Research classified by Journal of Economic Literature (JEL) codes

2007

• 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.
• Charles Leung, 2007, "Equilibrium Correlations of Asset Price and Return," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 2, pages 233-256, February, DOI: 10.1007/s11146-007-9009-y.
• William Hardin & Kartono Liano & Gow-Cheng Huang & Gregory Nagel, 2007, "REITs, Decimalization, and Ex-dividend Stock Prices," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 4, pages 499-511, May, DOI: 10.1007/s11146-007-9024-z.
• Charles Cao & Jing-Zhi Huang, 2007, "Determinants of S&P 500 index option returns," Review of Derivatives Research, Springer, volume 10, issue 1, pages 1-38, January, DOI: 10.1007/s11147-007-9015-5.
• Sauer, Stephan, 2007, "Three Liquidity Crises in Retrospective: Implications for Central Banking Today," Discussion Papers in Economics, University of Munich, Department of Economics, number 2011, Aug.
• Shiu-Sheng Chen, 2007, "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 2-3, pages 667-688, March.
• Erik R. Lidén, 2007, "Swedish Stock Recommendations: Information Content or Price Pressure?," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 3-4, pages 253-285, September.
• 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 2007-030, Sep.
• 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.
• Dittmann, Ingolf & Maug, Ernst, 2007, "Valuation biases, error measures, and the conglomerate discount
  [Biases and error measures : how to compare valuation methods]," Papers, Sonderforschungsbreich 504, number 07-37.
• H. Maillard & J. Vermeulen, 2007, "The Single Euro Payments Area : SEPA," Economic Review, National Bank of Belgium, issue ii, pages 47-61, September.
• Hans Degryse & Mark Van Achter & Gunther Wuyts, 2007, "Dynamic order submission strategies with competition between a dealer market and a crossing network," Working Paper Research, National Bank of Belgium, number 121, Dec.
• Konrad Szelag, 2007, "Expected and actual impact of EMU on growth, public finances and structural reforms in the euro area," NBP Working Papers, Narodowy Bank Polski, number 40, Jan.
• Mark Carey & René M. Stulz, 2007, "The Risks of Financial Institutions," NBER Books, National Bureau of Economic Research, Inc, number care06-1, August.
• Mark Carey & Rene M. Stulz, 2007, "Introduction to "The Risks of Financial Institutions"," NBER Chapters, National Bureau of Economic Research, Inc, "The Risks of Financial Institutions".
• Torben G. Andersen & Tim Bollerslev & Peter Christoffersen & Francis X. Diebold, 2007, "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Chapters, National Bureau of Economic Research, Inc, "The Risks of Financial Institutions".
• Nicolae B. Garleanu & Lasse H. Pedersen, 2007, "Liquidity and Risk Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 12887, Feb.
• Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson, 2007, "Investor Information, Long-Run Risk, and the Term Structure of Equity," NBER Working Papers, National Bureau of Economic Research, Inc, number 12912, Feb.
• Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007, "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 12963, Mar.
• Veronica Cacdac Warnock & Francis E. Warnock, 2007, "Markets and Housing Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 13081, May.
• Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007, "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 13107, May.
• Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2007, "The Small World of Investing: Board Connections and Mutual Fund Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13121, May.
• Paola Sapienza & Anna Toldra & Luigi Zingales, 2007, "Understanding Trust," NBER Working Papers, National Bureau of Economic Research, Inc, number 13387, Sep.
• Guido Lorenzoni, 2007, "Inefficient Credit Booms," NBER Working Papers, National Bureau of Economic Research, Inc, number 13639, Nov.
• Fernando Alexandre & Vasco J. Gabriel & Pedro Bação, 2007, "The Consumption-Wealth Ratio Under Asymmetric Adjustment," NIPE Working Papers, NIPE - Universidade do Minho, number 15/2007.
• Nilton Clóvis Machado de Araújo & Valter José Stulp, 2007, "Convergência dos sistemas financeiros no período 1971-2000: uma análise por meio de Matrizes de Markov [Convergence of financial systems between 1971 and 2000: an analysis with Markov matrices]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 17, issue 1, pages 165-194, January-A.
• Radu Carmen, 2007, "Tendinţe şi mutaţii pe pieţele de capital," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Helmut Elsinger & Christine Zulehner, 2007, "Bidding Behavior in Austrian Treasury Bond Auctions," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 109-125.
