Research classified by Journal of Economic Literature (JEL) codes

2008

• Alessandro Girardi, 2008, "The Informational Content of Trades on the EuroMTS Platform," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 97, May.
• António Afonso & Ricardo M. Sousa, 2008, "Fiscal Policy, Housing and Stock Prices," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2008/58, Dec.
• Chih-Jen Huang, 2008, "The Interactive Effect between Earnings and Dividend Announcements: Complement or Substitute?," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 4, issue 2, pages 163-180, July.
• Felipe Zurita, 2008, "Liquidity and market incompleteness," Annals of Finance, Springer, volume 4, issue 3, pages 299-303, July, DOI: 10.1007/s10436-007-0080-4.
• Adrian Banner & Daniel Fernholz, 2008, "Short-term relative arbitrage in volatility-stabilized markets," Annals of Finance, Springer, volume 4, issue 4, pages 445-454, October, DOI: 10.1007/s10436-007-0085-z.
• Santiago Budría, 2008, "An Exploration of Asset Returns in a Production Economy with Relative Habits," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 36, issue 3, pages 261-274, September, DOI: 10.1007/s11293-008-9134-x.
• Mahua Barari & Saibal Mitra, 2008, "Power Law Versus Exponential Law in Characterizing Stock Market Returns," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 36, issue 3, pages 377-379, September, DOI: 10.1007/s11293-008-9131-0.
• Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008, "E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 221-244, September, DOI: 10.1007/s10614-008-9130-x.
• Reinhold Hafner & Martin Wallmeier, 2008, "Optimal investments in volatility," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 2, pages 147-167, June, DOI: 10.1007/s11408-008-0076-8.
• Peter Gomber & Peter Rohr & Uwe Schweickert, 2008, "Sports betting as a new asset class—current market organization and options for development," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 2, pages 169-192, June, DOI: 10.1007/s11408-008-0077-7.
• Günter Franke & Julia Hein, 2008, "Securitization of mezzanine capital in Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 3, pages 219-240, September, DOI: 10.1007/s11408-008-0082-x.
• Roman Tancar & Jan Viebig, 2008, "Alternative beta applied—an introduction to hedge fund replication," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 3, pages 259-279, September, DOI: 10.1007/s11408-008-0079-5.
• François-Éric Racicot & Raymond Théoret, 2008, "On Optimal Instrumental Variables Generators: An Application to Hedge Funds Returns," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 4, pages 473-474, November, DOI: 10.1007/s11294-008-9169-4.
• Juerg Syz & Paolo Vanini & Marco Salvi, 2008, "Property Derivatives and Index-Linked Mortgages," The Journal of Real Estate Finance and Economics, Springer, volume 36, issue 1, pages 23-35, January, DOI: 10.1007/s11146-007-9071-5.
• Andrea Mattozzi, 2008, "Can we insure against political uncertainty? Evidence from the U.S. stock market," Public Choice, Springer, volume 137, issue 1, pages 43-55, October, DOI: 10.1007/s11127-008-9311-0.
• Paul Brockman & Dennis Chung, 2008, "Investor protection, adverse selection, and the probability of informed trading," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 2, pages 111-131, February, DOI: 10.1007/s11156-007-0049-4.
• Warren Dean & Robert Faff, 2008, "Evidence of feedback trading with Markov switching regimes," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 2, pages 133-151, February, DOI: 10.1007/s11156-007-0047-6.
• B. Craven & Sardar Islam, 2008, "A model for stock market returns: non-Gaussian fluctuations and financial factors," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 4, pages 355-370, May, DOI: 10.1007/s11156-007-0066-3.
• Malay Dey & Hossein Kazemi, 2008, "Bid ask spread in a competitive market with institutions and order size," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 4, pages 433-453, May, DOI: 10.1007/s11156-007-0056-5.
• Francis In & Sangbae Kim & Vijaya Marisetty & Robert Faff, 2008, "Analysing the performance of managed funds using the wavelet multiscaling method," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 1, pages 55-70, July, DOI: 10.1007/s11156-007-0061-8.
• William Hardin & Kartono Liano & Kam Chan & Robert Fok, 2008, "Finance editorial board membership and research productivity," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 3, pages 225-240, October, DOI: 10.1007/s11156-007-0067-2.
