Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
1991
- Rebecca M. Blank & David E. Card, 1991, "Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 106, issue 4, pages 1157-1189.
- Dale, Charles, 1991, "Economics of Energy Futures Markets," MPRA Paper, University Library of Munich, Germany, number 47447, Sep.
- Harry M. Markowitz, 1991, "Autobiography," Nobel Prize in Economics documents, Nobel Prize Committee, number 1990-4.
- Merton H. Miller, 1991, "Autobiography," Nobel Prize in Economics documents, Nobel Prize Committee, number 1990-5.
- William F. Sharpe, 1991, "Autobiography," Nobel Prize in Economics documents, Nobel Prize Committee, number 1990-6.
- Cooley, T.F. & Smith, B.D., 1991, "Financial Markets, Specialization, and Learning by Doing," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 276.
1990
- Markus Glaser & Martin Weber, 1990, "Overconfidence and trading volume," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 32, issue 1, pages 1-36, January.
- Merton H. Miller, 1990, "Leverage," Nobel Prize in Economics documents, Nobel Prize Committee, number 1990-2, Dec.
- William F. Sharpe, 1990, "Capital Asset Prices With and Without Negative Holding," Nobel Prize in Economics documents, Nobel Prize Committee, number 1990-3, Dec.
- Obrien, Pc, 1990, "Forecast Accuracy Of Individual Analysts In 9 Industries," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 28, issue 2, pages 286-325, DOI: http://hdl.handle.net/10.2307/24911.
- Stickel, Se, 1990, "Predicting Individual Analyst Earnings Forecasts," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 28, issue 2, pages 409-417, DOI: http://hdl.handle.net/10.2307/24911.
- Greenwald, Bruce C. & Kohn, Meir & Stiglitz, Joseph E., 1990, "Financial market imperfections and productivity growth," Journal of Economic Behavior & Organization, Elsevier, volume 13, issue 3, pages 321-345, June.
- Foldes, Lucien, 1990, "Certainty equivalence in the continuous-time portfolio-cum-saving model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5144, Jan.
1989
- Greenwald, Bruce C. & Stiglitz, Joseph E., 1989, "Financial Market Imperfections and Productivity Growth," Working Paper Series, Research Institute of Industrial Economics, number 206, Feb.
- Dosi, Giovanni, 1989, "Finance, Innovation and Corporate Change," Working Paper Series, Research Institute of Industrial Economics, number 219, May.
- Rebecca M. Blank & David Card, 1989, "Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?," NBER Working Papers, National Bureau of Economic Research, Inc, number 2871, Mar.
- Dietrich, Jr, 1989, "Voluntary Disclosure Choice And Earnings Information-Transfer - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 106-110, DOI: http://hdl.handle.net/10.2307/24910.
- Ou, Ja & Penman, Sh, 1989, "Accounting Measurement, Price Earnings Ratio, And The Information-Content Of Security Prices," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 111-144, DOI: http://hdl.handle.net/10.2307/24910.
- Larcker, Df, 1989, "Accounting Measurement, Price Earnings Ratios, And The Information-Content Of Security Prices - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 145-152, DOI: http://hdl.handle.net/10.2307/24910.
- Pownall, G & Waymire, G, 1989, "Voluntary Disclosure Choice And Earnings Information-Transfer," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 27, issue , pages 85-105, DOI: http://hdl.handle.net/10.2307/24910.
- Rafael Vesga, 1989, "Inversión extranjera en el sector financiero : Aprobación por cansancio," Coyuntura Económica, Fedesarrollo, volume 19, issue 3, pages 81-88.
1988
- Noreen, E, 1988, "An Empirical-Comparison Of Probit And Ols Regression Hypothesis Tests," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 26, issue 1, pages 119-133, DOI: http://hdl.handle.net/10.2307/24911.
- Rafael Vesga, 1988, "El proyecto de ley sobre mercado bursátil : la hora de los corredores de bolsa," Coyuntura Económica, Fedesarrollo, volume 18, issue 4, pages 119-127.
