Research classified by Journal of Economic Literature (JEL) codes

2008

• Hélène Rainelli-Le Montagner, 2008, "Finance d'entreprise:voix nouvelles et nouvelles voies," Revue Finance Contrôle Stratégie, revues.org, volume 11, issue Special, pages 291-313, June.
• Fabrice Hervé, 2008, "Fonds de retraite et performance:la famille compte-t-elle ?," Revue Finance Contrôle Stratégie, revues.org, volume 11, issue 2, pages 79-104, June.
• Fabrice Hervé, 2008, "Fonds de retraite et performance:la famille compte-t-elle? - Pension Funds performance: does family matter?," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, number 1080503, May.
• FAN He, 2008, "Tsunami in New York Earthquake in Beijing?," Finance Working Papers, East Asian Bureau of Economic Research, number 22733, Jan.
• Saffi, Pedro, 2008, "Differences of opinion, information and the timing of trades," IESE Research Papers, IESE Business School, number D/747, Apr.
• De Santis, Roberto A. & Sarno, Lucio, 2008, "Assessing the benefits of international portfolio diversification in bonds and stocks," Working Paper Series, European Central Bank, number 883, Mar.
• De Fiore, Fiorella & Tristani, Oreste, 2008, "Credit and the natural rate of interest," Working Paper Series, European Central Bank, number 889, Apr.
• Ammer, John & Cai, Fang, 2008, "Sovereign CDS and Bond Pricing Dynamics in Emerging Markets: Does the Cheapest-to-Deliver Option Matter?," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 09-2, Mar.
• Cerrato, Mario & Abbasyan, Abdollah, 2008, "Optimal Martingales and American Option Pricing," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-36.
• Cerrato, Mario, 2008, "Valuing American Derivatives by Least Squares Methods," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-44.
• Kreickemeier, Udo & Raimondos-Møller, Pascalis, 2008, "Tari[ff]-tax reforms and market access," Journal of Development Economics, Elsevier, volume 87, issue 1, pages 85-91, August.
• Sørensen, Anders, 2008, "Skill-upgrading and internationalization: Country-of-origin or end-use of products," Economics Letters, Elsevier, volume 101, issue 1, pages 9-12, October.
• Bali, Turan G. & Cakici, Nusret & Levy, Haim, 2008, "A model-independent measure of aggregate idiosyncratic risk," Journal of Empirical Finance, Elsevier, volume 15, issue 5, pages 878-896, December.
• Munch, Jakob Roland & Skaksen, Jan Rose, 2008, "Human capital and wages in exporting firms," Journal of International Economics, Elsevier, volume 75, issue 2, pages 363-372, July.
• Chen, An, 2008, "Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies," Insurance: Mathematics and Economics, Elsevier, volume 42, issue 3, pages 1035-1049, June.
• Capelle-Blancard, Gunther & Couppey-Soubeyran, Jezabel & Soulat, Laurent, 2008, "The measurement of financial intermediation in Japan," Japan and the World Economy, Elsevier, volume 20, issue 1, pages 40-60, January.
• Kalev, Petko S. & Nguyen, Anh H. & Oh, Natalie Y., 2008, "Foreign versus local investors: Who knows more? Who makes more?," Journal of Banking & Finance, Elsevier, volume 32, issue 11, pages 2376-2389, November.
• Norden, Lars & Wagner, Wolf, 2008, "Credit derivatives and loan pricing," Journal of Banking & Finance, Elsevier, volume 32, issue 12, pages 2560-2569, December.
• Foucault, Thierry & Gehrig, Thomas, 2008, "Stock price informativeness, cross-listings, and investment decisions," Journal of Financial Economics, Elsevier, volume 88, issue 1, pages 146-168, April.
• Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008, "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, volume 89, issue 1, pages 158-174, July.
• Deidda, Luca & Fattouh, Bassam, 2008, "Banks, financial markets and growth," Journal of Financial Intermediation, Elsevier, volume 17, issue 1, pages 6-36, January.