• Luis Gil-Alana & Rolando Peláez, 2008, "The persistence of earnings per share," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 4, pages 425-439, November, DOI: 10.1007/s11156-007-0077-0.
• Boolell-Gunesh S. & Broihanne M-H. & Merli M., 2008, "Are French Individual Investors reluctant to realize their losses?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2008-09.
• Falko Fecht & Kevin X. D. Huang & Antoine Martin, 2008, "Financial Intermediaries, Markets, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 4, pages 701-720, June.
• Theodore Panagiotidis, 2008, "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_14, Dec, revised Dec 2008.
• David Michayluk & Laurie Prather, 2008, "A Liquidity Motivated Algorithm for Discerning Trade Direction," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 45-66, March-Jun.
• L. K. Hotta & E. C. Lucas & H. P Palaro, 2008, "Estimation of VaR Using Copula and Extreme Value Theory," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 3-4, pages 205-218, September.
• Giorgio PIZZUTTO, 2008, "Rischio di lungo periodo e premio a termine," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-003, Feb.
• Giorgio PIZZUTTO, 2008, "Tassi di interesse reali, rischio di lungo periodo e cicli economici," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-005, Feb.
• Giorgio PIZZUTTO, 2008, "Rischio di lungo periodo e premio a termine," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-03, Feb.
• Giorgio PIZZUTTO, 2008, "Tassi di interesse reali, rischio di lungo periodo e cicli economici," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-05, Feb.
• Ágnes Lublóy & Eszter Tanai, 2008, "Operational Disruption and the Hungarian Real Time Gross Settlement System (VIBER)," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/75.
• Mathieu Gatumel & Dominique Guegan, 2008, "Towards an understanding approach of the insurance linked securities market," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08006, Jan.
• Alexander Subbotin, 2008, "A multi-horizon scale for volatility," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08020, Mar.
• Ghislain Yanou, 2008, "Extension of random matrix theory to the L-moments for robust portfolio allocation," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08103, Dec.
• Hanno Lustig & Stijn Van Nieuwerburgh & Adrien Verdelhan, 2008, "The Wealth-Consumption Ratio," NBER Working Papers, National Bureau of Economic Research, Inc, number 13896, Mar.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008, "Sell Side School Ties," NBER Working Papers, National Bureau of Economic Research, Inc, number 13973, May.
• Paul Asquith & Rebecca Oman & Christopher Safaya, 2008, "Short Sales and Trade Classification Algorithms," NBER Working Papers, National Bureau of Economic Research, Inc, number 14158, Jul.
• René M. Stulz, 2008, "Securities Laws, Disclosure, and National Capital Markets in the Age of Financial Globalization," NBER Working Papers, National Bureau of Economic Research, Inc, number 14218, Aug.
• Gerard Hoberg & Gordon M. Phillips, 2008, "Real and Financial Industry Booms and Busts," NBER Working Papers, National Bureau of Economic Research, Inc, number 14290, Aug.
• Paul W. Rhode & Koleman Strumpf, 2008, "Historical Political Futures Markets: An International Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 14377, Oct.
• Matthew J. Higgins & Paula E. Stephan & Jerry G. Thursby, 2008, "Conveying Quality and Value in Emerging Industries: Star Scientists and the Role of Learning in Biotechnology," NBER Working Papers, National Bureau of Economic Research, Inc, number 14602, Dec.
• Ricardo Ribeiro, 2008, "Market Dominance and Barriers to Competition in Financial Trading Venues," Working Papers, NET Institute, number 08-35, Oct, revised Oct 2008.
• Ricardo M. Sousa & António Afonso, 2008, "Fiscal Policy, Housing and Stock Prices," NIPE Working Papers, NIPE - Universidade do Minho, number 21/2008.
• Annabelle Mourougane & Lukas Vogel, 2008, "Speed of Adjustment to Selected Labour Market and Tax Reforms," OECD Economics Department Working Papers, OECD Publishing, number 647, Oct, DOI: 10.1787/234217500715.