- Rafael Cosgaya & Ildefonso Grande, 1988, "La bolsa de Bilbao: evolución y perspectivas de futuro," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 13, issue 04, pages 286-301.
- Pancrazi, Roberto, 2013, "How Beneficial was the Great Moderation After All?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1016.
- Rebecca Blank & David Card, 1988, "Recent Trends in Insured and Uninsured Unemployment: Is There an Explanation?," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 623, Nov.
1987
- Oxelheim, Lars & Wihlborg, Clas G., 1987, "Hedging and Managing Exchange Rate and Related Macroeconomic Exposure," Working Paper Series, Research Institute of Industrial Economics, number 177, Aug.
- Wihlborg, Clas, 1987, "Speculation, Bubbles, and Sunspots under Structural Uncertainty," Working Paper Series, Research Institute of Industrial Economics, number 180, Oct.
- Oxelheim, Lars & Wihlborg, Claes, 1987, "Pricing Strategies and the Firm’s Exposure to Exchange Rate and Macroeconomic Shocks," Working Paper Series, Research Institute of Industrial Economics, number 184, Dec.
- Hawawini, Gabriel & Banz, Rolf, 1987, "Equity pricing and stock market anomalies," MPRA Paper, University Library of Munich, Germany, number 44891.
- Bernard, Vl, 1987, "Cross-Sectional Dependence And Problems In Inference In Market-Based Accounting Research," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 25, issue 1, pages 1-48, DOI: http://hdl.handle.net/10.2307/24912.
- Lau, Ahl, 1987, "A 5-State Financial Distress Prediction Model," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 25, issue 1, pages 127-138, DOI: http://hdl.handle.net/10.2307/24912.
- Wild, Jj, 1987, "The Prediction Performance Of A Structural Model Of Accounting Numbers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 25, issue 1, pages 139-160, DOI: http://hdl.handle.net/10.2307/24912.
- Jennings, R, 1987, "Unsystematic Security Price Movements, Management Earnings Forecasts, And Revisions In Consensus Analyst Earnings Forecasts," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 25, issue 1, pages 90-110, DOI: http://hdl.handle.net/10.2307/24912.
- Amershi, Ah & Sunder, S, 1987, "Failure Of Stock-Prices To Discipline Managers In A Rational-Expectations Economy," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 25, issue 2, pages 177-195, DOI: http://hdl.handle.net/10.2307/24910.
- Tehranian, H & Travlos, Ng & Waegelein, Jf, 1987, "Management Compensation Contracts And Merger-Induced Abnormal Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 25, issue , pages 51-84, DOI: http://hdl.handle.net/10.2307/24910.
- Luis E. Rivero M., 1987, "Finances and economic growth," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 12, issue 1, pages 139-178, January-D.
1986
- Shriver, Ka, 1986, "Further Evidence On The Marginal Gains In Accuracy Of Alternative Levels Of Specificity Of The Producer Price Indexes," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 24, issue 1, pages 151-165, DOI: http://hdl.handle.net/10.2307/24908.
- Burgstahler, D & Noreen, Ew, 1986, "Detecting Contemporaneous Security Market Reactions To A Sequence Of Related Events," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 24, issue 1, pages 170-186, DOI: http://hdl.handle.net/10.2307/24908.
- Jain, Pc, 1986, "Relation Between Market Model Prediction Errors And Omitted Variables - A Methodological Note," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 24, issue 1, pages 187-193, DOI: http://hdl.handle.net/10.2307/24908.
- Jain, Pc, 1986, "Analyses Of The Distribution Of Security Market Model Prediction Errors For Daily Returns Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 24, issue 1, pages 76-96, DOI: http://hdl.handle.net/10.2307/24908.
- Sefcik, Se & Thompson, R, 1986, "An Approach To Statistical-Inference In Cross-Sectional Models With Security Abnormal Returns As Dependent Variable," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 24, issue 2, pages 316-334, DOI: http://hdl.handle.net/10.2307/24911.