• Horst Hanusch & Andreas Pyka, 2007, "Principles of Neo-Schumpeterian Economics," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 31, issue 2, pages 275-289, March.
• Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007, "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 74, issue 4, pages 1005-1033.
• Loretta J. Mester & Leonard I. Nakamura & Micheline Renault, 2007, "Transactions Accounts and Loan Monitoring," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 3, pages 529-556.
• Thierry Foucault & Sophie Moinas & Erik Theissen, 2007, "Does Anonymity Matter in Electronic Limit Order Markets?," The Review of Financial Studies, Society for Financial Studies, volume 20, issue 5, pages 1707-1747, 2007 28.
• Felix Kubler & Karl Schmedders, 2007, "Non-parametric counterfactual analysis in dynamic general equilibrium," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-027, Sep.
• Muhammad Arshad Khan & Abdul Qayyum, 2007, "Trade Liberalisation, Financial Development and Economic Growth," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2007:19.
• Péter Csóka & P. Jean-Jacques Herings & László Á. Kóczy, 2007, "Stable Allocations of Risk," Working Paper Series, Óbuda University, Keleti Faculty of Business and Management, number 0802, Jun, revised Apr 2008.
• Alexandru, Ciprian Antoniade, 2007, "Local financing through capital markets," MPRA Paper, University Library of Munich, Germany, number 12980, Sep.
• Castagnetti, Carolina & Rosti, Luisa, 2007, "Effort allocation in tournaments: the effect of gender on academic performance in Italian universities," MPRA Paper, University Library of Munich, Germany, number 13441, Feb, revised 30 Jun 2008.
• Magni, Carlo Alberto, 2007, "Project selection and equivalent CAPM-based investment criteria," MPRA Paper, University Library of Munich, Germany, number 14526.
• Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007, "Are Pound and Euro the Same Currency? - Updated," MPRA Paper, University Library of Munich, Germany, number 1981.
• Mishra, SK, 2007, "Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program," MPRA Paper, University Library of Munich, Germany, number 2000, Mar.
• Mamoon, Dawood, 2007, "Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 3219, May.
• Espinosa Méndez, Christian, 2007, "Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno
  [Effect Weekend And Effect Month End In The Chilean Stock Market]," MPRA Paper, University Library of Munich, Germany, number 3252, May.
• 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.
• Meng, Ginger & Hu, Gang & Bai, Jushan, 2007, "Olive: a simple method for estimating betas when factors are measured with error," MPRA Paper, University Library of Munich, Germany, number 33183, Mar.
• Sarker, Debnarayan & Ghosh, Bikash Kumar, 2007, "A study of market efficiency in the stock market, forex market and bullion market in India," MPRA Paper, University Library of Munich, Germany, number 33701.
• Cotter, John & Dowd, Kevin, 2007, "Exponential Spectral Risk Measures," MPRA Paper, University Library of Munich, Germany, number 3499.
• Cotter, John & Dowd, Kevin, 2007, "Estimating financial risk measures for futures positions: a non-parametric approach," MPRA Paper, University Library of Munich, Germany, number 3503.
• Tang, Hong Peng & Habibullah, Muzafar Shah & Puah, Chin-Hong, 2007, "Stock market and economic growth in selected Asian countries," MPRA Paper, University Library of Munich, Germany, number 37649.
• Puah, Chin-Hong & Jayaraman, T. K., 2007, "Dynamic linkage between Macroeconomic Activities and Stock Prices in Fiji," MPRA Paper, University Library of Munich, Germany, number 37671.
• Schied, Alexander & Schöneborn, Torsten, 2007, "Optimal Portfolio Liquidation for CARA Investors," MPRA Paper, University Library of Munich, Germany, number 5075, Sep.
• Ling, Tai-Hu & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2007, "Fisher hypothesis: East Asian evidence from panel unit root tests," MPRA Paper, University Library of Munich, Germany, number 5432, Oct.
• Ghosal, Vivek, 2007, "Small is Beautiful but Size Matters: The Asymmetric Impact of Uncertainty and Sunk Costs on Small and Large Businesses," MPRA Paper, University Library of Munich, Germany, number 5461, Jul.
• Schoeneborn, Torsten & Schied, Alexander, 2007, "Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision," MPRA Paper, University Library of Munich, Germany, number 5548, Nov.
• Ruiz-Porras, Antonio, 2007, "Banking competition and financial fragility: Evidence from panel-data," MPRA Paper, University Library of Munich, Germany, number 5673, Oct.