• Dinga Emil, 2008, "Asupra portofoliului sustenabil de finanţare," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Michael Boss & Gerhard Fenz & Gerald Krenn & Johannes Pann & Claus Puhr & Thomas Scheiber & Stefan W. Schmitz & Martin Schneider & Eva Ubl, 2008, "Stress Tests for the Austrian FSAP Update 2007: Methodology, Scenarios and Results," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 15, pages 68-92.
• Michael Boss & Gerald Krenn & Valentina Metz & Claus Puhr & Stefan W. Schmitz, 2008, "Systemically Important Accounts, Network Topology and Contagion in ARTIS," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 15, pages 93-111.
• Anghel Flavia & Bucur Cristiana & Radu Elena, 2008, "The Informational Valences Of The Financial Signals System Used In The Evaluation Of Companies Global Performance," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 2, issue 1, pages 105-111, May.
• Popa Adina & Peres Ion, 2008, "Aspects Regarding Corporate Mandatory And Voluntary Disclosure," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 1407-1411, May.
• Batrâncea Ioan & Csegedi Sandor, 2008, "The influence of taxes on financial equilibrium," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 57-63, May.
• Zapodeanu Daniela & Popa Diana, 2008, "The Financial Intermediaries, A Real Danger For Banks?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 901-904, May.
• Chun Liu & John M. Maheu, 2008, "Are There Structural Breaks in Realized Volatility?," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 3, pages 326-360, Summer.
• Guido Lorenzoni, 2008, "Inefficient Credit Booms," The Review of Economic Studies, Review of Economic Studies Ltd, volume 75, issue 3, pages 809-833.
• Martin Lettau & Stijn Van Nieuwerburgh, 2008, "Reconciling the Return Predictability Evidence," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 4, pages 1607-1652, July.
• Tim Jenkinson, 2008, "Public or private equity? How accelerated IPOs can increase competition in offerings," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008fe19, Feb.
• Massimiliano Caporin & Juliusz Pres, 2008, "Forecasting temperature indices with timevarying long-memory models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0088.
• S. Sanfelici & S. Ogawa, 2008, "An improved two-step regularization scheme for spot volatility estimation," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2008-ME02.
• Fernando Lefort & Rodrigo Gonzalez, 2008, "Hacia Un Mejor Gobierno Corporativo En Chile," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 11, issue 1, pages 19-45.
• Francesco, Guidi, 2008, "European Central Bank and Federal Reserve USA: monetary policy effects on the returns volatility of the Italian Stock Market Index Mibtel," MPRA Paper, University Library of Munich, Germany, number 10759, Sep.
• Wenzelburger, Jan, 2008, "A Note on the Two-fund Separation Theorem," MPRA Paper, University Library of Munich, Germany, number 11014, Feb, revised 31 Sep 2008.
• Griffin, Jim & Steel, Mark F.J., 2008, "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper, University Library of Munich, Germany, number 11071, Oct.
• Visser, Marcel P., 2008, "Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure," MPRA Paper, University Library of Munich, Germany, number 11100, Oct.
• Adam, Anokye M. & Tweneboah, George, 2008, "Macroeconomic Factors and Stock Market Movement: Evidence from Ghana," MPRA Paper, University Library of Munich, Germany, number 11256, Oct.
• Papahristodoulou, Christos, 2008, "A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio," MPRA Paper, University Library of Munich, Germany, number 11365, Oct.
• Iqbal, Javed, 2008, "Stock Market in Pakistan: An Overview," MPRA Paper, University Library of Munich, Germany, number 11868, Jul.
• Lawrence, Craig & Thomas, Mathew, 2008, "Real Options: Applications in Public Economics," MPRA Paper, University Library of Munich, Germany, number 11915, Jun.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 11918, Nov, revised 31 Nov 2008.
• Md Isa, Abu Hassan & Puah, Chin-Hong & Yong, Ying-Kiu, 2008, "Risk and return nexus in Malaysian stock market: Empirical evidence from CAPM," MPRA Paper, University Library of Munich, Germany, number 12355.
• Mirjalili, Seyed hossein, 2008, "نقد و بررسی کتاب: مقدمه ای بر اقتصاد بازارهای مالی
  [Review of An Introduction to Economics of Financial Market by James Bradfield]," MPRA Paper, University Library of Munich, Germany, number 125777, Mar, revised 12 Sep 2008.