- Defeo, Vj, 1986, "An Empirical-Investigation Of The Speed Of The Market Reaction To Earnings Announcements," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 24, issue 2, pages 349-363, DOI: http://hdl.handle.net/10.2307/24911.
- Rayburn, J, 1986, "The Association Of Operating Cash Flow And Accruals With Security Returns," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 24, issue , pages 112-133, DOI: http://hdl.handle.net/10.2307/24907.
- Jennings, R, 1986, "The Association Of Operating Cash Flow And Accruals With Security Returns - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 24, issue , pages 134-137, DOI: http://hdl.handle.net/10.2307/24907.
1985
- Eliasson, Gunnar, 1985, "Theory Construction and Economic Measurement at Different Levels of Aggregation: Parallel Theories and Data on Families and Firms," Working Paper Series, Research Institute of Industrial Economics, number 152, Dec, revised Sep 1988.
1984
- Bernard, Vl, 1984, "The Use Of Market Data And Accounting Data In Hedging Against Consumer Price Inflation," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 2, pages 445-466, DOI: http://hdl.handle.net/10.2307/24906.
- Hakansson, Nh & Kunkel, Jg & Ohlson, Ja, 1984, "A Comment Of Verrecchia No Trading Theorem," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue 2, pages 765-767, DOI: http://hdl.handle.net/10.2307/24906.
- Dyckman, T & Philbrick, D & Stephan, J, 1984, "A Comparison Of Event Study Methodologies Using Daily Stock Returns - A Simulation Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue , pages 1-30, DOI: http://hdl.handle.net/10.2307/24908.
- Olsen, C, 1984, "Discussion Of The Experimental-Design Of Classification Models - An Application Of Recursive Partitioning And Bootstrapping To Commercial Bank Loan Classifications," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue , pages 115-118, DOI: http://hdl.handle.net/10.2307/24908.
- Ricks, We, 1984, "Discussion Of A Comparison Of Event Study Methodologies Using Daily Stock Returns - A Simulation Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue , pages 31-33, DOI: http://hdl.handle.net/10.2307/24908.
- Zmijewski, Me, 1984, "Methodological Issues Related To The Estimation Of Financial Distress Prediction Models," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue , pages 59-82, DOI: http://hdl.handle.net/10.2307/24908.
- Dietrich, Jr, 1984, "Discussion Of Methodological Issues Related To The Estimation Of Financial Distress Prediction Models," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue , pages 83-86, DOI: http://hdl.handle.net/10.2307/24908.
- Marais, Ml & Patell, Jm & Wolfson, Ma, 1984, "The Experimental-Design Of Classification Models - An Application Of Recursive Partitioning And Bootstrapping To Commercial Bank Loan Classifications," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 22, issue , pages 87-114, DOI: http://hdl.handle.net/10.2307/24908.
1983
- Mauricio Avella & Carlos Caballero Arg�ez, 1983, "La economía política de la reforma financiera," Coyuntura Económica, Fedesarrollo, volume 13, issue 4, pages 141-182.
- Rybczynski, Tad, 1983, "The Industrial Finance Systems; Europe, U.S. and Japan," Working Paper Series, Research Institute of Industrial Economics, number 113, Dec.
- Hawawini, Gabriel, 1983, "Why beta shifts as the return interval changes," MPRA Paper, University Library of Munich, Germany, number 44893, May.
1982
- Ball, R & Foster, G, 1982, "Corporate Financial-Reporting - A Methodological Review Of Empirical-Research," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue , pages 161-234, DOI: http://hdl.handle.net/10.2307/26746.
- Gonedes, Nj, 1982, "Corporate Financial-Reporting - A Methodological Review Of Empirical-Research - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue , pages 235-238, DOI: http://hdl.handle.net/10.2307/26746.
