Research classified by Journal of Economic Literature (JEL) codes

2009

• Elizondo Rocío & Padilla Pablo & Bladt Mogens, 2009, "An Alternative Formula to Price American Options," Working Papers, Banco de México, number 2009-06, Aug.
• Muhammad Akbar & Shahid Ali & Faheera Tariq, 2009, "The Determinants Of Capital Structure In The Textile Sector Of Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 1, issue 1, pages 15-19, April, DOI: ..
• Adnan Javed & Muhammad Rafiq & Uzma Atta & Muhammad Atiq, 2009, "Predictability Of Returns: A Case Study Of Karachi Stock Exchange, Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 1, issue 1, pages 25-28, April, DOI: ..
• Giuseppe Bruno & Riccardo De Bonis, 2009, "Do financial systems converge? New evidence from household financial assets in selected OECD countries," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008".
• Ingo Fender & Janet Mitchell, 2009, "The future of securitisation: how to align incentives," BIS Quarterly Review, Bank for International Settlements, September.
• Hui Guo, 2009, "Data Revisions And Out‐Of‐Sample Stock Return Predictability," Economic Inquiry, Western Economic Association International, volume 47, issue 1, pages 81-97, January, DOI: 10.1111/j.1465-7295.2008.00169.x.
• Maria Kasch‐Haroutounian & Erik Theissen, 2009, "Competition between Exchanges: Euronext versus Xetra," European Financial Management, European Financial Management Association, volume 15, issue 1, pages 181-207, January, DOI: 10.1111/j.1468-036X.2007.00425.x.
• Asani Sarkar & Robert A. Schwartz, 2009, "Market Sidedness: Insights into Motives for Trade Initiation," Journal of Finance, American Finance Association, volume 64, issue 1, pages 375-423, February, DOI: 10.1111/j.1540-6261.2008.01437.x.
• Mark Grinblatt & Matti Keloharju, 2009, "Sensation Seeking, Overconfidence, and Trading Activity," Journal of Finance, American Finance Association, volume 64, issue 2, pages 549-578, April, DOI: 10.1111/j.1540-6261.2009.01443.x.
• Péter Kondor, 2009, "Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading," Journal of Finance, American Finance Association, volume 64, issue 2, pages 631-655, April, DOI: 10.1111/j.1540-6261.2009.01445.x.
• René M. Stulz, 2009, "Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 47, issue 2, pages 349-390, May, DOI: 10.1111/j.1475-679X.2009.00327.x.
• Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2009, "The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange?," Working Paper, Norges Bank, number 2009/26, Nov.
• Kjell Bjørn Nordal & Randi Næs, 2009, "Mean reversion in profitability for non-listed firms," Working Paper, Norges Bank, number 2009/29, Dec.
• David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009, "Funding liquidity risk in a quantitative model of systemic stability," Bank of England Staff Working Paper series, Bank of England, number 372, Jun.
• Yasuo Hirose & Shinsuke Ohyama & Ken Taniguchi, 2009, "Identifying the Effect of Bank of Japan's Liquidity Provision on the Year-End Premium: A Structural Approach," Bank of Japan Working Paper Series, Bank of Japan, number 09-E-6, Dec.
• Yasuo Hirose & Shinsuke Ohyama, 2009, "Identifying the Effect of Bank of Japan's Liquidity Facilities: The Case of CP Operations During Financial Turmoil," Bank of Japan Working Paper Series, Bank of Japan, number 09-E-7, Dec.
• Jong-Ku Kang, 2009, "Herding in Financial Markets: Its Causes and Implications (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 15, issue 4, pages 118-165, December.
• Ekrem Tufan & Bahattin Hamarat, 2009, "Jinx Numbers Effect," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 41, pages 45-60.
• Semra Karacaer & Yusuf Volkan Topuz, 2009, "The Effect of the Change in the Exchange Rate of US Dollars on the Market Index of Developing Countries: January 2001– November 2006 Period," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 42, pages 1-18.
• Bekir Elmas & M.Sinan Temurlenk, 2009, "Granger Causality Between Stock Price and Trading Volume: A Stock-Based Analysis in the ISE," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 11, issue 43, pages 1-16.
