Research classified by Journal of Economic Literature (JEL) codes

2011

• Cohen-Cole, Ethan & Patacchini, Eleonora & Zenou, Yves, 2011, "Systemic Risk and Network Formation in the Interbank Market," Research Papers in Economics, Stockholm University, Department of Economics, number 2011:6, Feb.
• Julian di Giovanni & Akito Matsumoto, 2011, "The Value of Human Capital Wealth," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-174, Mar.
• Madalina - Gabriela Anghel, 2011, "The Analysis on the Evolution of Capital Market Basically in Romania during 1995 – November 2011," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 1, issue 2, pages 1-7, December.
• Alejandro Vargas Sánchez, 2011, "Estimación del costo del patrimonio y costo del capital por medio de tasas de rendimiento ajustadas al riesgo," Investigación & Desarrollo, Universidad Privada Boliviana, number 0211.
• Chien-Jen Wang & Po-Chin Wu & Yu-Ming Lu, 2011, "Twin-Rate Uncertainty, Debt And Investment Decisions– Evidence From Dow Jones Panel Data," Global Journal of Business Research, The Institute for Business and Finance Research, volume 5, issue 1, pages 15-26.
• Peter Harris & Paul R. Kutasovic, 2011, "Did Exit Pricing Under Fasb 157 Contribute To The Subprime Mortgage Crisis?," Global Journal of Business Research, The Institute for Business and Finance Research, volume 5, issue 2, pages 97-104.
• Shih-Ping Feng, 2011, "The Liquidity Effect In Option Pricing: An Empirical Analysis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 5, issue 2, pages 35-43.
• Mario Cuevas & Sigfrido Lee & Maria Isabel Bonilla, 2011, "The Missing Foundations of Housing Finance: Incomplete Markets, Fragmented Policies and Emerging Solutions in Guatemala," Research Department Publications, Inter-American Development Bank, Research Department, number 4750, Sep.
• Katharina Diekmann, 2011, "Are there Spillover Effects from Hong Kong and the United States to Chinese Stock Markets?," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 89, Dec.
• Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011, "EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 52, issue 1, pages 201-226, February.
• Massimo Guidolin & Francesca Rinaldi, 2011, "Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 417.
• Rasim ÖZCAN, 2011, "Borsalarda açılış ve kapanış fiyatı manipülasyonunu önlemeye yönelik stratejik tedbirler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 306, pages 53-67.
• Francesco Furlanetto, 2011, "Does Monetary Policy React to Asset Prices? Some International Evidence," International Journal of Central Banking, International Journal of Central Banking, volume 7, issue 3, pages 91-111, September.
• Yishay Yafeh & Mr. Stijn Claessens, 2011, "Additions to Market Indices and the Comovement of Stock Returns Around the World," IMF Working Papers, International Monetary Fund, number 2011/047, Mar.
• Davide Furceri & Ms. Aleksandra Zdzienicka, 2011, "How Costly Are Debt Crises?," IMF Working Papers, International Monetary Fund, number 2011/280, Dec.
• Manuel J. Rocha Armada & Joao Leitao & Júlio Lobao, 2011, "The Contagion Effects of Financial Crisis on Stock Markets: What Can We Learn From a Cointegrated Vector Autoregressive Approach for Developed Countries?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 6, issue 1, pages 29-53, Julio-Dic.
• S. Mahendra Dev, 2011, "Rising food crisis and financial crisis in India: Impact on women and children and ways of tackling the problem," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2011-003, Jan.
• Luis-de-la-Cruz, José & Núñez, José Antonio, 2011, "Causalidad entre la Bolsa Mexicana de Valores y la actividad económica del sector real," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 30, pages 21-42, segundo t.
• Serguey Khovansky & Zhylyevskyy, Oleksandr, 2011, "What Can We Learn from a Cross-Section of Returns? An Investigation of Idiosyncratic Volatility Range," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 32769, Mar.