- Jensen, Mc, 1982, "Corporate Financial-Reporting - A Methodological Review Of Empirical-Research - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue , pages 239-244, DOI: http://hdl.handle.net/10.2307/26746.
- Ball, R & Foster, G, 1982, "Corporate Financial-Reporting - A Methodological Review Of Empirical-Research - Reply," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 20, issue , pages 245-248, DOI: http://hdl.handle.net/10.2307/26746.
- Mauricio Avella, 1982, "Confrontaciones en torno al sector financiero : anotaciones sobre un problema político," Coyuntura Económica, Fedesarrollo, volume 12, issue 4, pages 216-230.
- Mauricio Avella, 1982, "Los acontecimientos recientes del sector financiero en perspectiva," Coyuntura Económica, Fedesarrollo, volume 12, issue 3, pages 189-199.
- Nunnenkamp, Peter, 2003, "Reforming the international financial architecture: what globalization critics demand and what policymakers have (not) achieved," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 3206.
1981
- Ignacio Rangel, 1981, "The financial issue," Brazilian Journal of Political Economy, FGV EAESP, volume 1, issue 1, pages 27-35, January, DOI: 10.1590/0101-31571981-1031.
- Ignacio Rangel, 1981, "The financial issue," Brazilian Journal of Political Economy, FGV EAESP, volume 1, issue 1, pages 27-35, January, DOI: 10.1590/0101-31571981-1031.
- João Damásio, 1981, "Introductory Notes on Monopoly Capitalism: A Commentary," Brazilian Journal of Political Economy, FGV EAESP, volume 1, issue 3, pages 383-389, July, DOI: 10.1590/0101-31571981-3118.
- João Damásio, 1981, "Introductory Notes on Monopoly Capitalism: A Commentary," Brazilian Journal of Political Economy, FGV EAESP, volume 1, issue 3, pages 383-389, July, DOI: 10.1590/0101-31571981-3118.
- Smith, Aj, 1981, "The Sec Reversal Of Fasb Statement No-19 - An Investigation Of Information Effects," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue , pages 174-211, DOI: http://hdl.handle.net/10.2307/24909.
- Alexander, Mo, 1981, "The Sec Reversal Of Fasb Statement No-19 - An Investigation Of Information Effects - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue , pages 212-217, DOI: http://hdl.handle.net/10.2307/24909.
- Larcker, Df, 1981, "The Sec Reversal Of Fasb Statement No-19 - An Investigation Of Information Effects - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 19, issue , pages 218-226, DOI: http://hdl.handle.net/10.2307/24909.
1980
- Gabriel A. Hawawini, 1980, "The Intertemporal Cross Price Behavior of Common Stocks: Evidence and Implications," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 3, issue 2, pages 153-167, June.
- Hawawini, Gabriel, 1980, "The intertemporal cross-price behavior of common stocks: Evidence and impications," MPRA Paper, University Library of Munich, Germany, number 44896.
1972
- Mandelbrot, Benoit B, 1972, "Correction of an Error in "The Variation of Certain Speculative Prices" (1963)," The Journal of Business, University of Chicago Press, volume 45, issue 4, pages 542-543, October, DOI: 10.1086/295487.
1971
- Chottine.S & Young, A, 1971, "Test Of Aicpa Differentiation Between Stock Dividends And Stock Splits," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 9, issue 2, pages 367-374, DOI: http://hdl.handle.net/10.2307/24899.
- Baskin, Ef, 1971, "Comment On Some Recent Trends In Accounting Changes," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 9, issue 2, pages 375-377, DOI: http://hdl.handle.net/10.2307/24899.
1969
- Barton, Rf, 1969, "Experimental Study Of Impact Of Competitive Pressures On Overhead Allocation Bids," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 7, issue 1, pages 116-122, DOI: http://hdl.handle.net/10.2307/24902.
- Hakansson, Nh, 1969, "Relevance Of Price-Level Accounting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 7, issue 1, pages 22-31, DOI: http://hdl.handle.net/10.2307/24902.