• Daniella Acker & Nigel W. Duck, 2009, "On the Reliability of I/B/E/S Earnings Announcement Dates and Forecasts," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/611, Nov.
• Mitja Stefancic, 2009, "A new framework for the analysis of contemporary financial markets: the need for pluralistic approaches," The Journal of Philosophical Economics, Bucharest Academy of Economic Studies, The Journal of Philosophical Economics, volume 3, issue 1, pages 90-107, November.
• Park, A. & Sabourian, H., 2009, "Herding and Contrarian Behaviour in Financial Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0939, Oct.
• Parail, V., 2009, "Can Merchant Interconnectors Deliver Lower and More Stable Prices? The Case of NorNed," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0947, Nov.
• Jezek, M., 2009, "Passive Investors, Active Traders and Strategic Delegation of Price Discovery," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0951, Dec.
• Mathias M. Siems & Michael C. Schouten, 2009, "The Evolution of Ownership Disclosure Rules across Countries," Working Papers, Centre for Business Research, University of Cambridge, number wp393, Dec.
• Rodolfo Apreda, 2009, "An axiomatic treatment of enlarged separation portfolios and treasurer’s portfolios (with applications to financial synthetics)," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 398, Jun.
• Magdalena Morgese Borys & Petr Zemcik, 2009, "Size and Value Efects in the Visegrad Countries," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp391, Sep.
• Jerome L. Stein, 2009, "Application of Stochastic Optimal Control to Financial Market Debt Crises," CESifo Working Paper Series, CESifo, number 2539.
• Falko Fecht & Kjell G. Nyborg & Jörg Rocholl, 2009, "The Price of Liquidity: Bank Characteristics and Market Conditions," CESifo Working Paper Series, CESifo, number 2576.
• Biswa N. Bhattacharyay, 2009, "Towards a Macroprudential Surveillance and Remedial Policy Formulation System for Monitoring Financial Crisis," CESifo Working Paper Series, CESifo, number 2803.
• Biswa N. Bhattacharyay & Dennis Dlugosch & Benedikt Kolb & Kajal Lahiri & Irshat Mukhametov & Gernot Nerb, 2009, "Early Warning System for Economic and Financial Risks in Kazakhstan," CESifo Working Paper Series, CESifo, number 2832.
• Giovanni Cespa & Xavier Vives, 2009, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CESifo Working Paper Series, CESifo, number 2839.
• Douglas Gale & Piero Gottardi, 2009, "Illiquidity and Under-Valuation of Firms," CESifo Working Paper Series, CESifo, number 2900.
• Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009, "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 10, issue 01, pages 29-44, April.
• Silvia Schula & Hans-Günther Vieweg, 2009, "Perspectives For The Global Economy- The Aftermath Of The Financial Shocks: Report On The 2009 CESifo International Spring Conference," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 10, issue 02, pages 43-51, July.
• Wim Naudé, 2009, "Fallacies about the Global Financial Crisis Harms Recovery in the Poorest Countries," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 10, issue 04, pages 3-12, January.
• Olusanya Ajakaiye & Tayo Fakiyesi & Mutiu Oyinlola, 2009, "Impact of the Global Financial Crisis on the Social Services Sector in Ghana and Nigeria," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 10, issue 04, pages 36-42, January.
• Rolf J. Langhammer & Doris Neuberger & Thorsten Polleit & Hermann A. Wagner & Irwin Collier, 2009, "G-20-Gipfel in London: ein Durchbruch zur Regulierung der Finanzmärkte?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 62, issue 11, pages 03-16, June.
• Georg Fahrenschon & Axel A. Weber & Theodor Weimer, 2009, "Die neue Architektur der internationalen Finanzwelt," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 62, issue 12, pages 06-10, June.
• Abdul Hakim & Michael McAleer, 2009, "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-179, Oct.
• David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009, "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile, Central Bank of Chile, number 555, Dec.
• Dongming Zhu & John W. Galbraith, 2009, "Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution," CIRANO Working Papers, CIRANO, number 2009s-24, May.
• Jorge Caiado & Nuno Crato, 2009, "Identifying common dynamic features in stock returns," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0902, May.
• E. Otranto, 2009, "Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200917.
