Research classified by Journal of Economic Literature (JEL) codes

0

• Thierry Foucalt & Ailsa Roell & Patrik Sandas, , "Imperfect Market Monitoring and SOES Trading," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 15-99.
• James Dow & Gary Gorton, , "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 19-94.
• Burton Hollifield & Robert A. Miller & patrik Sandas, , "An Empirical Analysis of Limit Order Markets," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 29-99.

None

• John Cotter & Jim Hanly, None, "Hedging: scaling and the investor horizon," Journal of Risk, Journal of Risk.
• Winfried G. Hallerbach, None, "Decomposing portfolio value-at-risk: a general analysis," Journal of Risk, Journal of Risk.
• Jean-David Fermanian & Olivier Scaillet, None, "Nonparametric estimation of copulas for time series," Journal of Risk, Journal of Risk.
• M.I. Dröes & H Garretsen & W.J.J. Manshanden, 2012, "The Diversification Benefits of Free Trade in House Value," Working Papers, Utrecht School of Economics, number 12-03.
• Rabindra Joshi, 2012, "Effects of Dividends on Stock Prices in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 24, issue 2, pages 61-75, October.
• Will Dobbie & Andres Liberman & Daniel Paravisini & Vikram Pathania, 2018, "Measuring Bias in Consumer Lending," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 623, Aug.
• Stern Liliana V & Stern Michael L., 2008, "Expected Equity Returns and the Demand for Money," The B.E. Journal of Macroeconomics, De Gruyter, volume 8, issue 1, pages 1-29, June, DOI: 10.2202/1935-1690.1592.
• Pinotti Paolo, 2009, "Financial Development and Pay-As-You-Go Social Security," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-21, March, DOI: 10.2202/1935-1690.1674.
• Zhang Qiang, 2006, "The Spirit of Capitalism and Asset Pricing: An Empirical Investigation," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 3, pages 1-25, November, DOI: 10.2202/1534-5998.1418.
• Martins-Filho Carlos & Yao Feng, 2006, "Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-43, May, DOI: 10.2202/1558-3708.1304.
• De Jong Cyriel, 2006, "The Nature of Power Spikes: A Regime-Switch Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-28, September, DOI: 10.2202/1558-3708.1361.
• Gabriel Vasco J. & Alexandre Fernando & Bação Pedro, 2008, "The Consumption-Wealth Ratio under Asymmetric Adjustment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 4, pages 1-32, December, DOI: 10.2202/1558-3708.1565.
• Pelagatti Matteo M, 2009, "Modelling Good and Bad Volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 1, pages 1-20, March, DOI: 10.2202/1558-3708.1595.
• Smith Daniel R, 2009, "Asymmetry in Stochastic Volatility Models: Threshold or Correlation?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 3, pages 1-36, May, DOI: 10.2202/1558-3708.1540.
• Andrada-Félix Julián & Fernadez-Rodriguez Fernando & Garcia-Artiles Maria-Dolores & Sosvilla-Rivero Simon, 2003, "An Empirical Evaluation of Non-Linear Trading Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 3, pages 1-32, October, DOI: 10.2202/1558-3708.1160.
• De Luca Giovanni & Gallo Giampiero M., 2004, "Mixture Processes for Financial Intradaily Durations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-20, May, DOI: 10.2202/1558-3708.1223.