1968
- Ball, R & Brown, P, 1968, "Empirical Evaluation Of Accounting Income Numbers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue 2, pages 159-178, DOI: http://hdl.handle.net/10.2307/24902.
- Greenball, Mn, 1968, "Evaluation Of Usefulness To Investors Of Different Accounting Estimators Of Earnings - Simulation Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue , pages 27-49, DOI: http://hdl.handle.net/10.2307/24900.
- Rappaport, A, 1968, "Evaluation Of Usefulness To Investors Of Different Accounting Estimators Of Earnings - Simulation Approach - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue , pages 50-53, DOI: http://hdl.handle.net/10.2307/24900.
- Stedry, Ac, 1968, "Evaluation Of Usefulness To Investors Of Different Accounting Estimators Of Earnings - Simulation Approach - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue , pages 54-58, DOI: http://hdl.handle.net/10.2307/24900.
- Beaver, Wh, 1968, "Information Content Of Annual Earnings Announcements," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue , pages 67-92, DOI: http://hdl.handle.net/10.2307/24900.
- Bates, Rj, 1968, "Information Content Of Annual Earnings Announcements - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue , pages 93-95, DOI: http://hdl.handle.net/10.2307/24900.
- Davidson, Hj, 1968, "Information Content Of Annual Earnings Announcements - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue , pages 96-100, DOI: http://hdl.handle.net/10.2307/24900.
1964
- Alfred, Am, 1964, "Investment In The Development Districts Of The United-Kingdom - Tax And Discounted Cash Flow," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 2, issue 2, pages 172-182, DOI: http://hdl.handle.net/10.2307/24899.
1963
- Benoit Mandelbrot, 1963, "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, volume 36, pages 394-394, DOI: 10.1086/294632.
20
- Ciro Rapacciuolo, 20, "New Finance for Italian Firms.Issues of Mini-Bonds and SME Entering the Stock Exchange are the Most Promising Novelties," Rivista di Politica Economica, SIPI Spa, issue 2, pages 231-257, April-Jun.
0
- Jinwoong Lee & Jihee Ann & Cheolbeom Park, 2021, "What Causes House Prices to Fluctuate? Evidence from South Korea," Discussion Paper Series, Institute of Economic Research, Korea University, number 2103.
- Francesco Corielli & Massimiliano Marcellino, , "Factor Based Index Trading," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 209.
- Laura Bottazzi & Marco Da Rin, , "Europe’s ‘New’ Stock Markets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 218.
- Dirk G. Baur & Thomas K. McDermott, , "Is gold a safe haven? International evidence," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp310.
- Gerard Caprio, Jr, , "Safe and Sound Banking: A Role for Countercyclical Regulatory Requirements?," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp311.
- Søren Bo Nielsen, , "A Simple Model of Commodity Taxation and Cross-Border Shopping," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 98-18.
- Syed M. Ahsan & Panagiotis Tsigaris, , "The Public Discount Rate and the Uncertain Budgetary Flows," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 98-21.
- Tanweer Akram & Anupam Das, 2020, "The Empirics of Canadian Government Securities Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_944, Jan.
- Tanweer Akram, 2020, "A Simple Model of the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_951, Apr.
- Tanweer Akram & Syed Al-Helal Uddin, 2020, "An Empirical Analysis of Long-Term Brazilian Interest Rates," Economics Working Paper Archive, Levy Economics Institute, number wp_956, May.
- Tanweer Akram & Huiqing Li, 2020, "Some Empirical Models of Japanese Government Bond Yields Using Daily Data," Economics Working Paper Archive, Levy Economics Institute, number wp_962, Jul.
- Abhishek Subramanian & Parthajit Kayal, 2023, "Application of Volatility-Managed Portfolios in the Context of a Volatility Index," Working Papers, Madras School of Economics,Chennai,India, number 2023-242, Aug.