• Vicent Aragó Manzana, 2009, "Teorías sobre cobertura con contratos de futuro," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Diego Alonso Agudelo Rueda & A. Marcela �lvarez L. & Yesica T. Osorno M., 2009, "Reacción de los mercados accionarios latinoamericanos a los anuncios macroeconómicos," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10655, Jun.
• Nelson Darío Díaz Gil, 2009, "Ranking Financiero: Herramienta Financiera Para Medir La Productividad De Las Empresas De Comercialización De Energía Eléctrica," Estudios Gerenciales, Universidad Icesi.
• María Ángeles Navarro Bailón & María Sicilia Pinero & Elena Delgado Ballester, 2009, "Efectos De La Comunicación Integrada De Marketing A Través De La Consistencia Estratégica: Una Propuesta Teórica Y Metodológica," Estudios Gerenciales, Universidad Icesi.
• Nelson Darío Díaz Gil, 2009, "Costes Normalizados Y Completos En La Prestación Del Servicio Eléctrico, Como Herramienta Para La Toma De Decisiones Empresariales," Estudios Gerenciales, Universidad Icesi.
• Catherine Fayad Hernández & Roberto Carlos Fortich Mesa & Ignacio Vélez - Pareja, 2009, "Proyección De La Tasa De Cambio De Colombia Bajo Condiciones De Ppa: Evidencia Empírica Usando Var," Estudios Gerenciales, Universidad Icesi.
• David Mauricio Rivera Palacio, 2009, "Modelacion del efecto del día de la semana para los índices accionarios de Colombia mediante un modelo STAR GARCH," Revista de Economía del Rosario, Universidad del Rosario.
• Micheal Hudson, 2009, "Why the " Miracle of Compound Interest" leads to financial crises?," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 8010, May.
• Marco Leonardo Penagos Rozo, 2009, "Incidencia del sector financiero en el conflicto económico: la formación bruta de capital en Colombia y el Prime Rate," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.218.
• Ignacio Velez-Pareja, 2009, "El mercado de acciones en Colombia: 1930-1998," Proyecciones Financieras y Valoración, Master Consultores, number 5517, May.
• LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO, 2009, "Consistent ranking of multivariate volatility models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009002, Jan.
• HEINEN, Andréas & VALDESOGO, Alfonso, 2009, "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009069, Nov.
• BELTRAN-LOPEZ, Héléna & GIOT, Pierre & GRAMMIG, Joachim, 2009, "Commonalities in the order book," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2195, Jan, DOI: 10.1007/s11408-009-0109-y.
• Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009, "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers, Centre for Economic Policy Research, number 7225, Mar.
• Rydqvist, Kristian & Strebulaev, Ilya & Spizman, Joshua, 2009, "The Evolution of Aggregate Stock Ownership---A Unified Explanation," CEPR Discussion Papers, Centre for Economic Policy Research, number 7356, Jul.
• Quadrini, Vincenzo & Jermann, Urban, 2009, "Macroeconomic Effects of Financial Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 7451, Sep.
• Vives, Xavier & Cespa, Giovanni, 2009, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CEPR Discussion Papers, Centre for Economic Policy Research, number 7506, Oct.
• Sarno, Lucio & Fratzscher, Marcel & Juvenal, Luciana, 2009, "Asset Prices, Exchange Rates and the Current Account," CEPR Discussion Papers, Centre for Economic Policy Research, number 7614, Dec.
• Martin T. Bohl & Christian A. Salm & Bernd Wilfling, 2009, "Do Individual Index Futures Investors Destabilize the Underlying Spot Market?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0609, Oct.
• Martin T. Bohl & Christian A. Salm, 2009, "The Other January Effect: International Evidence," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 0809, Apr.
• Monteiro, André A., 2009, "The econometrics of randomly spaced financial data: a survey," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws097924, Dec.
• Jun Ma, 2009, "Pricing Foreign Equity Options with Stochastic Correlation and Volatility," Annals of Economics and Finance, Society for AEF, volume 10, issue 2, pages 303-327, November.
• Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1699, Jun.
• Christian Dreger & Jürgen Wolters, 2009, "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 7.4A.
• Christian Dreger & Jürgen Wolters, 2009, "Geldpolitik und Vermögensmärkte," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 56-65, DOI: 10.3790/vjh.78.1.56.