• Horobet, Alexandra & Ilie, Livia, 2007, "On the dynamic link between stock prices and exchange rates: evidence from Romania," MPRA Paper, University Library of Munich, Germany, number 6429, Oct.
• Arshad Khan, Muhammad & Qayyum, Abdul, 2007, "Trade,Financial and Growth Nexus in Pakistan," MPRA Paper, University Library of Munich, Germany, number 6523, Dec.
• Caiado, Jorge & Crato, Nuno, 2007, "Identifying common spectral and asymmetric features in stock returns," MPRA Paper, University Library of Munich, Germany, number 6607, Dec.
• Doojav, Gan-Ochir & Damdinsuren, Batnyam & Baasansuren, Lkhagvajav, 2007, "Monetary policy and bond market development: A case of Mongolia," MPRA Paper, University Library of Munich, Germany, number 72193, May, revised May 2007.
• Anolli, Mario & Petrella, Giovanni, 2007, "A Two-Stage Non Discretionary Trading Suspension Mechanism: Effects on Market Quality," MPRA Paper, University Library of Munich, Germany, number 7931, Apr.
• Martin Šmíd, 2007, "Are Limit Orders Rational?
  [Je racionální používat limitní objednávky?]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 32-38, DOI: 10.18267/j.aop.71.
• Jiří Málek & Jarmila Radová & Filip Štěrba, 2007, "Konstrukce výnosové křivky pomocí vládních dluhopisů v České republice
  [Vield curve construction using government bonds in the Czech republic]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 6, pages 792-808, DOI: 10.18267/j.polek.624.
• Daniel Bouton & Daniel Amadieu, 2007, "Les possibles conséquences d’une application différenciée de la réforme Bâle II aux États-Unis et en Europe," Revue d'Économie Financière, Programme National Persée, volume 87, issue 1, pages 111-119, DOI: 10.3406/ecofi.2007.4232.
• Yves Ullmo, 2007, "Intermédiation, intermédiaires financiers et marché," Revue d'Économie Financière, Programme National Persée, volume 89, issue 3, pages 23-38, DOI: 10.3406/ecofi.2007.4282.
• Yves Ullmo, 2007, "Intermédiation et marché : quelques remarques," Revue d'Économie Financière, Programme National Persée, volume 89, issue 3, pages 39-42, DOI: 10.3406/ecofi.2007.4283.
• Frédéric Cherbonnier & Séverine Vandelanoite, 2007, "Enjeux économiques liés à l’intégration des industries du post-marché en Europe," Revue d'Économie Financière, Programme National Persée, volume 89, issue 3, pages 123-142, DOI: 10.3406/ecofi.2007.4293.
• Patrick Artus, 2007, "Délocalisations et pressions des marchés financiers," Revue d'Économie Financière, Programme National Persée, volume 90, issue 4, pages 35-44, DOI: 10.3406/ecofi.2007.4400.
• Gunther Capelle-Blancard & Yamina Tadjeddine, 2007, "Les places financières : désintégration, suburbanisation et spécialisation," Revue d'Économie Financière, Programme National Persée, volume 90, issue 4, pages 93-115, DOI: 10.3406/ecofi.2007.4405.
• Giovanni Cespa, 2007, "Information Sales and Insider Trading with Long-lived Information," Working Papers, Queen Mary University of London, School of Economics and Finance, number 613, Oct.
• Carol Alexander & Andreza Barbosa, 2007, "Hedging and Cross-hedging ETFs," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-01, Jan.
• Chris Brooks & Konstantina Kappou & Charles Ward, 2007, "The S&P 500 Index Effect in Continuous Time: Evidence from Overnight, Intraday and Tick-by-Tick Stock Price Performance," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-05, May.
• Jacques Pézier, 2007, "Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2008-05, Aug, revised Dec 2008.
• Edgar Demetrio Tovar García, 2007, "Globalización del capital y desarrollo institucional del sistema financiero," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 9, issue 17, pages 75-107, July-Dece.
• Zhongfang He & John M. Maheu, 2009, "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series, Rimini Centre for Economic Analysis, number 11_09, Jan.
• Tomoe Moore, 2007, "The Euro and Stock Markets in Hungary, Poland, and UK," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 22, pages 69-90.
• Linda Cameron & Bryan Chapple & Nick Davis & Artemisia Kousis & Geoff Lewis, 2007, "New Zealand Financial Markets, Saving and Investment," Occasional Papers, Ministry of Economic Development, New Zealand, number 07/5, Oct.