- Rose Mary K. Abraham, , "Financialisation of Commodity Markets: Evidence from India," Margin-The Journal of Applied Economic Research, National Council of Applied Economic Research, number v:16:y:2022:i:2022-1:p:10, DOI: https://doi.org/10.1177/09738010211.
- Haifeng Guo & Alexandros Kontonikas & Paulo Maio, 0, "Monetary Policy and Corporate Bond Returns," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 3, pages 441-489.
- Alessandro Beber & Michael W. Brandt & Kenneth A. Kavajecz, 2011, "What Does Equity Sector Orderflow Tell Us About the Economy?," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 11, pages 3688-3730.
- Masayasu Kanno, 2018, "Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network," Risk Management, Palgrave Macmillan, volume 20, issue 4, pages 273-303, November, DOI: 10.1057/s41283-018-0033-4.
- Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2019, "Farinelli and Tibiletti ratio and stochastic dominance," Risk Management, Palgrave Macmillan, volume 21, issue 3, pages 201-213, September, DOI: 10.1057/s41283-019-00050-2.
- Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021, "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202118, Feb.
- Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021, "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202157, Aug.
- Jimoh S. Ogede & Olukayode E. Maku & Bamidele O. Oshinowo & Mojeed M. Ologundudu, 0, "Trade Openness, FDI and Income Inequality: New Empirical Evidence from Nigeria," ACTA VSFS, University of Finance and Administration, volume 16, issue 1, pages 8-22.
- Edward Glaeser & Wei Huang & Yueran Ma & Andrei Shleifer, , "A Real Estate Boom with Chinese Characteristics," Working Paper, Harvard University OpenScholar, number 456006.
- Faruk Gul & Wolfgang Pesendorfer & Tomasz Strzalecki, , "Coarse Competitive Equilibrium and Extreme Prices," Working Paper, Harvard University OpenScholar, number 8365.
- Olesea Speian & Victoria Ganea & Constantinos Kyriakopoulos, 0, "Yield Curve Construction: A Note on the Moldovan bond market," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 1, pages 1-9(1).
- Yang ZHANG & Ziang QIU Ziang & Donghyun PARK & Shu TIAN, 2026, "Role of Artificial Intelligence in Finance: Selective Literature Review and Implications for Asia's Financial Stability," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp61, Feb, revised Feb 2026.
- Domagoj Hru?ka & Dra?en Milkovi? & Maja Darabo? Longin, 0000, "Asymmetric Information and Underpricing of Initial Public Offerings: Evidence from Croatia," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 11413248.
- Domagoj Hru?ka & Dra?en Milkovi? & Maja Darabo? Longin, 0000, "Initial Public Offerings and Corporate Governance in Croatia," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 11413249.
- Kentaro Kikuchi, , "A Global Joint Pricing Model of Stocks and Bonds Based on the Quadratic Gaussian Approach," Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research, number 18.
- Edward W. Piotrowski & Jan Sladkowski, , "Quantum Market Games," Departmental Working Papers, University of Bialtystok, Department of Theoretical Physics, number 3.
- Kang, Kee-Youn, 2024, "Digital currency and privacy," Theoretical Economics, Econometric Society, volume 19, issue 1, January.
- Duc Hong Vo & Ngoc Phu Tran & Tam Nguyen-Thanh Duong & Michael McAleer, 2019, "Risk analysis of energy in Vietnam," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-14, Mar.
- Kevin Huang, , "Valuation and asset pricing in infinite-horizon sequential markets with portfolio constraints," Working Papers, Utah State University, Department of Economics, number 2000-09.
- Kevin Huang, , "On infinite-horizon minimum-cost hedging under cone constraints," Working Papers, Utah State University, Department of Economics, number 2000-22.
- Emine Kaya, 0, "Bank Concentration and Its Impact on Financial Inclusion, Efficiency, and Stability: Evidence from Developing Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-12.
- Nora Lustig, , "The Mexican Peso Crisis: The Foreseeable and the Surprise," Discussion Papers, Brookings Institution International Economics, number 114.