• Manfred Weber & Mathias Brehe, 2009, "Stabilität und Effizienz des deutschen Bankensektors im Lichte der Subprime-Krise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 96-113, DOI: 10.3790/vjh.78.1.96.
• Hella Engerer & Mechthild Schrooten, 2009, "Russland im Sog der internationalen Finanzkrise," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 3, pages 38-45.
• Christian Dreger & Jürgen Wolters, 2009, "Liquidity and Asset Prices: How Strong Are the Linkages?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 860.
• Peter C.B. Philips & Yangru Wu & Jun Yu, 2009, "Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?," Finance Working Papers, East Asian Bureau of Economic Research, number 23050, Jan.
• Saffi, Pedro A.C. & Sturgess, Jason, 2009, "Equity lending markets and ownership structure," IESE Research Papers, IESE Business School, number D/836, Nov.
• Afonso, António & Sousa, Ricardo M., 2009, "Fiscal policy, housing and stock prices," Working Paper Series, European Central Bank, number 990, Jan.
• Christian Hellwig & Guido Lorenzoni, 2009, "Bubbles and Self-Enforcing Debt," Econometrica, Econometric Society, volume 77, issue 4, pages 1137-1164, July.
• Cerrato, Mario & Abbasyan, Abdollah, 2009, "Optimal Martingales and American Option Pricing," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2009-38.
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2009, "Asymmetric multivariate normal mixture GARCH," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2129-2154, April.
• Castagnetti, Carolina & Rosti, Luisa, 2009, "Effort allocation in tournaments: The effect of gender on academic performance in Italian universities," Economics of Education Review, Elsevier, volume 28, issue 3, pages 357-369, June.
• Mélise Jaud & Madina Kukenova & Martin Strieborny, 2009, "Financial dependence and intensive margin of trade," PSE Working Papers, HAL, number halshs-00575005, Aug.
• Mélise Jaud & Madina Kukenova & Martin Strieborny, 2009, "Financial dependence and intensive margin of trade," Working Papers, HAL, number halshs-00575005, Aug.
• Nikiforow, Marina, 2009, "Does training on behavioral finance influence fund managers' perception and behavior?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-419, Jun.
• Munch, Jakob Roland & Rose Skaksen, Jan, 2009, "Human Capital and Wages in Exporting Firms," Working Papers, Copenhagen Business School, Department of Economics, number 09-2006, Apr.
• Malchow-Møller, Nikolaj & Munch, Jakob Roland & Rose Skaksen, Jan, 2009, "Udenlandsk arbejdskraft i Danmark," Working Papers, Copenhagen Business School, Department of Economics, number 16-2007, Apr.
• Andersen, Steffen & Bulte, Erwin & Gneezy, Uri & List, John A., 2009, "Do Women Supply more Public Goods than Men?," Working Papers, Copenhagen Business School, Department of Economics, number 01-2008, Apr.
• Desai, Sameeksha & Eklund, Johan & Högberg, Andreas, 2009, "Promarket reforms and allocation of capital in India," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 206, Dec.
• Byström, Hans, 2009, "News Aggregators, Volatility and the Stock Market," Working Papers, Lund University, Department of Economics, number 2009:11, Aug.
• Aase, Knut K., 2009, "The investment horizon problem: A resolution," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2009/7, Sep.
• Rydqvist, Kristian & Spizman, Joshua & Strebulaev, Ilya, 2009, "The Evolution of Aggregate Stock Ownership - A Unified Explanation," SIFR Research Report Series, Institute for Financial Research, number 68, Sep.
• Ødegaard, Bernt Arne, 2009, "Who moves stock prices? Monthly evidence," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/4, Feb.
• Ødegaard, Bernt Arne, 2009, "The (implicit) cost of equity trading at the Oslo Stock Exchange. What does the data tell us?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/17, Apr.
• Naes, Randi & Ødegaard, Bernt Arne, 2009, "Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/19, Mar.
• Ødegaard, Bernt Arne, 2009, "The diversification cost of large, concentrated equity stakes. How big is it? Is it justified?," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/22, Jan.
• Ødegaard, Bernt Arne, 2009, "Statlig eierskap på Oslo Børs," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/25, Jun.
• Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2009, "The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance, University of Stavanger, number 2009/35, Dec.
• Lönnbark, Carl & Soultanaeva, Albina, 2009, "Profitability of Technical Trading Rules on the Baltic Stock Markets," Umeå Economic Studies, Umeå University, Department of Economics, number 761, Jan.
• Lönnbark, Carl, 2009, "Uncertainty of Multiple Period Risk Measures," Umeå Economic Studies, Umeå University, Department of Economics, number 768, Apr.
• Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009, "Value at Risk for Large Portfolios," Umeå Economic Studies, Umeå University, Department of Economics, number 769, Apr.
• Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009, "A High-Low Model of Daily Stock Price Ranges," Working Papers, Hong Kong Institute for Monetary Research, number 032009, Jan.
• Thierry Foucault & Ohad Kadan & Eugene Kandel, 2003, "Limit Order Book as a Market for Liquidity," Discussion Paper Series, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem, number dp321, Jan.
• Jadranka Kapic, 2009, "Cash Flow Statements," Economic Analysis, Institute of Economic Sciences, volume 42, issue 3-4, pages 38-49.
• Vasileios Kallinterakis & Maria Lodetti, 2009, "Nonlinearities, Herd Behaviour and Market Illiquidity: Evidence from Montenegro," Economic Analysis, Institute of Economic Sciences, volume 42, issue 3-4, pages 7-17.
• Ibrahim A. Onour, 2009, "Financial integration of GCC capital markets: evidence of non-linear cointegration," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, volume 1, issue 3, pages 251-265.
• Stavros Degiannakis & George Giannopoulos, 2009, "Is PEAD a consequence of the presence of the cognitive bias of self-attribution in investors' expectations regarding permanent earnings? Evidence from Athens Stock Exchange," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 1, issue 1, pages 89-110.
• Silvio John Camilleri & Christopher J. Green, 2009, "The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 1, issue 3, pages 257-284.
• Eva Carceles-Poveda & Daniele Coen-Pirani, 2009, "Shareholders' Unanimity With Incomplete Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 50, issue 2, pages 577-606, May.
• Burcu KIRAN, 2009, "Türkiye’de döviz kuru ve hisse senedi fiyatlarının sınır testi analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 275, pages 66-88.
• Michael MUSSA, 2009, "Global economics crisis and IMF," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 277, pages 18-28.
• Daron ACEMOĞLU, 2009, "Küresel iktisadi kriz," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 277, pages 9-17.
• Canan ERYİĞİT & Mehmet ERYİĞİT, 2009, "Temel finansal oranların sistematik riske etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 281, pages 60-76.
• Miroslav Misina & Greg Tkacz, 2009, "Credit, Asset Prices, and Financial Stress," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 4, pages 95-122, December.
• Jianying Qiu, 2009, "Loss aversion and mental accounting: The favorite-longshot bias in parimutuel betting," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2009-15, May.
• Benavides, Guillermo, 2009, "Predictive Accuracy of Futures Options Implied Volatility: the Case of the Exchange Rate Futures Mexican Peso-Us Dollar," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 09, pages 55-95, segundo s.
• Rosa Borges, 2009, "Calendar Effects in Stock Markets: Critique of Previous Methodologies and Recent Evidence in European Countries," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2009/37, Sep.
• António Afonso & Ricardo M. Sousa, 2009, "The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2009/09, Mar.
• Beatriz García Osma & Encarna Guillamón Saorín, 2009, "Corporate governance and impression management in annual press releases," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2009-02, Mar.
• Joaquín Farinos & Vicente Sanchis, 2009, "Factores determinantes de la salida a bolsa en España," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2009-03, Mar.
• McArdle, John J. & Smith, James P. & Willis, Robert, 2009, "Cognition and Economic Outcomes in the Health and Retirement Survey," IZA Discussion Papers, IZA Network @ LISER, number 4269, Jun.
• Charles K.D. Adjasi & Nicholas Biekpe, 2009, "Do stock markets matter in investment growth in Africa?," Journal of Developing Areas, Tennessee State University, College of Business, volume 43, issue 1, pages 109-120, September.
• Edi Karni, 2009, "A Mechanism for Thawing the Credit Markets," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 551, May.