• Mirjalili, Seyed hossein, 2008, "نقد و بررسی کتاب: اطلاعات نامتقارن در بازارهای مالی؛ مقدمه و کاربردها
  [Review of Asymmetric Information in Financial Market by Ricardo Rebczuk]," MPRA Paper, University Library of Munich, Germany, number 125778, Jan, revised 04 Apr 2008.
• Gray, Wesley & Kern, Andrew, 2008, "Fundamental Value Investors: Characteristics and Performance," MPRA Paper, University Library of Munich, Germany, number 12620, Dec.
• Gray, Wesley, 2008, "Information Exchange and the Limits of Arbitrage," MPRA Paper, University Library of Munich, Germany, number 12621, Dec.
• Smith, Reginald, 2008, "The Spread of the Credit Crisis: View from a Stock Correlation Network," MPRA Paper, University Library of Munich, Germany, number 12659, Nov, revised 02 Dec 2008.
• Mukherjee, Dr. Kedar nath & Mishra, Dr. R. K., 2008, "Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts," MPRA Paper, University Library of Munich, Germany, number 12788, Dec.
• Tanasoiu, Georgiana Lavinia & Enea, Constanta, 2008, "Social Duty and Her Function in Communication Strategy of Firm," MPRA Paper, University Library of Munich, Germany, number 12938, Nov.
• Alexandru, Ciprian Antoniade, 2008, "Indicators for the analysis of the evolution of the stock exchange," MPRA Paper, University Library of Munich, Germany, number 12981, Feb.
• Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily, 2008, "The Efficiency of Trading Halts; Evidence from Bursa Malaysia," MPRA Paper, University Library of Munich, Germany, number 13077, Mar.
• Castagnetti, Carolina & Rossi, Eduardo, 2008, "Euro corporate bonds risk factors," MPRA Paper, University Library of Munich, Germany, number 13440, Oct.
• Onour, Ibrahim, 2008, "Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration," MPRA Paper, University Library of Munich, Germany, number 15187, Jan.
• Chen, Shu-Ling & Kim, Hyeongwoo, 2008, "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," MPRA Paper, University Library of Munich, Germany, number 18680, Aug, revised Nov 2009.
• Pirtea, Marilen & Iovu, Laura Raisa & Milos, Marius Cristian, 2008, "Dynamics of financial markets in the context of globalization," MPRA Paper, University Library of Munich, Germany, number 19889.
• Ntim, Collins G & Opong, Kwaku K & Danbolt, Jo & Dewotor, Frank, 2008, "Can emerging African Stock Markets improve their informational efficiency by formally harmonising and integrating their operations?," MPRA Paper, University Library of Munich, Germany, number 32289, Jul, revised 14 Jul 2011.
• Guzman, Giselle C., 2008, "Using sentiment to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36505, Jun.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Rossi, Francesco, 2008, "Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise," MPRA Paper, University Library of Munich, Germany, number 40183, Dec.
• Allen, David E & Powell, Robert, 2008, "Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective," MPRA Paper, University Library of Munich, Germany, number 47206, Mar.
• Camilleri, Silvio John, 2008, "Month-Related Seasonality of Stock Price Volatility: Evidence from the Malta Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 62493.
• Fagan, Stephen & Gencay, Ramazan, 2008, "Liquidity-Induced Dynamics in Futures Markets," MPRA Paper, University Library of Munich, Germany, number 6677, Jan.
• Schied, Alexander & Schoeneborn, Torsten, 2008, "Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets," MPRA Paper, University Library of Munich, Germany, number 7105, Feb.
• Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak, 2008, "Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 7460, Mar.
• Adam, Anokye M. & Tweneboah, George, 2008, "Do macroeconomic variables play any role in the stock market movement in Ghana?," MPRA Paper, University Library of Munich, Germany, number 9301.
• Adam, Anokye M. & Tweneboah, George, 2008, "Do macroeconomic variables play any role in the stock market movement in Ghana?," MPRA Paper, University Library of Munich, Germany, number 9357, revised 2008.
• Mierzejewski, Fernando, 2008, "The Allocation of Economic Capital in Opaque Financial Conglomerates," MPRA Paper, University Library of Munich, Germany, number 9432, Jul.