• Menkveld, Albert J., 2008, "Splitting orders in overlapping markets: A study of cross-listed stocks," Journal of Financial Intermediation, Elsevier, volume 17, issue 2, pages 145-174, April.
• Warnock, Veronica Cacdac & Warnock, Francis E., 2008, "Markets and housing finance," Journal of Housing Economics, Elsevier, volume 17, issue 3, pages 239-251, September.
• Bruti-Liberati, Nicola & Martini, Filippo & Piccardi, Massimo & Platen, Eckhard, 2008, "A hardware generator of multi-point distributed random numbers for Monte Carlo simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 77, issue 1, pages 45-56, DOI: 10.1016/j.matcom.2007.01.031.
• Lefort, Fernando, 2008, "El efecto de los conflictos de agencia en las políticas de dividendos a los accionistas. El caso chileno," El Trimestre Económico, Fondo de Cultura Económica, volume 75, issue 299, pages 597-639, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v75i.
• Antonio Ruiz-Porras, 2008, "Banking Competition and Financial Fragility: Evidence from Panel-Data," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 23, issue 1, pages 49-87.
• Kristiina Raade & Catarina Dantas Machado Rosa, 2008, "Recent Developments in the European Private Equity Markets," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 319, Apr.
• Siba Prasada Panda, Niranjan Swain, D.K. Malhotra, 2008, "Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 1, pages 85-105, April.
• Martins-da-Rocha, Victor Filipe & Riedel, Frank, 2008, "On equilibrium prices in continuous time," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 672, Feb.
• Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2008, "Asset prices, exchange rates and the current account," Working Papers, Federal Reserve Bank of St. Louis, number 2008-031, DOI: 10.20955/wp.2008.031.
• James J. McAndrews & Asani Sarkar & Zhenyu Wang, 2008, "The effect of the Term Auction Facility on the London inter-bank offered rate," Staff Reports, Federal Reserve Bank of New York, number 335.
• Tobias Adrian & Emanuel Moench, 2008, "Pricing the term structure with linear regressions," Staff Reports, Federal Reserve Bank of New York, number 340.
• Tobias Adrian & Markus K. Brunnermeier, 2008, "CoVaR," Staff Reports, Federal Reserve Bank of New York, number 348.
• Erick Rengifo & Emanuela Trifan, 2008, "How Investors Face Financial Risk Loss Aversion and Wealth Allocation," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2008-01.
• Luiz A. Esteves, 2008, "Risk of Firm Closure and Wages in Brazil: Compensating Wage Di erentials or Bargaining Concessions?," Working Papers, Universidade Federal do Paraná, Department of Economics, number 0077.
• Mario Cerrato, 2008, "Valuing American Derivatives by Least Squares Methods," Working Papers, Business School - Economics, University of Glasgow, number 2008_12, Apr, revised Sep 2008.
• Bruno AMABLE (Université Paris I and CEPREMAP) & Yannick LUNG (GREThA-GRES), 2008, "The European Socio-Economic Models of a Knowledge-based society. Main findings and conclusions," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2008-20.
• Bruno AMABLE & Yannick LUNG, 2008, "The European Socio-Economic Models of a Knowledge-based society. \r\nMain findings and conclusion \r\n," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2008-26.
• Yannick Lung & Bruno Amable, 2008, "The European Socio-Economic Models of a Knowledge-based society. Main findings and conclusion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00387535, Dec.
• Mathieu Gatumel & Dominique Guegan, 2008, "Towards an understanding approach of the insurance linked securities market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00235354, Jan.
• Gunther Capelle-Blancard & Jézabel Couppey-Soubeyran & Laurent Soulat, 2008, "The measurement of financial intermediation in Japan," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00265547, Jan, DOI: 10.1016/j.japwor.2006.08.005.