- Reena Aggarwal & James J. Angel, , "The Rise and Fall of the AMEX Emerging Company Marketplace," Working Papers, Georgetown School of Business, number _002.
- James J. Angel, , "Nonstandard-Settlement Transactions," Working Papers, Georgetown School of Business, number _005.
- Michael W. Brandt & Francis X. Diebold & April, , "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 03-15.
- Mordecai Kurz & Andrea Beltratti, , "The Equity Premium is No Puzzle," Working Papers, Stanford University, Department of Economics, number 96004.
- Blake LeBaron, , "Experiments in Evolutionary Finance," Working papers, University of Wisconsin - Madison, number _001.
- Marc Oliver Bettzuege & Thorsten Hens, , "An Evolutionary Approach to Financial Innovation," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 035.
- Thorsten Hens & Joerg Laitenberger & Andreas Loeffler, , "On Uniqueness of Equilibria in the CAPM - (This paper replaces "Existence and Uniqueness of Equilibria in the CAPM")," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 039.
- Thorsten Hens, , "An Extension of Mantel (1976) to Incomplete Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 071.
- Anke Gerber & Marc Oliver Bettz�ge, , "Evolutionary Choice of Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 109.
- Damien Kunjal, 2023, "Does geopolitical risk matter for ETF flows in emerging markets?," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 5, issue 2, pages 102-112, December.
- Anis Derradji & Metarref Aouatef, , "The impact of the financial position elements changes on the market capitalization of InsurTech companies: A standard study on a sample of companies operating in the U.S. insurance market using panel models," Review of Socio - Economic Perspectives, Reviewsep, number 202312, DOI: https://doi.org/10.19275/RSEP155.
- V. Filipe Martins-da-Rocha & Frank Riedel, 2008, "On Equilibrium Prices in Continuous Time," Papers, arXiv.org, number 0802.3585, Feb.
- Ashkan Nikeghbali & Eckhard Platen, 2008, "On honest times in financial modeling," Papers, arXiv.org, number 0808.2892, Aug.
- Ivan O. Kitov, 2009, "What is the best firm size to invest?," Papers, arXiv.org, number 0903.0286, Mar.
- Kevin Dowd & John Cotter, 2011, "Exponential Spectral Risk Measures," Papers, arXiv.org, number 1103.5409, Mar.
- John Cotter & Jim Hanly, 2011, "Hedging Effectiveness under Conditions of Asymmetry," Papers, arXiv.org, number 1103.5411, Mar.
- John Cotter, 2011, "Minimum Capital Requirement Calculations for UK Futures," Papers, arXiv.org, number 1103.5416, Mar.
- John Cotter & Simon Stevenson, 2011, "Uncovering Volatility Dynamics in Daily REIT Returns," Papers, arXiv.org, number 1103.5417, Mar.
- John Cotter, 2011, "Varying the VaR for Unconditional and Conditional Environments," Papers, arXiv.org, number 1103.5649, Mar.
- John Cotter, 2011, "Uncovering Long Memory in High Frequency UK Futures," Papers, arXiv.org, number 1103.5651, Mar.
- john cotter, 2011, "Modelling catastrophic risk in international equity markets: An extreme value approach," Papers, arXiv.org, number 1103.5656, Mar.
- John Cotter & Simon Stevenson, 2011, "Multivariate Modeling of Daily REIT Volatility," Papers, arXiv.org, number 1103.5660, Mar.
- John Cotter & Jim Hanly, 2011, "Hedging: Scaling and the Investor Horizon," Papers, arXiv.org, number 1103.5966, Mar.
- John Cotter & Jim Hanly, 2011, "Time Varying Risk Aversion: An Application to Energy Hedging," Papers, arXiv.org, number 1103.5968, Mar.
- Karl Case & John Cotter & Stuart Gabriel, 2011, "Housing risk and return: Evidence from a housing asset-pricing model," Papers, arXiv.org, number 1103.5971, Mar.
- John Cotter & Jim Hanly, 2011, "A Utility Based Approach to Energy Hedging," Papers, arXiv.org, number 1103.5973, Mar.
