Research classified by Journal of Economic Literature (JEL) codes

2011

• 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(0x89e1c580), October.
• 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(0x898e6260), October.
• 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.
• Daniel Cohen, 2011, "La crise grecque. Leçons pour l'Europe," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754539, Jun, DOI: 10.3917/reco.623.0383.

2010

• Ferland, René & Gauthier, Geneviève & Lalancette, Simon, 2010, "A regime-switching term structure model with observable state variables," Finance Research Letters, Elsevier, volume 7, issue 2, pages 103-109, June.
• Balvers, Ronald & Wu, Yangru, 2010, "Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration," Journal of Financial Markets, Elsevier, volume 13, issue 1, pages 129-156, February.
• Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010, "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, volume 80, issue 1, pages 72-88, January.
• Becker, Sascha O. & Hoffmann, Mathias, 2010, "Equity fund ownership and the cross-regional diversification of household risk," Journal of Banking & Finance, Elsevier, volume 34, issue 1, pages 90-102, January.
• Baur, Dirk G. & McDermott, Thomas K., 2010, "Is gold a safe haven? International evidence," Journal of Banking & Finance, Elsevier, volume 34, issue 8, pages 1886-1898, August.
• Martins-da-Rocha, V. Filipe & Riedel, Frank, 2010, "On equilibrium prices in continuous time," Journal of Economic Theory, Elsevier, volume 145, issue 3, pages 1086-1112, May.
• Dorn, Daniel & Huberman, Gur, 2010, "Preferred risk habitat of individual investors," Journal of Financial Economics, Elsevier, volume 97, issue 1, pages 155-173, July.
• Cassola, Nuno & Morana, Claudio, 2010, "Comovements in volatility in the euro money market," Journal of International Money and Finance, Elsevier, volume 29, issue 3, pages 525-539, April.
• Galvani, Valentina & Troitsky, Vladimir G., 2010, "Options and efficiency in spaces of bounded claims," Journal of Mathematical Economics, Elsevier, volume 46, issue 4, pages 616-619, July.
• Raimondos-Møller, Pascalis & Schmitt, Nicolas, 2010, "Commodity taxation and parallel imports," Journal of Public Economics, Elsevier, volume 94, issue 1-2, pages 153-162, February.
• Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A., 2010, "Precious metals-exchange rate volatility transmissions and hedging strategies," International Review of Economics & Finance, Elsevier, volume 19, issue 4, pages 633-647, October.
• Alagidede, Paul & Panagiotidis, Theodore, 2010, "Can common stocks provide a hedge against inflation? Evidence from African countries," Review of Financial Economics, Elsevier, volume 19, issue 3, pages 91-100, August.
• Nyberg, Peter & Vaihekoski, Mika, 2010, "A new value-weighted total return index for the Finnish stock market," Research in International Business and Finance, Elsevier, volume 24, issue 3, pages 267-283, September.
• Javed Iqbal & Sara Azher & Ayesha Ijaz, 2010, "Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_18, Aug.
• Paolo Spada & Raymond Vreeland, 2010, "Participatory Decision Making: A Field Experiment on Manipulating the Votes," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_19, Aug.
• Dasgupta, Amil & Prat, Andrea & Verardo, Michela, 2010, "Institutional trade persistence and long-term equity returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119080, Nov.
• Gromb, Denis & Vayanos, Dimitri, 2010, "Limits of arbitrage: the state of the theory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119089, Apr.
• Goodhart, Charles & Tsomocos, Dimitri & Vardoulakis, Alexandros, 2010, "Modelling a housing and mortgage crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119090, Feb.
• Parsons, John E., 2010, "Black gold and fool's gold: speculation in the oil futures market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123354, Apr.
• Scott, Susan V. & Paris, Carolyn, 2010, "The place of contract in organizational awareness: deconstructing process, market and connectedness," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 26700, Jan.
• Kardaras, Constantinos, 2010, "Numéraire-invariant preferences in financial modeling," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 44993.
• Knebel Baggio, Daniel & Ferruz Agudo, Luis & Marco Sanjuán, Isabel, 2010, "¿Es el desempeño de los fondos de inversión de Brasil un indicador de movimiento futuro de su patrimonio?," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 445-471, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Vladimir Parail, 2010, "Properties of Electricity Prices and the Drivers of Interconnector Revenue," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1033, Nov.
• Guillermo Benavides Perales, 2010, "The Theory of Storage and Price Dynamics of Agricultural Commodity Futures: the Case of Corn and Wheat," Ensayos Revista de Economía, Universidad Autónoma de Nuevo León, volume 29, issue 1, pages 1-22, May, DOI: 10.29105/ensayos29.1-1.