• Zhylyevskyy, Oleksandr & Serguey Khovansky, 2011, "Cross-sectional GMM estimation under a common data shock," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 36085, Dec.
• Hatgioannides, John & Karanassou, Marika, 2011, "Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory," IZA Discussion Papers, IZA Network @ LISER, number 6251, Dec.
• Hai-Ching Liu & Ying-Fen Fu, 2011, "Sources of Industry Momentum Effect - Weekly Data Evidence," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 7, issue 1, pages 23-42, January.
• Nik Tuzov & Frederi Viens, 2011, "Mutual fund performance: false discoveries, bias, and power," Annals of Finance, Springer, volume 7, issue 2, pages 137-169, May, DOI: 10.1007/s10436-010-0151-9.
• Ioannis Polyrakis & Foivos Xanthos, 2011, "Maximal submarkets that replicate any option," Annals of Finance, Springer, volume 7, issue 3, pages 407-423, August, DOI: 10.1007/s10436-009-0143-9.
• James Barth & Dongyun Lin & Keven Yost, 2011, "Small and Medium Enterprise Financing in Transition Economies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 1, pages 19-38, March, DOI: 10.1007/s11293-010-9260-0.
• Edward Nissan & George Carter, 2011, "The Largest Trans-nationals of Developing Economies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 1, pages 71-83, March, DOI: 10.1007/s11293-010-9256-9.
• Alex Huang, 2011, "Volatility Modeling by Asymmetrical Quadratic Effect with Diminishing Marginal Impact," Computational Economics, Springer;Society for Computational Economics, volume 37, issue 3, pages 301-330, March, DOI: 10.1007/s10614-011-9254-2.
• Michael Chlistalla & Marco Lutat, 2011, "Competition in securities markets: the impact on liquidity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 25, issue 2, pages 149-172, June, DOI: 10.1007/s11408-011-0155-0.
• Nikolaos Sariannidis, 2011, "Stock, Energy and Currency Effects on the Asymmetric Wheat Market," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 2, pages 181-192, May, DOI: 10.1007/s11294-011-9298-z.
• Ola Melander & Malika Pant & Miguel Segoviano & Athanasios Vamvakidis, 2011, "Dancing Spreads: Market Assessment of Contagion from the Crisis in the Euro Periphery based on Distress Dependence Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 3, pages 347-363, August, DOI: 10.1007/s11294-011-9309-0.
• Andy Mullineux & Victor Murinde & Rudra Sensarma, 2011, "Corporate financing and macroeconomic volatility in the European union," International Economics and Economic Policy, Springer, volume 8, issue 1, pages 79-92, April, DOI: 10.1007/s10368-010-0152-1.
• Sarah Sanya & Simon Wolfe, 2011, "Can Banks in Emerging Economies Benefit from Revenue Diversification?," Journal of Financial Services Research, Springer;Western Finance Association, volume 40, issue 1, pages 79-101, October, DOI: 10.1007/s10693-010-0098-z.
• Kuang-Liang Chang & Nan-Kuang Chen & Charles Leung, 2011, "Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock," The Journal of Real Estate Finance and Economics, Springer, volume 43, issue 1, pages 221-257, July, DOI: 10.1007/s11146-010-9241-8.
• Arie Harel & Giora Harpaz & Jack Francis, 2011, "Analysis of efficient markets," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 287-296, February, DOI: 10.1007/s11156-010-0178-z.
• Kwang-il Choe & Joshua Krausz & Kiseok Nam, 2011, "Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 3, pages 323-353, April, DOI: 10.1007/s11156-010-0180-5.
• Chia-Ching Chang & Sheng-Syan Chen & Robin Chou & Chin-Wen Hsin, 2011, "Intraday return spillovers and its variations across trading sessions," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 3, pages 355-390, April, DOI: 10.1007/s11156-010-0181-4.