- Tim Leung & Qingshuo Song & Jie Yang, 2011, "Outperformance Portfolio Optimization via the Equivalence of Pure and Randomized Hypothesis Testing," Papers, arXiv.org, number 1109.5316, Sep, revised Mar 2013.
- John Cotter & Stuart Gabriel & Richard Roll, 2011, "Integration and Contagion in US Housing Markets," Papers, arXiv.org, number 1110.4119, Oct.
- Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2011, "Measuring market liquidity: An introductory survey," Papers, arXiv.org, number 1112.6169, Dec.
- Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012, "Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil," Papers, arXiv.org, number 1207.5269, Jul.
- John Cotter & Stuart Gabriel & Richard Roll, 2012, "Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust," Papers, arXiv.org, number 1208.0371, Aug.
- Josep Perello & Jaume Masoliver & Jean-Philippe Bouchaud, 2003, "Multiple time scales in volatility and leverage correlations: An stochastic volatility model," Papers, arXiv.org, number cond-mat/0302095, Feb.
- Jean-Philippe Bouchaud & Yuval Gefen & Marc Potters & Matthieu Wyart, 2003, "Fluctuations and response in financial markets: the subtle nature of `random' price changes," Papers, arXiv.org, number cond-mat/0307332, Jul, revised Aug 2003.
- Szilard Pafka & Marc Potters & Imre Kondor, 2004, "Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization," Papers, arXiv.org, number cond-mat/0402573, Feb.
- J. -P. Bouchaud & J. Kockelkoren & M. Potters, 2004, "Random walks, liquidity molasses and critical response in financial markets," Papers, arXiv.org, number cond-mat/0406224, Jun, revised Jun 2004.
- Jean-Philippe Bouchaud & Marc Potters & Jean-Pierre Aguilar, 1997, "Missing Information and Asset Allocation," Papers, arXiv.org, number cond-mat/9707042, Jul.
- J. -P. Bouchaud & N. Sagna & R. Cont & N. El-Karoui & M. Potters, 1997, "Phenomenology of the Interest Rate Curve," Papers, arXiv.org, number cond-mat/9712164, Dec.
- Stefano Galluccio & Jean-Philippe Bouchaud & Marc Potters, 1998, "Rational Decisions, Random Matrices and Spin Glasses," Papers, arXiv.org, number cond-mat/9801209, Jan.
- Kirill N. Ilinski & Alexander S. Stepanenko, 1998, "Electrodynamical model of quasi-efficient financial market," Papers, arXiv.org, number cond-mat/9806138, Jun.
- Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, , "On the Explaination of Empirical Regularities: The statistical models of stock returns," DEOS Working Papers, Athens University of Economics and Business, number 1220.
- Panagiotis Samartzis & Nikitas Pittis & Nikolaos Kourogenis & Phoebe Koundouri, , "Factor Models of Stock Returns: GARCH Errors versus Autoregressive Betas," DEOS Working Papers, Athens University of Economics and Business, number 1318.
- Carlos Pérez Montes & Jorge E. Galán & María Bru & Julio Gálvez & Alberto García & Carlos González & Samuel Hurtado & Nadia Lavín & Eduardo Pérez Asenjo & Irene Roibás, 2023, "Marco de análisis sistémico del impacto de los riesgos económicos y financieros," Occasional Papers, Banco de España, number 2311, Apr, DOI: https://doi.org/10.53479/29873.
- Oscar Becerra & Luis Fernando Melo, 2008, "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Borradores de Economia, Banco de la Republica de Colombia, number 489, Feb, DOI: 10.32468/be.489.
- Dairo Estrada & Javier Gutiérrez Rueda, 2008, "Supervisión y regulación del sistema financiero: Modelos, implicaciones y alcances," Borradores de Economia, Banco de la Republica de Colombia, number 490, Feb, DOI: 10.32468/be.490.
Printed from https://ideas.repec.org/j/G10-70.html