• Inès Chaari & Jézabel Couppey-Soubeyran, 2008, "La place des banques dans le financement de l'économie tunisienne," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00311356, Oct.
• Yannick Lung & Bruno Amable, 2008, "The European Socio-Economic Models of a Knowledge-based society. Main findings and conclusion," Post-Print, HAL, number hal-00387535, Dec.
• Thierry Foucault & Albert J. Menkveld, 2008, "Competition for Order Flow and Smart Order Routing Systems," Post-Print, HAL, number hal-00459801, Feb, DOI: 10.1111/j.1540-6261.2008.01312.x.
• Thierry Foucault & Thomas Gehrig, 2008, "Stock price informativeness, cross-listings and investment decisions," Post-Print, HAL, number hal-00459807, Apr, DOI: 10.1016/j.jfineco.2007.05.007.
• Fabrice Hervé, 2008, "Fonds de retraite et performance : la famille compte-t-elle ?," Post-Print, HAL, number hal-00488379.
• Christophe Blot & Sabine Le Bayon & Matthieu Lemoine & Paola Veroni & Mathieu Plane & Christine Rifflart, 2008, "Finance : rien ne va plus," Post-Print, HAL, number hal-01052779, Oct, DOI: 10.3917/reof.107.0307.
• Gunther Capelle-Blancard & Jézabel Couppey-Soubeyran & Laurent Soulat, 2008, "The measurement of financial intermediation in Japan," Post-Print, HAL, number halshs-00265547, Jan, DOI: 10.1016/j.japwor.2006.08.005.
• Inès Chaari & Jézabel Couppey-Soubeyran, 2008, "La place des banques dans le financement de l'économie tunisienne," Post-Print, HAL, number halshs-00311356, Oct.
• Fabrice Hervé, 2008, "Fonds de retraite et performance : la famille compte-t-elle ?," Post-Print, HAL, number halshs-00314395, Jun.
• Yannick Lung & Bruno Amable, 2008, "The European Socio-Economic Models of a Knowledge-based society. Main findings and conclusion," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00387535, Dec.
• Christophe Blot & Sabine Le Bayon & Matthieu Lemoine & Paola Veroni & Mathieu Plane & Christine Rifflart, 2008, "Finance : rien ne va plus," Sciences Po Economics Publications (main), HAL, number hal-01052779, Oct, DOI: 10.3917/reof.107.0307.
• Menkhoff, Lukas & Nikiforow, Marina, 2008, "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-392, Mar.
• Boom, Anette, 2008, "Equilibrium Selection with Risk Dominance in a Multiple-unit Unit Price Auction," Working Papers, Copenhagen Business School, Department of Economics, number 02-2008, Jan.
• Schneider, Cedric & Veugelers, Reinhilde, 2008, "On Young Innovative Companies: Why they matter and how (not) to policy support them," Working Papers, Copenhagen Business School, Department of Economics, number 04-2008, Jan.
• Schneider, Cedric, 2008, "Mixed R&D incentives: the effect of R&D subsidies on patented inventions," Working Papers, Copenhagen Business School, Department of Economics, number 06-2008, Jan.

2007

• Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007, "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, volume 10, issue 1, pages 26-47, February.
• Csoka, Peter & Herings, P. Jean-Jacques & Koczy, Laszlo A., 2007, "Coherent measures of risk from a general equilibrium perspective," Journal of Banking & Finance, Elsevier, volume 31, issue 8, pages 2517-2534, August.
• Vayanos, Dimitri & Wang, Tan, 2007, "Search and endogenous concentration of liquidity in asset markets," Journal of Economic Theory, Elsevier, volume 136, issue 1, pages 66-104, September.
• Ludvigson, Sydney C. & Ng, Serena, 2007, "The empirical risk-return relation: A factor analysis approach," Journal of Financial Economics, Elsevier, volume 83, issue 1, pages 171-222, January.