• Susan Thomas, 2010, "Call Auctions: A Solution to Some Difficulties in Indian Finance," Working Papers, eSocialSciences, number id:2597, Jun.
• Ladislav Krištoufek, 2010, "Rescaled Range Analysis and Detrended Fluctuation Analysis: Finite Sample Properties and Confidence Intervals," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 3, pages 315-329, November.
• Jeong-Gil Choi & Pat Obi & Shomir Sil, 2010, "A Look Back at the 2008 Financial Crisis: The Disconnect between Credit and Market Risks," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 60, issue 5, pages 400-413, December.
• Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010, "Introducing financial frictions and unemployment into a small open economy model," FRB Atlanta CQER Working Paper, Federal Reserve Bank of Atlanta, number 2010-04.
• Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2010, "Complex mortgages," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2010-17.
• Massimo Guidolin & Francesca Rinaldi, 2010, "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers, Federal Reserve Bank of St. Louis, number 2010-028, DOI: 10.20955/wp.2010.028.
• Darrell Duffie & Ada Li & Theo Lubke, 2010, "Policy perspectives on OTC derivatives market infrastructure," Staff Reports, Federal Reserve Bank of New York, number 424.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2010, "Jump-robust volatility estimation using nearest neighbor truncation," Staff Reports, Federal Reserve Bank of New York, number 465.
• Dimitri Vayanos & Denis Gromb, 2010, "Limits of Arbitrage: The State of the Theory," FMG Discussion Papers, Financial Markets Group, number dp650, Mar.
• Tarakanov Sergey I., 2010, "Risk Management and the Financial Markets," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 147-152, July.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010, "Nominal interest rates and stationarity," Working Papers, Business School - Economics, University of Glasgow, number 2010_17, May.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2010, "Microstructure order flow: statistical and economic evaluation of nonlinear forecasts," Working Papers, Business School - Economics, University of Glasgow, number 2010_30, Dec.
• Emmanuel PETIT, 2010, "The role of regret in the persistence of anomalies in financial markets (In French)," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2010-07.
• Dominique Guegan & Chafic Merhy, 2010, "A Note on fair Value and Illiquid Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00460856, Jan.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00482370, Apr.
• Pierre-André Maugis, 2010, "Market Efficiencies and Market Risks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00544324, Nov.
• Thierry Foucault, 2010, "Competition for Order Flow and Smart Order Routing Systems," Post-Print, HAL, number hal-00554030.
• David Thesmar, 2010, "Stock Price Fragility," Post-Print, HAL, number hal-00554105, Apr.
• Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet, 2010, "Un MEDAF à plusieurs moments réalisés," Post-Print, HAL, number halshs-00482370, Apr.
• Donatella Gatti & Anne-Gaël Vaubourg, 2010, "Credit and Unemployment: Do Institutions Matter?," Post-Print, HAL, number halshs-00754464, Mar.
• Donatella Gatti & Anne-Gaël Vaubourg, 2010, "Credit and Unemployment: Do Institutions Matter?," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754464, Mar.
• Stefano Lovo & Riccardo Calcagno, 2010, "Preopening and Equilibrium Selection," Working Papers, HAL, number hal-00540793.
• Herve Alexandre & Karima Bouaiss & Catherine Refait-Alexandre, 2010, "Does a banking relationship help a firm on the syndicated loans market in a time of financial crisis?," Working Papers, HAL, number halshs-00538328, Sep.
• Zsolt Darvas & Jakob von Weizs„cker, 2010, "Financial Transaction Tax: Small is Beautiful," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1019, Sep.
• Ramana Nanda, 2010, "Entrepreneurship and the Discipline of External Finance," Harvard Business School Working Papers, Harvard Business School, number 11-098, May.
• Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin, 2010, "The cost of sustainability on optimal portfolio choices," Sustainable Investment and Corporate Governance Working Papers, Sustainable Investment Research Platform, number 2010/15, Oct.
• Nanda, Ramana, 2010, "Entrepreneurship and the Discipline of External Finance," Working Papers, University of Aarhus, Aarhus School of Business, Department of Economics, number 10-10, May.
• Andersen, Steffen & Meisner Nielsen, Kasper, 2010, "Participation Constraints in the Stock Market Evidence from Unexpected Inheritance due to Sudden Death," Working Papers, Copenhagen Business School, Department of Economics, number 03-2010, Mar.