• Yangru Wu, 2011, "Momentum trading, mean reversal and overreaction in Chinese stock market," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 3, pages 301-323, October, DOI: 10.1007/s11156-010-0206-z.
• Günter Franke & Ferdinand Graf, 2011, "Does Portfolio Optimization Pay?," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-19, May.
• Günter Franke & Markus Herrmann & Thomas Weber, 2011, "Loss Allocation in Securitization Transactions," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2011-22, Apr.
• Csóka, Péter & Bátyi, Tamás László & Pintér, Miklós & Balog, Dóra, 2011, "Tőkeallokációs módszerek és tulajdonságaik a gyakorlatban
  [Methods of capital allocation and their characteristics in practice]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 619-632.
• Jorge Uribe, 2011, "Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 75, pages 29-57.
• Scholz, Julia, 2011, "Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 12144, Feb.
• Sayadnia Tayebi, Ezatollah & Shajari, Houshang & Samadi, Saeid & Arshadi, Ali, 2011, "Explaination an Early Warning System for Identification of the Financial Crisis in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 2, issue 6, pages 169-212, March.
• Salimi Soderjani, Ehsan & Mahmoudinia, Davoud & Pourshahabi, Farshid, 2011, "The Dynamic Causality Relationship Among Financial Depth, Savings and 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 3, issue 7, pages 109-136, June.
• Hassanzadeh, Ali & Nazarian, Rafik & Kianvand, Mehran, 2011, "The Impact of Monetary Policy Shocks on the Fluctuation of Stock Price Index in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 4, issue 9, pages 1-44, December.
• Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011, "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue , pages 255-296, March.
• Fiorella De Fiore & Oreste Tristani, 2011, "Credit and the Natural Rate of Interest," Journal of Money, Credit and Banking, Blackwell Publishing, volume 43, issue , pages 407-440, March.
• Yongyang Su & Lan Zheng, 2011, "The Impact of Securities Transaction Taxes on the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 0, pages 32-46, January.
• Magdalena Morgese Borys & Petr ZemÄÂik, 2011, "Size and Value Effects in the Visegrad Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 3, pages 50-68, May.
• Éva G. Fekete, 2011, "Elements of Social and Solidarity Economy (SSE) in the Hungarian Local Development," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 7, issue 01, pages 17-27.
• Stefan Mittnik & Sandra Paterlini & Tina Yener, 2011, "Operational–risk Dependencies and the Determination of Risk Capital," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 070, Aug.
• Katarzyna Bień-Barkowska, 2011, "Multistate asymmetric ACD model: an application to order dynamics in the EUR/PLN spot market," NBP Working Papers, Narodowy Bank Polski, number 104.
• John J. McArdle & James P. Smith & Robert Willis, 2011, "Cognition and Economic Outcomes in the Health and Retirement Survey," NBER Chapters, National Bureau of Economic Research, Inc, "Explorations in the Economics of Aging".
• Hui Chen & Scott Joslin, 2011, "Generalized Transform Analysis of Affine Processes and Applications in Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 16906, Mar.
• Gene Amromin & Jennifer Huang & Clemens Sialm & Edward Zhong, 2011, "Complex Mortgages," NBER Working Papers, National Bureau of Economic Research, Inc, number 17315, Aug.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011, "Information Aggregation, Investment, and Managerial Incentives," NBER Working Papers, National Bureau of Economic Research, Inc, number 17330, Aug.
• Jules H. van Binsbergen & Wouter Hueskes & Ralph Koijen & Evert B. Vrugt, 2011, "Equity Yields," NBER Working Papers, National Bureau of Economic Research, Inc, number 17416, Sep.
• David T. Robinson & Berk A. Sensoy, 2011, "Cyclicality, Performance Measurement, and Cash Flow Liquidity in Private Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 17428, Sep.
• Kristian Rydqvist & Joshua Spizman & Ilya A. Strebulaev, 2011, "Government Policy and Ownership of Financial Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 17522, Oct.