• Holthausen, Cornelia & Tapking, Jens, 2007, "Raising rival's costs in the securities settlement industry," Journal of Financial Intermediation, Elsevier, volume 16, issue 1, pages 91-116, January.
• Cotter, John, 2007, "Varying the VaR for unconditional and conditional environments," Journal of International Money and Finance, Elsevier, volume 26, issue 8, pages 1338-1354, December.
• Scaillet, Olivier, 2007, "Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters," Journal of Multivariate Analysis, Elsevier, volume 98, issue 3, pages 533-543, March.
• Fellner, Gerlinde & Maciejovsky, Boris, 2007, "Risk attitude and market behavior: Evidence from experimental asset markets," Journal of Economic Psychology, Elsevier, volume 28, issue 3, pages 338-350, June.
• Monnet, Cyril & Quintin, Erwan, 2007, "Why do financial systems differ? History matters," Journal of Monetary Economics, Elsevier, volume 54, issue 4, pages 1002-1017, May.
• Vayanos, Dimitri & Weill, Pierre-Olivier, 2007, "A search-based theory of the on-the-run phenomenon," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24474, Jan.
• Rabin, Matthew & Vayanos, Dimitri, 2007, "The gambler's and hot-hand fallacies: theory and applications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24476, Jan.
• Brunnermeier, Markus K. & Pedersen, Lasse Heje, 2007, "Market liquidity and funding liquidity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24478, Feb.
• Danielsson, Jon & Penaranda, Francisco, 2007, "On the impact of fundamentals, liquidity and coordination on market stability," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24480, Jan.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2007, "A theory of strategic intermediation and endogenous liquidity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4764, Dec.
• Vasileios Kallinterakis & Tatyana Kratunova, 2007, "Does thin Trading Impact Upon the Measurement of Herding? Evidence from Bulgaria," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 10, issue 1, pages 42-65, Summer.
• Alfonso García Mora & Gloria Hervás Ortega & María Romero Paniagua, 2007, "El sistema financiero español ante la crisis crediticia internacional," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 66, issue 03, pages 92-125.
• Parisi, Franco & Espinosa, Christian & Parisi, Antonino, 2007, "Pruebas de comportamiento caótico en índices bursátiles americanos," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 296, pages 901-927, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Boris Podobnik & Vanco Balen & Timotej Jagric & Marko Kolanovic, 2007, "Croatian and Slovenian Mutual Funds and Bosnian Investments Funds (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 3-4, pages 159-177, June.
• Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007, "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers, Federal Reserve Bank of St. Louis, number 2006-061, DOI: 10.20955/wp.2006.061.
• Pinelopi K. Goldberg & Rebecca Hellerstein, 2007, "A framework for identifying the sources of local currency price stability with an empirical application," Staff Reports, Federal Reserve Bank of New York, number 287.
• Asani Sarkar & Robert A. Schwartz, 2007, "Market sidedness: insights into motives for trade initiation," Staff Reports, Federal Reserve Bank of New York, number 292, Jul.
• Matthew Rabin & Dimitri Vayanos, 2007, "The Gambler's and Hot-Hand Fallacies:Theory and Applications," FMG Discussion Papers, Financial Markets Group, number dp578, Jan.
• Pavel Trunin & M. Kamenskih, 2007, "Monitoring Financial Stability In Developing Economies (Case of Russia)," Research Paper Series, Gaidar Institute for Economic Policy, issue 111.
• Vasco Gabriel & Fernando Alexandre & Pedro Bação, 2007, "The Consumption-Wealth Ratio Under Asymmetric Adjustment," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2007-06.
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007, "Does Anonymity Matter in Electronic Limit Order Markets?," Post-Print, HAL, number hal-00459795, Sep, DOI: 10.1093/rfs/hhm027.
• Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2007, "Indirect robust estimation of the short-term interest rate process," Post-Print, HAL, number hal-00463251, Sep, DOI: 10.1016/j.jempfin.2006.09.004.
