclassical Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 15883, Apr.
• Lucian A. Bebchuk & Alma Cohen & Charles C.Y. Wang, 2010, "Learning and the Disappearing Association Between Governance and Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 15912, Apr.
• John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010, "External Capital Structures and Oil Price Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 16052, Jun.
• Ian Martin, 2010, "Consumption-Based Asset Pricing with Higher Cumulants," NBER Working Papers, National Bureau of Economic Research, Inc, number 16153, Jul.
• Jeffrey Wurgler, 2010, "On the Economic Consequences of Index-Linked Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 16376, Sep.
• Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2010, "What Does Equity Sector Orderflow Tell Us about the Economy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 16534, Nov.
• Kitty Moloney & Srinivas Raghavendra, 2010, "Quantitative Risk Estimation in the Credit Default Swap Market using Exteme Value Theory," Working Papers, National University of Ireland Galway, Department of Economics, number 0158, revised 2010.
• 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 Nevada, Las Vegas , Department of Economics, number 1004, Aug.
• George-Marios Angeletos & Guido Lorenzoni & Alessandro Pavan, 2010, "Beauty Contests and "Irrational Exuberance": A Neoclassical Approach," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1502, Mar.
• Hetes Roxana & Miru Oana & Crâsneac Alexandru, 2010, "The Development And Implications Of The U.S. Subprime Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 742-747, December.
• Claudio Borio, 2010, "Ten propositions about liquidity crises," CESifo Economic Studies, CESifo Group, volume 56, issue 1, pages 70-95, March.
• Enzo Weber, 2010, "Structural Conditional Correlation," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 3, pages 392-407, Summer.
• Matthew Rabin & Dimitri Vayanos, 2010, "The Gambler's and Hot-Hand Fallacies: Theory and Applications," The Review of Economic Studies, Review of Economic Studies Ltd, volume 77, issue 2, pages 730-778.
• POPA Lucia - Ramona, 2010, "Advantages and Risks Offered by Romanian to Foreign Investors," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 141-146, May.
• POPA Lucia - Ramona, 2010, "The Impact of Direct Foreign Investments on the Economic Growth in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 147-152, May.
• Eduardo Morón & Johanna Tejada & Alonso Villacorta, 2010, "Competencia y concentración en el sistema financiero en el Perú," Working Papers, Centro de Investigación, Universidad del Pacífico, number 10-03, Nov.
• Kosmas Njanike, 2010, "Derivative Market: An Integral Part Of The Zimbabwe Stock Exchange," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 10, issue 1, pages 217-228.
• Shaikh, Salman, 2010, "A Brief Review & Introduction to Practiced Islamic Banking & Finance," MPRA Paper, University Library of Munich, Germany, number 19458, Mar.
• Smant, David / D.J.C., 2010, "Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases," MPRA Paper, University Library of Munich, Germany, number 19815, Jan.
• Moawia, Alghalith, 2010, "Forward dynamic utilities: a new model and new results," MPRA Paper, University Library of Munich, Germany, number 21074, Mar.
• Chen, Hui & Parsley, David & Yang, Ya-wen, 2010, "Corporate Lobbying and Financial Performance," MPRA Paper, University Library of Munich, Germany, number 21114, Jan.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010, "Properties of Foreign Exchange Risk Premia," MPRA Paper, University Library of Munich, Germany, number 21302, Jan.
• Dominique, C-Rene & Rivera-Solis, Luis Eduardo & Des Rosiers, Francois, 2010, "Determining The Value-at-risk In The Shadow Of The Power Law: The Case Of The SP-500 Index," MPRA Paper, University Library of Munich, Germany, number 22604, May.
• Su, Yongyang, 2010, "The impact of the securities transaction taxes on the Chinese stock market," MPRA Paper, University Library of Munich, Germany, number 22695, revised 13 May 2010.
• Hassan, Gazi & Hisham, Al refai, 2010, "Can Macroeconomic Factors Explain Equity Returns in the Long Run? The Case of Jordan," MPRA Paper, University Library of Munich, Germany, number 22713, May.
• Emenike, Kalu O., 2010, "Modelling Stock Returns Volatility In Nigeria Using GARCH Models," MPRA Paper, University Library of Munich, Germany, number 22723, Jan.
• Iqbal, Javed & Azher, Sara & Ijza, Ayesha, 2010, "Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index," MPRA Paper, University Library of Munich, Germany, number 23752, Jan.
• Siddiqi, Hammad, 2010, "Information transmission and the emergence of a peculiar trading facility in certain emerging markets," MPRA Paper, University Library of Munich, Germany, number 23925, Apr.
• Abdel Aal Mahmoud, Ashraf, 2010, "FDI and Local Financial Market Development:A Granger Causality Test Using Panel Data," MPRA Paper, University Library of Munich, Germany, number 24654, Aug.
• Nicolau, Mihaela, 2010, "Practitioners' tools in analysing financial markets evolution," MPRA Paper, University Library of Munich, Germany, number 25646, Oct.
• Hatemi-J, Abdulnasser & El-Khatib, Youssef, 2010, "Stochastic optimal hedge ratio: Theory and evidence," MPRA Paper, University Library of Munich, Germany, number 26153.
• Hasan, Zubair, 2010, "Dubai financial crisis: causes, bailout and after - a case study," MPRA Paper, University Library of Munich, Germany, number 26397, Jul.
• Csóka, Péter & Pintér, Miklós, 2010, "On the impossibility of fair risk allocation," MPRA Paper, University Library of Munich, Germany, number 26515, Nov.