• Charles Yuji Horioka & Akiko Terada-Hagiwara, 2011, "The Determinants and Long-term Projections of Saving Rates in Developing Asia," NBER Working Papers, National Bureau of Economic Research, Inc, number 17581, Nov.
• Nicholas Economides & Roy C. Smith, 2011, "Trichet Bonds To Resolve the European Sovereign Debt Problem," Working Papers, NET Institute, number 11-01, Jan.
• Dr Tatiana Fic & Ray Barrell, 2011, "The Banking Sector and Recovery in the EU Economy," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 374, Jan.
• Mardiros Daniela-Neonila, 2011, "The Place Of The Emerging Economy Of Romania Inside The European Union Economies In Terms Of Ftse Criteria," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 557-563, December.
• Steffen Andersen & Kasper Meisner Nielsen, 2011, "Participation Constraints in the Stock Market: Evidence from Unexpected Inheritance Due to Sudden Death," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 5, pages 1667-1697.
• Serban Florentin & Buºu Mihail, 2011, "A Relationship between the Degree of Search and Evolution of Assets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 2052-2055, May.
• Ghita-Mitrescu Silvia & Duhnea Cristina, 2011, "Credit Institutions – Actors on the Romanian Capital Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 824-829, May.
• Murgea Aurora, 2011, "Mood and Investor Behavior," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 884-889, May.
• Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2011, "Conditional jumps in volatility and their economic determinants," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0138, Sep.
• Simon Keel & David Ardia, 2011, "Generalized marginal risk," Journal of Asset Management, Palgrave Macmillan, volume 12, issue 2, pages 123-131, June, DOI: 10.1057/jam.2010.30.
• Alberto Humala & Gabriel Rodriguez, 2011, "Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2011-325.
• Maretno A. Harjoto & John K. Paglia, 2011, "Funding Continuum for Private Business Owners: Evidence from the Pepperdine Private Capital Markets Project Survey," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 15, issue 2, pages 1-22, Winter.
• Pawel Uminski, 2011, "The Importance Of The Financial Sector And Its Impact On Economic System In The United States In Years 1970 – 2010," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 6, issue 3, pages 59-68, September, DOI: 10.12775/EQUIL2011.020.
• Nagy, Zoltán Imre, 2011, "The Unique Features of the Financing of Professional Football," Public Finance Quarterly, Corvinus University of Budapest, volume 56, issue 4, pages 539-552.
• Stefano Herzel & Marco Nicolosi & Catalin Starica, 2011, "The cost of sustainability on optimal portfolio choices," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 84/2011, Feb.
• Attaullah Shah, 2011, "Impact of Judicial Efficiency on Debt Maturity Structure: Evidence from Judicial Districts of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 50, issue 4, pages 663-682.
• Ijaz Hussain, 2011, "Growth and Financing Behaviour of Firms of Textile Industry in Pakistan: A Panel Data Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 50, issue 4, pages 699-714.
• Jonas Teitge & Andreas Nastansky, 2011, "Interdependenzen in den Renditen DAX-notierter Unternehmen nach Branchen," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 47, Apr.
• Mukherjee, Dr. Kedar nath, 2011, "Impact of Futures Trading on Indian Agricultural Commodity Market," MPRA Paper, University Library of Munich, Germany, number 29290, Feb, revised 04 Mar 2011.
• Estrada, Fernando, 2011, "Theory of financial risk," MPRA Paper, University Library of Munich, Germany, number 29665, Mar.
• Simplice A, Asongu, 2011, "Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries," MPRA Paper, University Library of Munich, Germany, number 30120, Apr.
• Simplice A., Asongu, 2011, "Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 30391, Apr.
• El-Khatib, Youssef & Abdulnasser, Hatemi-J, 2011, "On the calculation of price sensitivities with jump-diffusion structure," MPRA Paper, University Library of Munich, Germany, number 30596.