• Schulz Alexander & Wolff Guntram B., 2009, "The German Sub-national Government Bond Market: Structure, Determinants of Yield Spreads and Berlin’s Forgone Bail-out," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 229, issue 1, pages 61-83, February, DOI: 10.1515/jbnst-2009-0105.
• Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009, "A high-low model of daily stock price ranges," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 2, pages 103-119, DOI: 10.1002/for.1087.
• Falko Fecht & Antoine Martin, 2009, "Banks, markets, and efficiency," Annals of Finance, Springer, volume 5, issue 2, pages 131-160, March, DOI: 10.1007/s10436-008-0102-x.
• Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen & Erik Schlögl, 2009, "Alternative Defaultable Term Structure Models," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 16, issue 1, pages 1-31, March, DOI: 10.1007/s10690-009-9084-6.
• Martin Eling & Luisa Tibiletti, 2009, "Good and Bad News on Capital Market Return Ellipticity," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 37, issue 2, pages 209-210, June, DOI: 10.1007/s11293-009-9169-7.
• Taiji Watanabe, 2009, "Neutrality of a Dividend Imputation System under the Modigliani–Miller Proposition," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 37, issue 3, pages 321-322, September, DOI: 10.1007/s11293-009-9178-6.
• Franz Gehrels, 2009, "Financial Markets and the Instability of General Equilibrium," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 37, issue 4, pages 327-333, December, DOI: 10.1007/s11293-009-9191-9.
• Héléna Beltran-Lopez & Pierre Giot & Joachim Grammig, 2009, "Commonalities in the order book," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 3, pages 209-242, September, DOI: 10.1007/s11408-009-0109-y.
• Asani Sarkar, 2009, "Liquidity risk, credit risk, and the federal reserve’s responses to the crisis," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 4, pages 335-348, December, DOI: 10.1007/s11408-009-0116-z.
• Gerald Lander & Katherine Barker & Margarita Zabelina & Tiffany Williams, 2009, "Subprime Mortgage Tremors: An International Issue," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 1, pages 1-16, February, DOI: 10.1007/s11294-008-9177-4.
• Thomas Zieger, 2009, "Rating of Network-Integrated Corporations," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 1, pages 115-124, February, DOI: 10.1007/s11294-008-9186-3.
• François-Éric Racicot & Raymond Théoret, 2009, "On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 1, pages 30-43, February, DOI: 10.1007/s11294-008-9179-2.
• Krzysztof Kompa & Aleksandra Matuszewska-Janica, 2009, "Efficiency of the Warsaw Stock Exchange: Analysis of Selected Properties," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 1, pages 59-70, February, DOI: 10.1007/s11294-008-9180-9.
• Dong Lee, 2009, "How Do Employees View Their Underwater Stock Options?: Evidence from the Stock Option Exchange Program," Journal of Financial Services Research, Springer;Western Finance Association, volume 35, issue 3, pages 273-296, June, DOI: 10.1007/s10693-009-0053-z.
• Antonio Díaz, 2009, "Retail Investors and the Trading of Treasury Securities," Journal of Financial Services Research, Springer;Western Finance Association, volume 36, issue 1, pages 45-63, August, DOI: 10.1007/s10693-009-0062-y.
• Sei-Wan Kim & Radha Bhattacharya, 2009, "Regional Housing Prices in the USA: An Empirical Investigation of Nonlinearity," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 4, pages 443-460, May, DOI: 10.1007/s11146-007-9094-y.
• Dilip Madan, 2009, "A tale of two volatilities," Review of Derivatives Research, Springer, volume 12, issue 3, pages 213-230, October, DOI: 10.1007/s11147-009-9038-1.
• J. Cuñado & L. Gil-Alana & F. Gracia, 2009, "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 3, pages 233-252, October, DOI: 10.1007/s11156-009-0111-5.
• Werner Kristjanpoller Rodríguez, 2009, "An Analysis of the Day-of-the-Week Effect in Latin American Stock Markets," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 71, pages 189-208.
• Tomas Ramanauskas, 2009, "Agent-Based Financial Modelling: A Promising Alternative to the Standard Representative-Agent Approach," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 3, Mar.