• Hasan, Zubair, 2008, "La introducción de la microfinanciación islámica en África: el caso nigeriano," MPRA Paper, University Library of Munich, Germany, number 9522, Jul.
• Challet, Damien & Peirano, Pier Paolo, 2008, "The ups and downs of the renormalization group applied to financial time series," MPRA Paper, University Library of Munich, Germany, number 9770, Jul.
• Petr Musílek, 2008, "Causes of Global Financial Crises and Regulation-Failure
  [Příčiny globální finanční krize a selhání regulace]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2008, issue 4, pages 6-20, DOI: 10.18267/j.cfuc.285.
• Martin Mandel & Vladimír Tomšík, 2008, "Relativní verze teorie parity kupní síly: problémy empirické verifikace
  [Relative version of the theory of purchasing power parity: problems of empirical verification]," Politická ekonomie, Prague University of Economics and Business, volume 2008, issue 6, pages 723-738, DOI: 10.18267/j.polek.660.
• Pinelopi Koujianou Goldberg & Rebecca Hellerstein, 2008, "A Framework for Identifying the Sources of Local-Currency Price Stability with an Empirical Application," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1161, Mar.
• Jean-François Théodore, 2008, "Banque et Bourse : la nouvelle frontière," Revue d'Économie Financière, Programme National Persée, volume 92, issue 2, pages 113-120, DOI: 10.3406/ecofi.2008.5083.
• Dominique Hoenn & Gilles Vaysset, 2008, "La stratégie des banques face aux marchés dans le contexte nouveau de la MIFID : Entretien avec Dominique Hoenn," Revue d'Économie Financière, Programme National Persée, volume 92, issue 2, pages 121-128, DOI: 10.3406/ecofi.2008.5084.
• Yves Jégourel, 2008, "Les fonds d’investissement en microfinance : nouvelle niche de la finance éthique ?," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 89-102, DOI: 10.3406/ecofi.2008.5268.
• Patrick Artus, 2008, "Les hedge funds ont-ils une influence déstabilisante ?," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 103-114, DOI: 10.3406/ecofi.2008.5269.
• Inès Chaari & Jézabel Couppey-Soubeyran, 2008, "La place des banques dans le financement de l’économie tunisienne," Revue d'Économie Financière, Programme National Persée, volume 93, issue 3, pages 297-317, DOI: 10.3406/ecofi.2008.5287.
• Giovanni Cespa & Thierry Foucault, 2008, "Insiders-Outsiders, Transparency and the Value of the Ticker," Working Papers, Queen Mary University of London, School of Economics and Finance, number 628, Apr.
• Martin Lettau & Sydney Ludvigson, 2008, "Code and data files for "Euler Equation Errors"," Computer Codes, Review of Economic Dynamics, number 08-106, revised .
• Luis M. Viceira & Adi Sunderam & John Y. Campbell, 2008, "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," 2008 Meeting Papers, Society for Economic Dynamics, number 355.
• Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2008, "Introducing Financial Frictions and Unemployment into a Small Open Economy Model," 2008 Meeting Papers, Society for Economic Dynamics, number 423.
• Gheorghe Hurduzeu & Laura Gabriela Constantin, 2008, "Several Aspects Regarding Weather and Weather Derivatives," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 11, issue 27, pages 187-202, January.
• Akiko Terada-Hagiwara, 2008, "Asian Holdings of US Treasury Securities: Trade Integration as a Threshold," ADB Economics Working Paper Series, Asian Development Bank, number 137, Dec.
• William James & Donghyun Park & Shikha Jha & Juthathip Jongwanich & Akiko Terada-Hagiwara & Lea Sumulong, 2008, "The US Financial Crisis, Global Financial Turmoil, and Developing Asia: Is the Era of High Growth at an End?," ADB Economics Working Paper Series, Asian Development Bank, number 139, Dec.
• Vasco Salazar Soares, 2008, "Technical Analysis and Nonlinear Dynamics," Working Papers, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE), number 5/2008, Feb.
• Angelos A. Antzoulatos & John Thanopoulos, 2008, "Financial System Structure and Change - 1986-2005 Evidence from the OECD Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 23, pages 977-1001.
• Yinqiu Lu & Salih Neftci, 2008, "Financial instruments to hedge commodity price risk for developing countries," Journal of Financial Transformation, Capco Institute, volume 24, pages 137-143.