• Onour, Ibrahim, 2011, "الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة
  [Options as Islamic Financial Derivative: Thoughts provoking discussion]," MPRA Paper, University Library of Munich, Germany, number 30707, Apr.
• Alfarano, Simone & Milakovic, Mishael & Raddant, Matthias, 2011, "A Note on institutional hierarchy and volatility in financial markets," MPRA Paper, University Library of Munich, Germany, number 30902.
• Furceri, Davide & Zdzienicka, Aleksandra, 2011, "How costly are debt crises?," MPRA Paper, University Library of Munich, Germany, number 30953.
• Yamori, Nobuyoshi, 2011, "Commodity ETFs in the Japanese Stock Exchanges," MPRA Paper, University Library of Munich, Germany, number 31003, May.
• Simplice A., Asongu, 2011, "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper, University Library of Munich, Germany, number 31174, May.
• Pinto, Cristian F. & Acuña, Andres A., 2011, "Consistencia de la evaluación de desempeño de inversiones financieras: Pruebas de dominación estocástica versus índices media-varianza
  [Consistency in the evaluation of financial investment performance: Mean-variance versus stochastic dominance te," MPRA Paper, University Library of Munich, Germany, number 31301, Jun.
• Leung, Charles Ka Yui & CHEUNG, W. Y. Patrick & TANG, C. H. Edward, 2011, "Financial Crisis and the Comovements of Housing Sub-markets: Do relationships change after a crisis?," MPRA Paper, University Library of Munich, Germany, number 31627, Jun.
• Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011, "The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?," MPRA Paper, University Library of Munich, Germany, number 32255.
• Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011, "In the Shadow of the United States: The International Transmission Effect of Asset Returns," MPRA Paper, University Library of Munich, Germany, number 32776.
• Lenz, Rainer, 2011, "Get rid of banks and build up a modern financial world," MPRA Paper, University Library of Munich, Germany, number 33501, Sep.
• Mukherjee, Dr. Kedar nath, 2011, "Commodity investments: opportunities for Indian institutional investors," MPRA Paper, University Library of Munich, Germany, number 33510, Sep.
• Carretta, Alessandro & Farina, Vincenzo & Graziano, Elvira Anna & Reale, Marco, 2011, "Does investor attention influence stock market activity? The case of spin-off deals," MPRA Paper, University Library of Munich, Germany, number 33545, Jun.
• Dicembrino, Claudio & Scandizzo, Pasquale Lucio, 2011, "Can portfolio diversification increase systemic risk? evidence from the U.S and European mutual funds market," MPRA Paper, University Library of Munich, Germany, number 33715, Nov.
• Afego, Pyemo, 2011, "Stock Price Response to Earnings Announcements: Evidence from the Nigerian Stock Market," MPRA Paper, University Library of Munich, Germany, number 33931, Mar, revised 16 May 2011.
• Blanchard, michel & Bernard, philippe, 2011, "The performance of amateur traders on a public internet site: a case of a stock-exchange contest," MPRA Paper, University Library of Munich, Germany, number 34304, Oct.
• Cotter, John & Gabriel, Stuart & Roll, Richard, 2011, "Integration and contagion in US housing markets," MPRA Paper, University Library of Munich, Germany, number 34591.
• Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011, "Is the Chinese Stock Market Really Efficient," MPRA Paper, University Library of Munich, Germany, number 35219, Aug.
• Ozsoz, Emre, 2011, "What determines return risks for bank equities in Turkey?," MPRA Paper, University Library of Munich, Germany, number 35291, Oct.
• Chittedi, Krishnareddy, 2011, "Does oil price matter for Indian stock markets?," MPRA Paper, University Library of Munich, Germany, number 35334, Nov, revised 01 Dec 2011.
• Simplice A, Asongu, 2011, "Democracy and stock market performance in developing countries," MPRA Paper, University Library of Munich, Germany, number 35506, Dec.
• Simplice A, Asongu, 2011, "Government quality determinants of stock market performance in developing countries," MPRA Paper, University Library of Munich, Germany, number 35508, Dec.