• Thierry Foucault & Sophie Moinas & Eric Theissen, 2007, "Does anonymity matter in electronic limit order markets ?," Post-Print, HAL, number halshs-00170387, Sep.
• Karine Michalon, 2007, "Quelle est l'influence des interruptions de cotation sur la microstructure du marché boursier français ? Une analyse intraquotidienne en termes de rentabilité, volatilité et volume," Working Papers, HAL, number halshs-00142777, Apr.
• Bennedsen, Morten & Feldmann, Sven E., 2007, "Lobbying Bureaucrats," Working Papers, Copenhagen Business School, Department of Economics, number 04-2004, Jan.
• Agrell, Per J. & Bogetoft, Peter & Halbersma, Rein & Mikkers, Misja C., 2007, "Yardstick competition for multi-product hospitals," Working Papers, Copenhagen Business School, Department of Economics, number 01-2007, Jan.
• Davies, Ronald B. & Ionascu, Delia & Kristjánsdóttir, Helga, 2007, "Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects," Working Papers, Copenhagen Business School, Department of Economics, number 02-2007, Jan.
• Bennedsen, Morten & Junge, Martin & Kragh Jacobsen, Jesper & Torp Jespersen, Svend & Meisner Nielsen, Kasper, 2007, "Ownership structure and economic performance of European corporations," Working Papers, Copenhagen Business School, Department of Economics, number 03-2007, Jan.
• Raimondos-Møller, Pascalis & Schmitt, Nicolas, 2007, "Commodity Taxation and Parallel Imports," Working Papers, Copenhagen Business School, Department of Economics, number 04-2007, Jan.
• Malchow-Møller, Nikolaj & Munch, Jakob Roland & Schroll, Sanne & Rose Skaksen, Jan, 2007, "Explaning Cross-Country Differences in Attitudes towards Immigration in the EU-15," Working Papers, Copenhagen Business School, Department of Economics, number 05-2007, Jan.
• Blomgren-Hansen, Niels, 2007, "Kapitalfondes opkøb af butikskæder," Working Papers, Copenhagen Business School, Department of Economics, number 06-2007, Jan.
• la Cour, Lisbeth & Ionascu, Delia, 2007, "Firm productivity," Working Papers, Copenhagen Business School, Department of Economics, number 09-2007, Jan.
• Waisman, Gisela & Larsen, Birthe, 2007, "Do attitudes towards immigrants matter?," Working Papers, Copenhagen Business School, Department of Economics, number 11-2007, Jan.
• Larsen, Birthe & Waisman, Gisela, 2007, "Who is hurt by discrimination?," Working Papers, Copenhagen Business School, Department of Economics, number 12-2007, Jan.
• Bennedsen, Morten & Pérez-González, Francisco & Wolfenzon, Daniel, 2007, "Do CEOs Matter?," Working Papers, Copenhagen Business School, Department of Economics, number 13-2007, Jan.
• Bennedsen, Morten & Kongsted, Hans Christian & Meisner Nielsen, Kasper, 2007, "The Causal Effects of Board Size in the Performance of Closely Held Corporations," Working Papers, Copenhagen Business School, Department of Economics, number 14-2007, Jan.
• Rose Skaksen, Jan & Malchow-Møller, Nikolaj & Aastrup Jensen, Claus, 2007, "Does Coordination of Immigration Policies among Destination Countries Increase Immigration?," Working Papers, Copenhagen Business School, Department of Economics, number 15-2007, Jan.
• Aastrup Jensen, Claus & Malchow-Møller, Nikolaj & Munch, Jakob Roland & Rose Skaksen, Jan, 2007, "Udenlandsk arbejdskraft i landbruget," Working Papers, Copenhagen Business School, Department of Economics, number 17-2007, Jan.
• Sørensen, Anders, 2007, "Skill-Upgrading and Internationalization: Country-of-Origin or End-Use of Products," Working Papers, Copenhagen Business School, Department of Economics, number 19-2007, Jan.