• Alan Palmiter & Ahmed Taha, 2008, "Mutual Fund Investors: Sharp Enough?," Journal of Financial Transformation, Capco Institute, volume 24, pages 113-121.
• B. Leyman & K. Schoors, 2008, "Bank Debt Restructuring under Belgian Court-Supervised Reorganization," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 08/508, Apr.
• Sushil Wadhwani, 2008, "Should Monetary Policy Respond To Asset Price Bubbles? Revisiting the Debate," National Institute Economic Review, National Institute of Economic and Social Research, volume 206, issue 1, pages 25-34, October.
• Tim Jenkinson, 2008, "Public or private equity? How accelerated IPOs can increase competition in offerings," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe19.
• Giovanni Cespa & Xavier Vives, 2008, "Dynamic Trading and Asset Prices: Keynes vs. Hayek," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 191, Jan.
• Manuel Ammann & Andreas Zingg, 2008, "Investment Performance of Swiss Pension Funds and Investment Foundations," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue II, pages 153-195, June.
• Almut Veraart, 2008, "Inference for the jump part of quadratic variation of Itô semimartingales," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-17, Mar.
• Ingmar Nolte & Valeri Voev, 2008, "Estimating High-Frequency Based (Co-) Variances: A Unified Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-31, Jun.
• Almut E. D. Veraart, 2008, "Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-57, Nov.
• Archishman Chakraborty & Bilge Yilmaz, 2008, "Microstructure Bluffing with Nested Information," American Economic Review, American Economic Association, volume 98, issue 2, pages 280-284, May, DOI: 10.1257/aer.98.2.280.
• Hendrik Bessembinder & William Maxwell, 2008, "Markets: Transparency and the Corporate Bond Market," Journal of Economic Perspectives, American Economic Association, volume 22, issue 2, pages 217-234, Spring.
• Jay R. Ritter, 2008, "Forensic Finance," Journal of Economic Perspectives, American Economic Association, volume 22, issue 3, pages 127-147, Summer.
• Jerry H. Tempelman & Hendrik Bessembinder & William Maxwell, 2008, "Comments," Journal of Economic Perspectives, American Economic Association, volume 22, issue 4, pages 225-226, Fall.
• Bogan, Vicki, , "Are Higher 529 College Savings Plan Fees Linked to Greater State Tax Incentives?," Working Papers, Cornell University, Department of Applied Economics and Management, number 51127, DOI: 10.22004/ag.econ.51127.
• Ioan TRENCA & Adrian ZOICAS-IENCIU, 2008, "Stock Markets and their informational inefficiencies - the BSE case," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 8, pages 117-125, December.
• Mirela CRISTEA & Raluca DRACEA & Murat KASIMOGLU, 2008, "Risk insolvability management through optimizing insurance portfolio - mathematical calculations," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 8, pages 93-98, December.
• Petru Åžtefea & Andrei Pelin & Daniel Brindescu, 2008, "The Reflection Of Enterprise Performance Through Cash Flows," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-24.
• Dima Bogda & Pirtea Marilen & Murgea Aurora & Mura Petru Ovidiu, 2008, "Recent Changes On Romanian Capital Market'S Volatility In The Framework Of A Component Garch Model," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-25.
• Melles Hagos Tewolde, 2008, "Investment Decisions In A Firm As The Part Of Business Financial Decision System," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-29.
• Teodor Hada, 2008, "Uncorrelations In The Value Stock Exchange In Bucharest," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-30.
• Bogdan Dima & Aurora Murgea & Gabriel Marilen Pirtea, 2008, "Recent Evolutions Of The Romanian Capital Market In The Context Of Financial Crisis," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-46.
• Victoria Bogdan & Cosmina Mădălina Pop, 2008, "Romanian Companies' Web-Based Disclosure Choices And Capital Markets," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-9.
• Erhan Bayraktar & Hasanjan Sayit, 2008, "No Arbitrage Conditions For Simple Trading Strategies," Papers, arXiv.org, number 0801.4047, Jan, revised Jan 2009.
• J. Doyne Farmer & John Geanakoplos, 2008, "The virtues and vices of equilibrium and the future of financial economics," Papers, arXiv.org, number 0803.2996, Mar.