• Johansson, Anders C., 2010, "China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets," Working Paper Series, Stockholm School of Economics, China Economic Research Center, number 2010-16, May.
• Byström, Hans, 2010, "Executive Compensation Based on Asset Values," Working Papers, Lund University, Department of Economics, number 2010:9, Aug.
• Bakke, Einar & Leite, Tore E. & Thorburn, Karin S., 2010, "Public information and IPO underpricing," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2010/6, Aug.
• Skjeltorp, Johannes A & Odegaard, Bernt Arne, 2010, "Why do firms pay for liquidity provision in limit order markets?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2010/3, Apr.
• Nordal, Kjell Bjorn & Naes, Randi, 2010, "The relationship between bankruptcy risk and growth for non-listed firms," UiS Working Papers in Economics and Finance, University of Stavanger, number 2010/10, Dec.
• Jørgensen, Kjell & Valseth, Siri, 2010, "A market microstructure approach to cross-market spillovers," UiS Working Papers in Economics and Finance, University of Stavanger, number 2010/11, Dec.
• Valseth, Siri, 2010, "Forecasting short term yield changes using order flow. Is dealer skill a source of predictability?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2010/12, Dec.
• Jacob, Martin, 2010, "Taxation, Dividends, and Share Repurchases: Taking Evidence Global," Working Paper Series, Center for Fiscal Studies, Uppsala University, Department of Economics, number 2010:10, Sep.
• Eric Girardin & Dijun Tan & Woon K. Wong, 2010, "Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets," Working Papers, Hong Kong Institute for Monetary Research, number 022010, Jan.
• Cristian Ricardo Nogales Carvajal & Carlos Alberto Foronda Rojas, 2010, "La inclusión en el sistema financiero boliviano y las microfinanzas," Investigación & Desarrollo, Universidad Privada Boliviana, number 0110.
• Pamela Córdova Olivera, 2010, "Contribución del sistema de pensiones privado de capitalización individual al desarrollo del mercado de capitales en Bolivia, 1997-2009," Investigación & Desarrollo, Universidad Privada Boliviana, number 0210.
• Laetitia Pozniak,, 2010, "Financial Communication On The Web Evidence From Belgium," Accounting & Taxation, The Institute for Business and Finance Research, volume 2, issue 1, pages 47-58.
• Peter Harris & Paul R. Kutasovic, 2010, "Did Fasb 157 Cause The Financial Crisis?," Global Journal of Business Research, The Institute for Business and Finance Research, volume 4, issue 3, pages 119-125.
• Her-Jiun Sheu & Yang-Cheng Lu & Yu-Chen Wei, 2010, "Causalities Between Sentiment Indicators And Stock Market Returns Under Different Market Scenarios," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 159-171.
• John Shon & Ping Zhou, 2010, "Can Mispricing Of Asset Growth Explain The Accruals Anomaly?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 4, issue 1, pages 73-83.
• Hemant Sharma, 2010, "Impact of Income Shocks on Asset Portfolio of Rural Indian Households: An Empirical Analysis," IBSU Scientific Journal, International Black Sea University, volume 4, issue 1, pages 17-38.
• Burger, John D. & Rebucci, Alessandro & Warnock, Francis E. & Cacdac Warnock, Veronica, 2010, "External Capital Structures and Oil Price Volatility," IDB Publications (Working Papers), Inter-American Development Bank, number 1127, Jun, DOI: http://dx.doi.org/10.18235/0010740.
• Becerra, Oscar & Cavallo, Eduardo A. & Scartascini, Carlos, 2010, "The Politics of Financial Development: The Role of Interest Groups and Government Capabilities," IDB Publications (Working Papers), Inter-American Development Bank, number 1980, Sep, DOI: http://dx.doi.org/10.18235/0010996.
• Oscar Becerra & Eduardo Cavallo & Carlos Scartascini, 2010, "The Politics of Financial Development - The Role of Interest Groups and Government Capabilities," Research Department Publications, Inter-American Development Bank, Research Department, number 4686, Sep.
• Moinas, Sophie, 2010, "Hidden Limit Orders and Liquidity in Order Driven Markets," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 600, Mar.
• Ionela Baltatescu, 2010, "China's Capital Market: its Structure and Characteristics," Revista de Economie Mondiala / The Journal of Global Economics, Institute for World Economy, Romanian Academy, volume 2, issue 4, December.
• Jose García B., 2010, "Return's seasonalities in the Latibex Market," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 25, issue 1, pages 3-14, June.
• Susan Thomas, 2010, "Call auctions: A Solution to some difficulties in Indian finance," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2010-006, Jun.
• 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.