• Rosholm, Michael & Scheuer, Christian & Sørensen, Anders, 2007, "The Implications of Globalization for Firms? Demand for Skilled and Unskilled Labor," Working Papers, Copenhagen Business School, Department of Economics, number 20-2007, Jan.
• Silvennoinen, Annastiina & Teräsvirta, Timo, 2007, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0652, Feb.
• Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel, 2007, "What Determines Top Income Shares? Evidence from the Twentieth Century," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 676, Sep.
• Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel, 2007, "The Long-run Determinants of Inequality: What Can We Learn from Top Income Data?," Working Paper Series, Research Institute of Industrial Economics, number 721, Oct, revised 01 Apr 2009.
• Byström, Hans, 2007, "Structured Microfinance in China," Working Papers, Lund University, Department of Economics, number 2007:18, Nov.
• Bindseil, Ulrich & Nyborg, Kjell G., 2007, "Monetary policy implementation: A European Perspective," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/10, Mar.
• Ekern, Steinar, 2007, "Simplifying and generalizing some efficient frontier and CAPM related results," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/12, Mar.
• Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2007, "Introducing Financial Frictions and Unemployment into a Small Open Economy Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 214, Nov, revised 01 Jun 2011.
• Giannetti, Mariassunta & Yu, Xiaoyun, 2007, "Favoritism or Markets in Capital Allocation?," SIFR Research Report Series, Institute for Financial Research, number 50, Mar.
• Buti, Sabrina, 2007, "A Challenger to the Limit Order Book: The NYSE Specialist," SIFR Research Report Series, Institute for Financial Research, number 55, Jul.
• Roine, Jesper & Vlachos, Jonas & Waldenström, Daniel, 2007, "What Determines Top Income Shares? Evidence from the Twentieth Century," Research Papers in Economics, Stockholm University, Department of Economics, number 2007:17, Sep.
• Iwaisako, Tokuo & 祝迫, 得夫, 2007, "Stock Index Autocorrelation and Cross-autocorrelations of Size-sorted Portfolios in the Japanese Market," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 48, issue 1, pages 95-112, June, DOI: 10.15057/13795.
• Ip-wing Yu & Chi-sang Tam, 2007, "Measuring Market Sentiment in Hong Kong's Stock Market," Working Papers, Hong Kong Monetary Authority, number 0705, Apr.
• Tom Fong & Alfred Wong & Ivy Yong, 2007, "Share Price Disparity in Chinese Stock Markets," Working Papers, Hong Kong Monetary Authority, number 0711, Jul.
• Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers, Hong Kong Institute for Monetary Research, number 222007.
• Naohito Abe & Yessica C.Y. Chung, 2007, "Voluntary Information Disclosure and Corporate Governance: The Empirical Evidence on Earnings Forecasts," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-203, Jan.
• Nuno Cassola & Claudio Morana, 2007, "Comovements in Volatility in the Euro Money Market," ICER Working Papers, ICER - International Centre for Economic Research, number 7-2007, Mar.
• Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2007, "Expectations Hypothesis Tests in the Presence of Model Uncertainty," Discussion Paper Series, Institute of Economic Research, Korea University, number 0703.
• Ekrem GÜL & Aykut EKİNCİ & Mustafa ÖZER, 2007, "Türkiye’de faiz oranları ve döviz kuru arasındaki nedensellik ilişkisi: 1984 – 2006," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 251, pages 21-31.
• Mustafa MİYNAT, 2007, "Finansal liberalleşme, finansal krizler ve finansal transferlerin yeniden dağıtım boyutu," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 251, pages 63-84.
• Veronica Cacdac Warnock & Francis E. Warnock, 2007, "Markets and Housing Finance," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp221, Apr.
• Ronald B. Davies & Delia Ionascu & Helga Kristjánsdóttir, 2007, "Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp228, Aug.
