Research classified by Journal of Economic Literature (JEL) codes

2008

• 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.

2007

• 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.
• 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.
• 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 1, 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(0x674d33a8), May.