• Waśniewski, Krzysztof, 2010, "Emergence of alternative capital markets in developing countries as a process of institutional change," MPRA Paper, University Library of Munich, Germany, number 26681, Nov.
• Shaikh, Salman & Saeed, Shan, 2010, "Sukuk Bond: The Global Islamic Financial Instrument," MPRA Paper, University Library of Munich, Germany, number 26700, Nov.
• Ramosaj, Berim, 2010, "Challenges to Solvency II Reform in Insurance Industry," MPRA Paper, University Library of Munich, Germany, number 26739, Nov.
• Nicolau, Mihaela, 2010, "Financial Markets Interactions between Economic Theory and Practice," MPRA Paper, University Library of Munich, Germany, number 27322, Nov.
• Kucuk, Ugur N., 2010, "Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market," MPRA Paper, University Library of Munich, Germany, number 27428, May.
• Song, In Ho, 2010, "House Prices and Consumption," MPRA Paper, University Library of Munich, Germany, number 27481, Nov.
• Gete, Pedro & Porchia, Paolo, 2010, "Fertility and Consumption when Having a Child is a Risky Investment," MPRA Paper, University Library of Munich, Germany, number 27885, Dec.
• Loukil, Nadia & Yousfi, Ouidad, 2010, "Does corporate governance affect stock liquidity in the Tunisian Stock Market?," MPRA Paper, University Library of Munich, Germany, number 28697, Jan, revised Feb 2011.
• Loukil, Nadia & Yousfi, Ouidad, 2010, "Firm's information environment and stock liquidity: evidence from Tunisian context," MPRA Paper, University Library of Munich, Germany, number 28699, Jan, revised Feb 2011.
• Douch, Mohamed & Bouaddi, Mohammed, 2010, "EQUITY Premium Puzzle in a Data-Rich Environment," MPRA Paper, University Library of Munich, Germany, number 29440, Dec.
• Vo, Xuan Vinh & Batten, Jonathan, 2010, "An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 29862, Jan, revised 10 Jan 2011.
• Vo, Xuan Vinh, 2010, "Foreign ownership in Vietnam stock markets - an empirical analysis," MPRA Paper, University Library of Munich, Germany, number 29863, Feb, revised 10 Jan 2011.
• Sarath Chandran, B.P. & Manju, T.K., 2010, "Financial Inclusion Strategies For Inclusive Growth In India," MPRA Paper, University Library of Munich, Germany, number 33569, Sep.
• Courtney, Samuel, 2010, "2008 SEC short selling ban: impacts on the credit default swap market," MPRA Paper, University Library of Munich, Germany, number 35366, May.
• Courtney, Samuel, 2010, "2008 SEC short selling ban: impacts on the credit default swap market," MPRA Paper, University Library of Munich, Germany, number 35390, May.
• MAKU, Olukayode E. & ATANDA, Akinwande Abdulmaliq, 2010, "Determinants of stock market performance in Nigeria: long-run analysis," MPRA Paper, University Library of Munich, Germany, number 35838.
• Reiffen, David & Buyuksahin, Bahattin, 2010, "The puzzle of privately-imposed price limits: are the limits imposed by financial exchanges effective?," MPRA Paper, University Library of Munich, Germany, number 35927, Dec.
• Guzman, Giselle C., 2010, "An inflation expectations horserace," MPRA Paper, University Library of Munich, Germany, number 36511, Jan.
• Stefanescu, Razvan & Dumitriu, Ramona, 2010, "Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania," MPRA Paper, University Library of Munich, Germany, number 36716, Apr, revised 16 Feb 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2010, "Systematic risks for the financial and for the non-financial Romanian companies," MPRA Paper, University Library of Munich, Germany, number 41636, Feb, revised 28 Feb 2010.
• Zawadzki, Krystian & Lewicka, Marta, 2010, "Rynek finansowy w Federacji Rosyjskiej - wybrane zagadnienia
  [Financial market in Russian Federation – selected issues]," MPRA Paper, University Library of Munich, Germany, number 45043, Oct.
• Petr Sedláček, 2010, "State-Run Investment Funds: Major Institutional Investors on Global Financial Markets
  [Státní investiční fondy - významný institucionální investor globálních finančních trhů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2010, issue 2, pages 3-22, DOI: 10.18267/j.aop.297.
• Petr Musílek, 2010, "Financial Crises and Their Responses in the Institutional Reforms: Glass-Steagall Act versus Dodd-Frank Act
  [Finanční krize a jejich odezvy v institucionálních reformách: Glass-Steagall Act versus Dodd-Frank Act]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2010, issue 2, pages 6-17, DOI: 10.18267/j.cfuc.63.
• Ladislav Krištoufek, 2010, "Dlouhá paměť a její vývoj ve výnosech burzovního indexu PX v letech 1997-2009
  [Long-Term Memory and Its Evolution in Returns of Stock Index PX Between 1997 and 2009]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 471-487, DOI: 10.18267/j.polek.742.
• Stephen Morris & Hyun Song Shin, 2010, "Contagious Adverse Selection," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1251, May.
• 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.
• Aksel Sundström & Amanda Linell & Edwin Muchapondwa & Herbert Ntuli & Martin Sjöstedt & Sverker C. Jagers, 2019, "Skills, employment, strong local institutions and good relationships between people and parks can counter subsistence poaching," ERSA Working Paper Series, Economic Research Southern Africa, number 198, Sep.
• 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.