• Gabrielsen, Alexandros & Marzo, Massimiliano & Zagaglia, Paolo, 2011, "Measuring market liquidity: an introductory survey," MPRA Paper, University Library of Munich, Germany, number 35829, Dec.
• Pacheco, Luís, 2011, "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper, University Library of Munich, Germany, number 36551, Dec.
• Stefanescu, Razvan & Dumitriu, Ramona, 2011, "Turn - of - the - month effect on the Bucharest stock exchange," MPRA Paper, University Library of Munich, Germany, number 36566, Mar, revised 10 Feb 2012.
• Guzman, Giselle C., 2011, "The case for higher frequency inflation expectations," MPRA Paper, University Library of Munich, Germany, number 36656, Jun.
• Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio, 2011, "Modelación de los rendimientos bursátiles mexicanos mediante los modelos TGARCH y EGARCH: Un estudio econométrico para 30 acciones y el Índice de Precios y Cotizaciones
  [Modeling Mexican stock returns with TGARCH and EGARCH models: An econometric ," MPRA Paper, University Library of Munich, Germany, number 36872, Sep.
• Simplice A, Asongu, 2011, "Political crises and risk of financial contagion in developing countries: Evidence from Africa," MPRA Paper, University Library of Munich, Germany, number 37459, Jul.
• Babalos, Vassilios & Philippas, Nikolaos & Doumpos, Michael & Zompounidis, Constantin, 2011, "Mutual funds performance appraisal using stochastic multicriteria acceptability analysis," MPRA Paper, University Library of Munich, Germany, number 37953.
• Rossi, Francesco, 2011, "U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters," MPRA Paper, University Library of Munich, Germany, number 38303, Jul, revised Nov 2011.
• Faruque, Muhammad U, 2011, "An empirical investigation of the arbitrage pricing theory in a frontier stock market: evidence from Bangladesh," MPRA Paper, University Library of Munich, Germany, number 38675, Jun.
• Rossi, Francesco, 2011, "Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates," MPRA Paper, University Library of Munich, Germany, number 38682, Nov, revised 31 Mar 2012.
• Simplice A., Asongu, 2011, "The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets," MPRA Paper, University Library of Munich, Germany, number 39630, May.
• Singh, Saurabh & Saharawat, Swati, 2011, "Hedging dynamics with gold futures," MPRA Paper, University Library of Munich, Germany, number 41472.
• Peresetsky, A. A., 2011, "What determines the behavior of the Russian stock market," MPRA Paper, University Library of Munich, Germany, number 41508.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Changes in the dynamic relation between the prices and the trading volume from the Bucharest stock exchange," MPRA Paper, University Library of Munich, Germany, number 41602, Mar, revised 20 Mar 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Monthly seasonality in the Bucharest stock exchange," MPRA Paper, University Library of Munich, Germany, number 41603, Apr, revised 08 Apr 2011.
• Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011, "Holiday effect on the Romanian stock market," MPRA Paper, University Library of Munich, Germany, number 41635, Sep, revised 08 Sep 2011.
• Ayala, Alfonso, 2011, "Algunos conceptos sobre la evaluación de portafolios de inversión
  [Some concepts on the assessment of investment portfolios]," MPRA Paper, University Library of Munich, Germany, number 42404, Apr.
• Lee, King Fuei, 2011, "Demographics and the Long-Horizon Returns of Dividend-Yield Strategies in the US," MPRA Paper, University Library of Munich, Germany, number 46350.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2011, "Mutual influence of exchange assets: analysis and estimation," MPRA Paper, University Library of Munich, Germany, number 50779, May.
• Kozmenko, Serhiy & Plastun, Oleksiy, 2011, "Indicators DZ and RDZ: essence, methods of calculation, signals and rules of trading," MPRA Paper, University Library of Munich, Germany, number 50791, Nov.