• Ivan Angelov, 2008, "The Global Financial and Economic Crisis and Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 35-65.
• Velcho Soyanov, 2008, "The Neoliberal Financial System - Provocateur and Generator of the Global Financial and Economic Crisis and the Expectations after it," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 35-47.
• Miroslav Misina & Greg Tkacz, 2008, "Credit, Asset Prices, and Financial Stress in Canada," Staff Working Papers, Bank of Canada, number 08-10, DOI: 10.34989/swp-2008-10.
• Sarai Criado & Adrian van Rixtel, 2008, "Structured finance and the financial turmoil of 2007-2008: and introductory overview," Occasional Papers, Banco de España, number 0808, Aug.
• Elizondo Rocío & Padilla Pablo, 2008, "An Analytical Approach to Merton's Rational Option Pricing Theory," Working Papers, Banco de México, number 2008-03, Mar.
• Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2011, "On equilibrium prices in continuous time," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 397, Aug.
• Don Bredin & John Cotter, 2008, "Volatility And Irish Exports," Economic Inquiry, Western Economic Association International, volume 46, issue 4, pages 540-560, October, DOI: 10.1111/j.1465-7295.2007.00101.x.
• Thierry Foucault & Albert J. Menkveld, 2008, "Competition for Order Flow and Smart Order Routing Systems," Journal of Finance, American Finance Association, volume 63, issue 1, pages 119-158, February, DOI: 10.1111/j.1540-6261.2008.01312.x.
• Giovanni Cespa, 2008, "Information Sales and Insider Trading with Long‐Lived Information," Journal of Finance, American Finance Association, volume 63, issue 2, pages 639-672, April, DOI: 10.1111/j.1540-6261.2008.01327.x.
• JULES H. Van BINSBERGEN & MICHAEL W. BRANDT & RALPH S. J. KOIJEN, 2008, "Optimal Decentralized Investment Management," Journal of Finance, American Finance Association, volume 63, issue 4, pages 1849-1895, August, DOI: 10.1111/j.1540-6261.2008.01376.x.
• Arnoud W. A. Boot & Radhakrishnan Gopalan & Anjan V. Thakor, 2008, "Market Liquidity, Investor Participation, and Managerial Autonomy: Why Do Firms Go Private?," Journal of Finance, American Finance Association, volume 63, issue 4, pages 2013-2059, August, DOI: 10.1111/j.1540-6261.2008.01380.x.
• Randi Næs & Bernt Arne Ødegaard, 2008, "Liquidity and asset pricing: Evidence on the role of investor holding period," Working Paper, Norges Bank, number 2007/11, Jan.
• Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegard, 2008, "Liquidity and the business cycle," Working Paper, Norges Bank, number 2008/11, Jul.
• Joonhyuk Song & Youngsoo Choi, 2008, "Bond Risk Premia and Business Cycle (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 14, issue 4, pages 1-46, December.
• Beum-Jo Park, 2008, "A Study on the Relationship between Volatility and Trading Volumes Using a Surprising-Information-Stochastic-Volatility(SISV) Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 14, issue 4, pages 47-85, December.
• Cuneyt Akar, 2008, "Do Foreigners Act as Positive Feedback Traders in Turkey?," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 10, issue 39, pages 59-66.
• Rafael Victal Saliba, 2008, "Application of Multiple Evaluation Models in Brazil," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 1, pages 13-47.
• Ludovic Desmedt, 2008, "L'analyse de la monnaie et de la finance par David Hume. Conventions, promesses, régulations," Revue économique, Presses de Sciences-Po, volume 59, issue 1, pages 51-73.
• Harvey, A. & Chakravarty, T., 2008, "Beta-t-(E)GARCH," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0840, Sep.
• Theodoros Diasakos, 2008, "Comparative Statics of Asset Prices," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 72, revised 2011.
• M. Hashem Pesaran & Andreas Pick, 2004, "Econometric Issues in the Analysis of Contagion," CESifo Working Paper Series, CESifo, number 1176.
• Yin-Wong Cheung, 2006, "An Empirical Model of Daily Highs and Lows," CESifo Working Paper Series, CESifo, number 1695.
• Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2008, "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," CESifo Working Paper Series, CESifo, number 2205.
• Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008, "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series, CESifo, number 2330.
• Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan, 2008, "A High-Low Model of Daily Stock Price Ranges," CESifo Working Paper Series, CESifo, number 2387.
• Alexander Kovalenkov & Xavier Vives, 2008, "Competitive Rational Expectations Equilibria without Apology," CESifo Working Paper Series, CESifo, number 2446.
• J. Doyne Farmer & John Geanakoplos, 2008, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Levine's Working Paper Archive, David K. Levine, number 122247000000002067, Apr.
• David Bardey & Nohora Forero Ram√≠rez, 2008, "Teor√≠as y algunas experiencias internacionales en el financiamiento de la educaci√≥n superior: lecciones para Colombia," Documentos de Trabajo, Universidad del Rosario, number 4692, May.
• Marta Casas Monsegny & Edilberto Cepeda, 2008, "Modelos ARCH, GARCH y EGARCH: aplicaciones a series financieras," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Oscar Becerra & Luis Fernando Melo, 2008, "Medidas De Riesgo Financiero Usando C�Pulas: Teor�A Y Aplicaciones," Borradores de Economia, Banco de la Republica, number 4523, Feb.
• Dairo Estrada & Javier Guti�rrez Rueda, 2008, "Supervisi�N Y Regulaci�N Del Sistema Financiero:Modelos Implicaciones Y Alcances," Borradores de Economia, Banco de la Republica, number 4543, Feb.
• Jorge Enrique Bueno Orozco, 2008, "La valoración de empresas: sus fundamentos económicos, estratégicos y financieros," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• José Joaquín Alzate Marín, 2008, "Cómo medir la quiebra de las empresas en Santander, el modelo logístico: una herramienta para evaluar el riesgo de quiebra," Revista CIFE, Universidad Santo Tomás.
• Alberto Gómez Mejía, 2008, "Modelos EGARCH Aplicados a la prueba del CAPM y los Modelos multifactoriales párrafo Acciones colombianas (2002-2008)," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.227.
• Adriana Patricia López Velázquez & N�stor Juan Sanabria Landaz�bal, 2008, "Bogotá: metrópoli de conflictos," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.225.
• Santiago Manuel Sáenz Torres & Salom�n Helfgott Lerner, 2008, "Evaluación del impacto de la agricultura de conservación en la reconversión agropecuaria sustentable de la región centro-andina colombiana," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.220.
• CHOLLETE, Loran & HEINEN, Andréas & VALDESOGO, Alfonso, 2008, "Modeling international financial returns with a multivariate regime switching copula," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008013, Mar.
• Michiel Bijlsma & Wim Suyker, 2008, "The credit crisis and the Dutch economy... in eight frequently asked questions," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 210, Dec.
• Sarno, Lucio & Valente, Giorgio, 2008, "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6638, Jan.
• Foucault, Thierry & Cespa, Giovanni, 2008, "Insiders-Outsiders, Transparency and the Value of the Ticker," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6794, Apr.
• Vives, Xavier & Kovalenkov, Alex, 2008, "Competitive Rational Expectations Equilibria Without Apology," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7025, Oct.
• Claessens, Stijn & Yafeh, Yishay, 2008, "Additions to Market Indices and the Comovement of Stock Returns around the World," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7052, Nov.
• George Xanthos & Dikaios Tserkezos, 2008, "Optimal Portfolio Analysis for the Czech Republic, Hungary and Poland During 2001-2006 Period," Working Papers, University of Crete, Department of Economics, number 0813, Nov.
• Moreno, M. & Serrano, P. & Stute, Winfried, 2008, "Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb084912, Oct.
• Loran , CHOLLETTE & Andreas , HEINEN & Alfonso , VALDESOGO, 2008, "Modelling international financial returns with a multivariate regime switching copula," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2008011, Apr.
• Paul P.J. Gao & Kevin X.D. Huang, 2008, "Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence," Annals of Economics and Finance, Society for AEF, volume 9, issue 1, pages 1-37, May.
• Love, Ryan & Payne, Richard, 2008, "Macroeconomic News, Order Flows, and Exchange Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 43, issue 2, pages 467-488, June.
• J. Doyne Farmer & John Geanakoplos, 2008, "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1647, Mar.