• Mehmet Asutay, 2007, "Conceptualisation Of The Second Best Solution In Overcoming The Social Failure Of Islamic Banking And Finance: Examining The Overpowering Of Homoislamicus By Homoeconomicus," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 15, issue 2, pages 167-176, December.
• Asyraf Wajdi Dusuki & Abdulazeem Abozaid, 2007, "A Critical Appraisal On The Challenges Of Realizing Maqasid Al-Shariaah In Islamic Banking And Finance," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 15, issue 2, pages 999-1000, December.
• Yin-Wong Cheung, 2007, "An empirical model of daily highs and lows," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 12, issue 1, pages 1-20, DOI: 10.1002/ijfe.303.
• Jose Garcia Blandon, 2007, "Return autocorrelation anomalies in two European stock markets," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 22, issue 1, pages 59-70, June.
• Markus Glaser & Thomas Langer & Martin Weber, 2007, "On the Trend Recognition and Forecasting Ability of Professional Traders," Decision Analysis, INFORMS, volume 4, issue 4, pages 176-193, December, DOI: 10.1287/deca.1070.0099.
• Felipe Zurita, 2007, "Liquidity and Market Incompleteness," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 318.
• Frankel, David M., 2007, "Adaptive Expectations and Stock Market Crashes," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12817, May.
• Ivana Komunjer, 2007, "Asymmetric power distribution: Theory and applications to risk measurement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 5, pages 891-921, DOI: 10.1002/jae.961.
• Jianying Qiu, 2007, "Loss aversion and mental accounting: the favorite longshot bias in parimutuel betting," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2007-017, May.
• Marc Atlan & Hélyette Geman & Dilip Madan & Marc Yor, 2007, "Correlation and the pricing of risks," Annals of Finance, Springer, volume 3, issue 4, pages 411-453, October, DOI: 10.1007/s10436-006-0063-x.
• Eckhard Platen & Wolfgang Runggaldier, 2007, "A Benchmark Approach to Portfolio Optimization under Partial Information," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 14, issue 1, pages 25-43, March, DOI: 10.1007/s10690-007-9045-x.
• Nicola Bruti-Liberati & Eckhard Platen, 2007, "Approximation of jump diffusions in finance and economics," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 3, pages 283-312, May, DOI: 10.1007/s10614-006-9066-y.
• Antonio Cabrales & Rosemarie Nagel & Roc Armenter, 2007, "Equilibrium selection through incomplete information in coordination games: an experimental study," Experimental Economics, Springer;Economic Science Association, volume 10, issue 3, pages 221-234, September, DOI: 10.1007/s10683-007-9183-z.
• Stefan Illmer & Wolfgang Marty, 2007, "Return decomposition of absolute-performance multi-asset class portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 1, pages 121-134, March, DOI: 10.1007/s11408-006-0028-0.
• Markus Glaser & Martin Weber, 2007, "Overconfidence and trading volume," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), volume 32, issue 1, pages 1-36, June, DOI: 10.1007/s10713-007-0003-3.
• Maria Borges, 2007, "Underpricing of Initial Public Offerings: The Case of Portugal," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 1, pages 65-80, February, DOI: 10.1007/s11294-006-9064-9.
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• Gianni DEMICHELIS & Daniela VANDONE, 2007, "I servizi di investimento e la gestione dei conflitti di interesse in Spagna," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2007-30, Sep.
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• H. Maillard & J. Vermeulen, 2007, "The Single Euro Payments Area : SEPA," Economic Review, National Bank of Belgium, issue ii, pages 47-61, September.
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• Veronica Cacdac Warnock & Francis E. Warnock, 2007, "Markets and Housing Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 13081, May.
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• Lee, Kiseop & Xu, Mingxin, 2007, "Parameter estimation from multinomial trees to jump diffusions with k means clustering," MPRA Paper, University Library of Munich, Germany, number 3307, Apr, revised 26 Apr 2007.
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