• Gustavo Ferro, 2007, "Uso de fronteras de eficiencia econométricas con fines de benchmarking," UADE Textos de Discusión, Instituto de Economía, Universidad Argentina de la Empresa, number 60_2007, May.
• Carlos Romero & Gustavo Ferro, 2007, "Estimaciones de frontera para el sector de agua y saneamiento en América Latina," UADE Textos de Discusión, Instituto de Economía, Universidad Argentina de la Empresa, number 61_2007, Jun.
• John Cotter & Jim Hanly, 2007, "Hedging effectiveness under conditions of asymmetry," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1186.
• Sardar M.N. Islam & Sethapong Watanapalachaikul & Colin Clark, 2007, "Some Tests of the Efficiency of the Emerging Financial Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 6, issue 3, pages 291-302, December, DOI: 10.1177/097265270700600304.
• Timotej Jagric & Boris Podobnik & Sebastian Strasek & Vita Jagric, 2007, "Risk-Adjusted Performance of Mutual Funds: Some Tests," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 5, issue 2, pages 233-244.
• Giovanni Cespa, 2007, "Information Sales and Insider Trading with Long-lived Information," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 174, Jan.
• Urs von Arx, 2007, "Principle Guided Investing: The Use of Exclusionary Screens and Its Implications for Green Investors," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 143, issue I, pages 3-30, March.
• Angelo Ranaldo, 2007, "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers, Swiss National Bank, number 2007-03.
• Dimitri De Vallière & Yuri Kabanov & Christophe Stricker, 2007, "No-arbitrage criteria for financial markets with transaction costs and incomplete information," Finance and Stochastics, Springer, volume 11, issue 2, pages 237-251, April, DOI: 10.1007/s00780-006-0029-x.
• Jeffrey Collamore & Andrea Höing, 2007, "Small-time ruin for a financial process modulated by a Harris recurrent Markov chain," Finance and Stochastics, Springer, volume 11, issue 3, pages 299-322, July, DOI: 10.1007/s00780-007-0044-6.
• Tahir Choulli & Christophe Stricker & Jia Li, 2007, "Minimal Hellinger martingale measures of order q," Finance and Stochastics, Springer, volume 11, issue 3, pages 399-427, July, DOI: 10.1007/s00780-007-0039-3.
• Anna Battauz & Fulvio Ortu, 2007, "Dynamic versus one-period completeness in event-tree security markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 1, pages 191-193, January, DOI: 10.1007/s00199-005-0050-x.
• Diego García & Francesco Sangiorgi & Branko Urošević, 2007, "Overconfidence and Market Efficiency with Heterogeneous Agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 2, pages 313-336, February, DOI: 10.1007/s00199-005-0048-4.
• Anke Gerber & Marc Bettzüge, 2007, "Evolutionary choice of markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 3, pages 453-472, March, DOI: 10.1007/s00199-005-0063-5.
• Martin Shubik & Eric Smith, 2007, "Structure, Clearinghouses and Symmetry," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 3, pages 587-597, March, DOI: 10.1007/s00199-005-0067-1.
• Lars Nielsen, 2007, "Dividends in the theory of derivative securities pricing," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 31, issue 3, pages 447-471, June, DOI: 10.1007/s00199-006-0106-6.
• Horst Hanusch & Andreas Pyka, 2007, "Applying a Comprehensive Neo-Schumpeterian Approach to Europe and Its Lisbon Agenda," Springer Books, Springer, chapter 0, in: Richard Tilly & Paul J. J. Welfens & Michael Heise, "50 Years of EU Economic Dynamics", DOI: 10.1007/978-3-540-74055-1_19.
• Matthias Klaes & Geoff Lightfoot & Simon Lilley, 2007, "Market masculinities and electronic trading," SCEME Working Papers: Advances in Economic Methodology, SCEME, number 014/2007, Jan.
• Stanislav Anatolyev & Dmitry Shakin, 2007, "Trade intensity in the Russian stock market: dynamics, distribution and determinants," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 2, pages 87-104, DOI: 10.1080/09603100600606123.
• Roger Lord & Antoon Pelsser, 2007, "Level-Slope-Curvature - Fact or Artefact?," Applied Mathematical Finance, Taylor & Francis Journals, volume 14, issue 2, pages 105-130, DOI: 10.1080/13504860600661111.
