Research classified by Journal of Economic Literature (JEL) codes

1987

• 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, "A questão financeira," Brazilian Journal of Political Economy, FGV EAESP, volume 1, issue 1, pages 27-35, January, DOI: 10.1590/0101-31571981-1031.
• João Damásio, 1981, "Notas introdutórias ao capitalismo monopolista: um comentário," 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

• 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, Academic Publishing UNWE, 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.
• Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010, "Regulación y Valor en Riesgo," Borradores de Economia, Banco de la Republica de Colombia, number 615, Jul, DOI: 10.32468/be.615.
• Martha López P. & Fernando Tenjo G. & Héctor Zárate Solano, 2010, "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 616, Jul, DOI: 10.32468/be.616.
• Jorge Mario Uribe Gil & Miguel Ángel Morales Mosquera & Hernán Piñeros G., 2008, "Análisis de estrés sobre el sistema bancario colombiano: un escenario conjunto de riesgos," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 036, Sep, DOI: 10.32468/tef.36.
• Attaullah Shah & Khyber Khan, , "The Relationship between Implied Cost of Equity and Corporate Life Cycle Stages," IMSciences Working Papers, Institute of Management Sciences, Peshawar, Pakistan, number 2017-01.
• Nihad Aliyev & Matteo Aquilina & Khaladdin Rzayev & Sonya Zhu, 2024, "Through stormy seas: how fragile is liquidity across asset classes and time?," BIS Working Papers, Bank for International Settlements, number 1229, Nov.
• Tom Doan, 2025, "RATS programs to replicate Willinger, Taqqu, Teverovsky(1999)," Statistical Software Components, Boston College Department of Economics, number RTZ00167, revised .
• Igor Evstigneev & Dhruv Kapoor, 2007, "Arbitrage in Stationary Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-32, Oct.
• Wael BAHSOUN & Igor V. EVSTIGNEEV & Michael I. TAKSAR, 2008, "Capital growth under transaction costs: An analysis based on the von Neumann-Gale model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-07, Apr.
• Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2008, "Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-45, Dec.
• Felix KUBLER & Karl SCHMEDDERS, 2009, "Non-parametric counterfactual analysis in dynamic general equilibrium," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-05, Feb.
• Eric Ghysels & Alberto Plazzi & Rossen I. Valkanov, 2011, "Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-06, Feb.
• Valérie CHAVEZ-DEMOULIN & Paul Embrechts & Sylvain Sardy, 2011, "Extreme-quantile tracking for financial time series," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-27, Jul.
• Tarun CHORDIA & Amit GOYAL & Narasimhan JEGADEESH, 2011, "Buyers Versus Sellers: Who Initiates Trades And When?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-43, Aug.
• Christoph Czichowsky & Martin Schweizer, 2012, "Convex Duality in Mean Variance Hedging Under Convex Trading Constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-24, Jun.
• Kerstin Kehrle & Tatjana Xenia Puhan, 2012, "The Information Content of Option Demand," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-43, Oct.
• Bryan Routledge & Stanley Zin, , "Model Uncertainty and Liquidity," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2001-E17.
• Burton Hollifield & Robert Miller & Patrik Sandas, , "Empirical Analysis of Limit Order Markets," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number -290183991.
• Suleyman Basak & Michael Gallmeyer, , "Capital Market Equilibrium with Differential Taxation," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1999-E1.
• Harold Zhang, , "Asset Returns and Volume in a Financial Market with Frictions: A Dynamic Analysis," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 31.
• Thierry Foucault & Christine a Parlour, , "Competition for Listings," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2000-E11.
• BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen VK, 2006, "Multivariate GARCH models: a survey," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1847, Jan, DOI: 10.1002/jae.842.
• Guonan Ma & Wang Yao, , "Can The Chinese Bond Market Facilitate A Globalizing Renminbi?," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_011.
• Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, , "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_019.
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