• Silva, Pedro & Almeida, Liliana, 2011, "Weather and stock markets: empirical evidence from Portugal," MPRA Paper, University Library of Munich, Germany, number 54119, Dec.
• Kumar, Dr.B.Pradeep, 2011, "Financial Exclusion: A Theoretical Approach," MPRA Paper, University Library of Munich, Germany, number 89864, May, revised 17 Jun 2011.
• Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng, 2011, ""Ripple" Effects in South African House Prices," Working Papers, University of Pretoria, Department of Economics, number 201102, Feb.
• Petr Musílek, 2011, "European System of Financial Supervision
  [Evropský systém dohledu finančního trhu]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2011, issue 2, pages 7-17, DOI: 10.18267/j.cfuc.102.
• Jan Vlachý, 2011, "Obchodování s deriváty a pokoutní bankéři - ohlédnutí za finančním trhem v meziválečném Československu
  [Derivatives and Bucketshops: A Forgotten History of Czech Financial Markets between the World Wars]," Politická ekonomie, Prague University of Economics and Business, volume 2011, issue 2, pages 205-223, DOI: 10.18267/j.polek.781.
• Tobias Adrian & Paolo Colla & Hyun Song Shin, 2011, "Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-09," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1396, Dec.
• Jean-Paul Tchang, 2011, "Le marché obligataire chinois," Revue d'Économie Financière, Programme National Persée, volume 102, issue 2, pages 85-98.
• John Hatgioannides & Marika Karanassou, 2011, "Warrant Economics, Call-Put Policy Options and the Fallacies of Economic Theory," Working Papers, Queen Mary University of London, School of Economics and Finance, number 686, Dec.
• Jacques Pézier, 2011, "Rationalization of Investment Preference Criteria," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2011-12, Jul.
• Jean Imbs & Giovanni Favara, 2011, "Credit Supply and the Price of Housing," 2011 Meeting Papers, Society for Economic Dynamics, number 1342.
• Ricardo Lagos & Gara Afonson, 2011, "Trade Dynamics in the Market for Federal Funds," 2011 Meeting Papers, Society for Economic Dynamics, number 314.
• Xavier Vives & Giovanni Cespa, 2011, "Higher Order Expectations, Illiquidity, and Short Term Trading," 2011 Meeting Papers, Society for Economic Dynamics, number 929.
• Chaido Dritsaki, 2011, "The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 40, pages 25-56, June.
• Douglas H. Brooks & Juthathip Jongwanich, 2011, "Cross-Border Mergers and Acquisitions and Financial Development: Evidence from Emerging Asia," ADB Economics Working Paper Series, Asian Development Bank, number 249, Feb.
• Jack W. Hou, 2011, "Impact of the Global Economic Crisis on Taipei,China’s Industrial Structure and Firm Activity," ADBI Working Papers, Asian Development Bank Institute, number 323, Nov.
• Henry Penikas, 2011, "Copula-Based Price Risk Hedging Models," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 22, issue 2, pages 3-21.
• Nor Hayati Bt Ahmad & Mohamad Akbar Noor & Bin Mohamad Noor, 2011, "The Impact of 1998 and 2008 Financial Crises on Profitability of Islamic Banks," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), volume 34, issue 1, pages 1-22.
• Luis Pacheco, 2011, "Moody’s credit ratings and the stock market performance of Portuguese rated firms," Working Papers, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), number 22/2011, Dec.
• Young Wook Han, 2011, "Structural Breaks and Long Memory Property in Korean Won Exchange Rates: Adaptive FIGARCH Model," East Asian Economic Review, Korea Institute for International Economic Policy, volume 15, issue 2, pages 33-59, DOI: 10.11644/KIEP.JEAI.2011.15.2.229.
• Shahin Shojai & George Feiger, 2011, "Economists’ Hubris – The Case of Award Winning Finance Literature," Journal of Financial Transformation, Capco Institute, volume 31, pages 9-17.

2010

• 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.