• Tomas Ramanauskas & Aleksandras Vytautas Rutkauskas, 2009, "Building an Artificial Stock Market Populated by Reinforcement-Learning Agents," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 6, Sep.
• Georges Dionne & Geneviève Gauthier & Nadia Ouertani, 2009, "Basket Options on Heterogeneous Underlying Assets," Cahiers de recherche, CIRPEE, number 0918.
• Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche, CIRPEE, number 0948.
• Paul Alagidede & Theodore Panagiotidis, 2009, "Modelling stock returns in Africa’s emerging equity markets," Discussion Paper Series, Department of Economics, University of Macedonia, number 2009_01, Jan, revised Jan 2009.
• John Galbraith & Dongming Zhu, 2009, "Forecasting Expected Shortfall With A Generalized Asymmetric Student-T Distribution," Departmental Working Papers, McGill University, Department of Economics, number 2009-01, Jan.
• Geoffrey Poitras & Chris Veld & Yuriy Zabolotnyuk, 2009, "European Put-Call Parity and the Early Exercise Premium for American Currency Options," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 1-2, pages 39-54, March-Jun.
• Daniella Acker & Nigel W. Duck, 2009, "The Effect of Extreme Markets on the Benefits of International Portfolio Diversification," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 155-188, September.
• Paiardini, Paola, 2009, "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp09053, Sep.
• Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova, 2009, "Volatility Models: from GARCH to Multi-Horizon Cascades," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09036, May.
• Bertrand Maillet & Jean-Philippe Médecin & Thierry Michel, 2009, "High Watermarks of Market Risks," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09054, Aug.
• J. Vermeulen & A. Waterkeyn, 2009, "The Belgian migration to SEPA (Single Euro Payments Area)," Economic Review, National Bank of Belgium, issue ii, pages 69-84, June.
• Ivo Maes, 2009, "On the origins of the BIS macro-prudential approach to financial stability: Alexandre Lamfalussy and financial fragility," Working Paper Research, National Bank of Belgium, number 176, Oct.
• John Y. Campbell & Adi Sunderam & Luis M. Viceira, 2009, "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 14701, Feb.
• Jung-Wook Kim & Jason Lee & Randall Morck, 2009, "Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 14733, Feb.
• Geert Bekaert & Eric Engstrom, 2009, "Asset Return Dynamics under Bad Environment Good Environment Fundamentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 15222, Aug.
• Urban Jermann & Vincenzo Quadrini, 2009, "Macroeconomic Effects of Financial Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 15338, Sep.
• Nicolae Gârleanu & Leonid Kogan & Stavros Panageas, 2009, "The Demographics of Innovation and Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 15457, Oct.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," NBER Working Papers, National Bureau of Economic Research, Inc, number 15533, Nov.
• Alexander David & Pietro Veronesi, 2009, "What Ties Return Volatilities to Price Valuations and Fundamentals?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15563, Dec.
• Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2009, "Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15591, Dec.
• Ricardo M. Sousa & António Afonso, 2009, "The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis," NIPE Working Papers, NIPE - Universidade do Minho, number 3/2009.
• Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2009, "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 0905, Jan.
• Giuseppe Bruno & Riccardo De Bonis, 2009, "Do Financial Systems Converge?: New Evidence from Household Financial Assets in Selected OECD Countries," OECD Statistics Working Papers, OECD Publishing, number 2009/1, Feb, DOI: 10.1787/224175173554.
• Firtescu Bogdan, 2009, "European Economic Integration – Challenges And Consequences On Romanian Financial System Soundness," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 201-207, May.
• Terci Nicolae, 2009, "Budget Retrenchment In The Public Sector - Challenges Against The Background Of The Financial Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 388-394, May.
• Bogdan Victoria & Pop Cosmina Madalina & Popa Dorina Nicoleta, 2009, "Voluntary Internet Financial Reporting And Disclosure – A New Challenge For Romanian Companies," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 770-778, May.
• Moldovan Darie & Silaghi Gheorghe Cosmin, 2009, "A Clustering Of Dja Stocks - The Application In Finance Of A Method First Used In Gene Trajectory Study," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 4, issue 1, pages 1006-1011, May.
• Annastiina Silvennoinen & Timo Teräsvirta, 2009, "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 373-411, Fall.