• Kais Dachraoui & Georges Dionne, 2007, "Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 5, pages 397-404, DOI: 10.1080/13518470601025326.
• Carlo Alberto Magni, 2007, "Project selection and equivalent CAPM-based investment criteria," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 3, pages 165-168, DOI: 10.1080/17446540600883202.
• John Cotter & Simon Stevenson, 2007, "Uncovering Volatility Dynamics in Daily REIT Returns," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 13, issue 2, pages 119-128, January, DOI: 10.1080/10835547.2007.12089770.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2007, "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2007-017.
• Norden, L. & Wagner, W.B., 2007, "Credit Derivatives and Loan Pricing," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2007-015.
• Degryse, H.A. & van Achter, M. & Wuyts, G., 2007, "Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network," Other publications TiSEM, Tilburg University, School of Economics and Management, number a63f4ee1-35ab-4fe3-a4ba-2.
• Norden, L. & Wagner, W.B., 2007, "Credit Derivatives and Loan Pricing," Other publications TiSEM, Tilburg University, School of Economics and Management, number eb6693d1-7ce6-485f-80cb-5.
• Chun Liu & John M Maheu, 2007, "Are there Structural Breaks in Realized Volatility?," Working Papers, University of Toronto, Department of Economics, number tecipa-304, Dec.
• Gerald Epstein & Arjun Jayadev, 2007, "The Correlates of Rentier Returns in OECD Countries," Working Papers, Political Economy Research Institute, University of Massachusetts at Amherst, number wp123.
• Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007, "Balancedness conditions for exact games," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 040, Jan, DOI: 10.26481/umamet.2007040.
• Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2007, "Stable allocations of risk," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 041, Jan, DOI: 10.26481/umamet.2007041.
• Belén Nieto & Gonzalo Rubio, 2007, "Measuring time-varying economic fears with consumption-based stochastic discount factors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1029, Apr, revised Sep 2007.
• Ana González & Gonzalo Rubio, 2007, "Portfolio choice and the effects of liquidity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1035, May.
• Eckhard Platen & Wolfgang Runggaldier, 2007, "A Benchmark Approach to Portfolio Optimization under Partial Information," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 191, Jan.
• Eckhard Platen & Renata Rendek, 2007, "Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 194, Mar.
• Uwe Küchler & Eckhard Platen, 2007, "Time Delay and Noise Explaining Cyclical Fluctuations in Prices of Commodities," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 195, Apr.
• Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen, 2007, "Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 198, Jun.
• Falko Fecht & Kevin X.D. Huang & Antoine Martin, 2007, "Financial Intermediaries, Markets, and Growth," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0714, Aug.
• David E. Giles, 2007, "Some Properties of Absolute Returns as a Proxy for Volatility," Econometrics Working Papers, Department of Economics, University of Victoria, number 0706, Aug.
• Yeyati, Eduardo Levy & Schmukler, Sergio L. & Van Horen, Neeltje, 2007, "Emerging market liquidity and crises," Policy Research Working Paper Series, The World Bank, number 4445, Dec.
• Andreas Röthig & Carl Chiarella, 2007, "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 8, pages 719-737, August.
• Shiu‐Sheng Chen, 2007, "Does Monetary Policy Have Asymmetric Effects on Stock Returns?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 2‐3, pages 667-688, March, DOI: 10.1111/j.0022-2879.2007.00040.x.
• Chenghu Ma, 2007, "Preferences, Lévy Jumps And Option Pricing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 01, pages 1-33, DOI: 10.1142/S2010495207500017.
• Raymond W Y Kao, 2007, "Stewardship-Based Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6355, ISBN: ARRAY(0x6f86a5d8).
• Cheng-Few Lee (ed.), 2007, "Advances in Quantitative Analysis of Finance and Accounting," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6433, ISBN: ARRAY(0x6fe455d0).
• Raymond W Y Kao, 2007, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "People," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "Resources," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "Fear, Ownership and Stewardship Responsibility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "Production," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "From Slave Trade to Globalization," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "Distribution and Sharing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "Capital, Capital Accumulation and Diseconomy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "Two Plus One," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Stewardship-Based Economics".
• Raymond W Y Kao, 2007, "The Candle of Hope," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Stewardship-Based Economics".
• Guan-Yu Chen & Ken Palmer & Yuan-Chung Sheu, 2007, "The Least Cost Superreplicating Portfolio for Short Puts and Calls in The Boyle–Vorst Model with Transaction Costs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2007, "Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".